均线多头大排列市值轮动策略:年化收益率（-12.08%）
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: -40.81%
- 年化收益率: -12.08%
- 基准收益率: -30.32%
- 阿尔法: -0.05
- 夏普比率: -0.65
- 最大回撤: 51.7%
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 | 五 粮 液(000858.SZ) | 130.14903333333 | 900 | 2 | 129.55 | 116595 | -539.13/-0.456% |
| 2025-04-29 | 泸州老窖(000568.SZ) | 128.95611275964 | 911 | 140 | 123.6 | 112599.6 | -4879.42/-4.09% |
| 2025-04-29 | 恒瑞医药(600276.SH) | 46.454790034733 | 2414 | 359 | 49.6 | 119734.4 | 7592.54/6.717% |
| 2025-04-29 | 格力电器(000651.SZ) | 30.783005291972 | 2666 | 599 | 46.27 | 123355.82 | 41288.33/49.857% |
| 2025-04-28 | 五 粮 液(000858.SZ) | 130.14903333333 | 900 | 1 | 130.85 | 117765 | 630.87/0.542% |
| 2025-04-28 | 泸州老窖(000568.SZ) | 128.95611275964 | 911 | 139 | 125.6 | 114421.6 | -3057.42/-2.607% |
| 2025-04-28 | 恒瑞医药(600276.SH) | 46.454790034733 | 2414 | 358 | 49.97 | 120627.58 | 8485.72/7.518% |
| 2025-04-28 | 格力电器(000651.SZ) | 30.783005291972 | 2666 | 598 | 46.55 | 124102.3 | 42034.81/53.533% |
| 2025-04-28 | 万华化学(600309.SH) | 70.543366069056 | 0 | 748 | 55.19 | 0 | -30638.98/-21.022% |
| 2025-04-25 | 泸州老窖(000568.SZ) | 128.95611275964 | 911 | 138 | 125.36 | 114202.96 | -3276.06/-2.763% |
交易详情
| 2025-04-28 | 万华化学(600309.SH) | 卖 | -2114 | 56.05 | -118489.7 | ¥154.04 | -30638.98 |
| 2025-04-28 | 五 粮 液(000858.SZ) | 买 | 900 | 130.11 | 117099 | ¥35.13 | 0 |
| 2025-04-23 | 恒瑞医药(600276.SH) | 卖 | -100 | 50.96 | -5096 | ¥10.1 | 450.52 |
| 2025-04-18 | 格力电器(000651.SZ) | 卖 | -100 | 44.87 | -4487 | ¥9.49 | 1408.7 |
| 2025-04-18 | 万华化学(600309.SH) | 买 | 200 | 54.91 | 10982 | ¥5 | 0 |
| 2025-04-10 | 万华化学(600309.SH) | 买 | 100 | 61.48 | 6148 | ¥5 | 0 |
| 2025-04-01 | 恒瑞医药(600276.SH) | 卖 | -100 | 49.2 | -4920 | ¥9.92 | 274.52 |
| 2025-04-01 | 万华化学(600309.SH) | 买 | 100 | 67.22 | 6722 | ¥5 | 0 |
| 2025-03-24 | 格力电器(000651.SZ) | 卖 | -100 | 44.47 | -4447 | ¥9.45 | 1368.7 |
| 2025-03-14 | 泸州老窖(000568.SZ) | 卖 | -100 | 137 | -13700 | ¥18.7 | 804.39 |
