一字涨停缩量连板策略:年化收益率（-11.32%）
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: -32.58%
- 年化收益率: -11.32%
- 基准收益率: -21.22%
- 阿尔法: -0.13
- 夏普比率: -1.18
- 最大回撤: 34.04%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 御银股份(002177.SZ) | 7.3221957894737 | 9500 | 3 | 7.85 | 74575 | 5014.14/7.208% |
| 2025-06-05 | 御银股份(002177.SZ) | 7.3221957894737 | 9500 | 2 | 8.11 | 77045 | 7484.14/10.759% |
| 2025-06-04 | 御银股份(002177.SZ) | 7.3221957894737 | 9500 | 1 | 7.67 | 72865 | 3304.14/4.75% |
| 2025-05-30 | 浪莎股份(600137.SH) | 27.208159259259 | 0 | 6 | 18.09 | 0 | -22027.03/-29.984% |
| 2025-05-29 | 浪莎股份(600137.SH) | 27.208159259259 | 2700 | 5 | 19.05 | 51435 | -22027.03/-29.984% |
| 2025-05-28 | 浪莎股份(600137.SH) | 27.208159259259 | 2700 | 4 | 19.9 | 53730 | -19732.03/-26.86% |
| 2025-05-27 | 浪莎股份(600137.SH) | 27.208159259259 | 2700 | 3 | 19.18 | 51786 | -21676.03/-29.506% |
| 2025-05-26 | 浪莎股份(600137.SH) | 27.208159259259 | 2700 | 2 | 20.09 | 54243 | -19219.03/-26.162% |
| 2025-05-23 | 浪莎股份(600137.SH) | 27.208159259259 | 2700 | 1 | 22.28 | 60156 | -13306.03/-18.113% |
| 2025-05-21 | 恒而达(300946.SZ) | 65.059509090909 | 0 | 6 | 69 | 0 | 14619.54/20.428% |
交易详情
| 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 |
| 2025-04-28 | 新宏泽(002836.SZ) | 卖 | -7100 | 8.32 | -59072 | ¥76.79 | -16636.71 |
| 2025-04-22 | 中源家居(603709.SH) | 卖 | -4300 | 11.18 | -48074 | ¥62.5 | -20746.64 |
| 2025-04-21 | 国芳集团(601086.SH) | 卖 | -8300 | 12.05 | -100015 | ¥130.02 | 29941.98 |
| 2025-04-21 | 新宏泽(002836.SZ) | 买 | 7100 | 10.66 | 75686 | ¥22.71 | 0 |
| 2025-04-18 | 连云港(601008.SH) | 卖 | -11400 | 5.95 | -67830 | ¥88.18 | -10397.46 |
