均线金叉追涨策略:年化收益率（-61.33%）
本策略精选均线金叉向上突破，股价站上短期均线且当日股价上涨的股票，力求捕捉短期快速上涨的投资机会。
概要
核心指标
- 累计收益率: -76.41%
- 年化收益率: -61.33%
- 基准收益率: 19.74%
- 阿尔法: -0.64
- 夏普比率: -2.85
- 最大回撤: 76.4%
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 | 东峰集团(601515.SH) | 4.21 | 100 | 1 | 4.24 | 424 | 3/0.713% |
| 2025-08-01 | 南京熊猫(600775.SH) | 10.845 | 200 | 1 | 10.92 | 2184 | 15/0.692% |
| 2025-08-01 | 联特科技(301205.SZ) | 100.03 | 200 | 1 | 96.43 | 19286 | -720/-3.599% |
| 2025-08-01 | 科创新源(300731.SZ) | 34.800442857143 | 700 | 1 | 32.67 | 22869 | -1491.31/-6.122% |
| 2025-08-01 | 金逸影视(002905.SZ) | 10.6632 | 2100 | 1 | 10.18 | 21378 | -1014.72/-4.531% |
| 2025-08-01 | 环球印务(002799.SZ) | 10.163048 | 2500 | 1 | 10.16 | 25400 | -7.62/-0.03% |
| 2025-08-01 | 贵州百灵(002424.SZ) | 6.0918275 | 4000 | 1 | 6.53 | 26120 | 1752.69/7.193% |
| 2025-08-01 | 爱施德(002416.SZ) | 12.433731578947 | 1900 | 1 | 12.42 | 23598 | -26.09/-0.11% |
| 2025-08-01 | 雷科防务(002413.SZ) | 5.951785 | 4000 | 1 | 5.93 | 23720 | -87.14/-0.366% |
| 2025-08-01 | 科远智慧(002380.SZ) | 27.0081 | 900 | 1 | 26.91 | 24219 | -88.29/-0.363% |
交易详情
| 2025-08-01 | 华天酒店(000428.SZ) | 卖 | -7000 | 3.36 | -23520 | ¥30.58 | -567.22 |
| 2025-08-01 | 广百股份(002187.SZ) | 卖 | -3600 | 6.43 | -23148 | ¥30.09 | -619.13 |
| 2025-08-01 | 柘中股份(002346.SZ) | 卖 | -1600 | 14.25 | -22800 | ¥29.64 | -118.87 |
| 2025-08-01 | 惠博普(002554.SZ) | 卖 | -8400 | 2.8 | -23520 | ¥30.58 | -511.21 |
| 2025-08-01 | 红棉股份(000523.SZ) | 卖 | -7200 | 3.27 | -23544 | ¥30.61 | -583.24 |
| 2025-08-01 | 神开股份(002278.SZ) | 卖 | -2300 | 9.65 | -22195 | ¥28.85 | -811.9 |
| 2025-08-01 | 海兰信(300065.SZ) | 卖 | -400 | 17.68 | -7072 | ¥12.07 | -165 |
| 2025-08-01 | 国联水产(300094.SZ) | 卖 | -300 | 3.98 | -1194 | ¥6.19 | -50 |
| 2025-08-01 | 新宁物流(300013.SZ) | 卖 | -5800 | 4.03 | -23374 | ¥30.39 | -471.15 |
| 2025-08-01 | 速达股份(001277.SZ) | 卖 | -500 | 47.71 | -23855 | ¥31.01 | 938.13 |
