指数择时策略轮动:年化收益率（12.72%）
现在我要针对指数择时信号来配置策略轮动，具体策略思想： 1. 低频macd金叉表示牛市到来，此时配置指数增强或者沪深300etf; 2. 低频macd死叉表示熊市到来，此时配置大类资产。 这里配置了两个策略做轮动: 1. 买入并持有沪深300etf; 2. 买入并持有黄金etf.
概要
核心指标
- 累计收益率: 107.18%
- 年化收益率: 12.72%
- 基准收益率: 18.82%
- 阿尔法: 0.11
- 夏普比率: 1.21
- 最大回撤: -11.17%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-22 | 沪深300(159919.SZ) | 3.995198 | 320600 | 57 | 4.619 | 1480851.4 | 199990.86/% |
| 2025-08-21 | 沪深300(159919.SZ) | 3.995198 | 320600 | 56 | 4.515 | 1447509 | 166648.46/% |
| 2025-08-20 | 沪深300(159919.SZ) | 3.995198 | 320600 | 55 | 4.495 | 1441097 | 160236.46/% |
| 2025-08-19 | 沪深300(159919.SZ) | 3.995198 | 320600 | 54 | 4.448 | 1426028.8 | 145168.26/% |
| 2025-08-18 | 沪深300(159919.SZ) | 3.995198 | 320600 | 53 | 4.47 | 1433082 | 152221.46/% |
| 2025-08-15 | 沪深300(159919.SZ) | 3.995198 | 320600 | 52 | 4.432 | 1420899.2 | 140038.66/% |
| 2025-08-14 | 沪深300(159919.SZ) | 3.995198 | 320600 | 51 | 4.392 | 1408075.2 | 127214.66/% |
| 2025-08-13 | 沪深300(159919.SZ) | 3.995198 | 320600 | 50 | 4.399 | 1410319.4 | 129458.86/% |
| 2025-08-12 | 沪深300(159919.SZ) | 3.995198 | 320600 | 49 | 4.361 | 1398136.6 | 117276.06/% |
| 2025-08-11 | 沪深300(159919.SZ) | 3.995198 | 320600 | 48 | 4.339 | 1391083.4 | 110222.86/% |
交易详情
| 2025-06-04 | 沪深300(159919.SZ) | 买 | 320600 | 3.994 | 1280476.4 | ¥384.14 | 0 |
| 2025-06-04 | 黄金ETF(159934.SZ) | 卖 | -79800 | 7.418 | -591956.4 | ¥1183.91 | 116365.37 |
| 2025-01-03 | 黄金ETF(159934.SZ) | 买 | 79800 | 5.958 | 475448.4 | ¥142.63 | 0 |
| 2025-01-03 | 沪深300(159919.SZ) | 卖 | -320398 | 4.005 | -1283193.99 | ¥2566.39 | 189159.78 |
| 2024-09-03 | 沪深300(159919.SZ) | 买 | 316100 | 3.46 | 1093706 | ¥328.11 | 0 |
| 2024-09-03 | 黄金ETF(159934.SZ) | 卖 | -84700 | 5.428 | -459751.6 | ¥919.5 | 794.05 |
| 2024-08-02 | 黄金ETF(159934.SZ) | 买 | 84700 | 5.417 | 458819.9 | ¥137.65 | 0 |
| 2024-08-02 | 沪深300(159919.SZ) | 卖 | -309200 | 3.6 | -1113120 | ¥2226.24 | 78226.43 |
| 2024-02-02 | 沪深300(159919.SZ) | 买 | 309200 | 3.346 | 1034583.2 | ¥310.37 | 0 |
| 2024-02-02 | 黄金ETF(159934.SZ) | 卖 | -99600 | 4.619 | -460052.4 | ¥920.1 | 24370.93 |
