一个年化30％的量化策略，求拍砖

Core Viewpoint - The article discusses a momentum rotation strategy involving the ChiNext, NASDAQ, and soybean meal, which has yielded over 30% annualized returns over a decade, while expressing some skepticism about the selection of these specific assets [1]. Group 1: Investment Strategy Performance - The strategy has achieved a total return of 2900.29% and an annualized return of 30.15%, with a Sharpe ratio of 1.00 and a maximum drawdown of 36.39% [1]. - Compared to the Shanghai Composite Index, which only returned 69.59% with an annualized return of 4.18%, the strategy significantly outperformed, yielding a relative return of 1669.12% [1]. - Yearly performance data shows fluctuations, with notable years including 2015 with a return of 189.71% and 2022 with a return of 71.02% [1]. Group 2: Critiques and Considerations - There are concerns regarding the selection of the three assets, suggesting that the choice may reflect hindsight bias, as the assets were selected based on past performance without clear justification for their future potential [2][8]. - Critics highlight the risk of using a limited set of assets for rotation, suggesting that a broader pool of ETFs would provide a more robust strategy [11]. - The article mentions the importance of avoiding "future function" pitfalls, where past performance is improperly used to predict future results, emphasizing the need for careful risk management and execution [6][14].