均线多头排列精选策略:年化收益率（23.64%）
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: 38.41%
- 年化收益率: 23.64%
- 基准收益率: 21.47%
- 阿尔法: 0.11
- 夏普比率: 0.82
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 平安银行(000001.SZ) | 12.333699047619 | 10500 | 25 | 12.46 | 130830 | 1326.16/1.024% |
| 2025-08-06 | 东方财富(300059.SZ) | 22.746822807018 | 5700 | 25 | 23.63 | 134691 | 5034.11/3.883% |
| 2025-08-06 | 北方华创(002371.SZ) | 325.6977 | 200 | 25 | 331.58 | 66316 | 1176.46/1.806% |
| 2025-08-06 | 飞乐音响(600651.SH) | 4.431329109589 | 29200 | 25 | 5.71 | 166732 | 37337.19/28.855% |
| 2025-08-06 | 方正科技(600601.SH) | 5.081523828125 | 25600 | 25 | 5.87 | 150272 | 20184.99/15.517% |
| 2025-08-06 | 天宸股份(600620.SH) | 5.283628533281 | 23936 | 55 | 6.29 | 150557.44 | 24088.51/19.047% |
| 2025-08-06 | 华维设计(833427.BJ) | 16.224857486953 | 7273 | 55 | 16.39 | 119204.47 | 1201.08/1.018% |
| 2025-08-06 | 同花顺(300033.SZ) | 267.28015 | 400 | 25 | 292.7 | 117080 | 10167.94/9.511% |
| 2025-08-06 | 美登科技(838227.BJ) | 61.750802165354 | 1832 | 55 | 69.48 | 127287.36 | 14159.89/12.517% |
| 2025-08-06 | 格力电器(000651.SZ) | 44.03360929557 | 2754 | 85 | 46.9 | 129162.6 | 7894.04/6.51% |
交易详情
| 2025-07-24 | 天宸股份(600620.SH) | 买 | 36 | 6.51 | -4.64 | ¥0 | 0 |
| 2025-07-03 | 恒瑞医药(600276.SH) | 卖 | -2308 | 52.26 | -120616.08 | ¥156.8 | 4247.81 |
| 2025-07-03 | 万华化学(600309.SH) | 卖 | -2229 | 54.22 | -120856.38 | ¥157.11 | -3568.94 |
| 2025-07-03 | 华鑫股份(600621.SH) | 卖 | -9100 | 15.22 | -138502 | ¥180.05 | 12156.11 |
| 2025-07-03 | 伊利股份(600887.SH) | 卖 | -4272 | 27.81 | -118804.32 | ¥154.45 | -6488.26 |
| 2025-07-03 | 福耀玻璃(600660.SH) | 卖 | -2200 | 57.09 | -125598 | ¥163.28 | -895.94 |
| 2025-07-03 | 美登科技(838227.BJ) | 卖 | -200 | 74.07 | -14814 | ¥19.81 | 2463.84 |
| 2025-07-03 | 方正科技(600601.SH) | 买 | 25600 | 5.08 | 130048 | ¥39.01 | 0 |
| 2025-07-03 | 飞乐音响(600651.SH) | 买 | 29200 | 4.43 | 129356 | ¥38.81 | 0 |
| 2025-07-03 | 格力电器(000651.SZ) | 买 | 100 | 46.6 | 4660 | ¥5 | 0 |
