Growth Emerging Momentum -7days:年化收益率（26.64%）
本策略精选股价上穿120日均线、市盈率适中（0-20倍）且市值较小的股票，构建投资组合并进行7日轮动。策略旨在捕捉股价突破长期均线后的上涨趋势，同时兼顾估值和市值因素，追求稳健收益。
概要
核心指标
- 累计收益率: 166.26%
- 年化收益率: 26.64%
- 基准收益率: -28.21%
- 阿尔法: 0.42
- 夏普比率: 0.72
- 最大回撤: 36.18%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 福元医药(601089.SH) | 15.654695072464 | 34500 | 1 | 15.38 | 530610 | -9476.98/-1.725% |
| 2025-04-28 | 新大正(002968.SZ) | 9.6228860215054 | 55800 | 1 | 9.38 | 523404 | -13553.04/-2.463% |
| 2025-04-28 | 彩虹集团(003023.SZ) | 19.035708833922 | 28300 | 1 | 18.89 | 534587 | -4123.56/-0.76% |
| 2025-04-28 | 富春染织(605189.SH) | 13.073921116505 | 41200 | 1 | 12.8 | 527360 | -11285.55/-2.053% |
| 2025-04-28 | 鑫磊股份(301317.SZ) | 22.71681302521 | 23800 | 1 | 22.34 | 531692 | -8968.15/-1.632% |
| 2025-04-28 | 华贸物流(603128.SH) | 7.8923670299728 | 0 | 8 | 6.48 | 0 | -91923.74/-15.969% |
| 2025-04-28 | 甘源食品(002991.SZ) | 79.533853521127 | 0 | 8 | 70.22 | 0 | -35527.36/-6.33% |
| 2025-04-28 | 山河药辅(300452.SZ) | 12.603780044346 | 0 | 8 | 11.96 | 0 | -26328.48/-4.496% |
| 2025-04-28 | 中原传媒(000719.SZ) | 11.253375103734 | 0 | 15 | 12.26 | 0 | 50718/9.114% |
| 2025-04-28 | 长江传媒(600757.SH) | 8.8726610114193 | 0 | 15 | 9.28 | 0 | 18839.88/3.376% |
交易详情
| 2025-04-28 | 中原传媒(000719.SZ) | 卖 | -48000 | 12.31 | -590880 | ¥768.14 | 50718 |
| 2025-04-28 | 长江传媒(600757.SH) | 卖 | -61300 | 9.19 | -563347 | ¥732.35 | 19452.88 |
| 2025-04-28 | 山河药辅(300452.SZ) | 卖 | -45100 | 11.95 | -538945 | ¥700.63 | -29485.48 |
| 2025-04-28 | 华贸物流(603128.SH) | 卖 | -73400 | 6.68 | -490312 | ¥637.41 | -88987.74 |
| 2025-04-28 | 甘源食品(002991.SZ) | 卖 | -7100 | 74.6 | -529660 | ¥688.56 | -35030.36 |
| 2025-04-28 | 鑫磊股份(301317.SZ) | 买 | 23800 | 22.71 | 540498 | ¥162.15 | 0 |
| 2025-04-28 | 富春染织(605189.SH) | 买 | 41200 | 13.07 | 538484 | ¥161.55 | 0 |
| 2025-04-28 | 彩虹集团(003023.SZ) | 买 | 28300 | 19.03 | 538549 | ¥161.56 | 0 |
| 2025-04-28 | 新大正(002968.SZ) | 买 | 55800 | 9.62 | 536796 | ¥161.04 | 0 |
| 2025-04-28 | 福元医药(601089.SH) | 买 | 34500 | 15.65 | 539925 | ¥161.98 | 0 |
