均线多头大排列市值轮动策略:年化收益率（-10.9%）
本策略结合均线多头排列和市值筛选，选取大市值且均线呈现向上趋势的股票构建投资组合，旨在捕捉市场中相对稳健的上涨机会。策略定期轮动持仓，优化投资组合，适合追求稳健收益的投资者。
概要
核心指标
- 累计收益率: -39.29%
- 年化收益率: -10.9%
- 基准收益率: -25.15%
- 阿尔法: -0.05
- 夏普比率: -0.61
- 最大回撤: 51.7%
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 | 泸州老窖(000568.SZ) | 118.53555555556 | 900 | 15 | 123.06 | 110754 | 4072/3.817% |
| 2025-08-01 | 伊利股份(600887.SH) | 29.096833180568 | 4364 | 45 | 27.51 | 120053.64 | -6924.94/-5.454% |
| 2025-08-01 | 恒瑞医药(600276.SH) | 46.552484216573 | 2021 | 423 | 61.31 | 123907.51 | 29824.94/31.701% |
| 2025-08-01 | 格力电器(000651.SZ) | 30.739702262857 | 2624 | 663 | 45.89 | 120415.36 | 39754.38/49.286% |
| 2025-07-31 | 泸州老窖(000568.SZ) | 118.53555555556 | 900 | 14 | 122.9 | 110610 | 3928/3.682% |
| 2025-07-31 | 伊利股份(600887.SH) | 29.096833180568 | 4364 | 44 | 27.41 | 119617.24 | -7361.34/-5.797% |
| 2025-07-31 | 恒瑞医药(600276.SH) | 46.552484216573 | 2021 | 422 | 62.9 | 127120.9 | 33038.33/35.116% |
| 2025-07-31 | 格力电器(000651.SZ) | 30.739702262857 | 2624 | 662 | 45.62 | 119706.88 | 39045.9/48.407% |
| 2025-07-30 | 泸州老窖(000568.SZ) | 118.53555555556 | 900 | 13 | 127.09 | 114381 | 7699/7.217% |
| 2025-07-30 | 伊利股份(600887.SH) | 29.096833180568 | 4364 | 43 | 27.88 | 121668.32 | -5310.26/-4.182% |
交易详情
| 2025-07-30 | 格力电器(000651.SZ) | 买 | 100 | 46.14 | 4614 | ¥5 | 0 |
| 2025-07-30 | 恒瑞医药(600276.SH) | 卖 | -100 | 63.81 | -6381 | ¥11.38 | 1725.75 |
| 2025-07-30 | 伊利股份(600887.SH) | 买 | 100 | 27.39 | 2739 | ¥5 | 0 |
| 2025-07-14 | 五 粮 液(000858.SZ) | 卖 | -900 | 124.36 | -111924 | ¥145.5 | 2190.09 |
| 2025-07-14 | 泸州老窖(000568.SZ) | 买 | 900 | 118.5 | 106650 | ¥32 | 0 |
| 2025-07-14 | 恒瑞医药(600276.SH) | 卖 | -100 | 56.75 | -5675 | ¥10.68 | 1019.75 |
| 2025-07-14 | 伊利股份(600887.SH) | 买 | 100 | 27.7 | 2770 | ¥5 | 0 |
| 2025-07-04 | 格力电器(000651.SZ) | 卖 | -100 | 46.53 | -4653 | ¥9.65 | 1640.24 |
| 2025-06-23 | 恒瑞医药(600276.SH) | 买 | 100 | 51.68 | 5168 | ¥5 | 0 |
| 2025-06-13 | 泸州老窖(000568.SZ) | 卖 | -1011 | 112.05 | -113282.55 | ¥147.27 | -15701.47 |
