基于MACD指标的事件策略:年化收益率（4.44%）
单只股票MACD反转策略是一种针对特定个股（在此策略中为“600519.SH”贵州茅台）进行深度挖掘和精细化交易的策略。该策略基于MACD指标中的DIF线和DEA线的交叉信号来进行买入和卖出决策，以捕获较为明确的市场反转信号，实现收益最大化。
概要
核心指标
- 累计收益率: 30.75%
- 年化收益率: 4.44%
- 基准收益率: 30.46%
- 阿尔法: 0.02
- 夏普比率: 0.17
- 最大回撤: 26.64%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-23 | 贵州茅台(600519.SH) | 1579.4637 | 0 | 11 | 1572.6 | 0 | 429.04/0.034% |
| 2025-05-22 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 10 | 1580 | 1264000 | 429.04/0.034% |
| 2025-05-21 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 9 | 1580.97 | 1264776 | 1205.04/0.095% |
| 2025-05-20 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 8 | 1586 | 1268800 | 5229.04/0.414% |
| 2025-05-19 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 7 | 1578.98 | 1263184 | -386.96/-0.031% |
| 2025-05-16 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 6 | 1614.13 | 1291304 | 27733.04/2.195% |
| 2025-05-15 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 5 | 1632.01 | 1305608 | 42037.04/3.327% |
| 2025-05-14 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 4 | 1634.99 | 1307992 | 44421.04/3.516% |
| 2025-05-13 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 3 | 1590.3 | 1272240 | 8669.04/0.686% |
| 2025-05-12 | 贵州茅台(600519.SH) | 1579.4637 | 800 | 2 | 1604.5 | 1283600 | 20029.04/1.585% |
交易详情
| 2025-05-23 | 贵州茅台(600519.SH) | 卖 | -800 | 1575.2 | -1260160 | ¥1638.21 | -3410.96 |
| 2025-05-09 | 贵州茅台(600519.SH) | 买 | 800 | 1578.99 | 1263192 | ¥378.96 | 0 |
| 2025-03-27 | 贵州茅台(600519.SH) | 卖 | -800 | 1576 | -1260800 | ¥1639.04 | 106037.68 |
| 2025-02-13 | 贵州茅台(600519.SH) | 买 | 800 | 1443.02 | 1154416 | ¥346.32 | 0 |
| 2025-01-24 | 贵州茅台(600519.SH) | 卖 | -800 | 1442 | -1153600 | ¥1499.68 | -31555.44 |
| 2025-01-21 | 贵州茅台(600519.SH) | 买 | 800 | 1481 | 1184800 | ¥355.44 | 0 |
| 2025-01-03 | 贵州茅台(600519.SH) | 卖 | -812 | 1494.5 | -1213534 | ¥1577.59 | -18835.6 |
| 2024-12-20 | 贵州茅台(600519.SH) | 买 | 12 | 1527.13 | -778.44 | ¥0 | 0 |
| 2024-12-11 | 贵州茅台(600519.SH) | 买 | 800 | 1540 | 1232000 | ¥369.6 | 0 |
| 2024-11-14 | 贵州茅台(600519.SH) | 卖 | -700 | 1570 | -1099000 | ¥1428.7 | -63971.79 |
