期货rsi技术面择时策略:年化收益率（13.27%）
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: 47.29%
- 年化收益率: 13.27%
- 基准收益率: 14.46%
- 阿尔法: 0.13
- 夏普比率: 0.53
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 73 | 1148.5 | 0 | -3210/0% |
| 2026-03-30 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 72 | 1214 | 0 | -7140/0% |
| 2026-03-27 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 71 | 1219 | 0 | -7440/0% |
| 2026-03-26 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 70 | 1230 | 0 | -8100/0% |
| 2026-03-25 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 69 | 1241 | 0 | -8760/0% |
| 2026-03-24 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 68 | 1249.5 | 0 | -9270/0% |
| 2026-03-23 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 67 | 1289.5 | 0 | -11670/0% |
| 2026-03-20 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 66 | 1171 | 0 | -4560/0% |
| 2026-03-19 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 65 | 1159.5 | 0 | -3870/0% |
| 2026-03-18 | 焦煤2605(jm2605.DCE) | 1095 | -1 | 64 | 1156.5 | 0 | -3690/0% |
交易详情
| 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 |
| 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 |
