基于MACD指标的事件策略:年化收益率（2.39%）
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: 17.89%
- 年化收益率: 2.39%
- 基准收益率: 50.83%
- 阿尔法: -0.01
- 夏普比率: 0.06
- 最大回撤: 28.44%
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 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 2 | 1459.88 | 1167904 | -4039.48/-0.345% |
| 2026-04-01 | 贵州茅台(600519.SH) | 1464.92935 | 800 | 1 | 1459.44 | 1167552 | -4391.48/-0.375% |
| 2026-03-25 | 贵州茅台(600519.SH) | 1489.4467 | 0 | 6 | 1410.27 | 0 | -65693.36/-5.513% |
| 2026-03-24 | 贵州茅台(600519.SH) | 1489.4467 | 800 | 5 | 1407.33 | 1125864 | -65693.36/-5.513% |
| 2026-03-23 | 贵州茅台(600519.SH) | 1489.4467 | 800 | 4 | 1408.07 | 1126456 | -65101.36/-5.464% |
| 2026-03-20 | 贵州茅台(600519.SH) | 1489.4467 | 800 | 3 | 1445 | 1156000 | -35557.36/-2.984% |
| 2026-03-19 | 贵州茅台(600519.SH) | 1489.4467 | 800 | 2 | 1452.87 | 1162296 | -29261.36/-2.456% |
| 2026-03-18 | 贵州茅台(600519.SH) | 1489.4467 | 800 | 1 | 1468.8 | 1175040 | -16517.36/-1.386% |
| 2026-02-27 | 贵州茅台(600519.SH) | 1435.4305 | 0 | 15 | 1455.02 | 0 | 24623.6/2.144% |
| 2026-02-26 | 贵州茅台(600519.SH) | 1435.4305 | 800 | 14 | 1466.21 | 1172968 | 24623.6/2.144% |
交易详情
| 2026-04-01 | 贵州茅台(600519.SH) | 买 | 800 | 1464.49 | 1171592 | ¥351.48 | 0 |
| 2026-03-25 | 贵州茅台(600519.SH) | 卖 | -800 | 1410.11 | -1128088 | ¥1466.51 | -63469.36 |
| 2026-03-18 | 贵州茅台(600519.SH) | 买 | 800 | 1489 | 1191200 | ¥357.36 | 0 |
| 2026-02-27 | 贵州茅台(600519.SH) | 卖 | -800 | 1466.99 | -1173592 | ¥1525.67 | 25247.6 |
| 2026-01-30 | 贵州茅台(600519.SH) | 买 | 800 | 1435 | 1148000 | ¥344.4 | 0 |
| 2026-01-16 | 贵州茅台(600519.SH) | 卖 | -800 | 1395 | -1116000 | ¥1450.8 | -30383.81 |
| 2026-01-06 | 贵州茅台(600519.SH) | 买 | 800 | 1432.55 | 1146040 | ¥343.81 | 0 |
| 2026-01-05 | 贵州茅台(600519.SH) | 卖 | -813 | 1385 | -1126005 | ¥1463.81 | -21139.04 |
| 2025-12-19 | 贵州茅台(600519.SH) | 买 | 13 | 1407.04 | -876.48 | ¥0 | 0 |
| 2025-12-18 | 贵州茅台(600519.SH) | 买 | 800 | 1433.5 | 1146800 | ¥344.04 | 0 |
