均线多头排列技术面选股策略:年化收益率（39.64%）
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: 182.2%
- 年化收益率: 39.64%
- 基准收益率: 14.46%
- 阿尔法: 0.56
- 夏普比率: 0.8
- 最大回撤: 56.84%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 派诺科技(920375.BJ) | 18.205460091743 | 43600 | 12 | 14.11 | 615196 | -178562.06/-22.496% |
| 2026-03-31 | 欣灵电气(301388.SZ) | 38.701607 | 20000 | 12 | 32.03 | 640600 | -133432.14/-17.239% |
| 2026-03-31 | 鸿铭股份(301105.SZ) | 55.486641258741 | 14300 | 12 | 58.75 | 840125 | 46666.03/5.881% |
| 2026-03-31 | 长江能科(920158.BJ) | 19.805940100251 | 39900 | 12 | 15.91 | 634809 | -155448.01/-19.671% |
| 2026-03-30 | 派诺科技(920375.BJ) | 18.205460091743 | 43600 | 11 | 14.73 | 642228 | -151530.06/-19.09% |
| 2026-03-30 | 欣灵电气(301388.SZ) | 38.701607 | 20000 | 11 | 33.37 | 667400 | -106632.14/-13.776% |
| 2026-03-30 | 鸿铭股份(301105.SZ) | 55.486641258741 | 14300 | 11 | 60.61 | 866723 | 73264.03/9.234% |
| 2026-03-30 | 长江能科(920158.BJ) | 19.805940100251 | 39900 | 11 | 16.69 | 665931 | -124326.01/-15.732% |
| 2026-03-27 | 派诺科技(920375.BJ) | 18.205460091743 | 43600 | 10 | 15 | 654000 | -139758.06/-17.607% |
| 2026-03-27 | 欣灵电气(301388.SZ) | 38.701607 | 20000 | 10 | 33.32 | 666400 | -107632.14/-13.905% |
交易详情
| 2026-03-16 | 万得凯(301309.SZ) | 卖 | -25500 | 31.9 | -813450 | ¥1057.49 | 27814.38 |
| 2026-03-16 | 康力源(301287.SZ) | 卖 | -17200 | 42.92 | -738224 | ¥959.69 | -48051.81 |
| 2026-03-16 | 播恩集团(001366.SZ) | 卖 | -52400 | 17.34 | -908616 | ¥1181.2 | 130242.56 |
| 2026-03-16 | 科瑞思(301314.SZ) | 卖 | -16200 | 48.48 | -785376 | ¥1020.99 | -10444.67 |
| 2026-03-16 | 长江能科(920158.BJ) | 买 | 39900 | 19.8 | 790020 | ¥237.01 | 0 |
| 2026-03-16 | 鸿铭股份(301105.SZ) | 买 | 14300 | 55.47 | 793221 | ¥237.97 | 0 |
| 2026-03-16 | 欣灵电气(301388.SZ) | 买 | 20000 | 38.69 | 773800 | ¥232.14 | 0 |
| 2026-03-16 | 派诺科技(920375.BJ) | 买 | 43600 | 18.2 | 793520 | ¥238.06 | 0 |
| 2026-02-24 | 科力装备(301552.SZ) | 卖 | -19700 | 40.18 | -791546 | ¥1029.01 | -6149.24 |
| 2026-02-24 | 华维设计(920427.BJ) | 卖 | -51900 | 14.48 | -751512 | ¥976.97 | -50583.56 |
