均线多头排列技术面选股策略:年化收益率（39.97%）
本策略精选均线呈多头排列且均线上涨的小市值股票，捕捉市场上涨行情中小市值股票的超额收益，并进行市值轮动。
概要
核心指标
- 累计收益率: 185.06%
- 年化收益率: 39.97%
- 基准收益率: 15.2%
- 阿尔法: 0.56
- 夏普比率: 0.81
- 最大回撤: 56.84%
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 | 派诺科技(920375.BJ) | 18.205460091743 | 43600 | 14 | 14.1 | 614760 | -178998.06/-22.551% |
| 2026-04-02 | 欣灵电气(301388.SZ) | 38.701607 | 20000 | 14 | 31.18 | 623600 | -150432.14/-19.435% |
| 2026-04-02 | 鸿铭股份(301105.SZ) | 55.486641258741 | 14300 | 14 | 60.1 | 859430 | 65971.03/8.314% |
| 2026-04-02 | 长江能科(920158.BJ) | 19.805940100251 | 39900 | 14 | 16.58 | 661542 | -128715.01/-16.288% |
| 2026-04-01 | 派诺科技(920375.BJ) | 18.205460091743 | 43600 | 13 | 14.29 | 623044 | -170714.06/-21.507% |
| 2026-04-01 | 欣灵电气(301388.SZ) | 38.701607 | 20000 | 13 | 32.22 | 644400 | -129632.14/-16.748% |
| 2026-04-01 | 鸿铭股份(301105.SZ) | 55.486641258741 | 14300 | 13 | 60.52 | 865436 | 71977.03/9.071% |
| 2026-04-01 | 长江能科(920158.BJ) | 19.805940100251 | 39900 | 13 | 15.98 | 637602 | -152655.01/-19.317% |
| 2026-03-31 | 派诺科技(920375.BJ) | 18.205460091743 | 43600 | 12 | 14.11 | 615196 | -178562.06/-22.496% |
| 2026-03-31 | 欣灵电气(301388.SZ) | 38.701607 | 20000 | 12 | 32.03 | 640600 | -133432.14/-17.239% |
交易详情
| 2026-03-16 | 科瑞思(301314.SZ) | 卖 | -16200 | 48.48 | -785376 | ¥1020.99 | -10444.67 |
| 2026-03-16 | 播恩集团(001366.SZ) | 卖 | -52400 | 17.34 | -908616 | ¥1181.2 | 130242.56 |
| 2026-03-16 | 万得凯(301309.SZ) | 卖 | -25500 | 31.9 | -813450 | ¥1057.49 | 27814.38 |
| 2026-03-16 | 康力源(301287.SZ) | 卖 | -17200 | 42.92 | -738224 | ¥959.69 | -48051.81 |
| 2026-03-16 | 长江能科(920158.BJ) | 买 | 39900 | 19.8 | 790020 | ¥237.01 | 0 |
| 2026-03-16 | 鸿铭股份(301105.SZ) | 买 | 14300 | 55.47 | 793221 | ¥237.97 | 0 |
| 2026-03-16 | 欣灵电气(301388.SZ) | 买 | 20000 | 38.69 | 773800 | ¥232.14 | 0 |
| 2026-03-16 | 派诺科技(920375.BJ) | 买 | 43600 | 18.2 | 793520 | ¥238.06 | 0 |
| 2026-02-24 | 华维设计(920427.BJ) | 卖 | -51900 | 14.48 | -751512 | ¥976.97 | -50583.56 |
| 2026-02-24 | 中设咨询(920873.BJ) | 卖 | -99100 | 7.95 | -787845 | ¥1024.2 | -55749 |
