均线多头排列技术面选股策略:年化收益率（69.96%）
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: 258.8%
- 年化收益率: 69.96%
- 基准收益率: 2.84%
- 阿尔法: 1.03
- 夏普比率: 1.09
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-08 | 博菲电气(001255.SZ) | 34.900466932271 | 25100 | 4 | 32.6 | 818260 | -57741.72/-6.592% |
| 2025-07-08 | 科瑞思(301314.SZ) | 39.621882959641 | 22300 | 4 | 40.76 | 908948 | 25380.01/2.872% |
| 2025-07-08 | 坤泰股份(001260.SZ) | 18.855654989384 | 47100 | 4 | 19.26 | 907146 | 19044.65/2.144% |
| 2025-07-08 | 利仁科技(001259.SZ) | 25.477641025641 | 34900 | 18 | 26.13 | 911937 | 22767.33/2.561% |
| 2025-07-07 | 博菲电气(001255.SZ) | 34.900466932271 | 25100 | 3 | 32.4 | 813240 | -62761.72/-7.165% |
| 2025-07-07 | 科瑞思(301314.SZ) | 39.621882959641 | 22300 | 3 | 40.18 | 896014 | 12446.01/1.409% |
| 2025-07-07 | 坤泰股份(001260.SZ) | 18.855654989384 | 47100 | 3 | 18.92 | 891132 | 3030.65/0.341% |
| 2025-07-07 | 利仁科技(001259.SZ) | 25.477641025641 | 34900 | 17 | 25.82 | 901118 | 11948.33/1.344% |
| 2025-07-04 | 博菲电气(001255.SZ) | 34.900466932271 | 25100 | 2 | 32.1 | 805710 | -70291.72/-8.024% |
| 2025-07-04 | 科瑞思(301314.SZ) | 39.621882959641 | 22300 | 2 | 39.69 | 885087 | 1519.01/0.172% |
交易详情
| 2025-07-03 | 天罡股份(832651.BJ) | 卖 | -29600 | 30.63 | -906648 | ¥1178.64 | 17789.42 |
| 2025-07-03 | 保丽洁(832802.BJ) | 卖 | -48349 | 19 | -918631 | ¥1194.22 | 78453.17 |
| 2025-07-03 | 博迅生物(836504.BJ) | 卖 | -32900 | 26.08 | -858032 | ¥1115.44 | 11590.14 |
| 2025-07-03 | 利仁科技(001259.SZ) | 卖 | -200 | 25.59 | -5118 | ¥10.12 | 22.47 |
| 2025-07-03 | 坤泰股份(001260.SZ) | 买 | 47100 | 18.85 | 887835 | ¥266.35 | 0 |
| 2025-07-03 | 科瑞思(301314.SZ) | 买 | 22300 | 39.61 | 883303 | ¥264.99 | 0 |
| 2025-07-03 | 博菲电气(001255.SZ) | 买 | 25100 | 34.89 | 875739 | ¥262.72 | 0 |
| 2025-06-13 | 海昇药业(870656.BJ) | 卖 | -43825 | 19.38 | -849328.5 | ¥1104.13 | 14543.14 |
| 2025-06-13 | 前进科技(873679.BJ) | 卖 | -40500 | 21.5 | -870750 | ¥1131.98 | 19589.73 |
| 2025-06-13 | 保丽洁(832802.BJ) | 卖 | -1000 | 18.5 | -18500 | ¥24.05 | 1122.64 |
