RSI强势低成本轮动策略:年化收益率（-32.74%）
本策略选取RSI相对较高，总市值较大，同时销售成本率较低的股票构建投资组合。每月初对组合进行轮动，持有10只股票，等权重配置，旨在捕捉强势股中的低成本运营的稳健标的。
概要
核心指标
- 累计收益率: -45.27%
- 年化收益率: -32.74%
- 基准收益率: 19.74%
- 阿尔法: -0.39
- 夏普比率: -1.17
- 最大回撤: 49.43%
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 | 万凯新材(301216.SZ) | 14.904469444444 | 3600 | 1 | 14.65 | 52740 | -916.09/-1.707% |
| 2025-08-01 | 中南股份(000717.SZ) | 2.9608882022472 | 17800 | 1 | 3 | 53400 | 696.19/1.321% |
| 2025-08-01 | 铜冠铜箔(301217.SZ) | 25.017505 | 2000 | 1 | 25.11 | 50220 | 184.99/0.37% |
| 2025-08-01 | 八一钢铁(600581.SH) | 4.2612784 | 12500 | 1 | 4.05 | 50625 | -2640.98/-4.958% |
| 2025-08-01 | 长城军工(601606.SH) | 34.900466666667 | 1500 | 1 | 35.3 | 52950 | 599.3/1.145% |
| 2025-08-01 | 西宁特钢(600117.SH) | 4.2012596638655 | 11900 | 1 | 4.6 | 54740 | 4745.01/9.491% |
| 2025-08-01 | 北汽蓝谷(600733.SH) | 8.20246 | 6500 | 1 | 8.8 | 57200 | 3884.01/7.285% |
| 2025-08-01 | 新恒汇(301678.SZ) | 66.609971428571 | 700 | 1 | 76.65 | 53655 | 7028.02/15.073% |
| 2025-08-01 | 江南新材(603124.SH) | 56.797033333333 | 900 | 1 | 54.51 | 49059 | -2058.33/-4.027% |
| 2025-08-01 | 弘元绿能(603185.SH) | 14.754426470588 | 2800 | 24 | 19.96 | 55888 | 14575.61/35.281% |
交易详情
| 2025-08-01 | 银河电子(002519.SZ) | 卖 | -9200 | 4.99 | -45908 | ¥59.68 | -5719.48 |
| 2025-08-01 | 爱旭股份(600732.SH) | 卖 | -3900 | 14 | -54600 | ¥70.98 | 3845.78 |
| 2025-08-01 | 钧崴电子(301458.SZ) | 卖 | -1500 | 34.16 | -51240 | ¥66.61 | 179.69 |
| 2025-08-01 | 中化岩土(002542.SZ) | 卖 | -15100 | 3.88 | -58588 | ¥76.16 | 6779.46 |
| 2025-08-01 | 合力泰(002217.SZ) | 卖 | -19200 | 2.44 | -46848 | ¥60.9 | -4815.49 |
| 2025-08-01 | 宝泰隆(601011.SH) | 卖 | -19200 | 2.73 | -52416 | ¥68.14 | 944.56 |
| 2025-08-01 | 建元信托(600816.SH) | 卖 | -17500 | 2.93 | -51275 | ¥66.66 | -190.44 |
| 2025-08-01 | 宏工科技(301662.SZ) | 卖 | -400 | 105.8 | -42320 | ¥55.02 | -12.7 |
| 2025-08-01 | 航天发展(000547.SZ) | 卖 | -6100 | 8.28 | -50508 | ¥65.66 | -808.39 |
| 2025-08-01 | 江南新材(603124.SH) | 买 | 900 | 56.78 | 51102 | ¥15.33 | 0 |
