pop up description layer
消费轮动4号(主投食品加工)策略简介:食品作为具备刚性需求的必需型消费品,相比较于其他行业更具稳定性,该行业对疫情和其他周期性因素敏感度也较低,加上长期通胀与大消费推动,长期稳定的螺旋式牛市可期。从2020年一季度国内外疫情蔓延的情况下,该行业影响最小,反而因相对高确定性的业绩备受市场追捧。同时该行业还存在进口替代、消费升级等子概念的推动,利好循环不断。本策略主投以农副产品为原料的食品加工概念,利用资金循环与利好循环,多因子选股轮动。

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)策略累计盈利%止损股数
12021-07-272021-07-30 开盘1795523.381710590.38-85292.15(-4.75%)359.09
2055.07
271.06%0
22021-07-212021-07-261832030.381795882.50-36513.53(-2.00%)365.76
2153.76
479.59%0
32021-07-152021-07-201940982.131832396.13-108973.77(-5.62%)387.77
2198.97
483.24%0
42021-07-092021-07-141917815.751941369.8823170.62(1.21%)383.48
2331.96
194.14%0
52021-07-052021-07-081984503.501918199.25-66700.98(-3.36%)396.68
2303.27
491.82%0
62021-06-292021-07-022048467.881984900.13-63976.89(-3.13%)409.04
2380.84
498.49%0
72021-06-232021-06-282040395.132048877.008075.35(0.40%)406.51
2452.19
4104.89%0
82021-06-042021-06-092095238.382040801.63-54855.20(-2.62%)418.37
2447.83
4104.08%0
92021-05-312021-06-032080628.752095656.8814612.41(0.70%)415.51
2514.09
4109.57%0
102021-05-252021-05-282095852.502081044.38-15227.19(-0.73%)419.02
2499.36
2108.10%0
112021-05-192021-05-242143899.752096271.63-48056.72(-2.24%)428.55
2517.14
4109.63%0
122021-05-132021-05-182143728.002144328.25171.97(0.01%)428.18
2572.88
4114.43%0
132021-05-072021-05-122143899.502144156.25-172.05(-0.01%)428.66
2575.39
2114.42%0
142021-04-122021-04-152097484.752144328.2546424.55(2.22%)419.02
2573.44
3114.43%0
152021-04-062021-04-092122630.502097903.75-25151.03(-1.19%)424.23
2518.73
4109.79%0
162021-03-302021-04-022198819.252123054.75-76203.92(-3.47%)439.40
2548.51
4112.31%0
172021-03-242021-03-292221701.002199258.75-22886.20(-1.03%)444.00
2640.23
4119.93%0
182021-03-182021-03-232257535.502222145.00-35841.44(-1.59%)450.96
2666.47
4122.21%0
192021-03-122021-03-172291555.752257986.50-34027.22(-1.49%)457.90
2710.35
2125.80%0
202021-03-082021-03-112434198.752292013.75-142671.82(-5.86%)486.58
2752.19
4129.20%0
212021-03-022021-03-052476670.002434685.50-42479.19(-1.72%)494.87
2922.36
4143.47%0
222021-02-242021-03-012507696.252477164.75-31032.62(-1.24%)501.10
2973.54
4147.72%0
232021-02-182021-02-232280087.252508197.25227654.27(9.99%)455.62
3011.08
4150.82%0
242021-02-052021-02-102321632.752280543.00-41553.34(-1.79%)463.59
2735.54
4128.05%0
252021-02-012021-02-042258070.502322096.5063575.53(2.82%)450.47
2783.00
3132.21%0
262021-01-262021-01-292248121.752258521.009951.09(0.44%)448.17
2704.73
4125.85%0
272021-01-202021-01-252263149.752248570.00-15032.02(-0.66%)452.25
2699.25
4124.86%0
282021-01-142021-01-192308840.002263602.00-45699.43(-1.98%)461.49
2717.91
2126.36%0
292021-01-082021-01-132477381.252309301.25-168575.15(-6.81%)495.22
2772.95
4130.93%0
302021-01-042021-01-072408166.752477876.2569229.81(2.89%)479.73
