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资源轮动-磷化工策略简介:磷化工行业兼具资源和加工属性, 强景气周期下,行业上市公司业绩集体暴增,磷矿石资源类公司近期也颇受市场关注。原因一方面在于,磷化工产品价格持续走高。另一方面则是因为,特斯拉中国官网正式上线Model Y标准续航版。而国产Model Y标准续航版搭载的是宁德时代提供的磷酸铁锂电池。由此,磷酸铁锂重回锂电正极材料主流的观点重回业内。机构认为长期来看,需求端磷肥持续增长,磷酸铁锂带来额外增量,而供给侧在环保引导的下连续五年去产能,供应趋紧,价格上涨周期有望维持。(磷化工是指以磷矿石为原料,通过化学方法将矿石中的磷元素加工为磷肥、黄磷、磷酸和磷酸盐等产品,广泛应用于化肥、农药、日化、食品、电子、医疗和建材等行业,下游需求广阔。) 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/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
12022-06-24-2031439.882045249.88(持仓中)13404.29(0.66%)405.72
-
4104.52%0
22022-06-202022-06-232083968.132031845.50-52539.30(-2.52%)416.69
2440.55
2103.18%0
32022-06-142022-06-172222253.002084384.88-138311.77(-6.24%)443.62
2499.26
4108.44%0
42022-06-082022-06-132048557.252222696.50173729.81(8.49%)409.43
2668.75
4122.27%0
52022-06-012022-06-071953830.132048966.7594746.74(4.86%)389.88
2456.40
4104.90%0
62022-05-262022-05-311935320.381954220.0018513.26(0.96%)386.47
2344.31
495.42%0
72022-05-202022-05-251936903.501935706.75-1583.69(-0.08%)386.76
2321.93
493.57%0
82022-05-162022-05-191979023.881937290.38-42129.20(-2.13%)395.64
2326.58
493.73%0
92022-05-102022-05-131984066.501979419.50-5043.23(-0.25%)396.28
2374.94
497.94%0
102022-04-292022-05-091874002.001984462.88110086.32(5.88%)374.61
2383.06
498.45%0
112022-04-192022-04-222116820.501874376.63-242866.50(-11.49%)422.81
2248.63
487.44%0
122022-04-132022-04-182174285.752117243.25-57477.11(-2.65%)434.51
2541.66
4111.72%0
132022-04-072022-04-122172072.752174720.252213.55(0.10%)434.02
2610.45
4117.47%0
142022-03-302022-04-062242026.752172506.50-69967.93(-3.12%)447.89
2607.06
4117.25%0
152022-03-242022-03-292243330.502242474.50-1303.85(-0.06%)447.80
2689.03
4124.25%0
162022-03-182022-03-232160164.252243778.2583183.01(3.86%)431.07
2689.99
4124.38%0
172022-03-142022-03-172284204.752160595.25-124065.81(-5.44%)456.43
2593.38
4116.06%0
182022-03-082022-03-112547513.502284661.00-263361.72(-10.34%)509.25
2743.38
2128.47%0
192022-03-022022-03-072650748.502548022.75-103255.17(-3.90%)529.45
3057.08
4154.80%0
202022-02-242022-03-012612265.502651278.0038490.40(1.48%)521.70
3180.86
4165.13%0
212022-02-182022-02-232537304.002612787.5074976.54(2.96%)506.87
3135.56
4161.28%0
222022-02-142022-02-172461063.502537811.0076255.57(3.10%)491.95
3047.48
4153.78%0
232022-02-082022-02-112415167.752461555.5045905.03(1.90%)482.68
2955.30
4146.16%0
242022-01-142022-01-192410799.002415650.504369.40(0.18%)481.90
2900.68
4141.57%0
252022-01-102022-01-132325850.002411281.0084966.23(3.66%)464.85
2895.07
1141.13%0
262022-01-042022-01-072317074.502326314.758777.35(0.38%)462.82
2791.34
4132.63%0
272021-12-162021-12-212426329.752317537.50-109277.14(-4.51%)484.91
2782.24
3131.75%0
282021-12-102021-12-152419063.002426814.757268.86(0.30%)483.05
2911.12
4142.68%0
292021-12-062021-12-092438510.752419546.00-19452.16(-0.80%)487.34
2904.78
4141.95%0
302021-11-302021-12-032397454.002438998.2541065.06(1.71%)479.10
2927.96
2143.90%0
312021-11-242021-11-292442327.002397933.00-44882.30(-1.84%)488.16
2879.14
4139.79%0
322021-11-182021-11-232223250.252442815.25219121.15(9.87%)443.98
2930.88
4144.28%0
332021-11-122021-11-172418032.752223694.25-194821.80(-8.07%)483.11
2668.67
4122.37%0
342021-11-022021-11-052745328.502418516.00-327360.95(-11.94%)548.44
2901.95
4141.85%0
352021-10-272021-11-012861040.252745877.00-115734.65(-4.05%)571.26
3293.35
4174.59%0
362021-10-212021-10-262670999.002861611.50190078.55(7.12%)533.79
