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强国龙头轮动5号(主投国产重工)策略简介:中国正在面临人口年龄结构的加速老化,未来基建需求与劳动力的错配,将加大中国在城市化建设中对于工程机械的应用,工程机械持续成长性可期,2020年3 月底复工以来,经济复苏,工程机械销售持续高增长。军工、数字工业也是该行业的助推剂。海外市场近年来,中国工程机械海外收入规模也持续上升,中国海外市场收入占比始终维持20%-30%,与日本60%的海外占比相差甚远,潜力巨大。本策略根据主力资金流向量化数据、个股基本面量化数据,抓取龙头股进行轮动,轮动周期4-5天

最新计划: 该策略即将完成生命周期,已停止接受新订阅或续费,处于仅计算更新阶段。

历史交易记录
交易批号买入日期卖出日期买入市值卖出/持仓市值盈利金额(比例%)交易费用
(买入)
(卖出)
交易股票(只)策略累计盈利%止损股数
12021-04-302021-05-07持仓中1357691.501293911.50(持仓中)-64050.85(-4.73%)270.85
0.00
429.39%0
22021-04-202021-04-231371582.251357962.38-13893.35(-1.02%)273.54
1626.82
435.80%0
32021-04-082021-04-131436359.631371855.75-64790.72(-4.52%)286.74
1644.99
437.19%0
42021-04-012021-04-071404145.131436646.3832220.77(2.30%)280.45
1723.78
443.66%0
52021-03-262021-03-311388221.381404425.6315927.08(1.15%)277.06
1683.84
340.44%0
62021-03-222021-03-251414197.631388498.50-25981.28(-1.84%)282.16
1664.13
438.85%0
72021-03-162021-03-191412486.501414479.751711.42(0.12%)281.73
1694.81
441.45%0
82021-03-102021-03-151414464.251412768.25-1978.58(-0.14%)282.65
1695.92
141.28%0
92021-03-042021-03-091439676.251414746.88-25216.74(-1.75%)287.38
1696.38
441.47%0
102021-02-262021-03-031409362.251439963.6330320.35(2.16%)281.13
1725.55
444.00%0
112021-02-222021-02-251367937.881409643.2541432.70(3.04%)272.75
1688.58
440.96%0
122021-02-092021-02-191327195.251368210.6340751.69(3.09%)263.73
1633.59
336.82%0
132021-02-032021-02-081427228.001327459.00-100053.86(-7.02%)284.95
1591.90
432.75%0
142021-01-222021-01-271566528.751427513.00-139328.19(-8.92%)312.42
1709.73
342.75%0
152021-01-122021-01-151648057.881566841.25-81545.19(-4.96%)328.48
1875.68
456.68%0
162021-01-062021-01-111618049.751648386.3830014.05(1.86%)322.59
1974.32
464.84%0
172020-12-302021-01-051577717.251618372.2540339.87(2.56%)315.14
1941.96
461.84%0
182020-12-242020-12-291492349.881578032.3885384.87(5.74%)297.58
1890.58
457.80%0
192020-12-182020-12-231510658.001492647.50-18311.04(-1.22%)300.49
1783.50
449.26%0
202020-12-082020-12-111560523.251510958.50-49875.90(-3.20%)311.31
1810.58
451.10%0
212020-12-022020-12-071585827.751560834.50-25309.95(-1.60%)316.66
1872.24
456.08%0
222020-11-262020-12-011589143.501586144.50-3316.56(-0.21%)317.55
1903.99
158.61%0
232020-11-202020-11-251604010.001589461.00-14868.13(-0.93%)319.19
1899.94
458.95%0
242020-11-162020-11-191626455.631604329.13-22451.00(-1.38%)324.46
1922.51
460.43%0
252020-11-102020-11-131692073.381626780.13-65630.72(-3.89%)337.40
1948.37
462.68%0
262020-11-042020-11-091728711.131692410.88-36645.36(-2.12%)345.07
2029.30
469.24%0
272020-10-292020-11-031839660.381729056.25-110971.37(-6.04%)367.23
2073.15
472.91%0
282020-10-232020-10-281860055.251840027.50-20399.56(-1.10%)371.85
2209.73
284.00%0
292020-10-192020-10-221844812.001860427.1315246.23(0.83%)368.90
2234.82
186.04%0
302020-10-132020-10-161868936.501845180.88-24128.07(-1.30%)372.41
2208.63
484.52%0
