均线金叉追涨策略:年化收益率（-53.64%）
本策略精选均线金叉向上突破，股价站上短期均线且当日股价上涨的股票，力求捕捉短期快速上涨的投资机会。
概要
核心指标
- 累计收益率: -80.8%
- 年化收益率: -53.64%
- 基准收益率: 31.41%
- 阿尔法: -0.57
- 夏普比率: -2.51
- 最大回撤: 80.88%
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 | 诺德股份(600110.SH) | 9.0925 | 400 | 1 | 9.22 | 3688 | 51/1.402% |
| 2026-03-31 | 祥明智能(301226.SZ) | 42.966666666667 | 300 | 1 | 42.92 | 12876 | -14/-0.109% |
| 2026-03-31 | 华骐环保(300929.SZ) | 13.554064285714 | 1400 | 1 | 13.03 | 18242 | -733.69/-3.866% |
| 2026-03-31 | 光智科技(300489.SZ) | 47.0141 | 400 | 1 | 47.94 | 19176 | 370.36/1.969% |
| 2026-03-31 | *ST恒久(002808.SZ) | 4.9414820512821 | 3900 | 1 | 4.7 | 18330 | -941.78/-4.887% |
| 2026-03-31 | 新宝股份(002705.SZ) | 15.0145 | 1200 | 1 | 14.85 | 17820 | -197.4/-1.096% |
| 2026-03-31 | 云南锗业(002428.SZ) | 52.016666666667 | 300 | 1 | 48.91 | 14673 | -932/-5.972% |
| 2026-03-31 | 海森药业(001367.SZ) | 25.907771428571 | 700 | 1 | 25.45 | 17815 | -320.44/-1.767% |
| 2026-03-31 | 悍高集团(001221.SZ) | 67.325 | 200 | 1 | 68.5 | 13700 | 235/1.745% |
| 2026-03-31 | 川能动力(000155.SZ) | 16.905072727273 | 1100 | 1 | 15.87 | 17457 | -1138.58/-6.123% |
交易详情
| 2026-03-31 | ST明诚(600136.SH) | 卖 | -9300 | 1.95 | -18135 | ¥23.58 | -470.58 |
| 2026-03-31 | 煌上煌(002695.SZ) | 卖 | -1800 | 10.92 | -19656 | ¥25.55 | 174.16 |
| 2026-03-31 | 华天酒店(000428.SZ) | 卖 | -4900 | 4 | -19600 | ¥25.48 | 337.22 |
| 2026-03-31 | 赣锋锂业(002460.SZ) | 卖 | -200 | 79.7 | -15940 | ¥20.94 | -265 |
| 2026-03-31 | 国发股份(600538.SH) | 卖 | -2900 | 6.81 | -19749 | ¥25.67 | 864.34 |
| 2026-03-31 | 科创信息(300730.SZ) | 卖 | -1400 | 13.95 | -19530 | ¥25.39 | -229.93 |
| 2026-03-31 | 我武生物(300357.SZ) | 卖 | -700 | 25.55 | -17885 | ¥23.25 | 92.66 |
| 2026-03-31 | 桂林三金(002275.SZ) | 卖 | -1300 | 14.45 | -18785 | ¥24.42 | 488.51 |
| 2026-03-31 | 西麦食品(002956.SZ) | 卖 | -700 | 26.58 | -18606 | ¥24.19 | 645.61 |
| 2026-03-31 | 济民健康(603222.SH) | 卖 | -1000 | 9.11 | -9110 | ¥14.11 | 255 |
