基于MACD指标的事件策略:年化收益率（1.77%）
单只股票MACD反转策略是一种针对特定个股（在此策略中为“600519.SH”贵州茅台）进行深度挖掘和精细化交易的策略。该策略基于MACD指标中的DIF线和DEA线的交叉信号来进行买入和卖出决策，以捕获较为明确的市场反转信号，实现收益最大化。
概要
核心指标
- 累计收益率: 13.19%
- 年化收益率: 1.77%
- 基准收益率: 63.65%
- 阿尔法: -0.02
- 夏普比率: 0.03
- 最大回撤: 31.27%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-20 | 贵州茅台(600519.SH) | 1464.92935 | 0 | 13 | 1410.89 | 0 | -46151.48/-3.938% |
| 2026-04-17 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 12 | 1407.24 | 1125792 | -46151.48/-3.938% |
| 2026-04-16 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 11 | 1462.84 | 1170272 | -1671.48/-0.143% |
| 2026-04-15 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 10 | 1467.5 | 1174000 | 2056.52/0.175% |
| 2026-04-14 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 9 | 1446.9 | 1157520 | -14423.48/-1.231% |
| 2026-04-13 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 8 | 1443.31 | 1154648 | -17295.48/-1.476% |
| 2026-04-10 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 7 | 1453.96 | 1163168 | -8775.48/-0.749% |
| 2026-04-09 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 6 | 1460.49 | 1168392 | -3551.48/-0.303% |
| 2026-04-08 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 5 | 1465.02 | 1172016 | 72.52/0.006% |
| 2026-04-07 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 4 | 1440.02 | 1152016 | -19927.48/-1.7% |
交易详情
| 2026-04-20 | 贵州茅台(600519.SH) | 卖 | -800 | 1403 | -1122400 | ¥1459.12 | -49543.48 |
| 2026-04-01 | 贵州茅台(600519.SH) | 买 | 800 | 1464.49 | 1171592 | ¥351.48 | 0 |
| 2026-03-25 | 贵州茅台(600519.SH) | 卖 | -800 | 1410.11 | -1128088 | ¥1466.51 | -63469.36 |
| 2026-03-18 | 贵州茅台(600519.SH) | 买 | 800 | 1489 | 1191200 | ¥357.36 | 0 |
| 2026-02-27 | 贵州茅台(600519.SH) | 卖 | -800 | 1466.99 | -1173592 | ¥1525.67 | 25247.6 |
| 2026-01-30 | 贵州茅台(600519.SH) | 买 | 800 | 1435 | 1148000 | ¥344.4 | 0 |
| 2026-01-16 | 贵州茅台(600519.SH) | 卖 | -800 | 1395 | -1116000 | ¥1450.8 | -30383.81 |
| 2026-01-06 | 贵州茅台(600519.SH) | 买 | 800 | 1432.55 | 1146040 | ¥343.81 | 0 |
| 2026-01-05 | 贵州茅台(600519.SH) | 卖 | -813 | 1385 | -1126005 | ¥1463.81 | -21139.04 |
| 2025-12-19 | 贵州茅台(600519.SH) | 买 | 13 | 1407.04 | -876.48 | ¥0 | 0 |
