三连阴阳反转策略:年化收益率（5.46%）
本策略监控贵州茅台（600519.SH）股票价格，当出现连续三日下跌时买入，预期价格反弹；当出现连续三日上涨时卖出，规避回调风险。策略逻辑简洁，专注于捕捉茅台短期价格波动中的反转机会。
概要
核心指标
- 累计收益率: 7.41%
- 年化收益率: 5.46%
- 基准收益率: 13.4%
- 阿尔法: 0.01
- 夏普比率: 0.24
- 最大回撤: 15.42%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-30 | 贵州茅台(600519.SH) | 1557.4651 | 500 | 9 | 1522 | 761000 | -17732.55/-2.277% |
| 2025-05-29 | 贵州茅台(600519.SH) | 1557.4651 | 500 | 8 | 1540 | 770000 | -8732.55/-1.121% |
| 2025-05-28 | 贵州茅台(600519.SH) | 1561.715875 | 400 | 7 | 1537 | 614800 | -9886.35/-1.583% |
| 2025-05-27 | 贵州茅台(600519.SH) | 1567.4701 | 300 | 6 | 1543.9 | 463170 | -7071.03/-1.504% |
| 2025-05-26 | 贵州茅台(600519.SH) | 1575.4725 | 200 | 5 | 1550.5 | 310100 | -4994.5/-1.585% |
| 2025-05-23 | 贵州茅台(600519.SH) | 1580.474 | 100 | 4 | 1572.6 | 157260 | -787.4/-0.498% |
| 2025-05-22 | 贵州茅台(600519.SH) | 1580.474 | 100 | 3 | 1580 | 158000 | -47.4/-0.03% |
| 2025-05-21 | 贵州茅台(600519.SH) | 1580.474 | 100 | 2 | 1580.97 | 158097 | 49.6/0.031% |
| 2025-05-20 | 贵州茅台(600519.SH) | 1580.474 | 100 | 1 | 1586 | 158600 | 552.6/0.35% |
| 2025-05-08 | 贵州茅台(600519.SH) | 1559.4677 | 0 | 9 | 1578.19 | 0 | -446.77/-0.286% |
交易详情
| 2025-05-29 | 贵州茅台(600519.SH) | 买 | 100 | 1540 | 154000 | ¥46.2 | 0 |
| 2025-05-28 | 贵州茅台(600519.SH) | 买 | 100 | 1543.99 | 154399 | ¥46.32 | 0 |
| 2025-05-27 | 贵州茅台(600519.SH) | 买 | 100 | 1551 | 155100 | ¥46.53 | 0 |
| 2025-05-26 | 贵州茅台(600519.SH) | 买 | 100 | 1570 | 157000 | ¥47.1 | 0 |
| 2025-05-20 | 贵州茅台(600519.SH) | 买 | 100 | 1580 | 158000 | ¥47.4 | 0 |
| 2025-05-08 | 贵州茅台(600519.SH) | 卖 | -100 | 1553 | -155300 | ¥201.89 | -646.77 |
| 2025-04-23 | 贵州茅台(600519.SH) | 买 | 100 | 1559 | 155900 | ¥46.77 | 0 |
| 2025-04-18 | 贵州茅台(600519.SH) | 卖 | -200 | 1566 | -313200 | ¥407.16 | 4307.36 |
| 2025-04-03 | 贵州茅台(600519.SH) | 买 | 100 | 1530 | 153000 | ¥45.9 | 0 |
| 2025-04-02 | 贵州茅台(600519.SH) | 买 | 100 | 1558 | 155800 | ¥46.74 | 0 |
