创业板ETF布林带策略:年化收益率（12.84%）
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: 366.76%
- 年化收益率: 12.84%
- 基准收益率: 76.28%
- 阿尔法: 0.1
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-02-03 | 创业板(159915.SZ) | 2.4734954166077 | 0 | 116 | 3.313 | 0 | 1100649.78/31.474% |
| 2026-02-02 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 115 | 3.252 | 4597677.6 | 1100649.78/31.474% |
| 2026-01-30 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 114 | 3.335 | 4715023 | 1217995.18/34.829% |
| 2026-01-29 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 113 | 3.292 | 4654229.6 | 1157201.78/33.091% |
| 2026-01-28 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 112 | 3.307 | 4675436.6 | 1178408.78/33.697% |
| 2026-01-27 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 111 | 3.327 | 4703712.6 | 1206684.78/34.506% |
| 2026-01-26 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 110 | 3.305 | 4672609 | 1175581.18/33.617% |
| 2026-01-23 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 109 | 3.337 | 4717850.6 | 1220822.78/34.91% |
| 2026-01-22 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 108 | 3.315 | 4686747 | 1189719.18/34.021% |
| 2026-01-21 | 创业板(159915.SZ) | 2.4734954166077 | 1413800 | 107 | 3.281 | 4638677.8 | 1141649.98/32.646% |
交易详情
| 2026-02-03 | 创业板(159915.SZ) | 卖 | -1413800 | 3.302 | -4668367.6 | ¥933.67 | 1171339.78 |
| 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 |
| 2025-05-15 | 创业板(159915.SZ) | 买 | 1707700 | 2.046 | 3493954.2 | ¥698.79 | 0 |
| 2025-03-14 | 创业板(159915.SZ) | 卖 | -1651500 | 2.125 | -3509437.5 | ¥701.89 | 831820.58 |
| 2024-09-25 | 创业板(159915.SZ) | 买 | 1651500 | 1.621 | 2677081.5 | ¥535.42 | 0 |
| 2024-07-01 | 创业板(159915.SZ) | 卖 | -1625100 | 1.648 | -2678164.8 | ¥535.63 | -335373.19 |
| 2024-03-13 | 创业板(159915.SZ) | 买 | 1625100 | 1.854 | 3012935.4 | ¥602.59 | 0 |
| 2023-12-19 | 创业板(159915.SZ) | 卖 | -1702000 | 1.771 | -3014242 | ¥602.85 | -499387.07 |
