粗算做空ETF 损耗

本次暴涨,周三午时在没有均线(4H和日线)及MACD明显做空买入指导下,在SP新高2230时候,仅看RSI大于70,计划抢一个小跌,失败, 死扛至今。

粗算一下做空 ETF之SH,相对SPY的损耗,也有叫Decay。

相比3个年度前SPY上涨约23%;看空ETF SH同比下跌约为负29%;36个月损耗6% + SPY加上3年分红约3%= SH 在36个月损耗9%,每个月0.25%-0.3%. 没有详细计算震荡损耗,PUT和空股票资金Margin成本和手续费。 

结论: 顺势看空对趋势最好在30天内卖出,3倍损耗Decay更可怕,看空最好5-10天内卖出;看错趋势止损在3-5天内出局,死扛也在30-60天内离场。2230 试试 60天内, 还能回来吧?

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