均线多头大排列市值轮动策略:年化收益率（-5.44%）
本策略结合均线多头排列和市值筛选，选取大市值且均线呈现向上趋势的股票构建投资组合，旨在捕捉市场中相对稳健的上涨机会。策略定期轮动持仓，优化投资组合，适合追求稳健收益的投资者。
概要
核心指标
- 累计收益率: -24.68%
- 年化收益率: -5.44%
- 基准收益率: -10.3%
- 阿尔法: -0.03
- 夏普比率: -0.31
- 最大回撤: 51.72%
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 | 万华化学(600309.SH) | 88.6866 | 1000 | 7 | 81.81 | 81810 | -6876.6/-7.754% |
| 2026-05-15 | 贵州茅台(600519.SH) | 1375.4125 | 100 | 7 | 1332.95 | 133295 | -4246.25/-3.087% |
| 2026-05-15 | 中际旭创(300308.SZ) | 555.1665 | 200 | 52 | 1049.87 | 209974 | 98940.7/89.109% |
| 2026-05-15 | 新易盛(300502.SZ) | 366.860025 | 300 | 166 | 610.05 | 183015 | 72956.99/66.29% |
| 2026-05-15 | 格力电器(000651.SZ) | 32.052826017626 | 3512 | 850 | 40.28 | 141463.36 | 28893.84/25.668% |
| 2026-05-14 | 万华化学(600309.SH) | 88.6866 | 1000 | 6 | 81.99 | 81990 | -6696.6/-7.551% |
| 2026-05-14 | 贵州茅台(600519.SH) | 1375.4125 | 100 | 6 | 1342.17 | 134217 | -3324.25/-2.417% |
| 2026-05-14 | 中际旭创(300308.SZ) | 555.1665 | 200 | 51 | 1078 | 215600 | 104566.7/94.176% |
| 2026-05-14 | 新易盛(300502.SZ) | 366.860025 | 300 | 165 | 617.9 | 185370 | 75311.99/68.429% |
| 2026-05-14 | 格力电器(000651.SZ) | 32.052826017626 | 3512 | 849 | 40.22 | 141252.64 | 28683.12/25.48% |
交易详情
| 2026-05-07 | 恒瑞医药(600276.SH) | 卖 | -2500 | 53.88 | -134700 | ¥175.11 | -9253.64 |
| 2026-05-07 | 贵州茅台(600519.SH) | 买 | 100 | 1375 | 137500 | ¥41.25 | 0 |
| 2026-05-07 | 格力电器(000651.SZ) | 卖 | -100 | 39.9 | -3990 | ¥8.99 | 784.72 |
| 2026-05-07 | 万华化学(600309.SH) | 买 | 1000 | 88.66 | 88660 | ¥26.6 | 0 |
| 2026-04-30 | 中际旭创(300308.SZ) | 买 | 0 | 845 | -200 | ¥0 | 0 |
| 2026-04-29 | 格力电器(000651.SZ) | 卖 | -300 | 39.99 | -11997 | ¥17 | 2381.15 |
| 2026-04-24 | 格力电器(000651.SZ) | 买 | 100 | 36.81 | 3681 | ¥5 | 0 |
| 2026-04-21 | 格力电器(000651.SZ) | 买 | 300 | 36.98 | 11094 | ¥5 | 0 |
| 2026-04-21 | 恒瑞医药(600276.SH) | 买 | 200 | 56.35 | 11270 | ¥5 | 0 |
| 2026-04-13 | 格力电器(000651.SZ) | 买 | 200 | 37.28 | 7456 | ¥5 | 0 |