2965.57
4147.79%0
312020-12-282020-12-312407892.002408646.50272.95(0.01%)481.54
2893.59
1140.86%0
322020-12-222020-12-252495235.002408373.50-87359.66(-3.51%)498.35
2889.35
4140.84%0
332020-12-162020-12-212560287.752495733.50-65065.85(-2.54%)511.52
2995.26
4149.57%0
342020-12-102020-12-152554815.002560799.255473.83(0.21%)510.64
3074.73
4156.08%0
352020-12-042020-12-092535447.252555325.5019371.23(0.76%)506.88
3068.82
4155.53%0
362020-11-302020-12-032477244.502535954.2558214.82(2.35%)495.01
3044.16
4153.60%0
372020-11-242020-11-272548798.002477739.50-71567.72(-2.81%)509.35
2974.38
4147.77%0
382020-11-182020-11-232494473.752549307.2554334.93(2.18%)498.55
3060.78
4154.93%0
392020-11-122020-11-172500613.752494972.25-6141.27(-0.25%)499.76
2995.36
4149.50%0
402020-11-062020-11-112520218.252501113.50-19608.50(-0.78%)503.68
3002.77
4150.11%0
412020-11-022020-11-052531843.002520722.00-11627.07(-0.46%)505.96
3026.02
3152.07%0
422020-10-272020-10-302553641.502532349.00-21802.92(-0.85%)510.54
3041.31
2153.23%0
432020-10-212020-10-262635997.502554152.00-82372.47(-3.13%)526.84
3066.53
4155.42%0
442020-10-152020-10-202731948.002636524.50-95969.21(-3.52%)545.84
3164.35
4163.65%0
452020-10-092020-10-142599332.502732493.75132641.68(5.11%)519.51
3280.77
4173.25%0
462020-09-252020-09-302572317.252599852.0027020.79(1.05%)513.77
3119.43
4159.99%0
472020-09-212020-09-242516316.252572831.0056012.53(2.23%)502.18
3084.57
4157.28%0
482020-09-152020-09-182534567.002516818.50-18254.94(-0.72%)506.45
3021.06
4151.68%0
492020-09-032020-09-082833914.752535073.50-299405.40(-10.61%)564.19
3030.18
4153.51%0
502020-08-282020-09-022772711.002834479.0061214.37(2.21%)553.77
3400.81
3183.45%0
512020-08-242020-08-272869895.252773264.75-97203.90(-3.39%)573.12
3326.76
4177.33%0
522020-08-182020-08-212924341.002870468.50-54456.84(-1.86%)584.18
3444.59
4187.05%0
532020-08-122020-08-172831091.502924925.2593268.11(3.30%)565.43
3509.41
4192.49%0
542020-08-062020-08-112922458.002831657.00-91384.85(-3.13%)583.95
3398.84
4183.17%0
552020-07-312020-08-052870949.752923041.7551518.22(1.80%)573.73
3509.07
4192.30%0
562020-07-272020-07-302769255.252871523.50101714.90(3.68%)553.52
3447.98
4187.15%0
572020-07-212020-07-242860034.252769808.75-90797.12(-3.18%)571.49
3324.67
4176.98%0
582020-07-152020-07-203090836.002860605.75-230848.41(-7.47%)618.02
3435.95
4186.06%0
592020-07-092020-07-142658892.753091454.00432029.69(16.27%)531.21
3710.80
4209.15%0
602020-07-032020-07-082511561.002659424.00147361.39(5.88%)501.63
3191.04
4165.94%0
612020-06-292020-07-022251946.752512062.75259665.80(11.54%)450.22
3017.06
1151.21%0
622020-06-192020-06-242237592.752252397.0014357.21(0.64%)447.14
2703.88
4125.24%0
632020-06-152020-06-182130696.752238039.75106917.05(5.02%)425.85
