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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市值盈利金额(比例%)交易费用
(买入)
(卖出)
交易股票(只)首选股累计盈利%组合累计盈利%止损股数
12021-04-082021-04-131425904.671371976.75-64790.72(-4.52%)286.74
1644.99
426.78%37.20%0
22021-04-012021-04-071400150.161436767.3832220.77(2.30%)280.45
1723.78
430.52%43.68%0
32021-03-262021-03-311403690.371404546.6315883.93(1.15%)277.23
1684.82
328.50%40.45%0
42021-03-222021-03-251432278.741388662.63-25981.28(-1.84%)282.16
1664.13
417.04%38.87%0
52021-03-162021-03-191404323.711414643.881711.42(0.12%)281.73
1694.81
420.66%41.46%0
62021-03-102021-03-151387029.751412932.38-1980.30(-0.14%)282.90
1697.40
120.92%41.29%0
72021-03-042021-03-091433429.951414912.63-25216.74(-1.75%)287.38
1696.38
421.09%41.49%0
82021-02-262021-03-031414712.971440129.3830320.35(2.16%)281.13
1725.55
422.05%44.01%0
92021-02-222021-02-251390633.651409809.0041432.70(3.04%)272.75
1688.58
418.47%40.98%0
102021-02-092021-02-191375746.011368376.3840751.69(3.09%)263.73
1633.59
315.18%36.84%0
112021-02-032021-02-081386761.691327624.75-100053.86(-7.02%)284.95
1591.90
49.19%32.76%0
122021-01-222021-01-271559588.521427678.75-139328.19(-8.92%)312.42
1709.73
314.66%42.77%0
132021-01-122021-01-151771256.671567007.00-81545.19(-4.96%)328.48
1875.68
427.36%56.70%0
142021-01-062021-01-111654249.451648552.1330014.05(1.86%)322.59
1974.32
444.41%64.86%0
152020-12-302021-01-051581799.951618538.0040339.87(2.56%)315.14
1941.96
451.40%61.85%0
162020-12-242020-12-291495651.701578198.1385384.87(5.74%)297.58
1890.58
444.86%57.82%0
172020-12-182020-12-231494091.731492813.25-18311.04(-1.22%)300.49
1783.50
451.86%49.28%0
182020-12-082020-12-111550562.971511124.25-49875.90(-3.20%)311.31
1810.58
460.75%51.11%0
192020-12-022020-12-071564700.581561000.25-25309.95(-1.60%)316.66
1872.24
456.48%56.10%0
202020-11-262020-12-011682472.081586310.25-3319.59(-0.21%)317.84
1905.72
160.75%58.63%0
212020-11-202020-11-251614110.881589629.88-14868.13(-0.93%)319.19
1899.94
461.09%58.96%0
222020-11-162020-11-191641036.531604498.00-22451.00(-1.38%)324.46
1922.51
455.40%60.45%0
232020-11-102020-11-131657641.361626949.00-65630.72(-3.89%)337.40
1948.37
459.18%62.69%0
242020-11-042020-11-091747430.051692579.75-36645.36(-2.12%)345.07
2029.30
465.21%69.26%0
252020-10-292020-11-031851749.221729225.13-110971.37(-6.04%)367.23
2073.15
474.67%72.92%0
262020-10-232020-10-281849486.171840196.38-20399.56(-1.10%)371.85
2209.73
284.82%84.02%0
272020-10-192020-10-221898530.831860596.0015246.23(0.83%)368.90
2234.82
190.19%86.06%0
282020-10-132020-10-161878822.381845349.75-24128.07(-1.30%)372.41
2208.63
488.63%84.53%0
292020-09-292020-10-121727565.041869477.75228899.15(13.98%)327.57
2243.21
195.67%86.95%0
302020-09-232020-09-281708095.831640578.63-61543.68(-3.64%)338.40
1959.28
471.68%64.06%0
312020-09-172020-09-221680069.301702122.2535449.48(2.13%)332.45
2040.06
476.98%70.21%0
322020-09-112020-09-161675503.331666672.75-15889.73(-0.95%)335.14
1994.58
478.18%66.67%0
332020-09-072020-09-101643375.041682562.5097505.74(6.16%)316.77
2020.45
271.51%68.26%0
342020-09-012020-09-041633864.281585056.75-34838.24(-2.16%)322.77
1897.46
470.18%58.51%0
352020-08-262020-08-311594884.331619895.00-22113.51(-1.35%)327.19
1939.34
473.00%61.99%0
362020-08-202020-08-251644460.061642008.63-4572.40(-0.28%)329.02
1971.40
482.16%64.20%0
372020-08-142020-08-191647824.951646581.1344221.35(2.77%)319.83
1974.77
474.94%64.66%0
382020-08-102020-08-131533864.831602359.8849615.62(3.21%)309.45
1918.90
477.23%60.24%0
392020-08-042020-08-071361234.801552744.38162228.73(11.72%)276.86
1858.42
474.77%55.27%0
402020-07-292020-08-031415221.371390515.6339795.75(2.95%)269.46
1666.81
460.96%39.05%0
412020-07-232020-07-281357170.561350719.7548002.51(3.70%)259.66
1617.83
460.75%35.07%0
422020-07-172020-07-221183788.071302717.25134473.64(11.57%)232.55
1558.81
351.77%30.27%0
432020-07-132020-07-161230684.581168243.63-33851.35(-2.83%)239.46
1398.09
419.35%16.82%0
442020-07-072020-07-101015753.261202095.00196620.63(19.66%)200.06
1438.26
422.23%20.21%0
452020-07-012020-07-06989961.861005474.317175.63(0.72%)198.87
1203.49
313.20%0.55%0
462020-06-232020-06-30997427.81998298.696426.73(0.65%)198.13
1198.14
414.49%-0.17%0
472020-06-172020-06-22991270.29991871.942070.28(0.21%)197.37
1188.35
410.06%-0.81%0
482020-06-112020-06-16985212.81989801.6921373.43(2.21%)193.47
1188.12
39.13%-1.02%0
492020-06-052020-06-10986229.25968428.25-34790.71(-3.48%)199.69
1158.02
413.74%-3.16%0
502020-06-012020-06-041004615.501003218.9414189.61(1.44%)196.81
1199.57
414.24%0.32%0
512020-05-202020-05-251072764.59989029.31-96297.62(-8.90%)216.36
1184.30
410.55%-1.10%0
522020-05-142020-05-191024885.721085327.0064305.46(6.31%)203.80
1301.75
316.48%8.53%0
532020-05-082020-05-131021946.321021021.5016943.42(1.70%)199.79
1220.77
42.20%2.10%0
542020-04-232020-04-281042058.611004078.13-24522.37(-2.39%)204.87
1201.50
41.23%0.41%0
552020-04-172020-04-221027270.581028600.50-14864.05(-1.43%)208.02
1232.02
40.70%2.86%0
562020-04-132020-04-161041050.911043464.63-4214.21(-0.40%)208.93
1250.29
45.35%4.35%0
572020-04-072020-04-101022894.951047678.8847678.93(4.79%)199.17
1254.00
44.37%4.77%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。