Growth Emerging Momentum -7days:年化收益率（27.99%）
本策略精选股价上穿120日均线、市盈率适中（0-20倍）且市值较小的股票，构建投资组合并进行7日轮动。策略旨在捕捉股价突破长期均线后的上涨趋势，同时兼顾估值和市值因素，追求稳健收益。
概要
核心指标
- 累计收益率: 246.85%
- 年化收益率: 27.99%
- 基准收益率: -14.97%
- 阿尔法: 0.37
- 夏普比率: 0.77
- 最大回撤: 36.25%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 富奥股份(000030.SZ) | 5.4416320251177 | 127400 | 2 | 5.12 | 652288 | -40975.92/-5.911% |
| 2026-04-02 | 钱江摩托(000913.SZ) | 16.514953066038 | 42400 | 2 | 15.31 | 649144 | -51090.01/-7.296% |
| 2026-04-02 | 广日股份(600894.SH) | 9.5828739837398 | 73800 | 2 | 9.7 | 715860 | 8643.9/1.222% |
| 2026-04-02 | 诚意药业(603811.SH) | 11.973590954774 | 59700 | 2 | 12.25 | 731325 | 16501.62/2.308% |
| 2026-04-02 | 福然德(605050.SH) | 14.009745564516 | 49600 | 9 | 13.82 | 685472 | -9411.38/-1.354% |
| 2026-04-01 | 富奥股份(000030.SZ) | 5.4416320251177 | 127400 | 1 | 5.2 | 662480 | -30783.92/-4.44% |
| 2026-04-01 | 钱江摩托(000913.SZ) | 16.514953066038 | 42400 | 1 | 15.85 | 672040 | -28194.01/-4.026% |
| 2026-04-01 | 广日股份(600894.SH) | 9.5828739837398 | 73800 | 1 | 10.01 | 738738 | 31521.9/4.457% |
| 2026-04-01 | 诚意药业(603811.SH) | 11.973590954774 | 59700 | 1 | 12.31 | 734907 | 20083.62/2.81% |
| 2026-04-01 | 陕天然气(002267.SZ) | 8.0224059976932 | 0 | 8 | 7.84 | 0 | -17548.6/-2.523% |
交易详情
| 2026-04-01 | 陕天然气(002267.SZ) | 卖 | -86700 | 7.9 | -684930 | ¥890.41 | -10612.6 |
| 2026-04-01 | 长青集团(002616.SZ) | 卖 | -114200 | 6.51 | -743442 | ¥966.47 | 31762.56 |
| 2026-04-01 | 永兴股份(601033.SH) | 卖 | -44100 | 15 | -661500 | ¥859.95 | -55781.12 |
| 2026-04-01 | 力生制药(002393.SZ) | 卖 | -32400 | 23.87 | -773388 | ¥1005.4 | 81116.38 |
| 2026-04-01 | 诚意药业(603811.SH) | 买 | 59700 | 11.97 | 714609 | ¥214.38 | 0 |
| 2026-04-01 | 福然德(605050.SH) | 买 | 700 | 14.39 | 10073 | ¥5 | 0 |
| 2026-04-01 | 广日股份(600894.SH) | 买 | 73800 | 9.58 | 707004 | ¥212.1 | 0 |
| 2026-04-01 | 钱江摩托(000913.SZ) | 买 | 42400 | 16.51 | 700024 | ¥210.01 | 0 |
| 2026-04-01 | 富奥股份(000030.SZ) | 买 | 127400 | 5.44 | 693056 | ¥207.92 | 0 |
| 2026-03-23 | 聚合顺(605166.SH) | 卖 | -66600 | 9.9 | -659340 | ¥857.14 | -96131.55 |
