均线金叉轮动策略:年化收益率（56.81%）
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: 912.84%
- 年化收益率: 56.81%
- 基准收益率: -7.75%
- 阿尔法: 0.77
- 夏普比率: 1.07
- 最大回撤: 53.58%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 爱威科技(688067.SH) | 28.408519946066 | 73423 | 8 | 27.62 | 2027943.26 | -57895.5/-2.776% |
| 2026-05-15 | 华骐环保(300929.SZ) | 14.294287022398 | 151800 | 8 | 13.87 | 2105466 | -64406.77/-2.968% |
| 2026-05-15 | 科汇股份(688681.SH) | 19.175751043246 | 105878 | 16 | 19.95 | 2112266.1 | 81975.93/4.038% |
| 2026-05-15 | 艾隆科技(688329.SH) | 23.520710264716 | 89530 | 16 | 25 | 2238250 | 132440.81/6.289% |
| 2026-05-15 | 如意集团(002193.SZ) | 6.5219560038425 | 312300 | 16 | 5.2 | 1623960 | -412846.86/-20.269% |
| 2026-05-14 | 爱威科技(688067.SH) | 28.408519946066 | 73423 | 7 | 28.25 | 2074199.75 | -11639.01/-0.558% |
| 2026-05-14 | 华骐环保(300929.SZ) | 14.294287022398 | 151800 | 7 | 14.21 | 2157078 | -12794.77/-0.59% |
| 2026-05-14 | 科汇股份(688681.SH) | 19.175751043246 | 105878 | 15 | 20.32 | 2151440.96 | 121150.79/5.967% |
| 2026-05-14 | 艾隆科技(688329.SH) | 23.520710264716 | 89530 | 15 | 25.58 | 2290177.4 | 184368.21/8.755% |
| 2026-05-14 | 如意集团(002193.SZ) | 6.5219560038425 | 312300 | 15 | 5.39 | 1683297 | -353509.86/-17.356% |
交易详情
| 2026-05-06 | 浪莎股份(600137.SH) | 卖 | -90000 | 23.64 | -2127600 | ¥2765.88 | 96590.88 |
| 2026-05-06 | 仁度生物(688193.SH) | 卖 | -37184 | 59 | -2193856 | ¥2852.01 | 258592.07 |
| 2026-05-06 | 艾隆科技(688329.SH) | 买 | 6672 | 24.18 | 161328.96 | ¥48.4 | 0 |
| 2026-05-06 | 华骐环保(300929.SZ) | 买 | 151800 | 14.29 | 2169222 | ¥650.77 | 0 |
| 2026-05-06 | 爱威科技(688067.SH) | 买 | 73423 | 28.4 | 2085213.2 | ¥625.56 | 0 |
| 2026-05-06 | 科汇股份(688681.SH) | 卖 | -1000 | 20.55 | -20550 | ¥26.72 | 1374.25 |
| 2026-04-21 | 建科智能(300823.SZ) | 卖 | -122400 | 16.5 | -2019600 | ¥2625.48 | -43458.73 |
| 2026-04-21 | 华骐环保(300929.SZ) | 卖 | -157000 | 12.6 | -1978200 | ¥2571.66 | -11586.76 |
| 2026-04-21 | 爱威科技(688067.SH) | 卖 | -74378 | 27.25 | -2026800.5 | ¥2634.84 | -30368.17 |
| 2026-04-21 | 楚环科技(001336.SZ) | 卖 | -76500 | 26.2 | -2004300 | ¥2605.59 | -65645.8 |
