均线高毛利稳定选股:年化收益率（3.78%）
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: 5.84%
- 年化收益率: 3.78%
- 基准收益率: 21.47%
- 阿尔法: -0.06
- 夏普比率: 0.17
- 最大回撤: 24.04%
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 | 广发证券(000776.SZ) | 19.635889265537 | 17700 | 1 | 19.71 | 348867 | 1311.76/0.377% |
| 2025-08-06 | 宁波银行(002142.SZ) | 28.298486666667 | 0 | 3 | 28.92 | 0 | 2298.16/0.677% |
| 2025-08-06 | 华泰证券(601688.SH) | 20.256736 | 17500 | 9 | 20.38 | 356650 | 2157.12/0.609% |
| 2025-08-06 | 东方证券(600958.SH) | 10.345672502505 | 30700 | 13 | 11.45 | 351515 | 33902.85/10.674% |
| 2025-08-05 | 宁波银行(002142.SZ) | 28.298486666667 | 12000 | 2 | 28.49 | 341880 | 2298.16/0.677% |
| 2025-08-05 | 华泰证券(601688.SH) | 20.258498850575 | 17400 | 8 | 19.9 | 346260 | -6237.88/-1.77% |
| 2025-08-05 | 东方证券(600958.SH) | 10.345672502505 | 31000 | 12 | 11.41 | 353710 | 32994.15/10.288% |
| 2025-08-04 | 宁波银行(002142.SZ) | 28.298486666667 | 12000 | 1 | 28.22 | 338640 | -941.84/-0.277% |
| 2025-08-04 | 华泰证券(601688.SH) | 20.258498850575 | 17400 | 7 | 19.77 | 343998 | -8499.88/-2.411% |
| 2025-08-04 | 广发证券(000776.SZ) | 18.797349429098 | 0 | 9 | 19.38 | 0 | 9767.71/2.887% |
交易详情
| 2025-08-06 | 宁波银行(002142.SZ) | 卖 | -12000 | 28.49 | -341880 | ¥444.44 | 2298.16 |
| 2025-08-06 | 华泰证券(601688.SH) | 买 | 100 | 19.9 | 1990 | ¥5 | 0 |
| 2025-08-06 | 东方证券(600958.SH) | 卖 | -300 | 11.41 | -3423 | ¥8.42 | 319.3 |
| 2025-08-06 | 广发证券(000776.SZ) | 买 | 17700 | 19.63 | 347451 | ¥104.24 | 0 |
| 2025-08-04 | 广发证券(000776.SZ) | 卖 | -18000 | 19.28 | -347040 | ¥451.15 | 8687.71 |
| 2025-08-04 | 东方证券(600958.SH) | 买 | 100 | 11.09 | 1109 | ¥5 | 0 |
| 2025-08-04 | 宁波银行(002142.SZ) | 买 | 12000 | 28.29 | 339480 | ¥101.84 | 0 |
| 2025-07-31 | 东方证券(600958.SH) | 卖 | -100 | 11.48 | -1148 | ¥6.15 | 113.69 |
| 2025-07-31 | 广发证券(000776.SZ) | 买 | 100 | 19.68 | 1968 | ¥5 | 0 |
| 2025-07-29 | 华泰证券(601688.SH) | 买 | 300 | 20.38 | 6114 | ¥5 | 0 |
