量化策略1.0版本

交易日：2026-07-06 | 初始资金：200,000.00 元 | 自动生成：2026-07-06
每日归档 变化追踪 波动/回撤监控 历史报告

账户总览

科技ETF趋势轮动
tech_etf_trend_rotation
2026-07-06
累计两天后显示曲线
总资产199,865.32
当日盈亏首日
当日收益首日
累计收益-0.07%
仓位89.85%
科技龙头动量
tech_leader_momentum
2026-07-06
累计两天后显示曲线
总资产199,908.96
当日盈亏首日
当日收益首日
累计收益-0.05%
仓位60.72%
行业强弱轮动
industry_strength_rotation
2026-07-06
累计两天后显示曲线
总资产199,898.65
当日盈亏首日
当日收益首日
累计收益-0.05%
仓位67.60%
基准组合
benchmark_combo
2026-07-06
累计两天后显示曲线
总资产199,865.10
当日盈亏首日
当日收益首日
累计收益-0.07%
仓位89.99%

策略对比

策略总资产当日盈亏当日收益累计收益较基准超额近20日波动最大回撤仓位
科技ETF趋势轮动199,865.32首日首日-0.07%0.00%样本不足样本不足89.85%
科技龙头动量199,908.96首日首日-0.05%0.02%样本不足样本不足60.72%
行业强弱轮动199,898.65首日首日-0.05%0.02%样本不足样本不足67.60%
基准组合199,865.10首日首日-0.07%0.00%样本不足样本不足89.99%

策略内容与持仓

科技ETF趋势轮动
稳健科技主策略 · 主动策略
89.85%仓位
核心逻辑
在泛科技ETF池里做趋势轮动，优先选择中短期动量强、仍站在60日均线上的ETF。
标的范围
科创50、创业板、芯片、通信、人工智能、软件等科技主题ETF。
选择方式
用20日、60日、120日趋势加权打分，最多持有3只ETF；若科技趋势不足，切到现金管理ETF。
风控重点
单只ETF不超过40%，保留现金缓冲，偏向低换手、低个股风险。
当前持仓
标的数量成本价
159995.SZ
芯片ETF		 20600 2.9060
512760.SH
芯片ETF		 44000 1.3610
588000.SH
科创50ETF		 29300 2.0420
科技龙头动量
收益增强策略 · 主动策略
60.72%仓位
核心逻辑
在科技龙头股中寻找趋势强、流动性好、基本面没有明显恶化的个股。
标的范围
半导体、AI服务器、通信设备、软件服务、消费电子、智能汽车等泛科技龙头股。
选择方式
综合60日/120日动量、20日短期强度、成交额、波动率和营收/利润增速打分，最多持有4只股票。
风控重点
单股不超过15%，高价股需满足一手可买约束，波动和流动性异常时降权。
当前持仓
标的数量成本价
000725.SZ
京东方A		 5600 7.9800
600584.SH
长电科技		 400 92.7800
688012.SH
中微公司		 100 395.8400
行业强弱轮动
赛道轮动策略 · 主动策略
67.60%仓位
核心逻辑
先判断泛科技细分行业强弱，再在强势行业内选择最强个股。
标的范围
泛科技行业股票池，重点观察半导体、通信、AI、软件、机器人、创新药科技等方向。
选择方式
用行业内个股20日/60日表现、是否站上60日均线、成交额强度给行业和个股排序，最多选2个强行业、4只股票。
风控重点
控制行业集中度，避免单一热门赛道过度拥挤；若行业强度衰减，降低暴露。
当前持仓
标的数量成本价
600584.SH
长电科技		 400 92.7800
688008.SH
澜起科技		 100 256.2100
688012.SH
中微公司		 100 395.8400
688041.SH
海光信息		 100 328.2000
基准组合
比较基准 · 基准组合
89.99%仓位
核心逻辑
不是主动策略，用来判断前三个策略是否真的创造超额收益。
标的范围
科创50ETF、创业板ETF、芯片ETF、通信ETF、人工智能ETF等泛科技代表性ETF。
选择方式
按可获得标的做等权配置，作为泛科技beta基准。
风控重点
只用于对照，不作为主动调仓策略；若主动策略长期跑不赢基准，应降低复杂度。
当前持仓
标的数量成本价
159819.SZ
人工智能ETF		 10300 1.9840
159915.SZ
创业板ETF		 10100 3.9400
512760.SH
芯片ETF		 29300 1.3610
515880.SH
通信ETF		 52900 0.7550
588000.SH
科创50ETF		 19500 2.0420