2687.13
3123.80%0
642020-06-092020-06-122218388.752131122.75-87709.65(-3.96%)443.48
2559.20
4113.11%0
652020-06-032020-06-082293830.002218832.25-75456.53(-3.29%)458.63
2664.95
3121.88%0
662020-05-282020-06-022196856.752294288.7596992.72(4.42%)439.15
2755.14
4129.43%0
672020-05-182020-05-212088098.132197296.00108781.02(5.22%)416.67
2634.25
4119.73%0
682020-05-122020-05-152133392.502088514.88-45303.69(-2.13%)426.09
2505.67
4108.85%0
692020-05-062020-05-111783719.632133818.50349742.21(19.61%)356.65
2563.12
1113.38%0
702020-04-272020-04-301840286.751784076.38-56577.20(-3.08%)366.87
2136.35
478.41%0
712020-04-212020-04-241687218.881840653.63153097.88(9.09%)336.85
2207.88
484.07%0
722020-04-152020-04-201708848.631687555.75-21634.31(-1.27%)341.35
2024.97
468.76%0
732020-04-092020-04-141737312.381709189.88-28468.59(-1.65%)346.12
2045.42
470.92%0
742020-04-022020-04-081673743.751737658.5063580.61(3.81%)334.17
2084.20
473.77%0
752020-03-272020-04-011562149.881674077.88111615.76(7.15%)312.22
2010.05
467.41%0
762020-03-232020-03-261520989.131562462.1341169.06(2.71%)303.92
1875.53
456.25%0
772020-03-112020-03-161490702.631521293.0030292.69(2.03%)297.77
1825.52
452.13%0
782020-03-052020-03-101468348.251491000.3822358.76(1.52%)293.31
1789.20
449.10%0
792020-02-282020-03-041430552.501468641.6337803.37(2.65%)285.77
1762.47
446.86%0
802020-02-242020-02-271440069.501430838.25-9519.05(-0.66%)287.75
1717.50
443.08%0
812020-02-182020-02-211389069.251440357.2551010.42(3.68%)277.57
1729.04
444.04%0
822020-02-122020-02-171380170.501389346.888900.67(0.65%)275.83
1667.98
438.93%0
832020-02-062020-02-111307665.751380446.2572519.63(5.56%)260.86
1654.49
238.04%0
842020-01-232020-02-051445227.631307926.63-137589.88(-9.52%)288.96
1570.91
430.79%0
852020-01-172020-01-221484696.381445516.50-39476.56(-2.66%)296.69
1735.19
444.55%0
862020-01-132020-01-161504637.881484993.00-19945.61(-1.33%)300.72
1782.86
448.50%0
872020-01-072020-01-101507936.631504938.50-3299.73(-0.22%)301.45
1807.30
450.49%0
882019-12-312020-01-061530569.751508238.13-22637.30(-1.48%)305.65
1809.24
450.82%0
892019-12-252019-12-301550031.881530875.38-19465.86(-1.26%)309.31
1835.10
453.09%0
902019-12-192019-12-241589318.251550341.25-39294.86(-2.47%)317.78
1862.17
455.03%0
912019-12-132019-12-181555198.001589636.1334127.31(2.20%)310.73
1907.97
358.96%0
922019-12-092019-12-121553733.001555508.751465.24(0.09%)310.49
1867.29
455.55%0
932019-12-032019-12-061560930.001554043.50-7198.03(-0.46%)311.60
1863.60
455.40%0
942019-11-272019-12-021566948.001561241.63-6019.60(-0.38%)313.32
1875.30
456.12%0
952019-11-212019-11-261601255.501567261.25-34314.10(-2.15%)319.83
1880.44
456.73%0
962019-11-152019-11-201638650.131601575.38-37402.40(-2.28%)327.66
1923.75
260.16%0
