期货rsi技术面择时策略:年化收益率（10.79%）
本策略焦煤产业的期货，旨在通过观测焦煤产业的价格变动和rsi取值，捕捉rsi变动中蕴含的买入信号和卖出信号，对焦煤产业的期货进行择时
概要
核心指标
- 累计收益率: 27.57%
- 年化收益率: 10.79%
- 基准收益率: 1.49%
- 阿尔法: 0.11
- 夏普比率: 0.43
- 最大回撤: 31.73%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 焦煤2509(jm2509.DCE) | 984 | 1 | 48 | 819.5 | 0 | -9870/0% |
| 2025-06-25 | 焦煤2509(jm2509.DCE) | 984 | 1 | 47 | 804.5 | 0 | -10770/0% |
| 2025-06-24 | 焦煤2509(jm2509.DCE) | 984 | 1 | 46 | 784 | 0 | -12000/0% |
| 2025-06-23 | 焦煤2509(jm2509.DCE) | 984 | 1 | 45 | 807 | 0 | -10620/0% |
| 2025-06-20 | 焦煤2509(jm2509.DCE) | 984 | 1 | 44 | 795 | 0 | -11340/0% |
| 2025-06-19 | 焦煤2509(jm2509.DCE) | 984 | 1 | 43 | 790.5 | 0 | -11610/0% |
| 2025-06-18 | 焦煤2509(jm2509.DCE) | 984 | 1 | 42 | 790.5 | 0 | -11610/0% |
| 2025-06-17 | 焦煤2509(jm2509.DCE) | 984 | 1 | 41 | 789.5 | 0 | -11670/0% |
| 2025-06-16 | 焦煤2509(jm2509.DCE) | 984 | 1 | 40 | 795.5 | 0 | -11310/0% |
| 2025-06-13 | 焦煤2509(jm2509.DCE) | 984 | 1 | 39 | 774.5 | 0 | -12570/0% |
交易详情
| 2025-04-16 | 焦煤2505(jm2505.DCE) | 卖 | -1 | 910 | -910 | ¥2 | -15360 |
| 2025-04-16 | 焦煤2509(jm2509.DCE) | 买 | 1 | 984 | 984 | ¥2 | 0 |
| 2024-12-19 | 焦煤2501(jm2501.DCE) | 卖 | -1 | 1125.5 | -1125.5 | ¥2 | -12690 |
| 2024-12-19 | 焦煤2505(jm2505.DCE) | 买 | 1 | 1166 | 1166 | ¥2 | 0 |
| 2024-08-19 | 焦煤2409(jm2409.DCE) | 卖 | -1 | 1335 | -1335 | ¥2 | -120 |
| 2024-08-19 | 焦煤2501(jm2501.DCE) | 买 | 1 | 1337 | 1337 | ¥2 | 0 |
| 2024-08-14 | 焦煤2409(jm2409.DCE) | 买 | 1 | 1337 | 1337 | ¥2 | 19080 |
| 2024-08-14 | 焦煤2409(jm2409.DCE) | 买 | 1 | 1337 | 1337 | ¥2 | 0 |
| 2024-04-12 | 焦煤2405(jm2405.DCE) | 买 | 1 | 1538 | 1538 | ¥2 | 29340 |
| 2024-04-12 | 焦煤2409(jm2409.DCE) | 卖 | -1 | 1655 | -1655 | ¥2 | 0 |
