MACD追涨股票策略:年化收益率（-23.98%）
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: -34.29%
- 年化收益率: -23.98%
- 基准收益率: 21.47%
- 阿尔法: -0.29
- 夏普比率: -1.72
- 最大回撤: 41.97%
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 | 首创证券(601136.SH) | 20.2160625 | 6400 | 1 | 20.21 | 129344 | -38.8/-0.03% |
| 2025-08-06 | 中国化学(601117.SH) | 8.0224061349693 | 16300 | 1 | 8.02 | 130726 | -39.22/-0.03% |
| 2025-08-06 | 赛力斯(601127.SH) | 128.73861 | 1000 | 1 | 128.7 | 128700 | -38.61/-0.03% |
| 2025-08-06 | 华能国际(600011.SH) | 7.5822739884393 | 17300 | 1 | 7.58 | 131134 | -39.34/-0.03% |
| 2025-08-06 | 天孚通信(300394.SZ) | 103.23095833333 | 0 | 2 | 103.03 | 0 | -37.15/-0.03% |
| 2025-08-06 | 中国卫通(601698.SH) | 20.236068253968 | 0 | 2 | 20.58 | 0 | -38.23/-0.03% |
| 2025-08-06 | 福斯特(603806.SH) | 14.50435 | 0 | 2 | 13.96 | 0 | -39.15/-0.03% |
| 2025-08-06 | 恒生电子(600570.SH) | 35.040508108108 | 0 | 2 | 34.88 | 0 | -38.88/-0.03% |
| 2025-08-06 | 恒立液压(601100.SH) | 73.622082352941 | 1700 | 5 | 80.11 | 136187 | 11029.46/8.812% |
| 2025-08-05 | 天孚通信(300394.SZ) | 103.23095833333 | 1200 | 1 | 103.2 | 123840 | -37.15/-0.03% |
交易详情
| 2025-08-06 | 恒生电子(600570.SH) | 卖 | -3700 | 34.96 | -129352 | ¥168.16 | -297.88 |
| 2025-08-06 | 天孚通信(300394.SZ) | 卖 | -1200 | 101.91 | -122292 | ¥158.98 | -1585.15 |
| 2025-08-06 | 福斯特(603806.SH) | 卖 | -9000 | 14.23 | -128070 | ¥166.49 | -2469.15 |
| 2025-08-06 | 中国卫通(601698.SH) | 卖 | -6300 | 20.25 | -127575 | ¥165.85 | 87.77 |
| 2025-08-06 | 华能国际(600011.SH) | 买 | 17300 | 7.58 | 131134 | ¥39.34 | 0 |
| 2025-08-06 | 赛力斯(601127.SH) | 买 | 1000 | 128.7 | 128700 | ¥38.61 | 0 |
| 2025-08-06 | 中国化学(601117.SH) | 买 | 16300 | 8.02 | 130726 | ¥39.22 | 0 |
| 2025-08-06 | 首创证券(601136.SH) | 买 | 6400 | 20.21 | 129344 | ¥38.8 | 0 |
| 2025-08-05 | 首创证券(601136.SH) | 卖 | -6500 | 19.96 | -129740 | ¥168.66 | 26.1 |
| 2025-08-05 | 中国化学(601117.SH) | 卖 | -16200 | 7.95 | -128790 | ¥167.43 | 285.46 |
