金叉共振择时策略:年化收益率（45.97%）
本策略基于macd指标、kdj指标、均线指标以及量价关系，利用基本面筛选股票后进行择时买卖，并实行满仓操作。
概要
核心指标
- 累计收益率: 84.49%
- 年化收益率: 45.97%
- 基准收益率: 48.84%
- 阿尔法: 0.15
- 夏普比率: 1.31
- 最大回撤: 23.1%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 贵阳银行(601997.SH) | 6.0318096774194 | 3100 | 1 | 5.95 | 18445 | -253.61/-1.356% |
| 2026-05-15 | 京沪高铁(601816.SH) | 5.0515157894737 | 3800 | 3 | 4.96 | 18848 | -347.76/-1.812% |
| 2026-05-15 | 北方稀土(600111.SH) | 53.136666666667 | 300 | 8 | 53.78 | 16134 | 193/1.211% |
| 2026-05-15 | 振华重工(600320.SH) | 5.3115941176471 | 0 | 10 | 5.09 | 0 | -651.42/-3.607% |
| 2026-05-15 | 天银机电(300342.SZ) | 63.575 | 200 | 16 | 58.12 | 11624 | -1091/-8.58% |
| 2026-05-15 | 国泰集团(603977.SH) | 16.725018181818 | 1100 | 39 | 14.35 | 15785 | -2612.52/-14.2% |
| 2026-05-15 | 海航控股(600221.SH) | 1.7405223300971 | 10300 | 61 | 1.51 | 15553 | -2374.38/-13.244% |
| 2026-05-15 | 泰坦股份(003036.SZ) | 28.465 | 200 | 21 | 42.85 | 8570 | 2877/50.536% |
| 2026-05-15 | 华阳股份(600348.SH) | 8.4826315789474 | 1900 | 87 | 9.49 | 18031 | 1914/11.876% |
| 2026-05-15 | 中国巨石(600176.SH) | 16.355 | 1000 | 91 | 33.86 | 33860 | 17505/107.031% |
交易详情
| 2026-05-15 | 振华重工(600320.SH) | 卖 | -3400 | 5.12 | -17408 | ¥22.63 | -651.42 |
| 2026-05-15 | 贵阳银行(601997.SH) | 买 | 3100 | 6.03 | 18693 | ¥5.61 | 0 |
| 2026-05-13 | 牧原股份(002714.SZ) | 卖 | -400 | 42.79 | -17116 | ¥22.25 | -1489.58 |
| 2026-05-13 | 京沪高铁(601816.SH) | 买 | 3800 | 5.05 | 19190 | ¥5.76 | 0 |
| 2026-05-06 | 科华数据(002335.SZ) | 卖 | -200 | 61.61 | -12322 | ¥17.32 | -603 |
| 2026-05-06 | 北方稀土(600111.SH) | 买 | 300 | 53.12 | 15936 | ¥5 | 0 |
| 2026-04-29 | 海天味业(603288.SH) | 卖 | -400 | 39.37 | -15748 | ¥20.75 | -181 |
| 2026-04-29 | 振华重工(600320.SH) | 买 | 3400 | 5.31 | 18054 | ¥5.42 | 0 |
| 2026-04-21 | 南山铝业(600219.SH) | 卖 | -4750 | 6.2 | -29450 | ¥38.29 | 11264.55 |
| 2026-04-21 | 天银机电(300342.SZ) | 买 | 200 | 63.55 | 12710 | ¥5 | 0 |
