动量低销轮动策略:年化收益率（-24.41%）
本策略结合RSI超买、短期动量和低销售成本率等因子，选取RSI指标超买、近期涨幅较好且销售成本控制优秀的股票构建投资组合，每月轮动调仓，旨在获取兼具短期爆发力和长期稳健性的投资回报。
概要
核心指标
- 累计收益率: -50.27%
- 年化收益率: -24.41%
- 基准收益率: 5.83%
- 阿尔法: -0.18
- 夏普比率: -0.4
- 最大回撤: 67.72%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
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|---|---|---|---|---|---|---|---|
| 2025-08-07 | 铜冠铜箔(301217.SZ) | 25.017505555556 | 1800 | 4 | 23.81 | 42858 | -2173.51/-4.827% |
| 2025-08-07 | 长城军工(601606.SH) | 35.310592307692 | 1300 | 4 | 51.68 | 67184 | 21280.23/46.358% |
| 2025-08-07 | 西宁特钢(600117.SH) | 4.5913774509804 | 10200 | 4 | 3.86 | 39372 | -7460.05/-15.929% |
| 2025-08-07 | 松炀资源(603863.SH) | 18.435530769231 | 2600 | 4 | 18.94 | 49244 | 1311.62/2.736% |
| 2025-08-07 | 北汽蓝谷(600733.SH) | 8.6525943396226 | 5300 | 4 | 8.99 | 47647 | 1788.25/3.899% |
| 2025-08-07 | 万凯新材(301216.SZ) | 14.584375 | 3200 | 4 | 15.45 | 49440 | 2770/5.935% |
| 2025-08-07 | 北京文化(000802.SZ) | 5.9517853658537 | 8200 | 4 | 6.08 | 49856 | 1051.36/2.154% |
| 2025-08-07 | 新恒汇(301678.SZ) | 76.703 | 600 | 4 | 94.92 | 56952 | 10930.2/23.75% |
| 2025-08-07 | 八一钢铁(600581.SH) | 4.0512146551724 | 11600 | 4 | 3.85 | 44660 | -2334.09/-4.967% |
| 2025-08-06 | 铜冠铜箔(301217.SZ) | 25.017505555556 | 1800 | 3 | 24.1 | 43380 | -1651.51/-3.667% |
交易详情
| 2025-08-04 | 百纳千成(300291.SZ) | 卖 | -8400 | 6.18 | -51912 | ¥67.49 | -15.57 |
| 2025-08-04 | 山西焦化(600740.SH) | 卖 | -12200 | 3.91 | -47702 | ¥62.01 | -5872.07 |
| 2025-08-04 | 重庆钢铁(601005.SH) | 卖 | -31500 | 1.52 | -47880 | ¥62.24 | -5055.88 |
| 2025-08-04 | 中化岩土(002542.SZ) | 卖 | -11300 | 3.91 | -44183 | ¥57.44 | -13125.19 |
| 2025-08-04 | 宝泰隆(601011.SH) | 卖 | -17600 | 2.71 | -47696 | ¥62 | -5471.95 |
| 2025-08-04 | 中设咨询(833873.BJ) | 卖 | -4600 | 8.88 | -40848 | ¥53.1 | 8224.21 |
| 2025-08-04 | 亿晶光电(600537.SH) | 卖 | -12700 | 3.68 | -46736 | ¥60.76 | -6620 |
| 2025-08-04 | 弘元绿能(603185.SH) | 卖 | -2500 | 19.68 | -49200 | ¥63.96 | -3690.86 |
| 2025-08-04 | 琏升科技(300051.SZ) | 卖 | -6600 | 7.65 | -50490 | ¥65.64 | -675.35 |
| 2025-08-04 | 新恒汇(301678.SZ) | 买 | 600 | 76.68 | 46008 | ¥13.8 | 0 |
