RSI强势低成本轮动策略:年化收益率（-11.17%）
本策略选取RSI相对较高，总市值较大，同时销售成本率较低的股票构建投资组合。每月初对组合进行轮动，持有10只股票，等权重配置，旨在捕捉强势股中的低成本运营的稳健标的。
概要
核心指标
- 累计收益率: -13.88%
- 年化收益率: -11.17%
- 基准收益率: 11.67%
- 阿尔法: -0.17
- 夏普比率: -0.38
- 最大回撤: 30.48%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 湖南白银(002716.SZ) | 3.871160944206 | 23300 | 19 | 3.61 | 84113 | -6085.05/-6.66% |
| 2025-04-28 | 恒邦股份(002237.SZ) | 11.353405 | 8000 | 19 | 10.94 | 87520 | -3307.24/-3.566% |
| 2025-04-28 | 湘财股份(600095.SH) | 8.3425016806723 | 11900 | 19 | 8 | 95200 | -4075.77/-3.931% |
| 2025-04-28 | 中信金属(601061.SH) | 7.7623282051282 | 11700 | 19 | 7.64 | 89388 | -1431.24/-1.55% |
| 2025-04-28 | 三房巷(600370.SH) | 2.1206359413203 | 40900 | 19 | 1.79 | 73211 | -13523.01/-15.093% |
| 2025-04-28 | 永兴股份(601033.SH) | 15.154545 | 6000 | 19 | 15.18 | 91080 | 152.73/0.161% |
| 2025-04-28 | 新铝时代(301613.SZ) | 75.52265 | 1200 | 19 | 67.8 | 81360 | -9267.18/-10.197% |
| 2025-04-28 | 西典新能(603312.SH) | 40.272077272727 | 2200 | 19 | 38.46 | 84612 | -3986.57/-4.317% |
| 2025-04-28 | 博隆技术(603325.SH) | 93.738111111111 | 900 | 19 | 91.71 | 82539 | -1825.3/-2.04% |
| 2025-04-28 | 平安电工(001359.SZ) | 30.429125 | 2800 | 40 | 30.35 | 84980 | -221.55/-0.255% |
交易详情
| 2025-04-01 | 华映科技(000536.SZ) | 卖 | -16500 | 4.81 | -79365 | ¥103.17 | -15043.31 |
| 2025-04-01 | 吉林碳谷(836077.BJ) | 卖 | -7500 | 12.62 | -94650 | ¥123.05 | -1603.87 |
| 2025-04-01 | 英思特(301622.SZ) | 卖 | -1200 | 69.3 | -83160 | ¥108.11 | -9315.73 |
| 2025-04-01 | 万源通(920060.BJ) | 卖 | -2600 | 34.88 | -90688 | ¥117.89 | -4240.47 |
| 2025-04-01 | 乔锋智能(301603.SZ) | 卖 | -2000 | 50.01 | -100020 | ¥130.03 | 4391.32 |
| 2025-04-01 | 博实结(301608.SZ) | 卖 | -1100 | 83.04 | -91344 | ¥118.75 | -12208.06 |
| 2025-04-01 | 本钢板材(000761.SZ) | 卖 | -24300 | 3.7 | -89910 | ¥116.88 | -7319.16 |
| 2025-04-01 | 万达轴承(920002.BJ) | 卖 | -400 | 186.64 | -74656 | ¥97.05 | -17371.6 |
| 2025-04-01 | 维信诺(002387.SZ) | 卖 | -8200 | 9.56 | -78392 | ¥101.91 | -18889.18 |
| 2025-04-01 | 博隆技术(603325.SH) | 买 | 900 | 93.71 | 84339 | ¥25.3 | 0 |
