基于MACD指标的事件策略:年化收益率（4.23%）
单只股票MACD反转策略是一种针对特定个股（在此策略中为“600519.SH”贵州茅台）进行深度挖掘和精细化交易的策略。该策略基于MACD指标中的DIF线和DEA线的交叉信号来进行买入和卖出决策，以捕获较为明确的市场反转信号，实现收益最大化。
概要
核心指标
- 累计收益率: 30.1%
- 年化收益率: 4.23%
- 基准收益率: 38.56%
- 阿尔法: 0.01
- 夏普比率: 0.16
- 最大回撤: 26.64%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-04 | 贵州茅台(600519.SH) | 1420.436 | 0 | 27 | 1419 | 0 | -3092.4/-0.242% |
| 2025-08-01 | 贵州茅台(600519.SH) | 1420.436 | 900 | 26 | 1417 | 1275300 | -3092.4/-0.242% |
| 2025-07-31 | 贵州茅台(600519.SH) | 1420.436 | 900 | 25 | 1421.67 | 1279503 | 1110.6/0.087% |
| 2025-07-30 | 贵州茅台(600519.SH) | 1420.436 | 900 | 24 | 1449.44 | 1304496 | 26103.6/2.042% |
| 2025-07-29 | 贵州茅台(600519.SH) | 1420.436 | 900 | 23 | 1439 | 1295100 | 16707.6/1.307% |
| 2025-07-28 | 贵州茅台(600519.SH) | 1420.436 | 900 | 22 | 1438.66 | 1294794 | 16401.6/1.283% |
| 2025-07-25 | 贵州茅台(600519.SH) | 1420.436 | 900 | 21 | 1455 | 1309500 | 31107.6/2.433% |
| 2025-07-24 | 贵州茅台(600519.SH) | 1420.436 | 900 | 20 | 1491.5 | 1342350 | 63957.6/5.003% |
| 2025-07-23 | 贵州茅台(600519.SH) | 1420.436 | 900 | 19 | 1475.5 | 1327950 | 49557.6/3.877% |
| 2025-07-22 | 贵州茅台(600519.SH) | 1420.436 | 900 | 18 | 1464.98 | 1318482 | 40089.6/3.136% |
交易详情
| 2025-08-04 | 贵州茅台(600519.SH) | 卖 | -900 | 1415 | -1273500 | ¥1655.55 | -4892.4 |
| 2025-06-27 | 贵州茅台(600519.SH) | 买 | 900 | 1420.01 | 1278009 | ¥383.4 | 0 |
| 2025-05-23 | 贵州茅台(600519.SH) | 卖 | -800 | 1575.2 | -1260160 | ¥1638.21 | -3410.96 |
| 2025-05-09 | 贵州茅台(600519.SH) | 买 | 800 | 1578.99 | 1263192 | ¥378.96 | 0 |
| 2025-03-27 | 贵州茅台(600519.SH) | 卖 | -800 | 1576 | -1260800 | ¥1639.04 | 106037.68 |
| 2025-02-13 | 贵州茅台(600519.SH) | 买 | 800 | 1443.02 | 1154416 | ¥346.32 | 0 |
| 2025-01-24 | 贵州茅台(600519.SH) | 卖 | -800 | 1442 | -1153600 | ¥1499.68 | -31555.44 |
| 2025-01-21 | 贵州茅台(600519.SH) | 买 | 800 | 1481 | 1184800 | ¥355.44 | 0 |
| 2025-01-03 | 贵州茅台(600519.SH) | 卖 | -812 | 1494.5 | -1213534 | ¥1577.59 | -18835.6 |
| 2024-12-20 | 贵州茅台(600519.SH) | 买 | 12 | 1527.13 | -778.44 | ¥0 | 0 |
