本研究主要追蹤美股S&P500 ETF指數(SPY)的報酬並進行技術分析，藉由過往的投資績效規劃一個為退休做準備的長期投資策略，以S&P標普500指數變動為標的並透過技術分析決定適當的進場與出場時機進而獲取較多數人更高的報酬。本研究使用布林通道為技術分析，藉由股市中價格波動判斷進出場時機，再加入平均值與標準差的觀念後，進而找出市場的價格突破點及反轉點指標，是一項可以用於交易市場上的技術指標。藉由觀察2004年至2023年共19年期間SPY指數變動進行市場數據分析與歷史回測後，最終得出的研究結果為在順勢交易下，藉由同時加入多單與空單的指令並增加兩倍槓桿後，能得出最大化的績效報酬。;This study primarily tracks the returns of the S&P 500 ETF index (SPY) in the U.S. stock market and conducts technical analysis. By analyzing past investment performance, it aims to plan a long-term investment strategy for retirement preparation. The strategy uses the S&P 500 index as a benchmark and determines appropriate entry and exit points through technical analysis to achieve higher returns compared to the majority. Bollinger Bands are used as the technical analysis tool in this study, which uses price volatility in the stock market to determine timing for entry and exit. By incorporating the concepts of mean and standard deviation, the study identifies price breakout and reversal indicators, making it a technical indicator applicable in trading markets. Through observing the SPY index changes from 2004 to 2023, a 19-year period, and conducting market data analysis and historical backtesting, the research concludes that in trend-following trading, by simultaneously incorporating long and short positions with double leverage, the maximum performance return can be achieved.
