活跃均线趋势跟踪期货策略:年化收益率(-28.89%)
本策略聚焦于近期交易活跃持仓量大的期货品种,结合10日短期均线和30日长期均线为择股标准,寻求短期趋势
本策略聚焦于近期交易活跃持仓量大的期货品种,结合10日短期均线和30日长期均线为择股标准,寻求短期趋势
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
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2025-08-07 | 玻璃9月(FG509.CZC) | 1082 | -6 | 3 | 1076 | 0 | 720/0% |
2025-08-07 | 热轧卷板2510(hc2510.SHF) | 3461 | 0 | 42 | 3440 | 0 | 0/0% |
2025-08-07 | 热轧卷板2510(hc2510.SHF) | 3433.6666666667 | -3 | 42 | 3440 | 0 | -190/0% |
2025-08-07 | 螺纹钢2510(rb2510.SHF) | 3301 | 0 | 48 | 3231 | 0 | 0/0% |
2025-08-07 | 螺纹钢2510(rb2510.SHF) | 3239.6666666667 | -3 | 48 | 3231 | 0 | 260/0% |
2025-08-07 | 豆粕2509(m2509.DCE) | 3014.5 | 2 | 87 | 3031 | 0 | 330/0% |
2025-08-07 | 豆粕2509(m2509.DCE) | 3007 | -2 | 87 | 3031 | 0 | -480/0% |
2025-08-06 | 玻璃9月(FG509.CZC) | 1082 | -6 | 2 | 1083 | 0 | -120/0% |
2025-08-06 | 热轧卷板2510(hc2510.SHF) | 3461 | 0 | 41 | 3451 | 0 | 0/0% |
2025-08-06 | 热轧卷板2510(hc2510.SHF) | 3433.6666666667 | -3 | 41 | 3451 | 0 | -520/0% |
2025-08-05 | 热轧卷板2510(hc2510.SHF) | 卖 | -2 | 3420 | -6840 | ¥4 | -820 |
2025-08-05 | 热轧卷板2510(hc2510.SHF) | 卖 | -2 | 3420 | -6840 | ¥4 | 0 |
2025-08-05 | 螺纹钢2510(rb2510.SHF) | 卖 | -2 | 3209 | -6418 | ¥4 | -1840 |
2025-08-05 | 螺纹钢2510(rb2510.SHF) | 卖 | -2 | 3209 | -6418 | ¥4 | 0 |
2025-08-05 | 玻璃9月(FG509.CZC) | 卖 | -6 | 1082 | -6492 | ¥12 | 0 |
2025-08-05 | 豆粕2509(m2509.DCE) | 买 | 1 | 3022 | 3022 | ¥2 | 0 |
2025-07-31 | 豆粕2509(m2509.DCE) | 卖 | -1 | 3007 | -3007 | ¥2 | 530 |
2025-07-31 | 豆粕2509(m2509.DCE) | 卖 | -2 | 3007 | -6014 | ¥4 | 0 |
2025-07-31 | 热轧卷板2510(hc2510.SHF) | 买 | 1 | 3461 | 3461 | ¥2 | -1660 |
2025-07-31 | 热轧卷板2510(hc2510.SHF) | 买 | 2 | 3461 | 6922 | ¥4 | 0 |