均线高毛利稳定选股:年化收益率（-7.93%）
本策略精选大市值股票，结合10日均线的上升趋势和价格强势信号，并优选毛利率高的股票构建投资组合，旨在捕捉具备上涨动能和盈利能力的大盘股，通过2日快速轮动调仓适应市场变化。
概要
核心指标
- 累计收益率: -11.51%
- 年化收益率: -7.93%
- 基准收益率: 19.85%
- 阿尔法: -0.15
- 夏普比率: -0.26
- 最大回撤: 22.66%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-18 | XD农业银(601288.SH) | 6.1818540948276 | 46400 | 2 | 6.22 | 288608 | 1769.97/0.617% |
| 2025-07-18 | 民生银行(600016.SH) | 5.2031254406906 | 55019 | 8 | 5.44 | 299303.36 | 13032.6/4.553% |
| 2025-07-18 | 浙商银行(601916.SH) | 3.7107806923279 | 81000 | 10 | 3.6 | 291600 | -8973.24/-2.985% |
| 2025-07-17 | XD农业银(601288.SH) | 6.1818540948276 | 46400 | 1 | 6.13 | 284432 | -2406.03/-0.839% |
| 2025-07-17 | 平安银行(000001.SZ) | 13.189740434783 | 0 | 5 | 12.59 | 0 | -12644.03/-4.168% |
| 2025-07-17 | 民生银行(600016.SH) | 5.2031254406906 | 55019 | 7 | 5.41 | 297652.79 | 11382.03/3.976% |
| 2025-07-17 | 浙商银行(601916.SH) | 3.7107806923279 | 81000 | 9 | 3.6 | 291600 | -8973.24/-2.985% |
| 2025-07-16 | 平安银行(000001.SZ) | 13.189740434783 | 23000 | 4 | 12.64 | 290720 | -12644.03/-4.168% |
| 2025-07-16 | 民生银行(600016.SH) | 5.2031254406906 | 55719 | 6 | 5.34 | 297539.46 | 7626.51/2.631% |
| 2025-07-16 | 浙商银行(601916.SH) | 3.7113959711264 | 80400 | 8 | 3.62 | 291048 | -7348.24/-2.463% |
交易详情
| 2025-07-17 | 平安银行(000001.SZ) | 卖 | -23000 | 12.61 | -290030 | ¥377.04 | -13334.03 |
| 2025-07-17 | 浙商银行(601916.SH) | 买 | 600 | 3.62 | 2172 | ¥5 | 0 |
| 2025-07-17 | 民生银行(600016.SH) | 卖 | -700 | 5.34 | -3738 | ¥8.74 | 95.81 |
| 2025-07-17 | XD农业银(601288.SH) | 买 | 46400 | 6.18 | 286752 | ¥86.03 | 0 |
| 2025-07-15 | 平安银行(000001.SZ) | 买 | 500 | 12.99 | 6495 | ¥5 | 0 |
| 2025-07-15 | 浙商银行(601916.SH) | 卖 | -100 | 3.75 | -375 | ¥5.38 | 3.86 |
| 2025-07-14 | 民生银行(600016.SH) | 买 | 619 | 5.34 | -0.54 | ¥0 | 0 |
| 2025-07-11 | 浦发银行(600000.SH) | 卖 | -20900 | 14.17 | -296153 | ¥385 | -927.24 |
| 2025-07-11 | 平安银行(000001.SZ) | 买 | 22500 | 13.19 | 296775 | ¥89.03 | 0 |
| 2025-07-11 | 浙商银行(601916.SH) | 买 | 200 | 3.8 | 760 | ¥5 | 0 |
