均线金叉资金流策略:年化收益率（15.33%）
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: 78.7%
- 年化收益率: 15.33%
- 基准收益率: -30.32%
- 阿尔法: 0.26
- 夏普比率: 0.51
- 最大回撤: 50.71%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-29 | 准油股份(002207.SZ) | 5.3215960244648 | 65400 | 2 | 5.41 | 353814 | 5781.62/1.713% |
| 2025-04-29 | 汇隆新材(301057.SZ) | 14.40432 | 24500 | 2 | 14.84 | 363580 | 10674.16/3.145% |
| 2025-04-29 | 鑫磊股份(301317.SZ) | 22.716813071895 | 15300 | 2 | 22.27 | 340731 | -6836.24/-1.961% |
| 2025-04-29 | 飞鹿股份(300665.SZ) | 6.7620280155642 | 51400 | 2 | 7.1 | 364940 | 17371.76/5.198% |
| 2025-04-29 | 诚邦股份(603316.SH) | 5.3015899390244 | 65600 | 2 | 5.39 | 353584 | 5799.7/1.736% |
| 2025-04-28 | 准油股份(002207.SZ) | 5.3215960244648 | 65400 | 1 | 5.25 | 343350 | -4682.38/-1.328% |
| 2025-04-28 | 汇隆新材(301057.SZ) | 14.40432 | 24500 | 1 | 14.29 | 350105 | -2800.84/-0.788% |
| 2025-04-28 | 鑫磊股份(301317.SZ) | 22.716813071895 | 15300 | 1 | 22.34 | 341802 | -5765.24/-1.632% |
| 2025-04-28 | 飞鹿股份(300665.SZ) | 6.7620280155642 | 51400 | 1 | 6.84 | 351576 | 4007.76/1.167% |
| 2025-04-28 | 威力传动(300904.SZ) | 50.615179411765 | 0 | 4 | 51.75 | 0 | 9620.78/2.891% |
交易详情
| 2025-04-28 | 威力传动(300904.SZ) | 卖 | -6800 | 51 | -346800 | ¥450.84 | 2616.78 |
| 2025-04-28 | 锡装股份(001332.SZ) | 卖 | -9700 | 36.98 | -358706 | ¥466.32 | 15417.04 |
| 2025-04-28 | 嘉曼服饰(301276.SZ) | 卖 | -17000 | 20.73 | -352410 | ¥458.13 | 8056.72 |
| 2025-04-28 | 恩威医药(301331.SZ) | 卖 | -12800 | 25.68 | -328704 | ¥427.32 | -16359.49 |
| 2025-04-28 | 鸿铭股份(301105.SZ) | 卖 | -11100 | 30.78 | -341658 | ¥444.16 | 119.57 |
| 2025-04-28 | 飞鹿股份(300665.SZ) | 买 | 51400 | 6.76 | 347464 | ¥104.24 | 0 |
| 2025-04-28 | 鑫磊股份(301317.SZ) | 买 | 15300 | 22.71 | 347463 | ¥104.24 | 0 |
| 2025-04-28 | 汇隆新材(301057.SZ) | 买 | 24500 | 14.4 | 352800 | ¥105.84 | 0 |
| 2025-04-28 | 准油股份(002207.SZ) | 买 | 65400 | 5.32 | 347928 | ¥104.38 | 0 |
| 2025-04-28 | 诚邦股份(603316.SH) | 买 | 65600 | 5.3 | 347680 | ¥104.3 | 0 |