312020-09-292020-10-121640082.131869308.88228899.15(13.98%)327.57
2243.21
186.93%0
322020-09-232020-09-281701615.001640409.75-61543.68(-3.64%)338.40
1959.28
464.04%0
332020-09-172020-09-221666171.501701953.3835449.48(2.13%)332.45
2040.06
470.20%0
342020-09-112020-09-161682007.131666503.88-15838.28(-0.95%)335.07
1994.20
466.65%0
352020-09-072020-09-101584519.751682342.2597505.74(6.16%)316.77
2020.45
268.23%0
362020-09-012020-09-041619413.751584836.50-34899.99(-2.16%)322.74
1897.23
458.48%0
372020-08-262020-08-311641595.631619736.50-22186.44(-1.36%)327.34
1940.14
461.97%0
382020-08-202020-08-251646087.631641923.00-4493.13(-0.27%)328.68
1969.44
464.19%0
392020-08-142020-08-191601875.131646416.2544221.35(2.77%)319.83
1974.77
464.64%0
402020-08-102020-08-131552270.001602195.0049615.62(3.21%)309.45
1918.90
460.22%0
412020-08-042020-08-071390073.881552579.50162228.73(11.72%)276.86
1858.42
455.26%0
422020-07-292020-08-031350285.501390350.7539795.75(2.95%)269.46
1666.81
439.04%0
432020-07-232020-07-281302299.001350554.8847996.54(3.70%)259.37
1616.08
435.06%0
442020-07-172020-07-221167852.131302558.38134473.64(11.57%)232.55
1558.81
330.26%0
452020-07-132020-07-161201696.631168084.75-33851.35(-2.83%)239.46
1398.09
416.81%0
462020-07-072020-07-101005115.441201936.13196620.63(19.66%)200.06
1438.26
420.19%0
472020-07-012020-07-06997927.561005315.507189.33(0.72%)198.62
1202.04
30.53%0
482020-06-232020-06-30991511.88998126.196416.26(0.65%)198.05
1197.69
4-0.19%0
492020-06-172020-06-22989442.31991709.942070.28(0.21%)197.37
1188.35
4-0.83%0
502020-06-112020-06-16968072.81989639.6921373.43(2.21%)193.47
1188.12
3-1.04%0
512020-06-052020-06-101002857.25968266.25-34790.71(-3.48%)199.69
1158.02
4-3.17%0
522020-06-012020-06-04988670.501003056.9414189.61(1.44%)196.81
1199.57
40.31%0
532020-05-202020-05-251084948.63988867.31-96297.62(-8.90%)216.36
1184.30
4-1.11%0
542020-05-142020-05-191020817.811085165.0064143.47(6.30%)203.68
1300.84
38.52%0
552020-05-082020-05-131003878.311021021.5016943.42(1.70%)199.79
1220.77
42.10%0
562020-04-232020-04-281028395.631004078.13-24522.37(-2.39%)204.87
1201.50
40.41%0
572020-04-172020-04-221043256.561028600.50-14864.05(-1.43%)208.02
1232.02
42.86%0
582020-04-132020-04-161047469.941043464.63-4214.21(-0.40%)208.93
1250.29
44.35%0
592020-04-072020-04-10999800.811047678.8847678.93(4.79%)199.17
1254.00
44.77%0

策略说明:
为保证策略的真实性,策略计算采取如下规则
1、买入卖出一律在盘前公布计划,成交价以开盘价为准。
2、如盘前计划为买入,个股开盘价涨停,视为买入个股失败。
3、如盘前计划为卖出,开盘价跌停,视为卖出个股失败。
4、轮动策略换仓(卖出后买进)不在同一天操作(因为不可能在开盘时卖出后回笼资金按开盘价买入),换仓将用两个交易日分别操作卖出和买入。
5、策略计算时买卖佣金按万分之二计,印花税按千分之一计。




说明:CFI.CN金融实验室独家研发的"盈仓"战略涡轮量化策略系列,采用多因子、AI、事件驱动、交易大数据等多种领先量化技术,抽取每轮行情的最大价值。2019年试运行以来,各种策略跑赢大盘占比100%, 最高年化收益率超过200%,最高首选股收益超过300%。 策略交易以日线为单位。盘前公布计划,以开盘价操作,无需盯盘。盈亏计算以公布策略买卖计划后第一个开盘价为准,买卖佣金按万分之二计,印花税按千分之一计。中财网金融实验室成立与1999年,有20年数据量化产品研发经验,目前部分策略为开放测试期,欢迎体验。

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