期货rsi技术面择时策略:年化收益率（14.17%）
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: 34.32%
- 年化收益率: 14.17%
- 基准收益率: -2.9%
- 阿尔法: 0.14
- 夏普比率: 0.55
- 最大回撤: 24.67%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-29 | 焦煤2509(jm2509.DCE) | 984 | 1 | 10 | 932 | 0 | -3120/0% |
| 2025-04-28 | 焦煤2509(jm2509.DCE) | 984 | 1 | 9 | 947 | 0 | -2220/0% |
| 2025-04-25 | 焦煤2509(jm2509.DCE) | 984 | 1 | 8 | 956 | 0 | -1680/0% |
| 2025-04-24 | 焦煤2509(jm2509.DCE) | 984 | 1 | 7 | 956 | 0 | -1680/0% |
| 2025-04-23 | 焦煤2509(jm2509.DCE) | 984 | 1 | 6 | 962.5 | 0 | -1290/0% |
| 2025-04-22 | 焦煤2509(jm2509.DCE) | 984 | 1 | 5 | 928.5 | 0 | -3330/0% |
| 2025-04-21 | 焦煤2509(jm2509.DCE) | 984 | 1 | 4 | 956.5 | 0 | -1650/0% |
| 2025-04-18 | 焦煤2509(jm2509.DCE) | 984 | 1 | 3 | 952.5 | 0 | -1890/0% |
| 2025-04-17 | 焦煤2509(jm2509.DCE) | 984 | 1 | 2 | 950.5 | 0 | -2010/0% |
| 2025-04-16 | 焦煤2509(jm2509.DCE) | 984 | 1 | 1 | 966 | 0 | -1080/0% |
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 |
