EMA金叉换手率多头轮动策略:年化收益率（102.14%）
本策略结合了50日EMA上穿200日EMA的金叉信号，以及换手率和市值因子，旨在捕捉均线多头排列、市场关注度较高的小市值股票的投资机会，并进行定期轮动。
概要
核心指标
- 累计收益率: 547.76%
- 年化收益率: 102.14%
- 基准收益率: 11.58%
- 阿尔法: 1.27
- 夏普比率: 1.4
- 最大回撤: 53.89%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 中科美菱(835892.BJ) | 22.136638947368 | 57000 | 8 | 22.31 | 1271670 | 9881.58/0.783% |
| 2025-08-01 | 利仁科技(001259.SZ) | 26.13808757764 | 48300 | 18 | 26.78 | 1293474 | 31004.37/2.456% |
| 2025-08-01 | 保丽洁(832802.BJ) | 18.493422566372 | 67600 | 28 | 18.77 | 1268852 | 18696.63/1.496% |
| 2025-08-01 | 海昇药业(870656.BJ) | 18.211184624997 | 68061 | 68 | 19.62 | 1335356.82 | 95885.38/7.736% |
| 2025-08-01 | 天罡股份(832651.BJ) | 29.641904141428 | 40411 | 88 | 31.46 | 1271330.06 | 73471.07/6.134% |
| 2025-07-31 | 中科美菱(835892.BJ) | 22.136638947368 | 57000 | 7 | 22.44 | 1279080 | 17291.58/1.37% |
| 2025-07-31 | 利仁科技(001259.SZ) | 26.13808757764 | 48300 | 17 | 26.15 | 1263045 | 575.37/0.046% |
| 2025-07-31 | 保丽洁(832802.BJ) | 18.493422566372 | 67600 | 27 | 18.65 | 1260740 | 10584.63/0.847% |
| 2025-07-31 | 海昇药业(870656.BJ) | 18.211184624997 | 68061 | 67 | 19.15 | 1303368.15 | 63896.71/5.155% |
| 2025-07-31 | 天罡股份(832651.BJ) | 29.641904141428 | 40411 | 87 | 31.45 | 1270925.95 | 73066.96/6.1% |
交易详情
| 2025-07-23 | 博菲电气(001255.SZ) | 卖 | -36800 | 35.1 | -1291680 | ¥1679.18 | 88695.21 |
| 2025-07-23 | 保丽洁(832802.BJ) | 卖 | -200 | 18.7 | -3740 | ¥8.74 | 41.32 |
| 2025-07-23 | 海昇药业(870656.BJ) | 买 | 100 | 18.56 | 1856 | ¥5 | 0 |
| 2025-07-23 | 天罡股份(832651.BJ) | 卖 | -1200 | 31.26 | -37512 | ¥48.77 | 1941.72 |
| 2025-07-23 | 利仁科技(001259.SZ) | 买 | 1200 | 26.14 | 31368 | ¥9.41 | 0 |
| 2025-07-23 | 中科美菱(835892.BJ) | 买 | 57000 | 22.13 | 1261410 | ¥378.42 | 0 |
| 2025-07-09 | 中科美菱(835892.BJ) | 卖 | -55500 | 21.42 | -1188810 | ¥1545.45 | 4084.69 |
| 2025-07-09 | 五洲医疗(301234.SZ) | 卖 | -40085 | 36.14 | -1448671.9 | ¥1883.27 | 409103.64 |
| 2025-07-09 | 保丽洁(832802.BJ) | 买 | 3600 | 18.45 | 66420 | ¥19.93 | 0 |
| 2025-07-09 | 天罡股份(832651.BJ) | 买 | 1700 | 29.8 | 50660 | ¥15.2 | 0 |
