三连阴阳反转策略:年化收益率（2.59%）
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: 3.68%
- 年化收益率: 2.59%
- 基准收益率: 16.53%
- 阿尔法: -0.02
- 夏普比率: 0.03
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 贵州茅台(600519.SH) | 1498.5967040673 | 713 | 27 | 1420 | 1012460 | -56039.45/-5.245% |
| 2025-06-25 | 贵州茅台(600519.SH) | 1526.4277857143 | 700 | 26 | 1435.86 | 1005102 | -63397.45/-5.933% |
| 2025-06-24 | 贵州茅台(600519.SH) | 1526.4277857143 | 700 | 25 | 1437.2 | 1006040 | -62459.45/-5.846% |
| 2025-06-23 | 贵州茅台(600519.SH) | 1526.4277857143 | 700 | 24 | 1420 | 994000 | -74499.45/-6.972% |
| 2025-06-20 | 贵州茅台(600519.SH) | 1526.4277857143 | 700 | 23 | 1428.66 | 1000062 | -68437.45/-6.405% |
| 2025-06-19 | 贵州茅台(600519.SH) | 1526.4277857143 | 700 | 22 | 1426 | 998200 | -70299.45/-6.579% |
| 2025-06-18 | 贵州茅台(600519.SH) | 1526.4277857143 | 700 | 21 | 1425 | 997500 | -70999.45/-6.645% |
| 2025-06-17 | 贵州茅台(600519.SH) | 1526.4277857143 | 700 | 20 | 1427 | 998900 | -69599.45/-6.514% |
| 2025-06-16 | 贵州茅台(600519.SH) | 1544.09475 | 600 | 19 | 1422.29 | 853374 | -73082.85/-7.888% |
| 2025-06-13 | 贵州茅台(600519.SH) | 1544.09475 | 600 | 18 | 1426.95 | 856170 | -70286.85/-7.587% |
交易详情
| 2025-06-26 | 贵州茅台(600519.SH) | 买 | 13 | 1408.26 | -1012.62 | ¥0 | 0 |
| 2025-06-17 | 贵州茅台(600519.SH) | 买 | 100 | 1420 | 142000 | ¥42.6 | 0 |
| 2025-06-11 | 贵州茅台(600519.SH) | 买 | 100 | 1476.8 | 147680 | ¥44.3 | 0 |
| 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 |
