三连阴阳反转策略:年化收益率（7.14%）
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: 16.89%
- 年化收益率: 7.14%
- 基准收益率: 43.51%
- 阿尔法: 0.01
- 夏普比率: 0.37
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 贵州茅台(600519.SH) | 1372.89374 | 500 | 21 | 1332.95 | 666475 | -19971.87/-2.909% |
| 2026-05-14 | 贵州茅台(600519.SH) | 1382.22955 | 400 | 20 | 1342.17 | 536868 | -16023.82/-2.898% |
| 2026-05-13 | 贵州茅台(600519.SH) | 1396.8389333333 | 300 | 19 | 1344.09 | 403227 | -15824.68/-3.776% |
| 2026-05-12 | 贵州茅台(600519.SH) | 1396.8389333333 | 300 | 18 | 1354.55 | 406365 | -12686.68/-3.027% |
| 2026-05-11 | 贵州茅台(600519.SH) | 1396.8389333333 | 300 | 17 | 1361.33 | 408399 | -10652.68/-2.542% |
| 2026-05-08 | 贵州茅台(600519.SH) | 1396.8389333333 | 300 | 16 | 1372.99 | 411897 | -7154.68/-1.707% |
| 2026-05-07 | 贵州茅台(600519.SH) | 1409.22265 | 200 | 15 | 1371.05 | 274210 | -7634.53/-2.709% |
| 2026-05-06 | 贵州茅台(600519.SH) | 1443.0328 | 100 | 14 | 1375 | 137500 | -6803.28/-4.715% |
| 2026-04-30 | 贵州茅台(600519.SH) | 1443.0328 | 100 | 13 | 1384.79 | 138479 | -5824.28/-4.036% |
| 2026-04-29 | 贵州茅台(600519.SH) | 1443.0328 | 100 | 12 | 1401.17 | 140117 | -4186.28/-2.901% |
交易详情
| 2026-05-15 | 贵州茅台(600519.SH) | 买 | 100 | 1335.15 | 133515 | ¥40.05 | 0 |
| 2026-05-14 | 贵州茅台(600519.SH) | 买 | 100 | 1338 | 133800 | ¥40.14 | 0 |
| 2026-05-08 | 贵州茅台(600519.SH) | 买 | 100 | 1371.66 | 137166 | ¥41.15 | 0 |
| 2026-05-07 | 贵州茅台(600519.SH) | 买 | 100 | 1375 | 137500 | ¥41.25 | 0 |
| 2026-04-14 | 贵州茅台(600519.SH) | 买 | 100 | 1442.6 | 144260 | ¥43.28 | 0 |
| 2026-04-01 | 贵州茅台(600519.SH) | 卖 | -300 | 1464.49 | -439347 | ¥571.15 | 13275.22 |
| 2026-03-25 | 贵州茅台(600519.SH) | 买 | 100 | 1410.11 | 141011 | ¥42.3 | 0 |
| 2026-03-24 | 贵州茅台(600519.SH) | 买 | 100 | 1416 | 141600 | ¥42.48 | 0 |
| 2026-03-23 | 贵州茅台(600519.SH) | 买 | 100 | 1433.33 | 143333 | ¥43 | 0 |
| 2026-03-18 | 贵州茅台(600519.SH) | 卖 | -700 | 1489 | -1042300 | ¥1354.99 | 28625.99 |
