关于定投，用历史数据模拟了一下

得到一些结论，向各位请教。

1. 以前Bele说有历史数据表明每月9号、20号定投略有优势，我的模拟发现没有。十年或者二十年下来，每月不同时间定投最终增长在几百个点有几个点的随机误差。还模拟每周如何一天定投，同样没有区别。

2. 最终增长与投资时长以及最后一年的市场关系极大，比如2023年底计算就比2022年底高许多。这也可以理解，总资本越来越大，最后一年或两年对总收益影响肯定大。

3. 模拟了不同组合SPY + QQQ， QQQ + QLD， QQQ + TQQQ， 结论是风险大，则收益或者损失也大。有做定期rebalance降低风险提高收益的可能吗？

2000-01-01到2023-12-31每周定投结果

****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2023-12-31, weekday:0 Total money invested: $113100.00 Total return rate:302.41% Profit: $342024.03 ****************************************************** ****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2023-12-31, weekday:1 Total money invested: $123700.00 Total return rate:300.86% Profit: $372162.03 ****************************************************** ****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2023-12-31, weekday:2 Total money invested: $124000.00 Total return rate:300.84% Profit: $373044.84 ****************************************************** ****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2023-12-31, weekday:3 Total money invested: $121800.00 Total return rate:300.10% Profit: $365525.52 ****************************************************** ****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2023-12-31, weekday:4 Total money invested: $121100.00 Total return rate:300.84% Profit: $364314.99 ******************************************************

2000-01-01到2022-12-31每月定投结果

****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2022-12-31, days:[9, 20] Total money invested: $38500.00 Total return rate:229.45% Profit: $88338.60 ****************************************************** ****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2022-12-31, days:[5, 20] Total money invested: $37900.00 Total return rate:230.54% Profit: $87375.27 ****************************************************** ****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2022-12-31, days:[1, 15] Total money invested: $36800.00 Total return rate:224.47% Profit: $82604.22 ****************************************************** ****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2022-12-31, days:[8, 23] Total money invested: $39000.00 Total return rate:226.27% Profit: $88245.72 ****************************************************** ****************************************************** Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2022-12-31, days:[10, 25] Total money invested: $36800.00 Total return rate:229.63% Profit: $84502.84 ******************************************************

2011-01-01到2023-12-31每周各种单投、混合投结果

****************************************************** Investing into SPY $100 weekly start_date: 2011-01-01, end_date: 2023-12-31, weekday:0 Total money invested: $61000.00 Total return rate:143.90% Profit: $87778.57 ****************************************************** ****************************************************** Investing into QQQ $100 weekly start_date: 2011-01-01, end_date: 2023-12-31, weekday:0 Total money invested: $61000.00 Total return rate:263.95% Profit: $161007.73 ****************************************************** ****************************************************** Investing into QLD $100 weekly start_date: 2011-01-01, end_date: 2023-12-31, weekday:0 Total money invested: $61000.00 Total return rate:784.78% Profit: $478718.28 ****************************************************** ****************************************************** Investing into TQQQ $100 weekly start_date: 2011-01-01, end_date: 2023-12-31, weekday:0 Total money invested: $61000.00 Total return rate:1499.01% Profit: $914394.38 ****************************************************** ****************************************************** Investing into QQQ and QLD $50 each weekly start_date: 2011-01-01, end_date: 2023-12-31, weekday:0 Total money invested: $61000.00 Total return rate:524.37% Profit: $319863.01 ****************************************************** ****************************************************** Investing into QQQ and TQQQ $50 each weekly start_date: 2011-01-01, end_date: 2023-12-31, weekday:0 Total money invested: $61000.00 Total return rate:881.48% Profit: $537701.06 ******************************************************

