均线金叉资金流策略:年化收益率（16.47%）
本策略综合运用均线金叉、市值规模和资金流向指标，精选均线呈现多头排列、具备一定市值规模且近期有资金流入的股票构建投资组合。策略旨在捕捉技术面与基本面共振的稳健型投资机会，通过定期轮动实现收益增厚。
概要
核心指标
- 累计收益率: 113.2%
- 年化收益率: 16.47%
- 基准收益率: -18.03%
- 阿尔法: 0.23
- 夏普比率: 0.54
- 最大回撤: 50.76%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 华骐环保(300929.SZ) | 12.973891142857 | 35000 | 2 | 11.73 | 410550 | -43536.19/-9.588% |
| 2026-04-03 | 惠柏新材(301555.SZ) | 33.189954014599 | 13700 | 2 | 31.43 | 430591 | -24111.37/-5.303% |
| 2026-04-03 | 鸿铭股份(301105.SZ) | 60.538156 | 7500 | 2 | 57.38 | 430350 | -23686.17/-5.217% |
| 2026-04-03 | 欣灵电气(301388.SZ) | 32.439728873239 | 14200 | 2 | 30.09 | 427278 | -33366.15/-7.243% |
| 2026-04-03 | 中国瑞林(603257.SH) | 55.282810843373 | 8300 | 5 | 52.1 | 432430 | -26417.33/-5.757% |
| 2026-04-02 | 华骐环保(300929.SZ) | 12.973891142857 | 35000 | 1 | 12.44 | 435400 | -18686.19/-4.115% |
| 2026-04-02 | 惠柏新材(301555.SZ) | 33.189954014599 | 13700 | 1 | 32.34 | 443058 | -11644.37/-2.561% |
| 2026-04-02 | 鸿铭股份(301105.SZ) | 60.538156 | 7500 | 1 | 60.1 | 450750 | -3286.17/-0.724% |
| 2026-04-02 | 欣灵电气(301388.SZ) | 32.439728873239 | 14200 | 1 | 31.18 | 442756 | -17888.15/-3.883% |
| 2026-04-02 | 三联锻造(001282.SZ) | 19.655895154185 | 0 | 4 | 19.65 | 0 | 7357.18/1.649% |
交易详情
| 2026-04-02 | 三联锻造(001282.SZ) | 卖 | -22700 | 19.99 | -453773 | ¥589.9 | 7584.18 |
| 2026-04-02 | 真兰仪表(301303.SZ) | 卖 | -31100 | 14.78 | -459658 | ¥597.56 | 12305.83 |
| 2026-04-02 | 逸豪新材(301176.SZ) | 卖 | -17200 | 26.57 | -457004 | ¥594.11 | 15691.65 |
| 2026-04-02 | 农心科技(001231.SZ) | 卖 | -19400 | 23.92 | -464048 | ¥603.26 | 20042.84 |
| 2026-04-02 | 欣灵电气(301388.SZ) | 买 | 14200 | 32.43 | 460506 | ¥138.15 | 0 |
| 2026-04-02 | 鸿铭股份(301105.SZ) | 买 | 7500 | 60.52 | 453900 | ¥136.17 | 0 |
| 2026-04-02 | 中国瑞林(603257.SH) | 买 | 200 | 54.7 | 10940 | ¥5 | 0 |
| 2026-04-02 | 惠柏新材(301555.SZ) | 买 | 13700 | 33.18 | 454566 | ¥136.37 | 0 |
| 2026-04-02 | 华骐环保(300929.SZ) | 买 | 35000 | 12.97 | 453950 | ¥136.19 | 0 |
| 2026-03-30 | 天元智能(603273.SH) | 卖 | -24700 | 18 | -444600 | ¥577.98 | -11992.94 |
