期货rsi技术面择时策略:年化收益率（11.49%）
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: 43.03%
- 年化收益率: 11.49%
- 基准收益率: 23.51%
- 阿尔法: 0.11
- 夏普比率: 0.46
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-09 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 34 | 1360 | 0 | -8700/0% |
| 2026-06-08 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 33 | 1429.5 | 0 | -12870/0% |
| 2026-06-05 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 32 | 1459 | 0 | -14640/0% |
| 2026-06-04 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 31 | 1431.5 | 0 | -12990/0% |
| 2026-06-03 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 30 | 1381.5 | 0 | -9990/0% |
| 2026-06-02 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 29 | 1362.5 | 0 | -8850/0% |
| 2026-06-01 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 28 | 1377 | 0 | -9720/0% |
| 2026-05-29 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 27 | 1285.5 | 0 | -4230/0% |
| 2026-05-28 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 26 | 1290 | 0 | -4500/0% |
| 2026-05-27 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 25 | 1273 | 0 | -3480/0% |
交易详情
| 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 |
| 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 |
