MACD追涨股票策略:年化收益率（-24.96%）
本策略每天选取MACD动量比值最大的前五只股票，旨在捕捉趋势强势的股票在大势能基础上的上涨机会。
概要
核心指标
- 累计收益率: -35.36%
- 年化收益率: -24.96%
- 基准收益率: 19.74%
- 阿尔法: -0.3
- 夏普比率: -1.81
- 最大回撤: 41.78%
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 | 泰格医药(300347.SZ) | 67.030105555556 | 1800 | 1 | 67.01 | 120618 | -36.19/-0.03% |
| 2025-08-01 | 宁波银行(002142.SZ) | 28.488543478261 | 4600 | 1 | 28.48 | 131008 | -39.3/-0.03% |
| 2025-08-01 | 传音控股(688036.SH) | 79.123732311321 | 1696 | 1 | 79.1 | 134153.6 | -40.25/-0.03% |
| 2025-08-01 | 兆易创新(603986.SH) | 117.34519 | 1000 | 1 | 117.31 | 117310 | -35.19/-0.03% |
| 2025-08-01 | 福莱特(601865.SH) | 16.284884 | 0 | 2 | 16.57 | 0 | -36.63/-0.03% |
| 2025-08-01 | 光大证券(601788.SH) | 18.195456521739 | 0 | 2 | 18.01 | 0 | -37.65/-0.03% |
| 2025-08-01 | 中国人寿(601628.SH) | 40.932276666667 | 0 | 2 | 40.74 | 0 | -36.83/-0.03% |
| 2025-08-01 | 北方华创(002371.SZ) | 335.30056666667 | 0 | 2 | 329.8 | 0 | -30.17/-0.03% |
| 2025-08-01 | 渝农商行(601077.SH) | 6.7819188481675 | 19100 | 2 | 6.71 | 128161 | -1373.65/-1.06% |
| 2025-07-31 | 福莱特(601865.SH) | 16.284884 | 7500 | 1 | 16.28 | 122100 | -36.63/-0.03% |
交易详情
| 2025-08-01 | 福莱特(601865.SH) | 卖 | -7500 | 16.23 | -121725 | ¥158.24 | -411.63 |
| 2025-08-01 | 北方华创(002371.SZ) | 卖 | -300 | 334 | -100200 | ¥130.26 | -390.17 |
| 2025-08-01 | 中国人寿(601628.SH) | 卖 | -3000 | 40.76 | -122280 | ¥158.96 | -516.83 |
| 2025-08-01 | 光大证券(601788.SH) | 卖 | -6900 | 18.16 | -125304 | ¥162.9 | -244.65 |
| 2025-08-01 | 兆易创新(603986.SH) | 买 | 1000 | 117.31 | 117310 | ¥35.19 | 0 |
| 2025-08-01 | 传音控股(688036.SH) | 买 | 1696 | 79.1 | 134153.6 | ¥40.25 | 0 |
| 2025-08-01 | 宁波银行(002142.SZ) | 买 | 4600 | 28.48 | 131008 | ¥39.3 | 0 |
| 2025-08-01 | 泰格医药(300347.SZ) | 买 | 1800 | 67.01 | 120618 | ¥36.19 | 0 |
| 2025-08-01 | 渝农商行(601077.SH) | 买 | 100 | 6.71 | 671 | ¥5 | 0 |
| 2025-07-31 | 中国东航(600115.SH) | 卖 | -33500 | 3.86 | -129310 | ¥168.1 | -373.89 |
