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资源轮动2号(主投煤矿)策略简介:煤炭行业整体分红比例处于各行业前列,龙头公司股息率较高。主流公司盈利和现金流稳健性强,未分配利润处于历史高位,潜在分红能力大。疫情背景下煤炭市场坚挺,行业有望平稳有升,而因为国际贸易站原因,未来动力煤将成为国内稀缺资源,估值有望大幅提升。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:2021年04月19日继续持仓 请使用客户端浏览。
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注意: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
12021-04-152021-04-16 15:00持仓中1299718.731315018.6946114.55(3.64%)253.45
0.00
228.82%31.50%0
22021-04-092021-04-141313111.311268904.13-20762.89(-1.61%)257.67
1523.22
421.62%26.89%0
32021-04-022021-04-081237506.721289667.0028012.17(2.22%)252.15
1548.69
422.21%28.97%0
42021-03-292021-04-011294839.861261654.889194.78(0.73%)250.29
1514.90
417.23%26.17%0
52021-03-232021-03-261248563.481252460.13-42337.89(-3.28%)258.51
1502.37
415.93%25.25%0
62021-03-172021-03-221331326.001294798.00-29960.53(-2.26%)264.62
1553.93
425.45%29.48%0
72021-03-112021-03-161323649.361324758.6326143.71(2.01%)259.53
1590.78
227.37%32.48%0
82021-03-052021-03-101302194.701298614.88-16319.59(-1.24%)262.71
1558.89
422.18%29.86%0
92021-03-012021-03-041215839.551314934.38136171.32(11.57%)235.45
1578.26
325.27%31.49%0
102021-02-232021-02-261187255.171178763.00-31991.01(-2.64%)241.91
1415.07
421.42%17.88%0
112021-02-102021-02-221101085.481210754.13107532.33(9.76%)220.37
1453.29
428.42%21.08%0
122021-02-042021-02-091122801.371103221.88-61062.15(-5.25%)232.65
1324.49
214.51%10.32%0
132021-01-292021-02-031120991.001164284.00-18731.36(-1.58%)236.42
1397.98
217.55%16.43%0
142021-01-252021-01-281174706.731183015.382667.69(0.23%)235.87
1420.43
116.46%18.30%0
152021-01-192021-01-221170227.081180347.633165.55(0.27%)235.10
1416.36
416.20%18.03%0
162021-01-072021-01-121281900.761177182.13-99390.80(-7.79%)255.16
1413.67
216.57%17.72%0
172020-12-312021-01-061325859.191276572.88-74196.35(-5.50%)270.03
1533.33
330.40%27.66%0
182020-12-252020-12-301376151.601350769.2511051.94(0.83%)267.79
1622.30
238.09%35.08%0
192020-12-212020-12-241376263.541339717.38-29023.43(-2.12%)273.29
1607.19
437.85%33.97%0
202020-12-092020-12-141345478.601368740.7558580.28(4.47%)261.87
1643.80
142.39%36.87%0
212020-12-032020-12-081317728.101310160.50-50398.34(-3.71%)271.81
1572.58
436.30%31.02%0
222020-11-272020-12-021340914.021360558.8818800.75(1.40%)268.06
1633.19
345.38%36.06%0
232020-11-232020-11-261371656.961341758.1353714.02(4.18%)257.18
1609.79
445.83%34.18%0
242020-11-172020-11-201287328.451288044.13-7753.11(-0.60%)258.75
1545.39
445.41%28.80%0
252020-11-112020-11-161324722.621295797.253884.69(0.30%)258.07
1555.26
443.93%29.58%0
262020-11-052020-11-101252410.971291912.6339397.45(3.15%)250.17
1550.44
446.24%29.19%0
272020-10-302020-11-041195805.791252515.1334075.75(2.80%)243.60
1504.61
142.65%25.25%0
282020-10-202020-10-231239939.221218439.38-27487.65(-2.21%)248.79
1461.84
438.77%21.84%0
292020-10-142020-10-191188357.141245927.0044388.84(3.70%)239.97
1495.20
441.83%24.59%0
302020-09-302020-10-131140101.691201538.1340072.37(3.45%)232.08
1442.57
438.66%20.15%0
312020-09-182020-09-231168604.971161465.7526753.89(2.36%)226.86
1395.22
231.78%16.15%0
322020-09-082020-09-111154569.091134711.8824834.90(2.24%)221.93
1363.27
125.98%13.47%0
332020-09-022020-09-071117048.741109877.00-15681.56(-1.40%)224.78
1331.74
423.22%10.99%0
342020-08-212020-08-261145891.071125558.50-17158.73(-1.50%)228.21
1350.54
424.30%12.56%0
352020-08-172020-08-201131744.121142717.2525795.07(2.31%)223.01
1370.91
427.41%14.27%0
362020-08-052020-08-101145906.191116922.13-30380.37(-2.65%)229.28
1341.09
423.08%11.69%0
372020-07-302020-08-041127674.341147302.5013859.67(1.22%)226.40
1376.93
427.59%14.73%0
382020-07-242020-07-291127329.631133442.75-20275.40(-1.76%)230.55
1360.88
325.95%13.34%0
392020-07-142020-07-171230969.171153718.13-70542.53(-5.77%)244.46
1384.07
429.83%15.37%0
402020-07-082020-07-131249504.441224260.6321498.87(1.79%)240.33
1469.82
436.76%22.43%0
412020-07-022020-07-071028975.691202761.75216374.05(21.96%)197.05
1443.90
434.12%20.28%0
422020-06-242020-07-01998696.45986387.75-34760.87(-3.41%)204.13
1184.71
1-2.24%-1.36%0
432020-06-182020-06-231049748.681021148.6328099.11(2.83%)198.44
1226.06
41.21%2.11%0
442020-06-022020-06-051005461.15993049.56-6950.41(-0.70%)199.87
1192.56
3-0.57%-0.70%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。