期货rsi技术面择时策略:年化收益率（13.67%）
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: 51.13%
- 年化收益率: 13.67%
- 基准收益率: 24.99%
- 阿尔法: 0.13
- 夏普比率: 0.55
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 17 | 1225 | 0 | -600/0% |
| 2026-05-14 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 16 | 1242.5 | 0 | -1650/0% |
| 2026-05-13 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 15 | 1244 | 0 | -1740/0% |
| 2026-05-12 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 14 | 1241 | 0 | -1560/0% |
| 2026-05-11 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 13 | 1309 | 0 | -5640/0% |
| 2026-05-08 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 12 | 1286 | 0 | -4260/0% |
| 2026-05-07 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 11 | 1304 | 0 | -5340/0% |
| 2026-05-06 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 10 | 1313.5 | 0 | -5910/0% |
| 2026-04-30 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 9 | 1287 | 0 | -4320/0% |
| 2026-04-29 | 焦煤2609(jm2609.DCE) | 1215 | -1 | 8 | 1273.5 | 0 | -3510/0% |
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 |