2011-01-01到2022-12-31每周各种单投、混合投结果

****************************************************** Investing into SPY $100 weekly start_date: 2011-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $56500.00 Total return rate:101.60% Profit: $57404.74 ****************************************************** ****************************************************** Investing into QQQ $100 weekly start_date: 2011-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $56500.00 Total return rate:147.57% Profit: $83377.59 ****************************************************** ****************************************************** Investing into QLD $100 weekly start_date: 2011-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $56500.00 Total return rate:333.68% Profit: $188528.26 ****************************************************** ****************************************************** Investing into TQQQ $100 weekly start_date: 2011-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $56500.00 Total return rate:474.97% Profit: $268356.79 ****************************************************** ****************************************************** Investing into QQQ and QLD $50 each weekly start_date: 2011-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $56500.00 Total return rate:240.62% Profit: $135952.93 ****************************************************** ****************************************************** Investing into QQQ and TQQQ $50 each weekly start_date: 2011-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $56500.00 Total return rate:311.27% Profit: $175867.19 ******************************************************

2020-01-01到2022-12-31每周各种单投、混合投结果

****************************************************** Investing into SPY $100 weekly start_date: 2020-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $14000.00 Total return rate:4.48% Profit: $626.53 ****************************************************** ****************************************************** Investing into QQQ $100 weekly start_date: 2020-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $14000.00 Total return rate:-8.54% Profit: $-1195.15 ****************************************************** ****************************************************** Investing into QLD $100 weekly start_date: 2020-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $14000.00 Total return rate:-26.80% Profit: $-3751.42 ****************************************************** ****************************************************** Investing into TQQQ $100 weekly start_date: 2020-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $14000.00 Total return rate:-46.19% Profit: $-6466.97 ****************************************************** ****************************************************** Investing into QQQ and QLD $50 each weekly start_date: 2020-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $14000.00 Total return rate:-17.67% Profit: $-2473.28 ****************************************************** ****************************************************** Investing into QQQ and TQQQ $50 each weekly start_date: 2020-01-01, end_date: 2022-12-31, weekday:0 Total money invested: $14000.00 Total return rate:-27.36% Profit: $-3831.06 ******************************************************

你分红怎么算的？Rebalance 好像没有用

我back test过 leveraged ETF 和cash，ETF 各种组合，包括 dynamic rebalance。结论和你差不多。leveraged ETF 最好就是TIMING market （VIX + MA）。要不就是 buy and hold （时间够长）+ 运气好 （避开2000-2003）。

谢谢分享。看来可以想投就投

感觉还是得timing market，我准备这么做

"days: [9, 20]", 什么意思?

Investing into SPY $100 weekly start_date: 2000-01-01, end_date: 2022-12-31, days:[9, 20] Total money invested: $38500.00 Total return rate:229.45% Profit: $88338.60

 

 

 

 

应该是每个月的9号或者20号定投

我用Yahoo finance的Adj Close price，应该用分红修正过了

是，感觉可以想投就投，只要

坚持定投。如果能有好的rebalance策略，也许能beat buy and hold. 

就是每月9号和20号两次定投。另外，

原来以为401K定投都是发薪日，其实公司送countribution到401K管理公司需要几个business day, 不是特别确定。

你是用什么网站做这些计算的？

我用python写了点程序，从Yahoo finance下载数据自己算的

以前投资靠感觉，投资回报差。准备像投坛大牛们学习，至少把401K投资回报算明白。

你的计算里面，好像是若9号或20号股市不开盘，就跳过。

我简化了一下，没有考虑股市不开盘的情况。其实一年Miss一两次应该影响不大。

怎么可以想投就投呢？投之前，有没有看看黄历？去庙里占个卦？还有最主要的是，有没有问过令堂？

定投，定投，投资LOL

2024年将有7次，9号或20号在周末。

那我再把这些再考虑进去重算一下

更新了考虑周末或者节日的情况，原来的逻辑确实漏掉了不少。但结论是一样的。

投资回报比例一样，资金投入增多了。

遇到9号或20号在周末，就在紧接着的星期一买SPY？

是的

定投SPY和定投QQQ，10年后差别这么大啊

谢谢分享，看来时间不很重要，品质更重要。QQQ还是比SPY好，我还是倾向QQQ + SPY.