基于MACD指标的事件策略:年化收益率（4.58%）
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: 31.26%
- 年化收益率: 4.58%
- 基准收益率: 27.35%
- 阿尔法: 0.02
- 夏普比率: 0.17
- 最大回撤: 26.64%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-03-27 | 贵州茅台(600519.SH) | 1443.4529 | 0 | 31 | 1589 | 0 | 106037.68/9.186% |
| 2025-03-26 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 30 | 1576 | 1260800 | 106037.68/9.186% |
| 2025-03-25 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 29 | 1575.5 | 1260400 | 105637.68/9.101% |
| 2025-03-24 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 28 | 1583 | 1266400 | 111637.68/9.73% |
| 2025-03-21 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 27 | 1573.75 | 1259000 | 104237.68/8.841% |
| 2025-03-20 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 26 | 1604 | 1283200 | 128437.68/10.883% |
| 2025-03-19 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 25 | 1635.71 | 1308568 | 153805.68/13.428% |
| 2025-03-18 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 24 | 1624 | 1299200 | 144437.68/12.389% |
| 2025-03-17 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 23 | 1637.86 | 1310288 | 155525.68/13.561% |
| 2025-03-14 | 贵州茅台(600519.SH) | 1443.4529 | 800 | 22 | 1628.01 | 1302408 | 147645.68/13.638% |
交易详情
| 2025-03-27 | 贵州茅台(600519.SH) | 卖 | -800 | 1576 | -1260800 | ¥1639.04 | 106037.68 |
| 2025-02-13 | 贵州茅台(600519.SH) | 买 | 800 | 1443.02 | 1154416 | ¥346.32 | 0 |
| 2025-01-24 | 贵州茅台(600519.SH) | 卖 | -800 | 1442 | -1153600 | ¥1499.68 | -31555.44 |
| 2025-01-21 | 贵州茅台(600519.SH) | 买 | 800 | 1481 | 1184800 | ¥355.44 | 0 |
| 2025-01-03 | 贵州茅台(600519.SH) | 卖 | -812 | 1494.5 | -1213534 | ¥1577.59 | -18835.6 |
| 2024-12-20 | 贵州茅台(600519.SH) | 买 | 12 | 1527.13 | -778.44 | ¥0 | 0 |
| 2024-12-11 | 贵州茅台(600519.SH) | 买 | 800 | 1540 | 1232000 | ¥369.6 | 0 |
| 2024-11-14 | 贵州茅台(600519.SH) | 卖 | -700 | 1570 | -1099000 | ¥1428.7 | -63971.79 |
| 2024-11-08 | 贵州茅台(600519.SH) | 买 | 700 | 1660.89 | 1162623 | ¥348.79 | 0 |
| 2024-10-18 | 贵州茅台(600519.SH) | 卖 | -800 | 1493 | -1194400 | ¥1552.72 | 74096.01 |
