均线金叉轮动策略:年化收益率（58.74%）
本策略精选20日均线上穿200日均线，且股价站上20日均线的强势股，并结合小市值优选，构建市值最小的股票组合，力求在捕捉市场上涨趋势的同时，获取小市值股票带来的超额收益。
概要
核心指标
- 累计收益率: 926.5%
- 年化收益率: 58.74%
- 基准收益率: -14.97%
- 阿尔法: 0.82
- 夏普比率: 1.08
- 最大回撤: 53.58%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 廊坊发展(600149.SH) | 6.7320189929892 | 313800 | 5 | 6.12 | 1920456 | -192051.56/-9.091% |
| 2026-04-02 | 华骐环保(300929.SZ) | 12.673801008304 | 168600 | 5 | 12.44 | 2097384 | -39418.85/-1.845% |
| 2026-04-02 | 格利尔(920641.BJ) | 20.686203968254 | 100800 | 5 | 18.19 | 1833552 | -251617.36/-12.067% |
| 2026-04-02 | 万德斯(688178.SH) | 27.50825003569 | 77053 | 5 | 32.77 | 2525026.81 | 405433.62/19.128% |
| 2026-04-02 | 奥福科技(688021.SH) | 25.237568980838 | 77078 | 13 | 24.5 | 1888411 | -56850.34/-2.923% |
| 2026-04-01 | 廊坊发展(600149.SH) | 6.7320189929892 | 313800 | 4 | 6.59 | 2067942 | -44565.56/-2.11% |
| 2026-04-01 | 华骐环保(300929.SZ) | 12.673801008304 | 168600 | 4 | 12.94 | 2181684 | 44881.15/2.1% |
| 2026-04-01 | 格利尔(920641.BJ) | 20.686203968254 | 100800 | 4 | 18.76 | 1891008 | -194161.36/-9.312% |
| 2026-04-01 | 万德斯(688178.SH) | 27.50825003569 | 77053 | 4 | 31.51 | 2427940.03 | 308346.84/14.547% |
| 2026-04-01 | 奥福科技(688021.SH) | 25.237568980838 | 77078 | 12 | 26.25 | 2023297.5 | 78036.16/4.012% |
交易详情
| 2026-03-27 | 力源科技(688565.SH) | 卖 | -152188 | 13.06 | -1987575.28 | ¥2583.85 | -256348.82 |
| 2026-03-27 | 特瑞斯(920014.BJ) | 卖 | -146400 | 14.1 | -2064240 | ¥2683.51 | -174887.54 |
| 2026-03-27 | 路德科技(688156.SH) | 卖 | -101604 | 20.02 | -2034112.08 | ¥2644.35 | -155670.06 |
| 2026-03-27 | 南卫股份(603880.SH) | 卖 | -301700 | 6.84 | -2063628 | ¥2682.72 | -166603.87 |
| 2026-03-27 | 格利尔(920641.BJ) | 买 | 100800 | 20.68 | 2084544 | ¥625.36 | 0 |
| 2026-03-27 | 华骐环保(300929.SZ) | 买 | 168600 | 12.67 | 2136162 | ¥640.85 | 0 |
| 2026-03-27 | 奥福科技(688021.SH) | 卖 | -10700 | 27.56 | -294892 | ¥383.36 | 24850.01 |
| 2026-03-27 | 万德斯(688178.SH) | 买 | 77053 | 27.5 | 2118957.5 | ¥635.69 | 0 |
| 2026-03-27 | 廊坊发展(600149.SH) | 买 | 313800 | 6.73 | 2111874 | ¥633.56 | 0 |
| 2026-03-17 | 扬子新材(002652.SZ) | 卖 | -468500 | 5.64 | -2642340 | ¥3435.04 | 458475.04 |