3435.57
4186.16%0
372021-10-152021-10-202470029.252671533.00201010.02(8.14%)493.77
3208.27
3167.15%0
382021-10-112021-10-142688060.252470523.00-218074.00(-8.13%)536.78
2963.22
4147.05%0
392021-09-222021-09-273129962.752688597.00-441991.52(-14.13%)625.76
3228.82
3168.86%0
402021-09-142021-09-172874583.753130588.50255430.36(8.89%)574.57
3759.15
4213.06%0
412021-09-082021-09-132682694.752875158.25191927.19(7.16%)536.40
3453.50
3187.52%0
422021-09-022021-09-072655290.502683231.0027410.24(1.03%)530.20
3218.61
4168.32%0
432021-08-272021-09-012104182.502655820.75551218.82(26.28%)419.47
3182.62
4165.58%0
442021-08-232021-08-261847844.382104602.00256388.64(13.90%)368.90
2524.53
4110.46%0
452021-08-172021-08-201931536.501848213.25-83708.68(-4.34%)385.44
2215.30
484.82%0
462021-08-112021-08-161619630.631931921.88311967.76(19.29%)323.53
2318.72
493.19%0
472021-08-052021-08-101560174.751619954.2559467.83(3.82%)311.59
1943.60
362.00%0
482021-07-302021-08-041734614.251560486.38-174474.14(-10.08%)346.12
1870.03
256.05%0
492021-07-262021-07-291943332.501734960.50-208760.33(-10.75%)388.40
2082.86
473.50%0
502021-07-202021-07-231841268.381943720.75102084.95(5.56%)367.45
2330.47
494.37%0
512021-07-142021-07-191793964.001841635.7547313.85(2.64%)357.94
2207.47
484.16%0
522021-07-082021-07-131491415.881794321.88302608.69(20.36%)297.26
2149.64
479.43%0
532021-07-022021-07-071327168.251491713.13164279.68(12.39%)265.24
1791.05
249.17%0
542021-06-282021-07-011254329.501327433.5072853.73(5.82%)250.31
1591.47
432.74%0
552021-06-222021-06-251252661.881254579.751667.50(0.13%)250.34
1506.15
225.46%0
562021-06-162021-06-211334914.881252912.25-82269.35(-6.17%)266.71
1503.65
425.29%0
572021-06-092021-06-151145039.501335181.63189913.72(16.62%)228.49
1601.03
433.52%0
582021-06-032021-06-081097491.001145268.0047557.85(4.34%)219.14
1373.84
414.53%0
592021-05-282021-06-021076495.631097710.1320999.59(1.95%)214.91
1316.49
49.77%0
602021-05-122021-05-171097602.251076710.50-21110.98(-1.93%)219.21
1291.75
27.67%0
612021-05-062021-05-111034264.131097821.5063350.59(6.13%)206.79
1318.60
29.78%0
622021-04-272021-04-301044722.131034470.94-10460.08(-1.00%)208.85
1242.26
13.45%0
632021-04-092021-04-141097470.751044931.00-52758.73(-4.82%)219.04
1252.68
34.49%0
642021-04-022021-04-081040387.131097689.7557094.57(5.49%)208.01
1318.41
19.77%0
652021-03-292021-04-011036897.881040595.133490.15(0.34%)207.13
1248.70
34.06%0
662021-03-232021-03-261084855.881037105.00-47967.40(-4.43%)216.46
1242.92
43.71%0
672021-03-172021-03-221086236.751085072.38-1381.30(-0.13%)216.88
1301.43
48.51%0
682021-03-112021-03-161009666.751086453.6376584.88(7.59%)201.92
1305.25
18.65%0
692021-03-052021-03-101060193.501009868.69-50536.77(-4.77%)211.96
1212.81
20.99%0
702021-03-012021-03-041061679.131060405.50-1485.84(-0.14%)212.26
1273.58
16.04%0
712021-02-232021-02-261103838.251061891.38-42167.39(-3.83%)220.46
1273.95
46.19%0
722021-02-102021-02-221002221.811104058.75101637.02(10.17%)199.89
1323.11
410.41%0
732021-02-042021-02-091010116.191002421.69-7896.16(-0.78%)201.70
1202.43
40.24%0
742021-01-292021-02-031033819.251010317.88-23707.72(-2.30%)206.35
1211.35
21.03%0
752021-01-252021-01-281019960.001034025.5613862.07(1.36%)203.50
1239.38
43.40%0
762021-01-192021-01-22999800.631020163.5620163.56(2.02%)199.36
1222.08
42.02%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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