RSI 均衡稳健精选策略:年化收益率（5.29%）
本策略结合 RSI 指标、股票状态、市场板块、收益率和波动率，每周精选 5 只 RSI 适中 (50-70)、非 ST、非科创板、非停牌且当日收益为正，并按波动率升序排列中波动率最低的股票构建投资组合，旨在追求稳健收益。
概要
核心指标
- 累计收益率: 11.77%
- 年化收益率: 5.29%
- 基准收益率: 31.14%
- 阿尔法: -0.04
- 夏普比率: 0.21
- 最大回撤: 31.58%
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 | 桂林三金(002275.SZ) | 14.584374193548 | 15500 | 3 | 14.3 | 221650 | -4407.8/-1.95% |
| 2026-04-03 | 交通银行(601328.SH) | 7.0121031152648 | 32100 | 3 | 6.99 | 224379 | -709.51/-0.315% |
| 2026-04-03 | 益丰药房(603939.SH) | 24.457334782609 | 9200 | 3 | 23.41 | 215372 | -9635.48/-4.282% |
| 2026-04-03 | 渝农商行(601077.SH) | 6.9720909937888 | 32000 | 8 | 7.04 | 225280 | 2173.09/0.974% |
| 2026-04-03 | 皖通高速(600012.SH) | 15.434628965517 | 14500 | 8 | 14.95 | 216775 | -7027.12/-3.14% |
| 2026-04-02 | 桂林三金(002275.SZ) | 14.584374193548 | 15500 | 2 | 14.63 | 226765 | 707.2/0.313% |
| 2026-04-02 | 交通银行(601328.SH) | 7.0121031152648 | 32100 | 2 | 7.09 | 227589 | 2500.49/1.111% |
| 2026-04-02 | 益丰药房(603939.SH) | 24.457334782609 | 9200 | 2 | 24.03 | 221076 | -3931.48/-1.747% |
| 2026-04-02 | 渝农商行(601077.SH) | 6.9720909937888 | 32000 | 7 | 7.17 | 229440 | 6333.09/2.839% |
| 2026-04-02 | 皖通高速(600012.SH) | 15.434628965517 | 14500 | 7 | 15.34 | 222430 | -1372.12/-0.613% |
交易详情
| 2026-04-01 | 中国巨石(600176.SH) | 卖 | -9200 | 25.85 | -237820 | ¥309.17 | 10695.88 |
| 2026-04-01 | 长江电力(600900.SH) | 卖 | -8300 | 27.12 | -225096 | ¥292.62 | -3056.42 |
| 2026-04-01 | 杭州银行(600926.SH) | 卖 | -13500 | 16.81 | -226935 | ¥295.02 | 4523.3 |
| 2026-04-01 | 益丰药房(603939.SH) | 买 | 9200 | 24.45 | 224940 | ¥67.48 | 0 |
| 2026-04-01 | 交通银行(601328.SH) | 买 | 32100 | 7.01 | 225021 | ¥67.51 | 0 |
| 2026-04-01 | 桂林三金(002275.SZ) | 买 | 15500 | 14.58 | 225990 | ¥67.8 | 0 |
| 2026-04-01 | 渝农商行(601077.SH) | 卖 | -200 | 7.04 | -1408 | ¥6.41 | 13.58 |
| 2026-03-25 | 重庆水务(601158.SH) | 卖 | -50300 | 4.5 | -226350 | ¥294.26 | -8118.32 |
| 2026-03-25 | 白云山(600332.SH) | 卖 | -9100 | 23.22 | -211302 | ¥274.69 | -21727.89 |
| 2026-03-25 | 郑州银行(002936.SZ) | 卖 | -120300 | 1.86 | -223758 | ¥290.89 | -10897.38 |
