期货rsi技术面择时策略:年化收益率（16.32%）
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: 45.5%
- 年化收益率: 16.32%
- 基准收益率: 4.3%
- 阿尔法: 0.16
- 夏普比率: 0.63
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 焦煤2601(jm2601.DCE) | 1120 | -1 | 1 | 1092.5 | 0 | 1650/0% |
| 2025-08-01 | 焦煤2509(jm2509.DCE) | 984 | 0 | 74 | 985 | 0 | 0/0% |
| 2025-08-01 | 焦煤2509(jm2509.DCE) | 1068 | 0 | 74 | 985 | 0 | 0/0% |
| 2025-07-31 | 焦煤2509(jm2509.DCE) | 984 | 0 | 73 | 1045.5 | 0 | 0/0% |
| 2025-07-31 | 焦煤2509(jm2509.DCE) | 1068 | -1 | 73 | 1045.5 | 0 | 1350/0% |
| 2025-07-30 | 焦煤2509(jm2509.DCE) | 984 | 0 | 72 | 1117 | 0 | 0/0% |
| 2025-07-30 | 焦煤2509(jm2509.DCE) | 1068 | -1 | 72 | 1117 | 0 | -2940/0% |
| 2025-07-29 | 焦煤2509(jm2509.DCE) | 984 | 0 | 71 | 1120.5 | 0 | 0/0% |
| 2025-07-29 | 焦煤2509(jm2509.DCE) | 1068 | -1 | 71 | 1120.5 | 0 | -3150/0% |
| 2025-07-28 | 焦煤2509(jm2509.DCE) | 984 | 0 | 70 | 1100.5 | 0 | 0/0% |
交易详情
| 2025-08-01 | 焦煤2509(jm2509.DCE) | 买 | 1 | 1045 | 1045 | ¥2 | 1380 |
| 2025-08-01 | 焦煤2601(jm2601.DCE) | 卖 | -1 | 1120 | -1120 | ¥2 | 0 |
| 2025-07-23 | 焦煤2509(jm2509.DCE) | 卖 | -1 | 1068 | -1068 | ¥2 | 5040 |
| 2025-07-23 | 焦煤2509(jm2509.DCE) | 卖 | -1 | 1068 | -1068 | ¥2 | 0 |
| 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 |
