EMA金叉换手率多头轮动策略:年化收益率（101.35%）
本策略结合了50日EMA上穿200日EMA的金叉信号，以及换手率和市值因子，旨在捕捉均线多头排列、市场关注度较高的小市值股票的投资机会，并进行定期轮动。
概要
核心指标
- 累计收益率: 546.44%
- 年化收益率: 101.35%
- 基准收益率: 13.19%
- 阿尔法: 1.24
- 夏普比率: 1.4
- 最大回撤: 53.89%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 博菲电气(001255.SZ) | 33.069917994859 | 38900 | 1 | 33.38 | 1298482 | 12062.19/0.938% |
| 2025-08-06 | 中科美菱(835892.BJ) | 22.136638947368 | 0 | 11 | 21.83 | 0 | -13488.42/-1.069% |
| 2025-08-06 | 利仁科技(001259.SZ) | 26.13808757764 | 47100 | 21 | 27.38 | 1289598 | 58494.08/4.751% |
| 2025-08-06 | 保丽洁(832802.BJ) | 18.495696496944 | 69800 | 31 | 18.76 | 1309448 | 18448.38/1.429% |
| 2025-08-06 | 海昇药业(870656.BJ) | 18.211184624997 | 67661 | 71 | 18.81 | 1272703.41 | 40516.45/3.288% |
| 2025-08-06 | 天罡股份(832651.BJ) | 29.641904141428 | 40411 | 91 | 31.84 | 1286686.24 | 88827.25/7.416% |
| 2025-08-05 | 中科美菱(835892.BJ) | 22.136638947368 | 57000 | 10 | 21.9 | 1248300 | -13488.42/-1.069% |
| 2025-08-05 | 利仁科技(001259.SZ) | 26.13808757764 | 48300 | 20 | 27.32 | 1319556 | 57086.37/4.522% |
| 2025-08-05 | 保丽洁(832802.BJ) | 18.493422566372 | 67600 | 30 | 18.42 | 1245192 | -4963.37/-0.397% |
| 2025-08-05 | 海昇药业(870656.BJ) | 18.211184624997 | 68061 | 70 | 19.03 | 1295200.83 | 55729.39/4.496% |
交易详情
| 2025-08-06 | 中科美菱(835892.BJ) | 卖 | -57000 | 22.09 | -1259130 | ¥1636.87 | -2658.42 |
| 2025-08-06 | 保丽洁(832802.BJ) | 买 | 2200 | 18.56 | 40832 | ¥12.25 | 0 |
| 2025-08-06 | 海昇药业(870656.BJ) | 卖 | -400 | 19.1 | -7640 | ¥12.64 | 355.53 |
| 2025-08-06 | 利仁科技(001259.SZ) | 卖 | -1200 | 27.35 | -32820 | ¥42.67 | 1454.29 |
| 2025-08-06 | 博菲电气(001255.SZ) | 买 | 38900 | 33.06 | 1286034 | ¥385.81 | 0 |
| 2025-07-23 | 博菲电气(001255.SZ) | 卖 | -36800 | 35.1 | -1291680 | ¥1679.18 | 88695.21 |
| 2025-07-23 | 保丽洁(832802.BJ) | 卖 | -200 | 18.7 | -3740 | ¥8.74 | 41.32 |
| 2025-07-23 | 海昇药业(870656.BJ) | 买 | 100 | 18.56 | 1856 | ¥5 | 0 |
| 2025-07-23 | 天罡股份(832651.BJ) | 卖 | -1200 | 31.26 | -37512 | ¥48.77 | 1941.72 |
| 2025-07-23 | 利仁科技(001259.SZ) | 买 | 1200 | 26.14 | 31368 | ¥9.41 | 0 |
