均线之上稳步高升策略:年化收益率（26.84%）
本策略精选大市值股票，结合10日均线和20日均线的上升趋势以及股价站上60日均线的技术信号，力求捕捉市场中稳健上升的投资机会。策略同时剔除了ST、科创板、北交所和停牌等风险股票，并对上市时长和流通市值进行筛选，旨在构建一个相对稳健的量化投资组合。
概要
核心指标
- 累计收益率: 41.64%
- 年化收益率: 26.84%
- 基准收益率: 18.64%
- 阿尔法: 0.16
- 夏普比率: 1.05
- 最大回撤: 13.59%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-14 | 鹏鼎控股(002938.SZ) | 39.061715068493 | 7300 | 3 | 39.48 | 288204 | 3053.48/1.071% |
| 2025-07-14 | 龙源电力(001289.SZ) | 16.705010119048 | 16800 | 3 | 16.67 | 280056 | -588.17/-0.21% |
| 2025-07-14 | XD华能国(600011.SH) | 7.212162962963 | 37800 | 3 | 7.14 | 269892 | -2727.76/-1.001% |
| 2025-07-14 | 中国卫通(601698.SH) | 20.831353900709 | 14100 | 8 | 19.74 | 278334 | -15388.09/-5.239% |
| 2025-07-14 | XD国电电(600795.SH) | 4.6389251030473 | 59405 | 18 | 4.75 | 282173.75 | 6598.4/2.394% |
| 2025-07-11 | 鹏鼎控股(002938.SZ) | 39.061715068493 | 7300 | 2 | 37.8 | 275940 | -9210.52/-3.23% |
| 2025-07-11 | 龙源电力(001289.SZ) | 16.705010119048 | 16800 | 2 | 16.64 | 279552 | -1092.17/-0.389% |
| 2025-07-11 | XD华能国(600011.SH) | 7.212162962963 | 37800 | 2 | 7.02 | 265356 | -7263.76/-2.664% |
| 2025-07-11 | 中国卫通(601698.SH) | 20.831353900709 | 14100 | 7 | 19.95 | 281295 | -12427.09/-4.231% |
| 2025-07-11 | XD国电电(600795.SH) | 4.6389251030473 | 59405 | 17 | 4.73 | 280985.65 | 5410.3/1.963% |
交易详情
| 2025-07-10 | 国电电力(600795.SH) | 买 | 1305 | 4.76 | -3.2 | ¥0 | 0 |
| 2025-07-10 | 沪电股份(002463.SZ) | 卖 | -6500 | 48.4 | -314600 | ¥408.98 | 35601.33 |
| 2025-07-10 | 盐湖股份(000792.SZ) | 卖 | -16300 | 17.42 | -283946 | ¥369.13 | 14752.26 |
| 2025-07-10 | TCL科技(000100.SZ) | 卖 | -63000 | 4.4 | -277200 | ¥360.36 | -2603.92 |
| 2025-07-10 | XD华能国(600011.SH) | 买 | 37800 | 7.21 | 272538 | ¥81.76 | 0 |
| 2025-07-10 | 龙源电力(001289.SZ) | 买 | 16800 | 16.7 | 280560 | ¥84.17 | 0 |
| 2025-07-10 | 中国卫通(601698.SH) | 买 | 1200 | 20.02 | 24024 | ¥7.21 | 0 |
| 2025-07-10 | XD国电电(600795.SH) | 买 | 1600 | 4.8 | 7680 | ¥5 | 0 |
| 2025-07-10 | 鹏鼎控股(002938.SZ) | 买 | 7300 | 39.05 | 285065 | ¥85.52 | 0 |
| 2025-07-03 | 建设银行(601939.SH) | 卖 | -28700 | 9.77 | -280399 | ¥364.52 | 7093.03 |
