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强国龙头轮动2号(主投上海国资)策略简介:国务院国资委透露的信息,今年多项国企改革将迎更大力度突破。混合所有制改革是国有企业改革的突破口,上海国资改革概念的形成是因为我国对于国企为了适应社会经济的发展而进行的制度的改革。十八大《中共中央关于全面深化改革若干重大问题的决定》,在文中指出国有经济和其他所有制经济发展成为混合所有制经济,也允许国有资本投资项目让非国有资本参股,这对于下一步的深化国企改革的意义非常的重大。由此开始,上海国资改革工作进一步深化。相关上海国资改革概念股受到市场关注。而科创板的推出,是当下股市热点之一。作为地方国资国企重镇,上海国企系统沉淀着较为丰富的科创类资产,也是上海国资概念的一大长期动力来源。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)策略累计盈利%止损股数
12021-04-222021-04-281496531.001419703.25-77126.80(-5.16%)298.99
1703.77
241.97%0
22021-04-082021-04-141563428.131496830.00-66910.80(-4.28%)312.66
1798.20
149.68%0
32021-03-032021-03-091542182.881563740.7521249.48(1.38%)308.35
1878.23
156.37%0
42021-02-242021-03-021525229.631542491.2516956.75(1.11%)304.90
1852.32
254.25%0
52021-01-202021-01-261638787.001525534.50-113580.31(-6.93%)327.72
1832.64
152.55%0
62020-12-082020-12-141618126.131639114.7520665.08(1.28%)323.48
1968.46
163.91%0
72020-11-242020-11-301663566.501618449.63-45449.27(-2.73%)332.44
1942.82
361.84%0
82020-11-172020-11-231617496.631663898.8846078.75(2.85%)323.45
1998.79
166.39%0
92020-11-102020-11-161654237.381617820.13-36747.87(-2.22%)330.60
1942.24
361.78%0
102020-10-132020-10-191722194.001654568.00-67970.32(-3.95%)344.30
1987.01
265.46%0
112020-08-172020-08-211647257.631722538.2574951.27(4.55%)329.42
2069.34
172.25%0
122020-08-102020-08-141683582.631647587.00-36332.17(-2.16%)336.57
1978.59
164.76%0
132020-08-032020-08-071692451.881683919.13-8871.08(-0.52%)338.41
2022.65
268.39%0
142020-07-272020-07-311698092.881692790.25-5642.13(-0.33%)339.43
2032.63
169.28%0
152020-07-132020-07-171794226.131698432.38-96152.35(-5.36%)358.56
2038.83
469.84%0
162020-07-062020-07-101644723.501794584.75149532.75(9.10%)328.55
2153.69
379.46%0
172020-06-112020-06-171617153.881645052.0027574.88(1.71%)323.33
1975.82
164.51%0
182020-06-042020-06-101654637.381617477.13-37491.07(-2.27%)330.76
1942.33
361.75%0
192020-05-282020-06-031585821.381654968.1368829.51(4.34%)317.16
1988.31
165.50%0
202020-05-212020-05-271533195.131586138.6352637.05(3.44%)306.46
1904.60
158.61%0
212020-05-142020-05-201513059.751533501.6320139.35(1.33%)302.42
1841.23
353.35%0
222020-03-272020-04-021592905.881513362.25-79861.89(-5.02%)318.31
1816.57
451.34%0
232020-03-202020-03-261496582.631593224.1396342.20(6.44%)299.21
1913.53
259.32%0
242020-03-132020-03-191556627.381496881.88-60056.59(-3.86%)311.16
1797.44
149.69%0
252020-03-062020-03-121622601.501556938.50-65987.21(-4.07%)324.11
1868.10
455.69%0
262020-02-142020-02-201661053.631622925.63-38460.09(-2.32%)332.06
1948.95
162.29%0
272020-02-072020-02-131821187.751661385.75-160166.20(-8.79%)364.23
1996.01
166.14%0
282020-01-162020-01-221741689.631821552.0079514.65(4.57%)347.79
2185.20
282.16%0
292020-01-092020-01-151721268.381742037.3820424.83(1.19%)344.17
2092.47
274.20%0
302020-01-022020-01-081697161.751721612.6324111.97(1.42%)338.93
2065.38
372.16%0
312019-12-252019-12-311640271.501697500.6356901.35(3.47%)327.80
2037.90
269.75%0
322019-12-182019-12-241684203.501640599.25-43940.44(-2.61%)336.33
1968.03
364.06%0
332019-10-302019-11-051682183.381684539.752020.02(0.12%)336.38
2023.56
168.45%0
342019-10-232019-10-291669333.001682519.7512853.03(0.77%)333.82
2021.14
168.25%0
352019-10-162019-10-221667547.251669666.751785.95(0.11%)333.44
2005.58
166.97%0
362019-10-092019-10-151616708.001667880.7550849.61(3.15%)323.08
2002.31
266.79%0
372019-09-182019-09-241681505.751617031.13-64811.05(-3.85%)336.28
1942.66
161.70%0
382019-09-102019-09-171648639.251681842.1332873.52(2.00%)329.46
2019.06
468.18%0
392019-08-272019-09-021662115.501648968.63-13479.30(-0.81%)332.37
1980.85
164.90%0
402019-08-202019-08-261680463.631662447.88-18351.36(-1.09%)335.66
1994.75
466.24%0
412019-07-302019-08-051721039.881680799.25-40584.45(-2.36%)343.83
2017.12
268.08%0
422019-07-162019-07-221787842.131721383.75-66815.80(-3.74%)357.36
2066.90
172.14%0
