sfe stealth最近一周回撤，有客户问是否超出历史最大回撤，于是下载了最新的数据，测试并没有超出历史最大回撤，能有最大回撤的一半。不过这个想法是对的，不管单策略还是组合策略中出现超出历史最大回撤的情况，一定要对比历史，如果偏离就要暂停替换。
组合策略也在这个情况下产生优势，单策略如果出现超出历史最大回撤，基本本金损失了不少，如果是组合策略，某一个策略出现了超出历史最大回撤，实际产生的损失降低了很多。
另外这次复测筛选了品种，稍后发放新参数！
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