优秀股MACD乖离回弹策略:年化收益率（12.14%）
本策略筛选非ST、非科创北交所、非停牌且上市天数大于252天、流通市值大于5亿的股票。在此基础上，选取MACD的DEA线大于DIF线且DIF大于0的股票，并按流通市值升序排序选取前5只股票，每3个交易日进行等权重调仓，买卖均以开盘价撮合。
概要
核心指标
- 累计收益率: 62.64%
- 年化收益率: 12.14%
- 基准收益率: -26.46%
- 阿尔法: 0.25
- 夏普比率: 0.42
- 最大回撤: 50.82%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 美硕科技(301295.SZ) | 23.0069 | 13400 | 1 | 23.33 | 312622 | 4329.54/1.404% |
| 2025-06-06 | 楚环科技(001336.SZ) | 21.086324025974 | 15400 | 1 | 21.11 | 325094 | 364.61/0.112% |
| 2025-06-06 | 鸿铭股份(301105.SZ) | 35.0105 | 9200 | 1 | 35.44 | 326048 | 3951.4/1.227% |
| 2025-06-06 | 森鹰窗业(301227.SZ) | 17.705310240964 | 0 | 4 | 19.94 | 0 | 26139.85/8.894% |
| 2025-06-06 | 博菲电气(001255.SZ) | 29.814630040696 | 10812 | 7 | 31.01 | 335280.12 | 12924.34/4.009% |
| 2025-06-06 | 康力源(301287.SZ) | 34.216441573034 | 0 | 7 | 40.5 | 0 | 87518.67/28.739% |
| 2025-06-06 | 坤泰股份(001260.SZ) | 17.910784773387 | 17916 | 7 | 18.2 | 326071.2 | 5181.58/1.615% |
| 2025-06-06 | 五洲医疗(301234.SZ) | 28.252433704842 | 0 | 7 | 29.4 | 0 | 9133.71/3.106% |
| 2025-06-05 | 森鹰窗业(301227.SZ) | 17.705310240964 | 16600 | 3 | 19.28 | 320048 | 26139.85/8.894% |
| 2025-06-05 | 博菲电气(001255.SZ) | 29.793348466505 | 9912 | 6 | 30 | 297360 | 2048.33/0.694% |
交易详情
| 2025-06-06 | 康力源(301287.SZ) | 卖 | -8900 | 41.3 | -367570 | ¥477.84 | 63043.67 |
| 2025-06-06 | 森鹰窗业(301227.SZ) | 卖 | -16600 | 19.72 | -327352 | ¥425.56 | 33443.85 |
| 2025-06-06 | 五洲医疗(301234.SZ) | 卖 | -10408 | 29.04 | -302248.32 | ¥392.92 | 8196.99 |
| 2025-06-06 | 鸿铭股份(301105.SZ) | 买 | 9200 | 35 | 322000 | ¥96.6 | 0 |
| 2025-06-06 | 坤泰股份(001260.SZ) | 买 | 1300 | 18.06 | 23478 | ¥7.04 | 0 |
| 2025-06-06 | 楚环科技(001336.SZ) | 买 | 15400 | 21.08 | 324632 | ¥97.39 | 0 |
| 2025-06-06 | 博菲电气(001255.SZ) | 买 | 900 | 30.04 | 27036 | ¥8.11 | 0 |
| 2025-06-06 | 美硕科技(301295.SZ) | 买 | 13400 | 23 | 308200 | ¥92.46 | 0 |
| 2025-06-03 | 科瑞思(301314.SZ) | 卖 | -8000 | 36.48 | -291840 | ¥379.39 | 1032.78 |
| 2025-06-03 | 五洲医疗(301234.SZ) | 买 | 100 | 28.51 | 2851 | ¥5 | 0 |
