均线多头排列技术面选股策略:年化收益率（71.78%）
本策略精选均线呈多头排列且均线上涨的小市值股票，捕捉市场上涨行情中小市值股票的超额收益，并进行市值轮动。
概要
核心指标
- 累计收益率: 240.74%
- 年化收益率: 71.78%
- 基准收益率: 0.03%
- 阿尔法: 1.1
- 夏普比率: 1.1
- 最大回撤: 55.85%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-16 | 拾比佰(831768.BJ) | 11.393417076923 | 65000 | 10 | 11.57 | 752050 | 11477.89/1.546% |
| 2025-05-16 | 灿能电力(870299.BJ) | 18.805639947781 | 38300 | 10 | 22.03 | 843749 | 123492.99/16.19% |
| 2025-05-16 | 芭薇股份(837023.BJ) | 22.806839937107 | 31800 | 10 | 31.1 | 988980 | 263722.49/30.606% |
| 2025-05-16 | 海森药业(001367.SZ) | 28.618583137255 | 25500 | 10 | 30.39 | 774945 | 45171.13/6.235% |
| 2025-05-15 | 拾比佰(831768.BJ) | 11.393417076923 | 65000 | 9 | 11.6 | 754000 | 13427.89/1.802% |
| 2025-05-15 | 灿能电力(870299.BJ) | 18.805639947781 | 38300 | 9 | 23.14 | 886262 | 166005.99/24.288% |
| 2025-05-15 | 芭薇股份(837023.BJ) | 22.806839937107 | 31800 | 9 | 35.39 | 1125402 | 400144.49/85.91% |
| 2025-05-15 | 海森药业(001367.SZ) | 28.618583137255 | 25500 | 9 | 30.18 | 769590 | 39816.13/5.524% |
| 2025-05-14 | 拾比佰(831768.BJ) | 11.393417076923 | 65000 | 8 | 11.67 | 758550 | 17977.89/2.411% |
| 2025-05-14 | 灿能电力(870299.BJ) | 18.805639947781 | 38300 | 8 | 22.18 | 849494 | 129237.99/18.195% |
交易详情
| 2025-04-30 | 峆一药业(430478.BJ) | 卖 | -32200 | 26.08 | -839776 | ¥1091.71 | 115702.84 |
| 2025-04-30 | 美能能源(001299.SZ) | 卖 | -71269 | 10.64 | -758302.16 | ¥985.79 | 26760.76 |
| 2025-04-30 | 大禹生物(871970.BJ) | 卖 | -77100 | 7.52 | -579792 | ¥753.73 | -72669.68 |
| 2025-04-30 | 海昇药业(870656.BJ) | 卖 | -31200 | 21 | -655200 | ¥851.76 | 11350.91 |
| 2025-04-30 | 海森药业(001367.SZ) | 买 | 25500 | 28.61 | 729555 | ¥218.87 | 0 |
| 2025-04-30 | 芭薇股份(837023.BJ) | 买 | 31800 | 22.8 | 725040 | ¥217.51 | 0 |
| 2025-04-30 | 灿能电力(870299.BJ) | 买 | 38300 | 18.8 | 720040 | ¥216.01 | 0 |
| 2025-04-30 | 拾比佰(831768.BJ) | 买 | 65000 | 11.39 | 740350 | ¥222.11 | 0 |
| 2025-04-29 | 美能能源(001299.SZ) | 买 | 19069 | 10.84 | -4.04 | ¥0 | 0 |
| 2025-04-10 | 天罡股份(832651.BJ) | 卖 | -25600 | 27.22 | -696832 | ¥905.88 | -57826.33 |
