均线金叉资金流策略:年化收益率（20.36%）
本策略综合运用均线金叉、市值规模和资金流向指标，精选均线呈现多头排列、具备一定市值规模且近期有资金流入的股票构建投资组合。策略旨在捕捉技术面与基本面共振的稳健型投资机会，通过定期轮动实现收益增厚。
概要
核心指标
- 累计收益率: 123.43%
- 年化收益率: 20.36%
- 基准收益率: -24.07%
- 阿尔法: 0.29
- 夏普比率: 0.64
- 最大回撤: 50.71%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 科瑞思(301314.SZ) | 42.782831313131 | 9900 | 3 | 45.33 | 448767 | 25216.97/5.954% |
| 2025-08-06 | 扬州金泉(603307.SH) | 39.771928440367 | 10900 | 3 | 41.14 | 448426 | 14911.98/3.44% |
| 2025-08-06 | 鸿铭股份(301105.SZ) | 38.921672972973 | 11100 | 3 | 40.25 | 446775 | 14744.43/3.413% |
| 2025-08-06 | 利仁科技(001259.SZ) | 26.708009937888 | 16100 | 3 | 27.38 | 440818 | 10819.04/2.516% |
| 2025-08-06 | 坤泰股份(001260.SZ) | 19.939227727273 | 22000 | 6 | 20.39 | 448580 | 9916.99/2.261% |
| 2025-08-05 | 科瑞思(301314.SZ) | 42.782831313131 | 9900 | 2 | 44.45 | 440055 | 16504.97/3.897% |
| 2025-08-05 | 扬州金泉(603307.SH) | 39.771928440367 | 10900 | 2 | 40.84 | 445156 | 11641.98/2.685% |
| 2025-08-05 | 鸿铭股份(301105.SZ) | 38.921672972973 | 11100 | 2 | 40.02 | 444222 | 12191.43/2.822% |
| 2025-08-05 | 利仁科技(001259.SZ) | 26.708009937888 | 16100 | 2 | 27.32 | 439852 | 9853.04/2.291% |
| 2025-08-05 | 坤泰股份(001260.SZ) | 19.939227727273 | 22000 | 5 | 20.32 | 447040 | 8376.99/1.91% |
交易详情
| 2025-08-04 | 辰奕智能(301578.SZ) | 卖 | -11700 | 35.75 | -418275 | ¥543.76 | -9488.29 |
| 2025-08-04 | 福事特(301446.SZ) | 卖 | -16300 | 27.79 | -452977 | ¥588.87 | 21712.66 |
| 2025-08-04 | 矩阵股份(301365.SZ) | 卖 | -23200 | 18.8 | -436160 | ¥567.01 | 11704.7 |
| 2025-08-04 | 东南电子(301359.SZ) | 卖 | -19800 | 21.39 | -423522 | ¥550.58 | -5474.66 |
| 2025-08-04 | 利仁科技(001259.SZ) | 买 | 16100 | 26.7 | 429870 | ¥128.96 | 0 |
| 2025-08-04 | 坤泰股份(001260.SZ) | 买 | 600 | 19.69 | 11814 | ¥5 | 0 |
| 2025-08-04 | 鸿铭股份(301105.SZ) | 买 | 11100 | 38.91 | 431901 | ¥129.57 | 0 |
| 2025-08-04 | 扬州金泉(603307.SH) | 买 | 10900 | 39.76 | 433384 | ¥130.02 | 0 |
| 2025-08-04 | 科瑞思(301314.SZ) | 买 | 9900 | 42.77 | 423423 | ¥127.03 | 0 |
| 2025-07-30 | 通达创智(001368.SZ) | 卖 | -17400 | 25.21 | -438654 | ¥570.25 | 27194.6 |
