均线金叉轮动策略:年化收益率（77.34%）
本策略精选20日均线上穿200日均线，且股价站上20日均线的强势股，并结合小市值优选，构建市值最小的股票组合，力求在捕捉市场上涨趋势的同时，获取小市值股票带来的超额收益。
概要
核心指标
- 累计收益率: 1147.26%
- 年化收益率: 77.34%
- 基准收益率: -23.02%
- 阿尔法: 1.09
- 夏普比率: 1.28
- 最大回撤: 52.8%
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 | 欧普泰(836414.BJ) | 15.654695018916 | 158600 | 5 | 15.33 | 2431338 | -51496.63/-2.074% |
| 2025-08-01 | 齐鲁华信(830832.BJ) | 8.9526849840256 | 281700 | 5 | 8.78 | 2473326 | -48645.36/-1.929% |
| 2025-08-01 | 前进科技(873679.BJ) | 21.156345018116 | 110400 | 13 | 22.39 | 2471856 | 136195.51/5.831% |
| 2025-08-01 | 卓锦股份(688701.SH) | 8.5272592895516 | 274001 | 21 | 9.3 | 2548209.3 | 211731.73/9.062% |
| 2025-08-01 | 大禹生物(871970.BJ) | 9.0379929992045 | 247300 | 21 | 10.3 | 2547190 | 312094.33/13.963% |
| 2025-07-31 | 欧普泰(836414.BJ) | 15.654695018916 | 158600 | 4 | 14.96 | 2372656 | -110178.63/-4.438% |
| 2025-07-31 | 齐鲁华信(830832.BJ) | 8.9526849840256 | 281700 | 4 | 8.63 | 2431071 | -90900.36/-3.604% |
| 2025-07-31 | 前进科技(873679.BJ) | 21.156345018116 | 110400 | 12 | 21.95 | 2423280 | 87619.51/3.751% |
| 2025-07-31 | 卓锦股份(688701.SH) | 8.5272592895516 | 274001 | 20 | 8.97 | 2457788.97 | 121311.4/5.192% |
| 2025-07-31 | 大禹生物(871970.BJ) | 9.0379929992045 | 247300 | 20 | 10.25 | 2534825 | 299729.33/13.41% |
交易详情
| 2025-07-28 | 旭杰科技(836149.BJ) | 卖 | -140400 | 16.4 | -2302560 | ¥2993.33 | 90596.61 |
| 2025-07-28 | 博迅生物(836504.BJ) | 卖 | -89300 | 28.62 | -2555766 | ¥3322.5 | 181459.92 |
| 2025-07-28 | 大禹生物(871970.BJ) | 卖 | -4100 | 10.1 | -41410 | ¥53.83 | 4354.23 |
| 2025-07-28 | 齐鲁华信(830832.BJ) | 买 | 281700 | 8.95 | 2521215 | ¥756.36 | 0 |
| 2025-07-28 | 卓锦股份(688701.SH) | 卖 | -12100 | 9.15 | -110715 | ¥143.93 | 7535.16 |
| 2025-07-28 | 欧普泰(836414.BJ) | 买 | 158600 | 15.65 | 2482090 | ¥744.63 | 0 |
| 2025-07-16 | 中设咨询(833873.BJ) | 卖 | -323800 | 8.18 | -2648684 | ¥3443.29 | 442944.48 |
| 2025-07-16 | 奥福科技(688021.SH) | 卖 | -146419 | 15.03 | -2200677.57 | ¥2860.88 | 298367.97 |
| 2025-07-16 | 大禹生物(871970.BJ) | 买 | 11300 | 9.36 | 105768 | ¥31.73 | 0 |
| 2025-07-16 | 卓锦股份(688701.SH) | 买 | 24958 | 8.26 | 206153.08 | ¥61.85 | 0 |
