ETF海龟策略轮动:年化收益率（18.98%）
**策略核心逻辑：** - 标的：黄金ETF、豆粕ETF、纳指100ETF、创业50等4只ETF - 开仓：突破20日最高价时买入 - 止损：价格低于成本价5%、跌破20日最低价、或从20日高点回撤8% - 资金管理：每只ETF最大投入65,000元 - 风险控制：总资金回撤超过10%时清仓休息20天
概要
核心指标
- 累计收益率: 570.47%
- 年化收益率: 18.98%
- 基准收益率: 33.45%
- 阿尔法: 0.17
- 夏普比率: 0.94
- 最大回撤: 30.14%
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 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 22 | 1.892 | 18541.6 | 2543.2/15.897% |
| 2026-05-14 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 21 | 1.906 | 18678.8 | 2680.4/16.754% |
| 2026-05-13 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 20 | 1.944 | 19051.2 | 3052.8/19.082% |
| 2026-05-12 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 19 | 1.887 | 18492.6 | 2494.2/15.59% |
| 2026-05-11 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 18 | 1.888 | 18502.4 | 2504/15.652% |
| 2026-05-08 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 17 | 1.821 | 17845.8 | 1847.4/11.547% |
| 2026-05-07 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 16 | 1.838 | 18012.4 | 2014/12.589% |
| 2026-05-06 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 15 | 1.809 | 17728.2 | 1729.8/10.812% |
| 2026-04-30 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 14 | 1.759 | 17238.2 | 1239.8/7.75% |
| 2026-04-29 | 创业板50(159949.SZ) | 1.6324895992414 | 9800 | 13 | 1.765 | 17297 | 1298.6/8.117% |
交易详情
| 2026-04-14 | 创业板50(159949.SZ) | 卖 | -3997600 | 1.669 | -6671994.4 | ¥2001.6 | 145953.98 |
| 2026-04-13 | 创业板50(159949.SZ) | 买 | 4007400 | 1.632 | 6540076.8 | ¥1962.02 | 0 |
| 2026-03-30 | 豆粕ETF(159985.SZ) | 卖 | -3072600 | 2.135 | -6560001 | ¥1968 | 336119.4 |
| 2026-02-26 | 豆粕ETF(159985.SZ) | 买 | 3072600 | 2.025 | 6222015 | ¥1866.6 | 0 |
| 2026-02-06 | 创业板50(159949.SZ) | 卖 | -4106800 | 1.515 | -6221802 | ¥1866.54 | -59378.99 |
| 2025-12-09 | 创业板50(159949.SZ) | 买 | 4106800 | 1.529 | 6279297.2 | ¥1883.79 | 0 |
| 2025-12-05 | 豆粕ETF(159985.SZ) | 卖 | -3170500 | 1.959 | -6211009.5 | ¥1863.3 | -49435.07 |
| 2025-11-17 | 豆粕ETF(159985.SZ) | 买 | 3170500 | 1.974 | 6258567 | ¥1877.57 | 0 |
| 2025-10-15 | 黄金ETF(518880.SH) | 卖 | -1600 | 9.143 | -14628.8 | ¥5 | 1623.8 |
| 2025-10-15 | 创业板50(159949.SZ) | 卖 | -4569200 | 1.384 | -6323772.8 | ¥1897.13 | 2105135.99 |
