均线多头排列技术面选股策略:年化收益率（70.18%）
本策略精选均线呈多头排列且均线上涨的小市值股票，捕捉市场上涨行情中小市值股票的超额收益，并进行市值轮动。
概要
核心指标
- 累计收益率: 273.82%
- 年化收益率: 70.18%
- 基准收益率: 4.3%
- 阿尔法: 1.01
- 夏普比率: 1.1
- 最大回撤: 55.85%
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 | 前进科技(873679.BJ) | 22.096626941748 | 41200 | 8 | 22.39 | 922468 | 12086.97/1.328% |
| 2025-08-01 | 天罡股份(832651.BJ) | 31.269377931034 | 29000 | 8 | 31.46 | 912340 | 5528.04/0.61% |
| 2025-08-01 | 博迅生物(836504.BJ) | 27.548262121212 | 33000 | 8 | 28.4 | 937200 | 28107.35/3.092% |
| 2025-08-01 | 坤泰股份(001260.SZ) | 18.855654989384 | 46600 | 22 | 19.7 | 918020 | 39346.48/4.478% |
| 2025-07-31 | 前进科技(873679.BJ) | 22.096626941748 | 41200 | 7 | 21.95 | 904340 | -6041.03/-0.664% |
| 2025-07-31 | 天罡股份(832651.BJ) | 31.269377931034 | 29000 | 7 | 31.45 | 912050 | 5238.04/0.578% |
| 2025-07-31 | 博迅生物(836504.BJ) | 27.548262121212 | 33000 | 7 | 27.86 | 919380 | 10287.35/1.132% |
| 2025-07-31 | 坤泰股份(001260.SZ) | 18.855654989384 | 46600 | 21 | 19.68 | 917088 | 38414.48/4.372% |
| 2025-07-30 | 前进科技(873679.BJ) | 22.096626941748 | 41200 | 6 | 22.33 | 919996 | 9614.97/1.056% |
| 2025-07-30 | 天罡股份(832651.BJ) | 31.269377931034 | 29000 | 6 | 32.94 | 955260 | 48448.04/5.343% |
交易详情
| 2025-07-23 | 博菲电气(001255.SZ) | 卖 | -25100 | 35.1 | -881010 | ¥1145.31 | 5008.28 |
| 2025-07-23 | 利仁科技(001259.SZ) | 卖 | -34900 | 26.14 | -912286 | ¥1185.97 | 23116.33 |
| 2025-07-23 | 科瑞思(301314.SZ) | 卖 | -22300 | 41.85 | -933255 | ¥1213.23 | 49687.01 |
| 2025-07-23 | 博迅生物(836504.BJ) | 买 | 33000 | 27.54 | 908820 | ¥272.65 | 0 |
| 2025-07-23 | 天罡股份(832651.BJ) | 买 | 29000 | 31.26 | 906540 | ¥271.96 | 0 |
| 2025-07-23 | 前进科技(873679.BJ) | 买 | 41200 | 22.09 | 910108 | ¥273.03 | 0 |
| 2025-07-23 | 坤泰股份(001260.SZ) | 卖 | -500 | 19.67 | -9835 | ¥14.84 | 407.17 |
| 2025-07-03 | 天罡股份(832651.BJ) | 卖 | -29600 | 30.63 | -906648 | ¥1178.64 | 17789.42 |
| 2025-07-03 | 博迅生物(836504.BJ) | 卖 | -32900 | 26.08 | -858032 | ¥1115.44 | 11590.14 |
| 2025-07-03 | 保丽洁(832802.BJ) | 卖 | -48349 | 19 | -918631 | ¥1194.22 | 78453.17 |
