MACD追涨股票策略:年化收益率（-30.94%）
本策略每天选取MACD动量比值最大的前五只股票，旨在捕捉趋势强势的股票在大势能基础上的上涨机会。
概要
核心指标
- 累计收益率: -55.03%
- 年化收益率: -30.94%
- 基准收益率: 31.14%
- 阿尔法: -0.35
- 夏普比率: -2.69
- 最大回撤: 58.09%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 海天味业(603288.SH) | 41.702504761905 | 2100 | 1 | 41.69 | 87549 | -26.26/-0.03% |
| 2026-04-03 | 复星医药(600196.SH) | 26.708009090909 | 3300 | 1 | 26.7 | 88110 | -26.43/-0.03% |
| 2026-04-03 | 春秋航空(601021.SH) | 46.3539 | 1900 | 1 | 46.34 | 88046 | -26.41/-0.03% |
| 2026-04-03 | 赛力斯(601127.SH) | 89.106722222222 | 0 | 2 | 86.4 | 0 | -24.05/-0.03% |
| 2026-04-03 | 顺丰控股(002352.SZ) | 37.621282608696 | 2300 | 1 | 37.61 | 86503 | -25.95/-0.03% |
| 2026-04-03 | 中国国航(601111.SH) | 6.8801083969466 | 13100 | 2 | 6.78 | 88818 | -1311.42/-1.455% |
| 2026-04-03 | 渝农商行(601077.SH) | 7.17215078125 | 0 | 2 | 7.04 | 0 | -27.53/-0.03% |
| 2026-04-03 | 中信建投(601066.SH) | 21.46643902439 | 0 | 2 | 21.11 | 0 | -26.4/-0.03% |
| 2026-04-03 | 传音控股(688036.SH) | 52.975888019266 | 0 | 2 | 51.6 | 0 | -26.39/-0.03% |
| 2026-04-02 | 赛力斯(601127.SH) | 89.106722222222 | 900 | 1 | 89.08 | 80172 | -24.05/-0.03% |
交易详情
| 2026-04-03 | 中信建投(601066.SH) | 卖 | -4100 | 21.47 | -88027 | ¥114.44 | 14.6 |
| 2026-04-03 | 赛力斯(601127.SH) | 卖 | -900 | 89.07 | -80163 | ¥104.21 | -33.05 |
| 2026-04-03 | 传音控股(688036.SH) | 卖 | -1661 | 52.81 | -87717.41 | ¥114.03 | -275.54 |
| 2026-04-03 | 渝农商行(601077.SH) | 卖 | -12800 | 7.18 | -91904 | ¥119.48 | 100.47 |
| 2026-04-03 | 中国国航(601111.SH) | 买 | 300 | 6.78 | 2034 | ¥5 | 0 |
| 2026-04-03 | 春秋航空(601021.SH) | 买 | 1900 | 46.34 | 88046 | ¥26.41 | 0 |
| 2026-04-03 | 复星医药(600196.SH) | 买 | 3300 | 26.7 | 88110 | ¥26.43 | 0 |
| 2026-04-03 | 顺丰控股(002352.SZ) | 买 | 2300 | 37.61 | 86503 | ¥25.95 | 0 |
| 2026-04-03 | 海天味业(603288.SH) | 买 | 2100 | 41.69 | 87549 | ¥26.26 | 0 |
| 2026-04-02 | 中国中免(601888.SH) | 卖 | -1200 | 71.1 | -85320 | ¥110.92 | -385.7 |
