均线金叉轮动策略:年化收益率（77.26%）
本策略精选20日均线上穿200日均线，且股价站上20日均线的强势股，并结合小市值优选，构建市值最小的股票组合，力求在捕捉市场上涨趋势的同时，获取小市值股票带来的超额收益。
概要
核心指标
- 累计收益率: 1153.32%
- 年化收益率: 77.26%
- 基准收益率: -21.91%
- 阿尔法: 1.09
- 夏普比率: 1.28
- 最大回撤: 52.8%
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 | 欧普泰(836414.BJ) | 15.654695018916 | 158600 | 8 | 15.52 | 2461472 | -21362.63/-0.86% |
| 2025-08-06 | 齐鲁华信(830832.BJ) | 8.9526849840256 | 281700 | 8 | 8.8 | 2478960 | -43011.36/-1.705% |
| 2025-08-06 | 前进科技(873679.BJ) | 21.156345018116 | 110400 | 16 | 22.1 | 2439840 | 104179.51/4.46% |
| 2025-08-06 | 卓锦股份(688701.SH) | 8.5272592895516 | 274001 | 24 | 9.67 | 2649589.67 | 313112.1/13.401% |
| 2025-08-06 | 大禹生物(871970.BJ) | 9.0379929992045 | 247300 | 24 | 10.12 | 2502676 | 267580.33/11.972% |
| 2025-08-05 | 欧普泰(836414.BJ) | 15.654695018916 | 158600 | 7 | 15.23 | 2415478 | -67356.63/-2.713% |
| 2025-08-05 | 齐鲁华信(830832.BJ) | 8.9526849840256 | 281700 | 7 | 8.79 | 2476143 | -45828.36/-1.817% |
| 2025-08-05 | 前进科技(873679.BJ) | 21.156345018116 | 110400 | 15 | 22.04 | 2433216 | 97555.51/4.177% |
| 2025-08-05 | 卓锦股份(688701.SH) | 8.5272592895516 | 274001 | 23 | 9.72 | 2663289.72 | 326812.15/13.987% |
| 2025-08-05 | 大禹生物(871970.BJ) | 9.0379929992045 | 247300 | 23 | 10.15 | 2510095 | 274999.33/12.304% |
交易详情
| 2025-07-28 | 旭杰科技(836149.BJ) | 卖 | -140400 | 16.4 | -2302560 | ¥2993.33 | 90596.61 |
| 2025-07-28 | 博迅生物(836504.BJ) | 卖 | -89300 | 28.62 | -2555766 | ¥3322.5 | 181459.92 |
| 2025-07-28 | 大禹生物(871970.BJ) | 卖 | -4100 | 10.1 | -41410 | ¥53.83 | 4354.23 |
| 2025-07-28 | 齐鲁华信(830832.BJ) | 买 | 281700 | 8.95 | 2521215 | ¥756.36 | 0 |
| 2025-07-28 | 卓锦股份(688701.SH) | 卖 | -12100 | 9.15 | -110715 | ¥143.93 | 7535.16 |
| 2025-07-28 | 欧普泰(836414.BJ) | 买 | 158600 | 15.65 | 2482090 | ¥744.63 | 0 |
| 2025-07-16 | 中设咨询(833873.BJ) | 卖 | -323800 | 8.18 | -2648684 | ¥3443.29 | 442944.48 |
| 2025-07-16 | 奥福科技(688021.SH) | 卖 | -146419 | 15.03 | -2200677.57 | ¥2860.88 | 298367.97 |
| 2025-07-16 | 大禹生物(871970.BJ) | 买 | 11300 | 9.36 | 105768 | ¥31.73 | 0 |
| 2025-07-16 | 卓锦股份(688701.SH) | 买 | 24958 | 8.26 | 206153.08 | ¥61.85 | 0 |
