三连阴阳反转策略:年化收益率（8.38%）
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: 18.89%
- 年化收益率: 8.38%
- 基准收益率: 33.66%
- 阿尔法: 0.03
- 夏普比率: 0.45
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-01 | 贵州茅台(600519.SH) | 1420.2392666667 | 0 | 8 | 1459.44 | 0 | 8928.22/2.095% |
| 2026-03-31 | 贵州茅台(600519.SH) | 1420.2392666667 | 300 | 7 | 1450 | 435000 | 8928.22/2.095% |
| 2026-03-30 | 贵州茅台(600519.SH) | 1420.2392666667 | 300 | 6 | 1420 | 426000 | -71.78/-0.017% |
| 2026-03-27 | 贵州茅台(600519.SH) | 1420.2392666667 | 300 | 5 | 1416.02 | 424806 | -1265.78/-0.297% |
| 2026-03-26 | 贵州茅台(600519.SH) | 1420.2392666667 | 300 | 4 | 1401.18 | 420354 | -5717.78/-1.342% |
| 2026-03-25 | 贵州茅台(600519.SH) | 1420.2392666667 | 300 | 3 | 1410.27 | 423081 | -2990.78/-0.702% |
| 2026-03-24 | 贵州茅台(600519.SH) | 1425.0924 | 200 | 2 | 1407.33 | 281466 | -3552.48/-1.246% |
| 2026-03-23 | 贵州茅台(600519.SH) | 1433.76 | 100 | 1 | 1408.07 | 140807 | -2569/-1.792% |
| 2026-03-18 | 贵州茅台(600519.SH) | 1448.1057285714 | 0 | 18 | 1468.8 | 0 | 25825.99/2.548% |
| 2026-03-17 | 贵州茅台(600519.SH) | 1448.1057285714 | 700 | 17 | 1485 | 1039500 | 25825.99/2.548% |
交易详情
| 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 |
| 2026-03-06 | 贵州茅台(600519.SH) | 买 | 100 | 1395 | 139500 | ¥41.85 | 0 |
| 2026-03-05 | 贵州茅台(600519.SH) | 买 | 100 | 1406 | 140600 | ¥42.18 | 0 |
| 2026-03-04 | 贵州茅台(600519.SH) | 买 | 100 | 1415 | 141500 | ¥42.45 | 0 |
| 2026-03-03 | 贵州茅台(600519.SH) | 买 | 100 | 1440.1 | 144010 | ¥43.2 | 0 |
| 2026-02-25 | 贵州茅台(600519.SH) | 买 | 100 | 1470 | 147000 | ¥44.1 | 0 |
