期货rsi技术面择时策略:年化收益率（9.77%）
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: 38.65%
- 年化收益率: 9.77%
- 基准收益率: 17.08%
- 阿尔法: 0.09
- 夏普比率: 0.4
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 焦煤2701(jm2701.DCE) | 1475 | -1 | 8 | 1578 | 0 | -6180/0% |
| 2026-08-24 | 焦煤2701(jm2701.DCE) | 1475 | -1 | 7 | 1584 | 0 | -6540/0% |
| 2026-08-21 | 焦煤2701(jm2701.DCE) | 1475 | -1 | 6 | 1581.5 | 0 | -6390/0% |
| 2026-08-20 | 焦煤2701(jm2701.DCE) | 1475 | -1 | 5 | 1591.5 | 0 | -6990/0% |
| 2026-08-19 | 焦煤2701(jm2701.DCE) | 1475 | -1 | 4 | 1586.5 | 0 | -6690/0% |
| 2026-08-18 | 焦煤2701(jm2701.DCE) | 1475 | -1 | 3 | 1546.5 | 0 | -4290/0% |
| 2026-08-17 | 焦煤2701(jm2701.DCE) | 1475 | -1 | 2 | 1522 | 0 | -2820/0% |
| 2026-08-14 | 焦煤2701(jm2701.DCE) | 1475 | -1 | 1 | 1515.5 | 0 | -2430/0% |
| 2026-08-14 | 焦煤2609(jm2609.DCE) | 1215 | 0 | 81 | 1374 | 0 | 0/0% |
| 2026-08-13 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 80 | 1320.5 | 0 | -6330/0% |
交易详情
| 2026-08-14 | 焦煤2609(jm2609.DCE) | 买 | 1 | 1330 | 1330 | ¥2 | -6900 |
| 2026-08-14 | 焦煤2701(jm2701.DCE) | 卖 | -1 | 1475 | -1475 | ¥2 | 0 |
| 2026-04-20 | 焦煤2605(jm2605.DCE) | 买 | 1 | 1074.5 | 1074.5 | ¥2 | 1230 |
| 2026-04-20 | 焦煤2609(jm2609.DCE) | 卖 | -1 | 1215 | -1215 | ¥2 | 0 |
| 2025-12-09 | 焦煤2601(jm2601.DCE) | 买 | 1 | 1009 | 1009 | ¥2 | 6660 |
| 2025-12-09 | 焦煤2605(jm2605.DCE) | 卖 | -1 | 1095 | -1095 | ¥2 | 0 |
| 2025-08-01 | 焦煤2509(jm2509.DCE) | 买 | 1 | 1045 | 1045 | ¥2 | 1380 |
| 2025-08-01 | 焦煤2601(jm2601.DCE) | 卖 | -1 | 1120 | -1120 | ¥2 | 0 |
| 2025-07-23 | 焦煤2509(jm2509.DCE) | 卖 | -1 | 1068 | -1068 | ¥2 | 5040 |
| 2025-07-23 | 焦煤2509(jm2509.DCE) | 卖 | -1 | 1068 | -1068 | ¥2 | 0 |
