MACD追涨股票策略:年化收益率（-28.73%）
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: -51.66%
- 年化收益率: -28.73%
- 基准收益率: 31.41%
- 阿尔法: -0.33
- 夏普比率: -2.36
- 最大回撤: 54.5%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 中国中铁(601390.SH) | 5.4716408839779 | 17900 | 2 | 5.43 | 97197 | -745.37/-0.761% |
| 2026-03-31 | 中国化学(601117.SH) | 8.7026099099099 | 10700 | 6 | 8.79 | 94053 | 935.07/1.004% |
| 2026-03-31 | 中国国航(601111.SH) | 6.6519953020134 | 14300 | 6 | 6.73 | 96239 | 1115.47/1.173% |
| 2026-03-31 | 渝农商行(601077.SH) | 6.9743279044849 | 13900 | 6 | 7.05 | 97995 | 1051.84/1.085% |
| 2026-03-31 | 中信建投(601066.SH) | 21.858857777778 | 4500 | 6 | 21.45 | 96525 | -1839.86/-1.87% |
| 2026-03-30 | 中国中铁(601390.SH) | 5.4716408839779 | 18100 | 1 | 5.47 | 99007 | -29.7/-0.03% |
| 2026-03-30 | 卓胜微(300782.SZ) | 86.095818181818 | 0 | 2 | 83.76 | 0 | -28.4/-0.03% |
| 2026-03-30 | 中国化学(601117.SH) | 8.7026099099099 | 10700 | 5 | 9.06 | 96942 | 3824.07/4.107% |
| 2026-03-30 | 中国国航(601111.SH) | 6.6519953020134 | 14300 | 5 | 6.85 | 97955 | 2831.47/2.977% |
| 2026-03-30 | 渝农商行(601077.SH) | 6.9743279044849 | 13900 | 5 | 7.01 | 97439 | 495.84/0.511% |
交易详情
| 2026-03-31 | 中国中铁(601390.SH) | 卖 | -200 | 5.41 | -1082 | ¥6.08 | -12.33 |
| 2026-03-30 | 卓胜微(300782.SZ) | 卖 | -1100 | 85 | -93500 | ¥121.55 | -1205.4 |
| 2026-03-30 | 中国国航(601111.SH) | 卖 | -200 | 6.73 | -1346 | ¥6.35 | 15.6 |
| 2026-03-30 | 中国中铁(601390.SH) | 买 | 18100 | 5.47 | 99007 | ¥29.7 | 0 |
| 2026-03-30 | 渝农商行(601077.SH) | 买 | 100 | 7.01 | 701 | ¥5 | 0 |
| 2026-03-27 | 中国中铁(601390.SH) | 卖 | -18100 | 5.35 | -96835 | ¥125.89 | -2538.32 |
| 2026-03-27 | 渝农商行(601077.SH) | 卖 | -300 | 7.14 | -2142 | ¥7.14 | 49.89 |
| 2026-03-27 | 卓胜微(300782.SZ) | 买 | 1100 | 86.07 | 94677 | ¥28.4 | 0 |
| 2026-03-26 | 中国国航(601111.SH) | 卖 | -200 | 6.87 | -1374 | ¥6.37 | 43.6 |
| 2026-03-26 | 中国化学(601117.SH) | 卖 | -400 | 9.36 | -3744 | ¥8.74 | 262.96 |