972019-11-112019-11-141663065.631638977.75-24419.86(-1.47%)331.92
1964.97
463.90%0
982019-11-052019-11-081698555.501663397.63-35497.05(-2.09%)339.20
1995.43
466.34%0
992019-10-302019-11-041715253.751698894.75-16701.45(-0.97%)342.64
2038.65
469.89%0
1002019-10-242019-10-291564531.501715596.25150752.49(9.66%)312.23
2057.12
471.56%0
1012019-10-182019-10-231511689.751564843.7552851.90(3.50%)301.96
1877.81
456.48%0
1022019-10-142019-10-171527291.631511991.75-15604.98(-1.02%)305.17
1814.86
451.20%0
1032019-10-082019-10-111500275.881527596.7527021.08(1.80%)299.77
1833.63
452.76%0
1042019-09-252019-09-301543921.131500575.63-43654.16(-2.83%)308.58
1801.62
150.06%0
1052019-09-192019-09-241588783.881544229.75-44871.61(-2.83%)317.55
1854.08
454.42%0
1062019-09-122019-09-181624856.381589101.38-36079.68(-2.22%)324.61
1907.07
458.91%0
1072019-09-062019-09-111605024.381625181.1319835.97(1.24%)320.81
1951.41
462.52%0
1082019-09-022019-09-051532491.501605345.2572547.55(4.74%)306.25
1927.26
260.53%0
1092019-08-272019-08-301488602.251532797.7543898.07(2.95%)297.53
1840.41
453.28%0
1102019-08-212019-08-261558126.881488899.75-69538.36(-4.47%)311.33
1787.05
448.89%0
1112019-08-152019-08-201494689.251558438.1363450.15(4.25%)298.74
1871.16
455.84%0
1122019-08-092019-08-141427242.881494988.0067459.92(4.73%)285.23
1794.82
149.50%0
1132019-07-302019-08-021421958.131427528.135285.85(0.37%)284.20
1713.95
242.75%0
1142019-07-242019-07-291380218.751422242.2541747.52(3.03%)275.98
1708.37
142.22%0
1152019-07-182019-07-231374542.501380494.755677.73(0.41%)274.62
1656.83
438.05%0
1162019-07-122019-07-171370777.381374817.003765.78(0.27%)273.92
1650.33
137.48%0
1172019-07-082019-07-111408963.251371051.25-38193.42(-2.71%)281.42
1645.00
437.11%0
1182019-07-022019-07-051406894.631409244.752068.76(0.15%)281.29
1692.57
440.92%0
1192019-06-262019-07-011400810.251407176.006086.10(0.44%)279.73
1688.02
440.72%0
1202019-06-202019-06-251385973.631401090.0014839.33(1.07%)277.07
1682.58
440.11%0
1212019-06-142019-06-191426401.251386250.63-40435.56(-2.84%)284.89
1663.18
438.63%0
1222019-06-102019-06-131342686.251426686.1383731.30(6.24%)268.54
1714.08
142.67%0
1232019-06-032019-06-061448505.251342954.88-105839.89(-7.31%)289.44
1611.89
334.30%0
1242019-05-282019-05-311340479.631448794.75108047.30(8.06%)267.96
1739.83
144.88%0
1252019-05-222019-05-271393897.631340747.50-53428.72(-3.83%)278.66
1610.11
134.07%0
1262019-05-162019-05-211501675.631394176.25-107799.16(-7.19%)299.88
1672.30
439.42%0
1272019-05-102019-05-151468313.631501975.3833368.19(2.27%)293.60
1804.14
150.20%0
1282019-04-252019-04-301685565.001468607.13-217294.60(-12.91%)336.72
1762.08
446.86%0
1292019-04-192019-04-241526890.131685901.75158706.63(10.40%)305.09
2023.79
468.59%0
