创业板ETF布林带策略:年化收益率（12.98%）
该策略针对创业板ETF，基于布林带指标进行趋势交易。通过计算 20 日移动平均线及标准差构建布林带（上轨 = 20 日 MA+2 倍 20 日标准差，下轨 = 20 日 MA-2 倍 20 日标准差），当收盘价突破上轨时触发买入信号，全仓介入；若持有该 ETF 且收盘价跌破下轨，触发卖出信号清仓。
概要
核心指标
- 累计收益率: 397.55%
- 年化收益率: 12.98%
- 基准收益率: 80.32%
- 阿尔法: 0.11
- 夏普比率: 0.49
- 最大回撤: 57.99%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 15 | 3.419 | 4975328.8 | 22147.83/0.447% |
| 2026-08-24 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 14 | 3.457 | 5030626.4 | 77445.43/1.564% |
| 2026-08-21 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 13 | 3.56 | 5180512 | 227331.03/4.59% |
| 2026-08-20 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 12 | 3.512 | 5110662.4 | 157481.43/3.179% |
| 2026-08-19 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 11 | 3.498 | 5090289.6 | 137108.63/2.768% |
| 2026-08-18 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 10 | 3.723 | 5417709.6 | 464528.63/9.378% |
| 2026-08-17 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 9 | 3.756 | 5465731.2 | 512550.23/10.348% |
| 2026-08-14 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 8 | 3.645 | 5304204 | 351023.03/7.087% |
| 2026-08-13 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 7 | 3.604 | 5244540.8 | 291359.83/5.882% |
| 2026-08-12 | 创业板(159915.SZ) | 3.4037802157779 | 1455200 | 6 | 3.621 | 5269279.2 | 316098.23/6.382% |
交易详情
| 2026-08-07 | 创业板(159915.SZ) | 买 | 800 | 3.54 | 2832 | ¥5 | 0 |
| 2026-08-06 | 创业板(159915.SZ) | 买 | 45300 | 3.497 | 158414.1 | ¥31.68 | 0 |
| 2026-08-05 | 创业板(159915.SZ) | 买 | 1409100 | 3.4 | 4790940 | ¥958.19 | 0 |
| 2026-07-14 | 创业板(159915.SZ) | 卖 | -1325000 | 3.739 | -4954175 | ¥990.84 | 408314.17 |
| 2026-04-14 | 创业板(159915.SZ) | 买 | 2800 | 3.501 | 9802.8 | ¥5 | 0 |
| 2026-04-13 | 创业板(159915.SZ) | 买 | 1322200 | 3.43 | 4535146 | ¥907.03 | 0 |
| 2026-03-05 | 创业板(159915.SZ) | 卖 | -1413800 | 3.216 | -4546780.8 | ¥909.36 | 1049752.98 |
| 2025-08-15 | 创业板(159915.SZ) | 买 | 100 | 2.435 | 243.5 | ¥5 | 0 |
| 2025-08-14 | 创业板(159915.SZ) | 买 | 1413700 | 2.473 | 3496080.1 | ¥699.22 | 0 |
| 2025-06-17 | 创业板(159915.SZ) | 卖 | -1707700 | 2.04 | -3483708 | ¥696.74 | -10944.99 |
