均线金叉追涨策略:年化收益率（-52.72%）
本策略精选均线金叉向上突破，股价站上短期均线且当日股价上涨的股票，力求捕捉短期快速上涨的投资机会。
概要
核心指标
- 累计收益率: -80.15%
- 年化收益率: -52.72%
- 基准收益率: 31.14%
- 阿尔法: -0.57
- 夏普比率: -2.45
- 最大回撤: 80.35%
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 | 济民健康(603222.SH) | 10.29 | 100 | 1 | 10.47 | 1047 | 18/1.749% |
| 2026-04-03 | 璞源材料(603196.SH) | 28.6125 | 400 | 1 | 27.51 | 11004 | -441/-3.853% |
| 2026-04-03 | 远东股份(600869.SH) | 14.454338461538 | 1300 | 1 | 15.61 | 20293 | 1502.36/7.995% |
| 2026-04-03 | 亨通光电(600487.SH) | 54.466666666667 | 300 | 1 | 58.05 | 17415 | 1075/6.579% |
| 2026-04-03 | 一品红(300723.SZ) | 37.20116 | 500 | 1 | 36.54 | 18270 | -330.58/-1.777% |
| 2026-04-03 | 睿智医药(300149.SZ) | 11.923573333333 | 1500 | 1 | 12.02 | 18030 | 144.64/0.809% |
| 2026-04-03 | 万邦达(300055.SZ) | 12.10363125 | 1600 | 1 | 11.21 | 17936 | -1429.81/-7.383% |
| 2026-04-03 | 昂利康(002940.SZ) | 35.0105 | 500 | 1 | 33.55 | 16775 | -730.25/-4.172% |
| 2026-04-03 | 通鼎互联(002491.SZ) | 12.11363125 | 1600 | 1 | 12.56 | 20096 | 714.19/3.685% |
| 2026-04-03 | 海亮股份(002203.SZ) | 14.6744 | 1300 | 1 | 15.04 | 19552 | 475.28/2.491% |
交易详情
| 2026-04-03 | 赢合科技(300457.SZ) | 卖 | -700 | 26.25 | -18375 | ¥23.89 | 1.49 |
| 2026-04-03 | 金利华电(300069.SZ) | 卖 | -900 | 21.38 | -19242 | ¥25.01 | -149.82 |
| 2026-04-03 | 江苏索普(600746.SH) | 卖 | -300 | 10.24 | -3072 | ¥8.07 | 70 |
| 2026-04-03 | 舒泰神(300204.SZ) | 卖 | -600 | 31.14 | -18684 | ¥24.29 | -875.87 |
| 2026-04-03 | 凯莱英(002821.SZ) | 卖 | -100 | 125.01 | -12501 | ¥17.5 | 92 |
| 2026-04-03 | 宏昌科技(301008.SZ) | 卖 | -300 | 41.01 | -12303 | ¥17.3 | -608 |
| 2026-04-03 | 金富科技(003018.SZ) | 卖 | -600 | 30.25 | -18150 | ¥23.6 | -275.53 |
| 2026-04-03 | 神剑股份(002361.SZ) | 卖 | -1100 | 17.12 | -18832 | ¥24.48 | 16.36 |
| 2026-04-03 | 孚日股份(002083.SZ) | 卖 | -1500 | 12.36 | -18540 | ¥24.1 | -455.7 |
| 2026-04-03 | 华亚智能(003043.SZ) | 卖 | -300 | 56.88 | -17064 | ¥22.18 | 348.99 |
