均线多头大排列市值轮动策略:年化收益率（-10.62%）
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: -38.54%
- 年化收益率: -10.62%
- 基准收益率: -24.07%
- 阿尔法: -0.05
- 夏普比率: -0.59
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 泸州老窖(000568.SZ) | 118.53555555556 | 900 | 18 | 127.58 | 114822 | 8140/7.63% |
| 2025-08-06 | 伊利股份(600887.SH) | 29.096833180568 | 4364 | 48 | 27.57 | 120315.48 | -6663.1/-5.247% |
| 2025-08-06 | 恒瑞医药(600276.SH) | 46.552484216573 | 2021 | 426 | 61.58 | 124453.18 | 30370.61/32.281% |
| 2025-08-06 | 格力电器(000651.SZ) | 30.739702262857 | 2624 | 666 | 46.9 | 123065.6 | 42404.62/52.571% |
| 2025-08-05 | 泸州老窖(000568.SZ) | 118.53555555556 | 900 | 17 | 127.01 | 114309 | 7627/7.149% |
| 2025-08-05 | 伊利股份(600887.SH) | 29.096833180568 | 4364 | 47 | 27.55 | 120228.2 | -6750.38/-5.316% |
| 2025-08-05 | 恒瑞医药(600276.SH) | 46.552484216573 | 2021 | 425 | 62.3 | 125908.3 | 31825.73/33.827% |
| 2025-08-05 | 格力电器(000651.SZ) | 30.739702262857 | 2624 | 665 | 46.72 | 122593.28 | 41932.3/51.986% |
| 2025-08-04 | 泸州老窖(000568.SZ) | 118.53555555556 | 900 | 16 | 124.05 | 111645 | 4963/4.652% |
| 2025-08-04 | 伊利股份(600887.SH) | 29.096833180568 | 4364 | 46 | 27.48 | 119922.72 | -7055.86/-5.557% |
交易详情
| 2025-07-30 | 格力电器(000651.SZ) | 买 | 100 | 46.14 | 4614 | ¥5 | 0 |
| 2025-07-30 | 恒瑞医药(600276.SH) | 卖 | -100 | 63.81 | -6381 | ¥11.38 | 1725.75 |
| 2025-07-30 | 伊利股份(600887.SH) | 买 | 100 | 27.39 | 2739 | ¥5 | 0 |
| 2025-07-14 | 五 粮 液(000858.SZ) | 卖 | -900 | 124.36 | -111924 | ¥145.5 | 2190.09 |
| 2025-07-14 | 泸州老窖(000568.SZ) | 买 | 900 | 118.5 | 106650 | ¥32 | 0 |
| 2025-07-14 | 恒瑞医药(600276.SH) | 卖 | -100 | 56.75 | -5675 | ¥10.68 | 1019.75 |
| 2025-07-14 | 伊利股份(600887.SH) | 买 | 100 | 27.7 | 2770 | ¥5 | 0 |
| 2025-07-04 | 格力电器(000651.SZ) | 卖 | -100 | 46.53 | -4653 | ¥9.65 | 1640.24 |
| 2025-06-23 | 恒瑞医药(600276.SH) | 买 | 100 | 51.68 | 5168 | ¥5 | 0 |
| 2025-06-13 | 泸州老窖(000568.SZ) | 卖 | -1011 | 112.05 | -113282.55 | ¥147.27 | -15701.47 |
