期货rsi技术面择时策略:年化收益率（10.13%）
本策略焦煤产业的期货，旨在通过观测焦煤产业的价格变动和rsi取值，捕捉rsi变动中蕴含的买入信号和卖出信号，对焦煤产业的期货进行择时
概要
核心指标
- 累计收益率: 25.11%
- 年化收益率: 10.13%
- 基准收益率: -0.36%
- 阿尔法: 0.1
- 夏普比率: 0.4
- 最大回撤: 31.73%
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 | 焦煤2509(jm2509.DCE) | 984 | 1 | 34 | 778.5 | 0 | -12330/0% |
| 2025-06-05 | 焦煤2509(jm2509.DCE) | 984 | 1 | 33 | 757 | 0 | -13620/0% |
| 2025-06-04 | 焦煤2509(jm2509.DCE) | 984 | 1 | 32 | 768 | 0 | -12960/0% |
| 2025-06-03 | 焦煤2509(jm2509.DCE) | 984 | 1 | 31 | 719 | 0 | -15900/0% |
| 2025-05-30 | 焦煤2509(jm2509.DCE) | 984 | 1 | 30 | 726 | 0 | -15480/0% |
| 2025-05-29 | 焦煤2509(jm2509.DCE) | 984 | 1 | 29 | 759 | 0 | -13500/0% |
| 2025-05-28 | 焦煤2509(jm2509.DCE) | 984 | 1 | 28 | 779 | 0 | -12300/0% |
| 2025-05-27 | 焦煤2509(jm2509.DCE) | 984 | 1 | 27 | 799.5 | 0 | -11070/0% |
| 2025-05-26 | 焦煤2509(jm2509.DCE) | 984 | 1 | 26 | 799.5 | 0 | -11070/0% |
| 2025-05-23 | 焦煤2509(jm2509.DCE) | 984 | 1 | 25 | 801.5 | 0 | -10950/0% |
交易详情
| 2025-04-16 | 焦煤2505(jm2505.DCE) | 卖 | -1 | 910 | -910 | ¥2 | -15360 |
| 2025-04-16 | 焦煤2509(jm2509.DCE) | 买 | 1 | 984 | 984 | ¥2 | 0 |
| 2024-12-19 | 焦煤2501(jm2501.DCE) | 卖 | -1 | 1125.5 | -1125.5 | ¥2 | -12690 |
| 2024-12-19 | 焦煤2505(jm2505.DCE) | 买 | 1 | 1166 | 1166 | ¥2 | 0 |
| 2024-08-19 | 焦煤2409(jm2409.DCE) | 卖 | -1 | 1335 | -1335 | ¥2 | -120 |
| 2024-08-19 | 焦煤2501(jm2501.DCE) | 买 | 1 | 1337 | 1337 | ¥2 | 0 |
| 2024-08-14 | 焦煤2409(jm2409.DCE) | 买 | 1 | 1337 | 1337 | ¥2 | 19080 |
| 2024-08-14 | 焦煤2409(jm2409.DCE) | 买 | 1 | 1337 | 1337 | ¥2 | 0 |
| 2024-04-12 | 焦煤2405(jm2405.DCE) | 买 | 1 | 1538 | 1538 | ¥2 | 29340 |
| 2024-04-12 | 焦煤2409(jm2409.DCE) | 卖 | -1 | 1655 | -1655 | ¥2 | 0 |
