Almost all the big investors in the market are telling us that for funds, the more they fall, the more they buy, because they can buy more fund shares, thus effectively diluting the cost, and the market is always fluctuating. When the market picks up and the fund starts to rise, we can enjoy more benefits.

Can adding positions when the fund falls really increase the income?

We can build a data model to measure, track the market index, increase the position when the index falls, and calculate the income comparison of the investment index under different conditions. Of course, we don't need to do this data model ourselves. Some organizations have made such calculations and planted such trees, while we just stand under the big tree to enjoy the cool.

This experiment is based on the Shanghai Composite Index, starting from 20 16, and adding positions in two different situations;

The first case: ordinary fixed investment, without any additional positions.

In the second case, when the Shanghai Composite Index falls by more than 3%, the upside-down pyramid strategy is adopted to cover the positions, and the amount is set to 30%, 50%, 80%, 100% and 150% of the fixed investment amount each time.

Through the analysis of statistical data, it is found that in the case of regular fixed investment, the return rate of fixed investment interval is in. If you add positions according to the second case, when the ratio of adding positions increases to 150%, the return rate of fixed investment interval is in, so it is effective to add positions when it falls. The greater the strength of adding positions, the more obvious the effect of increasing returns.

How can the fund make up for the decline and earn more?

Since the fund can make up its position when it falls, how can it make up its position to get a better effect of improving its income? So we added a set of calculation data: when the Shanghai Composite Index fell by more than 3% and the P/E ratio was lower than 13, we increased our positions.

The inverted pyramid strategy is also adopted to cover the positions, and the amount is set to 30%, 50%, 80%, 100% and 150% of each fixed investment.

When the proportion of fixed investment covering positions in the current month reaches 65,438+050%, in the case of covering positions in the second way, the yield of fixed investment interval is the condition for us to increase the P/E ratio in this group of covering positions. When the P/E ratio of the Shanghai Composite Index is lower than 13, it means that the Shanghai Composite Index is in a relatively low valuation range at this time, that is to say, when the index falls and the valuation is relatively low, the effect of income improvement will be more obvious, although

Covering positions is not a random operation. We need to specify a complete replenishment plan and then strictly implement it, so that the effect will be better.