I previously wrote an article titled "Empirical Study of Shanghai-Shenzhen 300 Grid Trading Strategy" and today I came across an article written by Teacher Tenny-X titled "An Optimized ETF Grid Trading Strategy" on JoinQuant. I compared the two strategies and the backtesting results are as follows:
From the table, it can be seen that Teacher Tenny-X's strategy is significantly better than my own developed Devil 9. I recommend everyone to clone the strategy as soon as possible. Additionally, I believe that if idle funds are invested in YinHua Daily Interest in the strategy, the predicted return can be higher.