MACD追涨股票策略:年化收益率（-30.56%）
本策略每天选取MACD动量比值最大的前五只股票，旨在捕捉趋势强势的股票在大势能基础上的上涨机会。
概要
核心指标
- 累计收益率: -54.43%
- 年化收益率: -30.56%
- 基准收益率: 32.26%
- 阿尔法: -0.35
- 夏普比率: -2.65
- 最大回撤: 57.71%
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 | 赛力斯(601127.SH) | 89.106722222222 | 900 | 1 | 89.08 | 80172 | -24.05/-0.03% |
| 2026-04-02 | 中国国航(601111.SH) | 6.8820643410853 | 12900 | 1 | 6.88 | 88752 | -26.63/-0.03% |
| 2026-04-02 | 渝农商行(601077.SH) | 7.1721511627907 | 12900 | 1 | 7.17 | 92493 | -27.75/-0.03% |
| 2026-04-02 | 中信建投(601066.SH) | 21.466438095238 | 4200 | 1 | 21.46 | 90132 | -27.04/-0.03% |
| 2026-04-02 | 传音控股(688036.SH) | 52.97588902148 | 1676 | 1 | 52.96 | 88760.96 | -26.63/-0.03% |
| 2026-04-02 | 中国广核(003816.SZ) | 4.5213558974359 | 0 | 2 | 4.55 | 0 | -26.44/-0.03% |
| 2026-04-02 | 天齐锂业(002466.SZ) | 55.4666375 | 0 | 2 | 56.17 | 0 | -26.62/-0.03% |
| 2026-04-02 | 赣锋锂业(002460.SZ) | 77.333190909091 | 0 | 2 | 79.93 | 0 | -25.51/-0.03% |
| 2026-04-02 | 药明康德(603259.SH) | 103.84114444444 | 0 | 2 | 103.19 | 0 | -28.03/-0.03% |
| 2026-04-02 | 中国中免(601888.SH) | 71.421416666667 | 0 | 2 | 70 | 0 | -25.7/-0.03% |
交易详情
| 2026-04-02 | 中国中免(601888.SH) | 卖 | -1200 | 71.1 | -85320 | ¥110.92 | -385.7 |
| 2026-04-02 | 天齐锂业(002466.SZ) | 卖 | -1600 | 55.45 | -88720 | ¥115.34 | -26.62 |
| 2026-04-02 | 赣锋锂业(002460.SZ) | 卖 | -1100 | 77.3 | -85030 | ¥110.54 | -36.51 |
| 2026-04-02 | 中国广核(003816.SZ) | 卖 | -19500 | 4.55 | -88725 | ¥115.34 | 558.56 |
| 2026-04-02 | 药明康德(603259.SH) | 卖 | -900 | 103 | -92700 | ¥120.51 | -757.03 |
| 2026-04-02 | 传音控股(688036.SH) | 买 | 1676 | 52.96 | 88760.96 | ¥26.63 | 0 |
| 2026-04-02 | 中信建投(601066.SH) | 买 | 4200 | 21.46 | 90132 | ¥27.04 | 0 |
| 2026-04-02 | 渝农商行(601077.SH) | 买 | 12900 | 7.17 | 92493 | ¥27.75 | 0 |
| 2026-04-02 | 中国国航(601111.SH) | 买 | 12900 | 6.88 | 88752 | ¥26.63 | 0 |
| 2026-04-02 | 赛力斯(601127.SH) | 买 | 900 | 89.08 | 80172 | ¥24.05 | 0 |
