一字涨停缩量连板策略:年化收益率（-11.76%）
本策略捕捉A股市场中一字涨停板次日，成交量大幅萎缩的连板机会。当股票出现连续一字涨停，且次日成交量较前一日萎缩超过50%时，买入该股票并持有5个交易日后卖出，以期捕捉连板带来的超额收益。
概要
核心指标
- 累计收益率: -34.98%
- 年化收益率: -11.76%
- 基准收益率: -17.55%
- 阿尔法: -0.14
- 夏普比率: -1.24
- 最大回撤: 35.9%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-18 | 四方新材(605122.SH) | 18.995697368421 | 0 | 6 | 14.06 | 0 | -17805.65/-24.667% |
| 2025-07-17 | 四方新材(605122.SH) | 18.995697368421 | 3800 | 5 | 14.31 | 54378 | -17805.65/-24.667% |
| 2025-07-16 | 四方新材(605122.SH) | 18.995697368421 | 3800 | 4 | 14.45 | 54910 | -17273.65/-23.93% |
| 2025-07-15 | 四方新材(605122.SH) | 18.995697368421 | 3800 | 3 | 15.48 | 58824 | -13359.65/-18.508% |
| 2025-07-14 | 四方新材(605122.SH) | 18.995697368421 | 3800 | 2 | 17.09 | 64942 | -7241.65/-10.032% |
| 2025-07-11 | 四方新材(605122.SH) | 18.995697368421 | 3800 | 1 | 18.99 | 72162 | -21.65/-0.03% |
| 2025-06-26 | 准油股份(002207.SZ) | 8.3124931818182 | 0 | 8 | 9.43 | 0 | 2266.06/3.098% |
| 2025-06-25 | 准油股份(002207.SZ) | 8.3124931818182 | 8800 | 7 | 8.57 | 75416 | 2266.06/3.098% |
| 2025-06-24 | 准油股份(002207.SZ) | 8.3124931818182 | 8800 | 6 | 9.52 | 83776 | 10626.06/14.526% |
| 2025-06-23 | 准油股份(002207.SZ) | 8.3124931818182 | 8800 | 5 | 10.58 | 93104 | 19954.06/27.278% |
交易详情
| 2025-07-18 | 四方新材(605122.SH) | 卖 | -3800 | 14.32 | -54416 | ¥70.74 | -17767.65 |
| 2025-07-11 | 四方新材(605122.SH) | 买 | 3800 | 18.99 | 72162 | ¥21.65 | 0 |
| 2025-06-26 | 准油股份(002207.SZ) | 卖 | -8800 | 7.88 | -69344 | ¥90.15 | -3805.94 |
| 2025-06-17 | 准油股份(002207.SZ) | 买 | 8800 | 8.31 | 73128 | ¥21.94 | 0 |
| 2025-06-11 | 御银股份(002177.SZ) | 卖 | -9500 | 7.63 | -72485 | ¥94.23 | 2924.14 |
| 2025-06-04 | 御银股份(002177.SZ) | 买 | 9500 | 7.32 | 69540 | ¥20.86 | 0 |
| 2025-05-30 | 浪莎股份(600137.SH) | 卖 | -2700 | 18.85 | -50895 | ¥66.16 | -22567.03 |
| 2025-05-23 | 浪莎股份(600137.SH) | 买 | 2700 | 27.2 | 73440 | ¥22.03 | 0 |
| 2025-05-21 | 恒而达(300946.SZ) | 卖 | -1100 | 75.83 | -83413 | ¥108.44 | 11847.54 |
| 2025-05-14 | 恒而达(300946.SZ) | 买 | 1100 | 65.04 | 71544 | ¥21.46 | 0 |