今日虚拟成交

策略方向标的数量金额原因
科技ETF趋势轮动BUY159995.SZ 芯片ETF2060059,863.6020日动量26.7%, 60日动量66.6%, 120日趋势60.6%
科技ETF趋势轮动BUY512760.SH 芯片ETF4400059,884.0020日动量27.4%, 60日动量64.2%, 120日趋势61.1%
科技ETF趋势轮动BUY588000.SH 科创50ETF2930059,830.6020日动量21.3%, 60日动量43.3%, 120日趋势38.1%
科技龙头动量BUY000725.SZ 京东方A560044,688.00消费电子; 60日101.0%, 120日91.4%, 营收YoY0.0%, 利润YoY0.0%
科技龙头动量BUY600584.SH 长电科技40037,112.00半导体; 60日121.5%, 120日142.5%, 营收YoY0.0%, 利润YoY0.0%
科技龙头动量BUY688012.SH 中微公司10039,584.00半导体; 60日85.9%, 120日89.7%, 营收YoY0.0%, 利润YoY0.0%
行业强弱轮动BUY600584.SH 长电科技40037,112.00半导体强度; 20日32.2%, 60日121.5%, 成交额107.4亿
行业强弱轮动BUY688008.SH 澜起科技10025,621.00半导体强度; 20日14.2%, 60日84.0%, 成交额87.6亿
行业强弱轮动BUY688012.SH 中微公司10039,584.00半导体强度; 20日49.1%, 60日85.9%, 成交额53.0亿
行业强弱轮动BUY688041.SH 海光信息10032,820.00半导体强度; 20日26.4%, 60日43.7%, 成交额70.2亿
基准组合BUY159819.SZ 人工智能ETF1030020,435.20基准组合等权持有
基准组合BUY159915.SZ 创业板ETF1010039,794.00基准组合等权持有
基准组合BUY512760.SH 芯片ETF2930039,877.30基准组合等权持有
基准组合BUY515880.SH 通信ETF5290039,939.50基准组合等权持有
基准组合BUY588000.SH 科创50ETF1950039,819.00基准组合等权持有

当前持仓

策略标的数量成本价账户现金
科技ETF趋势轮动159995.SZ 芯片ETF206002.906020,287.12
科技ETF趋势轮动512760.SH 芯片ETF440001.361020,287.12
科技ETF趋势轮动588000.SH 科创50ETF293002.042020,287.12
科技龙头动量000725.SZ 京东方A56007.980078,524.96
科技龙头动量600584.SH 长电科技40092.780078,524.96
科技龙头动量688012.SH 中微公司100395.840078,524.96
行业强弱轮动600584.SH 长电科技40092.780064,761.65
行业强弱轮动688008.SH 澜起科技100256.210064,761.65
行业强弱轮动688012.SH 中微公司100395.840064,761.65
行业强弱轮动688041.SH 海光信息100328.200064,761.65
基准组合159819.SZ 人工智能ETF103001.984020,000.10
基准组合159915.SZ 创业板ETF101003.940020,000.10
基准组合512760.SH 芯片ETF293001.361020,000.10
基准组合515880.SH 通信ETF529000.755020,000.10
基准组合588000.SH 科创50ETF195002.042020,000.10