1302019-04-152019-04-181469834.751527195.2557067.05(3.89%)293.51
1832.10
452.72%0
1312019-04-092019-04-121443376.251470128.2526463.73(1.84%)288.36
1764.40
447.01%0
1322019-04-022019-04-081400921.131443664.6342463.82(3.04%)279.69
1731.50
444.37%0
1332019-03-272019-04-011344867.001401200.7556065.10(4.18%)268.38
1679.90
440.12%0
1342019-03-212019-03-261327397.631345135.5017473.00(1.32%)264.86
1612.40
434.51%0
1352019-03-152019-03-201356554.131327662.50-29162.15(-2.15%)270.70
1591.44
432.77%0
1362019-03-112019-03-141409976.751356824.75-53433.34(-3.80%)281.39
1626.53
435.68%0
1372019-03-052019-03-081327375.381410258.1382617.50(6.23%)265.29
1693.21
441.03%0
1382019-02-272019-03-041327225.881327640.63149.69(0.01%)265.13
1593.18
432.76%0
1392019-02-212019-02-261234990.881327491.0092253.43(7.48%)246.72
1593.25
432.75%0
1402019-02-152019-02-201134133.631235237.63100877.36(8.91%)226.50
1482.11
423.52%0
1412019-02-112019-02-141063106.501134360.2571041.31(6.69%)212.36
1361.32
413.44%0
1422019-01-292019-02-011087505.881063318.88-24404.25(-2.25%)217.25
1276.01
46.33%0
1432019-01-232019-01-281066146.881087723.1321363.09(2.01%)213.07
1305.87
48.77%0
1442019-01-172019-01-221071052.751066360.00-4906.77(-0.46%)213.98
1279.78
46.64%0
1452019-01-072019-01-101025157.311071266.7545904.64(4.48%)204.78
1285.58
47.13%0
1462018-12-282019-01-041011224.941025362.1327686.19(2.78%)199.33
1230.89
32.54%0
1472018-12-242018-12-271000003.751019575.1319371.54(1.94%)199.85
897.57
31.96%0
1482018-12-182018-12-211047665.001000203.56-47670.65(-4.56%)209.27
1200.10
30.02%0
1492018-12-122018-12-171068505.001047874.25-20844.22(-1.95%)213.45
1257.46
44.79%0
1502018-12-062018-12-111083088.251068718.50-14586.14(-1.35%)216.26
1281.88
46.87%0
1512018-11-302018-12-051066552.881083304.5016538.85(1.55%)212.78
1298.35
48.33%0
1522018-11-262018-11-291041508.501066765.6325048.92(2.41%)208.18
1280.91
46.68%0
1532018-11-202018-11-231040148.501041716.631360.41(0.13%)207.74
1249.84
44.17%0
1542018-11-142018-11-191015363.501040356.1924789.85(2.44%)202.81
1248.35
44.04%0
1552018-11-082018-11-131005493.001015566.259872.37(0.98%)200.87
1218.78
41.56%0
1562018-11-022018-11-07979623.381005693.8825874.87(2.65%)195.63
1206.50
40.57%0
1572018-10-292018-11-01962774.94979818.9416851.62(1.75%)192.36
1176.03
4-2.02%0
1582018-10-232018-10-26948939.44962967.3113838.25(1.46%)189.65
1156.09
4-3.70%0
1592018-10-172018-10-22922009.44949129.1326935.44(2.92%)184.26
1139.49
4-5.09%0
1602018-10-112018-10-161008399.88922193.75-86407.76(-8.57%)201.61
1107.54
1-7.78%0
1612018-09-282018-10-101057505.631008601.50-49114.81(-4.66%)210.81
1207.60
40.86%0
1622018-09-212018-09-27999800.441057716.3857716.37(5.78%)199.63
1268.79
45.77%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。

CFI.CN中财网量化实验室(c)

返回中财网





.