432019-07-092019-07-151628779.381788199.50159094.50(9.77%)325.67
2147.90
178.82%0
442019-07-022019-07-081674513.881629105.00-45743.35(-2.74%)334.37
1954.06
462.91%0
452019-06-252019-07-011593980.751674848.2580549.29(5.06%)318.18
2008.53
367.48%0
462019-06-032019-06-101673685.631594298.88-79721.37(-4.76%)334.63
1914.82
159.43%0
472019-05-272019-05-311597575.001674020.2576125.92(4.77%)319.43
2010.72
167.40%0
482019-05-132019-05-171517767.501597894.3879823.66(5.26%)303.27
1918.05
459.79%0
492019-04-242019-04-301697285.381518070.75-179553.57(-10.59%)339.06
1821.50
351.81%0
502019-04-172019-04-231677078.751697624.3820210.42(1.21%)335.22
2038.41
369.76%0
512019-04-102019-04-161808435.381677413.88-131383.01(-7.27%)361.55
2014.47
167.74%0
522019-04-022019-04-091778276.251808796.8830165.29(1.70%)355.35
2171.34
480.88%0
532019-03-262019-04-011762044.751778631.6316234.68(0.92%)352.27
2136.06
477.86%0
542019-03-192019-03-251662632.251762397.0099432.44(5.98%)332.32
2116.19
476.24%0
552019-03-122019-03-181579102.251662964.6383546.99(5.30%)315.42
1995.57
466.30%0
562019-03-052019-03-111552283.751579417.6326823.56(1.73%)310.23
1896.22
457.94%0
572019-02-262019-03-041541092.631552594.0011193.40(0.73%)307.94
1863.65
455.26%0
582019-02-192019-02-251459100.381541400.6382008.88(5.63%)291.45
1849.68
454.14%0
592019-02-122019-02-181396443.251459391.8862669.47(4.49%)279.13
1752.41
245.94%0
602019-01-292019-02-111475153.001396722.38-78725.60(-5.34%)294.88
1677.20
339.67%0
612019-01-082019-01-141476463.631475448.00-1310.68(-0.09%)294.94
1770.57
347.54%0
622018-12-212018-12-271319072.881476758.63157422.01(11.93%)263.80
1774.17
147.68%0
632018-12-142018-12-201378377.001319336.63-59315.52(-4.31%)275.21
1582.32
431.93%0
642018-11-302018-12-061362390.751378652.1315989.09(1.17%)272.17
1654.50
237.87%0
652018-11-162018-11-221308548.251362663.0053853.42(4.12%)261.38
1635.18
436.27%0
662018-11-092018-11-151239865.631308809.6368696.27(5.55%)247.73
1571.01
330.88%0
672018-11-022018-11-081073067.381240113.38166831.76(15.57%)214.32
1488.15
424.01%0
682018-10-262018-11-011103666.381073281.75-30605.11(-2.78%)220.43
1287.69
47.33%0
692018-10-192018-10-25983064.501103886.88120625.87(12.28%)196.50
1325.59
110.39%0
702018-09-202018-09-27975108.56983261.007957.72(0.82%)194.73
1179.55
4-1.67%0
712018-08-232018-08-29973400.44975303.251708.22(0.18%)194.58
1171.19
1-2.47%0
722018-08-162018-08-221010716.06973595.00-37323.06(-3.69%)202.02
1169.01
1-2.64%0
732018-08-092018-08-15929543.811010918.0681188.43(8.74%)185.78
1213.76
21.09%0
742018-08-022018-08-08929180.06929729.63363.73(0.04%)185.76
1116.55
1-7.03%0
752018-07-262018-08-01909029.94929365.8820154.37(2.22%)181.54
1115.00
4-7.06%0
762018-07-192018-07-25891359.81909211.5017674.08(1.99%)177.63
1088.50
3-9.08%0
772018-07-122018-07-18857734.63891537.4433631.54(3.93%)171.23
1069.24
4-10.85%0
782018-07-052018-07-11853604.00857905.884131.23(0.48%)170.62
1030.14
1-14.21%0
792018-06-282018-07-04818185.69853774.6335425.44(4.33%)163.49
1024.86
2-14.62%0
802018-06-132018-06-20981632.88818349.19-163479.41(-16.70%)195.74
979.66
1-18.17%0
812018-06-062018-06-121062975.00981828.63-81358.72(-7.66%)212.39
1178.37
1-1.82%0
822018-05-302018-06-051011046.251063187.3851939.01(5.14%)202.12
1276.81
16.32%0
832018-05-232018-05-291029710.691011248.38-18667.64(-1.82%)205.33
1211.31
41.12%0
842018-05-162018-05-221010684.881029916.0019029.15(1.88%)202.05
1236.85
12.99%0
852018-05-092018-05-151035122.561010886.88-24442.29(-2.37%)206.56
1211.73
41.09%0
862018-05-022018-05-081011111.131035329.1924016.00(2.38%)202.07
1242.98
13.53%0
872018-04-092018-04-131009087.811011313.192023.64(0.20%)201.76
1214.66
11.13%0
882018-03-292018-04-04971672.311009289.5637423.19(3.86%)194.03
1210.78
10.93%0
892018-03-222018-03-28999800.38971866.38-28133.62(-2.82%)199.68
1165.93
4-2.81%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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