今日信号

策略标的目标权重信号理由
科技ETF趋势轮动159995.SZ 芯片ETF0.300020日动量26.7%, 60日动量66.6%, 120日趋势60.6%
科技ETF趋势轮动588000.SH 科创50ETF0.300020日动量25.7%, 60日动量48.5%, 120日趋势43.1%
科技ETF趋势轮动515000.SH 科技ETF0.300020日动量16.2%, 60日动量48.5%, 120日趋势49.6%
科技龙头动量688017.SH 绿的谐波0.2250机器人; 60日135.1%, 120日150.4%, 营收YoY0.0%, 利润YoY0.0%
科技龙头动量600584.SH 长电科技0.2250半导体; 60日121.5%, 120日142.5%, 营收YoY0.0%, 利润YoY0.0%
科技龙头动量000725.SZ 京东方A0.2250消费电子; 60日101.0%, 120日91.4%, 营收YoY0.0%, 利润YoY0.0%
科技龙头动量688012.SH 中微公司0.2250半导体; 60日85.9%, 120日89.7%, 营收YoY0.0%, 利润YoY0.0%
行业强弱轮动600584.SH 长电科技0.2250半导体强度; 20日32.2%, 60日121.5%, 成交额107.4亿
行业强弱轮动688012.SH 中微公司0.2250半导体强度; 20日49.1%, 60日85.9%, 成交额53.0亿
行业强弱轮动688008.SH 澜起科技0.2250半导体强度; 20日14.2%, 60日84.0%, 成交额87.6亿
行业强弱轮动688041.SH 海光信息0.2250半导体强度; 20日26.4%, 60日43.7%, 成交额70.2亿

复盘备注

这版看板会随着每日自动任务更新，并保留每天的 HTML/Markdown 归档。第一天只有持仓和成交；从第二个交易日起会显示日盈亏、日收益和曲线变化；累计样本更多后，近20日波动和最大回撤会更有参考价值。

数据质量与口径

数据行数：26035；本次拉取：1972；失败标的数：37
失败清单：300308.SZ 中际旭创: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
300502.SZ 新易盛: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf5
300394.SZ 天孚通信: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
601138.SH 工业富联: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
000977.SZ 浪潮信息: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
002371.SZ 北方华创: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688012.SH 中微公司: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688256.SH 寒武纪: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf5
688041.SH 海光信息: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688981.SH 中芯国际: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688008.SH 澜起科技: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
002156.SZ 通富微电: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
600584.SH 长电科技: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
002230.SZ 科大讯飞: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
600845.SH 宝信软件: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688111.SH 金山办公: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
300454.SZ 深信服: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf5
300124.SZ 汇川技术: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
002050.SZ 三花智控: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
601689.SH 拓普集团: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688017.SH 绿的谐波: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
002475.SZ 立讯精密: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
000725.SZ 京东方A: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
002241.SZ 歌尔股份: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
603501.SH 韦尔股份: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
300750.SZ 宁德时代: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
002594.SZ 比亚迪: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf5
601127.SH 赛力斯: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf5
002920.SZ 德赛西威: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688036.SH 传音控股: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
300866.SZ 安克创新: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
000063.SZ 中兴通讯: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688475.SH 萤石网络: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688169.SH 石头科技: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688271.SH 联影医疗: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
688235.SH 百济神州: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
600276.SH 恒瑞医药: ProxyError: HTTPSConnectionPool(host='push2his.eastmoney.com', port=443): Max retries exceeded with url: /api/qt/stock/kline/get?fields1=f1%2Cf2%2Cf3%2Cf4%2Cf5%2Cf6&fields2=f51%2Cf52%2Cf53%2Cf54%2Cf55%2Cf
指标口径：总资产来自每个虚拟账户收盘后权益；当日盈亏/收益对比上一条权益记录；近20日波动为日收益率标准差；最大回撤基于权益曲线；较基准超额对比“基准组合”的累计收益。