三连阴阳反转策略:年化收益率（5.43%）
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: 14.4%
- 年化收益率: 5.43%
- 基准收益率: 34.42%
- 阿尔法: 0.01
- 夏普比率: 0.25
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-07-31 | 贵州茅台(600519.SH) | 1305.3915 | 0 | 6 | 1350.6 | 0 | 5636.85/4.318% |
| 2026-07-30 | 贵州茅台(600519.SH) | 1305.3915 | 100 | 5 | 1361.76 | 136176 | 5636.85/4.318% |
| 2026-07-29 | 贵州茅台(600519.SH) | 1305.3915 | 100 | 4 | 1321 | 132100 | 1560.85/1.196% |
| 2026-07-28 | 贵州茅台(600519.SH) | 1305.3915 | 100 | 3 | 1320 | 132000 | 1460.85/1.119% |
| 2026-07-27 | 贵州茅台(600519.SH) | 1305.3915 | 100 | 2 | 1289.5 | 128950 | -1589.15/-1.217% |
| 2026-07-24 | 贵州茅台(600519.SH) | 1305.3915 | 100 | 1 | 1297.41 | 129741 | -798.15/-0.611% |
| 2026-07-15 | 贵州茅台(600519.SH) | 1201.0023529412 | 0 | 19 | 1251.06 | 0 | 2831.04/1.156% |
| 2026-07-14 | 贵州茅台(600519.SH) | 1201.0023529412 | 204 | 18 | 1214.88 | 247835.52 | 2831.04/1.156% |
| 2026-07-13 | 贵州茅台(600519.SH) | 1201.0023529412 | 204 | 17 | 1210.99 | 247041.96 | 2037.48/0.832% |
| 2026-07-10 | 贵州茅台(600519.SH) | 1201.0023529412 | 204 | 16 | 1204.98 | 245815.92 | 811.44/0.331% |
交易详情
| 2026-07-31 | 贵州茅台(600519.SH) | 卖 | -100 | 1330.03 | -133003 | ¥172.9 | 2463.85 |
| 2026-07-24 | 贵州茅台(600519.SH) | 买 | 100 | 1305 | 130500 | ¥39.15 | 0 |
| 2026-07-15 | 贵州茅台(600519.SH) | 卖 | -204 | 1203.66 | -245546.64 | ¥319.21 | 542.16 |
| 2026-06-26 | 贵州茅台(600519.SH) | 买 | 4 | 1184.08 | -867.68 | ¥0 | 0 |
| 2026-06-22 | 贵州茅台(600519.SH) | 买 | 100 | 1214.31 | 121431 | ¥36.43 | 0 |
| 2026-06-18 | 贵州茅台(600519.SH) | 买 | 100 | 1235 | 123500 | ¥37.05 | 0 |
| 2026-06-15 | 贵州茅台(600519.SH) | 卖 | -800 | 1292.7 | -1034160 | ¥1344.41 | -46895.22 |
| 2026-05-25 | 贵州茅台(600519.SH) | 买 | 100 | 1287 | 128700 | ¥38.61 | 0 |
| 2026-05-19 | 贵州茅台(600519.SH) | 买 | 100 | 1321.9 | 132190 | ¥39.66 | 0 |
| 2026-05-18 | 贵州茅台(600519.SH) | 买 | 100 | 1336 | 133600 | ¥40.08 | 0 |
