基于MACD指标的事件策略:年化收益率（1.23%）
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: 9.38%
- 年化收益率: 1.23%
- 基准收益率: 53.29%
- 阿尔法: -0.02
- 夏普比率: -0
- 最大回撤: 36.91%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-17 | 贵州茅台(600519.SH) | 1355.4065 | 0 | 2 | 1293.09 | 0 | -10733.2/-0.99% |
| 2026-08-14 | 贵州茅台(600519.SH) | 1355.4065 | 800 | 1 | 1341.99 | 1073592 | -10733.2/-0.99% |
| 2026-08-13 | 贵州茅台(600519.SH) | 1346.90395 | 0 | 2 | 1355.29 | 0 | -3123.16/-0.29% |
| 2026-08-12 | 贵州茅台(600519.SH) | 1346.90395 | 800 | 1 | 1343 | 1074400 | -3123.16/-0.29% |
| 2026-08-10 | 贵州茅台(600519.SH) | 1193.3679 | 0 | 28 | 1348.86 | 0 | 92681.68/9.708% |
| 2026-08-07 | 贵州茅台(600519.SH) | 1193.3679 | 800 | 27 | 1309.22 | 1047376 | 92681.68/9.708% |
| 2026-08-06 | 贵州茅台(600519.SH) | 1193.3679 | 800 | 26 | 1308.55 | 1046840 | 92145.68/9.652% |
| 2026-08-05 | 贵州茅台(600519.SH) | 1193.3679 | 800 | 25 | 1306.45 | 1045160 | 90465.68/9.476% |
| 2026-08-04 | 贵州茅台(600519.SH) | 1193.3679 | 800 | 24 | 1328.36 | 1062688 | 107993.68/11.312% |
| 2026-08-03 | 贵州茅台(600519.SH) | 1193.3679 | 800 | 23 | 1358.98 | 1087184 | 132489.68/13.878% |
交易详情
| 2026-08-17 | 贵州茅台(600519.SH) | 卖 | -800 | 1295 | -1036000 | ¥1346.8 | -48325.2 |
| 2026-08-14 | 贵州茅台(600519.SH) | 买 | 800 | 1355 | 1084000 | ¥325.2 | 0 |
| 2026-08-13 | 贵州茅台(600519.SH) | 卖 | -800 | 1338 | -1070400 | ¥1391.52 | -7123.16 |
| 2026-08-12 | 贵州茅台(600519.SH) | 买 | 800 | 1346.5 | 1077200 | ¥323.16 | 0 |
| 2026-08-10 | 贵州茅台(600519.SH) | 卖 | -800 | 1325 | -1060000 | ¥1378 | 105305.68 |
| 2026-07-02 | 贵州茅台(600519.SH) | 买 | 800 | 1193.01 | 954408 | ¥286.32 | 0 |
| 2026-06-22 | 贵州茅台(600519.SH) | 卖 | -800 | 1214.31 | -971448 | ¥1262.88 | -46553.31 |
| 2026-06-11 | 贵州茅台(600519.SH) | 买 | 800 | 1272.12 | 1017696 | ¥305.31 | 0 |
| 2026-06-09 | 贵州茅台(600519.SH) | 卖 | -800 | 1262.99 | -1010392 | ¥1313.51 | -34721.44 |
| 2026-06-02 | 贵州茅台(600519.SH) | 买 | 800 | 1306 | 1044800 | ¥313.44 | 0 |
