三连阴阳反转策略:年化收益率（7.13%）
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: 9.11%
- 年化收益率: 7.13%
- 基准收益率: 11.48%
- 阿尔法: 0.03
- 夏普比率: 0.36
- 最大回撤: 15.42%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-29 | 贵州茅台(600519.SH) | 1559.4677 | 100 | 5 | 1544 | 154400 | -1546.77/-0.988% |
| 2025-04-28 | 贵州茅台(600519.SH) | 1559.4677 | 100 | 4 | 1550 | 155000 | -946.77/-0.607% |
| 2025-04-25 | 贵州茅台(600519.SH) | 1559.4677 | 100 | 3 | 1550 | 155000 | -946.77/-0.606% |
| 2025-04-24 | 贵州茅台(600519.SH) | 1559.4677 | 100 | 2 | 1552.25 | 155225 | -721.77/-0.463% |
| 2025-04-23 | 贵州茅台(600519.SH) | 1559.4677 | 100 | 1 | 1552 | 155200 | -746.77/-0.477% |
| 2025-04-18 | 贵州茅台(600519.SH) | 1544.4632 | 0 | 12 | 1565.94 | 0 | 5107.36/1.665% |
| 2025-04-17 | 贵州茅台(600519.SH) | 1544.4632 | 200 | 11 | 1570 | 314000 | 5107.36/1.665% |
| 2025-04-16 | 贵州茅台(600519.SH) | 1544.4632 | 200 | 10 | 1559.17 | 311834 | 2941.36/0.953% |
| 2025-04-15 | 贵州茅台(600519.SH) | 1544.4632 | 200 | 9 | 1558 | 311600 | 2707.36/0.88% |
| 2025-04-14 | 贵州茅台(600519.SH) | 1544.4632 | 200 | 8 | 1551.99 | 310398 | 1505.36/0.482% |
交易详情
| 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 |
| 2025-03-11 | 贵州茅台(600519.SH) | 卖 | -100 | 1517 | -151700 | ¥197.21 | 4255.78 |
| 2025-03-06 | 贵州茅台(600519.SH) | 买 | 100 | 1474 | 147400 | ¥44.22 | 0 |
| 2025-02-17 | 贵州茅台(600519.SH) | 卖 | -100 | 1481 | -148100 | ¥192.53 | 8057 |
| 2025-02-06 | 贵州茅台(600519.SH) | 买 | 100 | 1400.01 | 140001 | ¥42 | 0 |
| 2025-01-10 | 贵州茅台(600519.SH) | 卖 | -300 | 1447.1 | -434130 | ¥564.37 | -5217.77 |
| 2025-01-07 | 贵州茅台(600519.SH) | 买 | 100 | 1444.66 | 144466 | ¥43.34 | 0 |
