MACD追涨股票策略:年化收益率（-25.93%）
本策略每天选取MACD动量比值最大的前五只股票，旨在捕捉趋势强势的股票在大势能基础上的上涨机会。
概要
核心指标
- 累计收益率: -49.28%
- 年化收益率: -25.93%
- 基准收益率: 43.51%
- 阿尔法: -0.32
- 夏普比率: -2.07
- 最大回撤: 52.82%
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 | 联影医疗(688271.SH) | 111.98358241758 | 910 | 1 | 111.95 | 101874.5 | -30.56/-0.03% |
| 2026-05-15 | 中航沈飞(600760.SH) | 47.304185714286 | 2100 | 1 | 47.29 | 99309 | -29.79/-0.03% |
| 2026-05-15 | 航发动力(600893.SH) | 47.134135 | 2000 | 1 | 47.12 | 94240 | -28.27/-0.03% |
| 2026-05-15 | 山东黄金(600547.SH) | 31.90957 | 3000 | 1 | 31.9 | 95700 | -28.71/-0.03% |
| 2026-05-15 | 中远海能(600026.SH) | 21.876561363636 | 4400 | 1 | 21.87 | 96228 | -28.87/-0.03% |
| 2026-05-15 | 昆仑万维(300418.SZ) | 49.044710526316 | 0 | 2 | 49.21 | 0 | -27.95/-0.03% |
| 2026-05-15 | 中国电建(601669.SH) | 5.8317491017964 | 0 | 2 | 5.76 | 0 | -29.21/-0.03% |
| 2026-05-15 | 浙商银行(601916.SH) | 2.9908970588235 | 0 | 2 | 2.99 | 0 | -30.5/-0.03% |
| 2026-05-15 | 片仔癀(600436.SH) | 138.0514 | 0 | 2 | 135.31 | 0 | -28.98/-0.03% |
| 2026-05-15 | 中国能建(601868.SH) | 3.2209660899654 | 0 | 2 | 3.24 | 0 | -27.92/-0.03% |
交易详情
| 2026-05-15 | 片仔癀(600436.SH) | 卖 | -700 | 137.4 | -96180 | ¥125.03 | -455.98 |
| 2026-05-15 | 浙商银行(601916.SH) | 卖 | -34000 | 2.99 | -101660 | ¥132.16 | -30.5 |
| 2026-05-15 | 中国能建(601868.SH) | 卖 | -28900 | 3.17 | -91613 | ¥119.1 | -1472.92 |
| 2026-05-15 | 中国电建(601669.SH) | 卖 | -16700 | 5.82 | -97194 | ¥126.35 | -196.21 |
| 2026-05-15 | 昆仑万维(300418.SZ) | 卖 | -1900 | 49.11 | -93309 | ¥121.3 | 124.05 |
| 2026-05-15 | 中远海能(600026.SH) | 买 | 4400 | 21.87 | 96228 | ¥28.87 | 0 |
| 2026-05-15 | 山东黄金(600547.SH) | 买 | 3000 | 31.9 | 95700 | ¥28.71 | 0 |
| 2026-05-15 | 航发动力(600893.SH) | 买 | 2000 | 47.12 | 94240 | ¥28.27 | 0 |
| 2026-05-15 | 中航沈飞(600760.SH) | 买 | 2100 | 47.29 | 99309 | ¥29.79 | 0 |
| 2026-05-15 | 联影医疗(688271.SH) | 买 | 910 | 111.95 | 101874.5 | ¥30.56 | 0 |
