均线多头排列精选策略:年化收益率（18.06%）
本策略精选均线 (MA5, MA10, MA20) 呈多头排列的股票，捕捉市场上升趋势中的投资机会。策略每30个交易日调仓，选取均线多头排列且短期均线 (MA5) 值最大的前10只股票构建投资组合，力求在趋势行情中获取稳定收益。
概要
核心指标
- 累计收益率: 24.2%
- 年化收益率: 18.06%
- 基准收益率: 14.85%
- 阿尔法: 0.08
- 夏普比率: 0.62
- 最大回撤: 23.92%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-16 | 锦波生物(832982.BJ) | 321.0963 | 300 | 28 | 479.9 | 143970 | 47641.11/49.135% |
| 2025-05-16 | 新 和 成(002001.SZ) | 21.95658490566 | 5300 | 28 | 22.9 | 121370 | 5000.1/4.324% |
| 2025-05-16 | 国电电力(600795.SH) | 4.5113529182879 | 25700 | 28 | 4.6 | 118220 | 2278.23/1.974% |
| 2025-05-16 | 宇通客车(600066.SH) | 25.78655697336 | 4467 | 28 | 24.68 | 110245.56 | -4942.99/-4.28% |
| 2025-05-16 | 思源电气(002028.SZ) | 75.472633333333 | 1500 | 28 | 73.95 | 110925 | -2283.95/-2.029% |
| 2025-05-16 | 云南白药(000538.SZ) | 55.558064674179 | 2041 | 28 | 56.73 | 115785.93 | 2391.92/2.1% |
| 2025-05-16 | 金枫酒业(600616.SH) | 5.45163507109 | 21100 | 28 | 5.61 | 118371 | 3341.5/2.853% |
| 2025-05-16 | 恒瑞医药(600276.SH) | 50.425122727273 | 2200 | 28 | 53.85 | 118470 | 7534.73/6.814% |
| 2025-05-16 | 格力电器(000651.SZ) | 43.816977290525 | 2554 | 28 | 45.58 | 116411.32 | 4502.76/3.967% |
| 2025-05-16 | 诺思兰德(430047.BJ) | 12.76382826087 | 7700 | 58 | 16.81 | 129437 | 31155.52/32.966% |
交易详情
| 2025-05-15 | 格力电器(000651.SZ) | 买 | 54 | 45.9 | -21.4 | ¥0 | 0 |
| 2025-05-14 | 宇通客车(600066.SH) | 买 | 167 | 25.68 | -11.44 | ¥0 | 0 |
| 2025-04-30 | 云南白药(000538.SZ) | 买 | 41 | 56.55 | -41.45 | ¥0 | 0 |
| 2025-04-03 | 云赛智联(600602.SH) | 卖 | -5000 | 22.6 | -113000 | ¥146.9 | 2666.91 |
| 2025-04-03 | 华鑫股份(600621.SH) | 卖 | -7900 | 14 | -110600 | ¥143.78 | -23521.22 |
| 2025-04-03 | 飞乐音响(600651.SH) | 卖 | -27300 | 4.18 | -114114 | ¥148.35 | -2765.05 |
| 2025-04-03 | 中安科(600654.SH) | 卖 | -33000 | 3.15 | -103950 | ¥135.14 | -12905.05 |
| 2025-04-03 | 大众交通(600611.SH) | 卖 | -16300 | 6.23 | -101549 | ¥132.01 | -13400.47 |
| 2025-04-03 | 老凤祥(600612.SH) | 卖 | -2200 | 51.13 | -112486 | ¥146.23 | 274.35 |
| 2025-04-03 | 泸州老窖(000568.SZ) | 卖 | -900 | 128.17 | -115353 | ¥149.96 | 8761.03 |
