均线高毛利稳定选股:年化收益率（-11.45%）
本策略精选大市值股票，结合10日均线的上升趋势和价格强势信号，并优选毛利率高的股票构建投资组合，旨在捕捉具备上涨动能和盈利能力的大盘股，通过2日快速轮动调仓适应市场变化。
概要
核心指标
- 累计收益率: -16.87%
- 年化收益率: -11.45%
- 基准收益率: 19.74%
- 阿尔法: -0.18
- 夏普比率: -0.42
- 最大回撤: 27.22%
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 | 新华保险(601336.SH) | 67.640285365854 | 4100 | 2 | 65.1 | 266910 | -10415.17/-3.756% |
| 2025-08-01 | 国信证券(002736.SZ) | 14.25476937799 | 20900 | 6 | 13.31 | 278179 | -19745.68/-6.628% |
| 2025-08-01 | 广发证券(000776.SZ) | 18.785633783784 | 14500 | 8 | 19.34 | 280430 | 8038.31/2.951% |
| 2025-07-31 | 新华保险(601336.SH) | 67.640285365854 | 4100 | 1 | 66.77 | 273757 | -3568.17/-1.287% |
| 2025-07-31 | 国信证券(002736.SZ) | 14.25476937799 | 20900 | 5 | 13.26 | 277134 | -20790.68/-6.979% |
| 2025-07-31 | 广发证券(000776.SZ) | 18.785633783784 | 14500 | 7 | 19.19 | 278255 | 5863.31/2.153% |
| 2025-07-31 | 东方证券(600958.SH) | 10.343101901141 | 0 | 9 | 11.25 | 0 | 30172.45/11.669% |
| 2025-07-30 | 国信证券(002736.SZ) | 14.280330693069 | 20200 | 4 | 13.59 | 274518 | -13944.68/-4.834% |
| 2025-07-30 | 广发证券(000776.SZ) | 18.785633783784 | 14500 | 6 | 19.76 | 286520 | 14128.31/5.187% |
| 2025-07-30 | 东方证券(600958.SH) | 10.343101901141 | 25000 | 8 | 11.55 | 288750 | 30172.45/11.669% |
交易详情
| 2025-07-31 | 东方证券(600958.SH) | 卖 | -25000 | 11.48 | -287000 | ¥373.1 | 28422.45 |
| 2025-07-31 | 国信证券(002736.SZ) | 买 | 700 | 13.51 | 9457 | ¥5 | 0 |
| 2025-07-31 | 新华保险(601336.SH) | 买 | 4100 | 67.62 | 277242 | ¥83.17 | 0 |
| 2025-07-29 | 广发证券(000776.SZ) | 卖 | -100 | 19.9 | -1990 | ¥6.99 | 111.44 |
| 2025-07-29 | 国信证券(002736.SZ) | 买 | 200 | 13.86 | 2772 | ¥5 | 0 |
| 2025-07-29 | 东方证券(600958.SH) | 卖 | -400 | 11.55 | -4620 | ¥9.62 | 482.76 |
| 2025-07-25 | 中信建投(601066.SH) | 卖 | -10700 | 26.31 | -281517 | ¥365.97 | 3019.48 |
| 2025-07-25 | 广发证券(000776.SZ) | 卖 | -200 | 20.07 | -4014 | ¥9.01 | 256.87 |
| 2025-07-25 | 国信证券(002736.SZ) | 买 | 20000 | 14.28 | 285600 | ¥85.68 | 0 |
| 2025-07-25 | 东方证券(600958.SH) | 卖 | -100 | 11.5 | -1150 | ¥6.15 | 115.69 |
