橡胶期货均线突破策略:年化收益率(13.7%)
以橡胶期货的主力合约进行因子计算,产生交易信号。然后具体交易在当期主力合约品种上。均线金叉做多,均线死叉做空。无止盈止损。
以橡胶期货的主力合约进行因子计算,产生交易信号。然后具体交易在当期主力合约品种上。均线金叉做多,均线死叉做空。无止盈止损。
查看AI策略代码
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
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2025-07-11 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 66 | 14360 | 0 | -12200/0% |
2025-07-10 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 65 | 14405 | 0 | -11750/0% |
2025-07-09 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 64 | 14045 | 0 | -15350/0% |
2025-07-08 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 63 | 13985 | 0 | -15950/0% |
2025-07-07 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 62 | 13970 | 0 | -16100/0% |
2025-07-04 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 61 | 14005 | 0 | -15750/0% |
2025-07-03 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 60 | 14015 | 0 | -15650/0% |
2025-07-02 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 59 | 14125 | 0 | -14550/0% |
2025-07-01 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 58 | 14095 | 0 | -14850/0% |
2025-06-30 | 橡胶2509(ru2509.SHF) | 15580 | 1 | 57 | 13985 | 0 | -15950/0% |
2025-05-15 | 橡胶2505(ru2505.SHF) | 卖 | -1 | 14860 | -14860 | ¥0 | -22200 |
2025-04-07 | 橡胶2509(ru2509.SHF) | 买 | 1 | 15580 | 15580 | ¥2 | 0 |
2025-03-11 | 橡胶2505(ru2505.SHF) | 买 | 1 | 17080 | 17080 | ¥2 | 8750 |
2025-03-11 | 橡胶2505(ru2505.SHF) | 买 | 1 | 17080 | 17080 | ¥2 | 0 |
2025-02-17 | 橡胶2505(ru2505.SHF) | 卖 | -1 | 17955 | -17955 | ¥2 | 3550 |
2025-02-17 | 橡胶2505(ru2505.SHF) | 卖 | -1 | 17955 | -17955 | ¥2 | 0 |
2024-12-23 | 橡胶2505(ru2505.SHF) | 买 | 1 | 17600 | 17600 | ¥2 | 11000 |
2024-12-23 | 橡胶2505(ru2505.SHF) | 买 | 1 | 17600 | 17600 | ¥2 | 0 |
2024-12-04 | 橡胶2505(ru2505.SHF) | 卖 | -1 | 18700 | -18700 | ¥2 | 6400 |
2024-12-04 | 橡胶2505(ru2505.SHF) | 卖 | -1 | 18700 | -18700 | ¥2 | 0 |