ETF简单动量轮动策略:年化收益率（27.23%）
该策略基于一个简单动量指标，在黄金，纳指，创业板100和沪深300ETF中轮动。
概要
核心指标
- 累计收益率: 2078.26%
- 年化收益率: 27.23%
- 基准收益率: 87.63%
- 阿尔法: 0.23
- 夏普比率: 1.19
- 最大回撤: 29.81%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-20 | 黄金ETF(518880.SH) | 10.167234256547 | 0 | 62 | 9.896 | 0 | -90752.48/-0.406% |
| 2026-03-19 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 61 | 10.126 | 22286313.4 | -90752.48/-0.406% |
| 2026-03-18 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 60 | 10.606 | 23342745.4 | 965679.52/4.315% |
| 2026-03-17 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 59 | 10.637 | 23410973.3 | 1033907.42/4.62% |
| 2026-03-16 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 58 | 10.664 | 23470397.6 | 1093331.72/4.886% |
| 2026-03-13 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 57 | 10.802 | 23774121.8 | 1397055.92/6.243% |
| 2026-03-12 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 56 | 10.938 | 24073444.2 | 1696378.32/7.581% |
| 2026-03-11 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 55 | 10.974 | 24152676.6 | 1775610.72/7.935% |
| 2026-03-10 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 54 | 10.956 | 24113060.4 | 1735994.52/7.758% |
| 2026-03-09 | 黄金ETF(518880.SH) | 10.167234256547 | 2200900 | 53 | 10.868 | 23919381.2 | 1542315.32/6.892% |
交易详情
| 2026-03-20 | 黄金ETF(518880.SH) | 卖 | -2200900 | 9.9 | -21788910 | ¥6536.67 | -588155.88 |
| 2026-02-26 | 黄金ETF(518880.SH) | 买 | 1400 | 10.939 | 15314.6 | ¥5 | 0 |
| 2026-02-25 | 创业板(159915.SZ) | 卖 | -3607900 | 3.301 | -11909677.9 | ¥3572.9 | 320661.71 |
| 2026-02-25 | 黄金ETF(518880.SH) | 买 | 1085300 | 10.953 | 11887290.9 | ¥3566.19 | 0 |
| 2026-02-24 | 黄金ETF(518880.SH) | 买 | 8100 | 10.92 | 88452 | ¥26.54 | 0 |
| 2026-02-24 | 创业板(159915.SZ) | 买 | 4200 | 3.318 | 13935.6 | ¥5 | 0 |
| 2026-02-13 | 创业板(159915.SZ) | 卖 | -31100 | 3.303 | -102723.3 | ¥30.82 | 2830.18 |
| 2026-02-12 | 黄金ETF(518880.SH) | 卖 | -9900 | 10.72 | -106128 | ¥31.84 | 13201.62 |
| 2026-02-12 | 创业板(159915.SZ) | 买 | 35500 | 3.28 | 116440 | ¥34.93 | 0 |
| 2026-02-11 | 创业板(159915.SZ) | 卖 | -2900 | 3.3 | -9570 | ¥5 | 257.18 |
