A股 8万模拟盘系统
交易日：2026-09-09 · 生成日期：2026-09-09 · 仅用于模拟研究，不构成投资建议
当前权益
¥80,000.00现金
¥80,000.00持仓市值
¥0.00已实现盈亏
¥0.00大盘过滤
通过模拟成交
计划模式大盘过滤
- 上证指数 000001：收盘 3951.51 / MA 3936.385 / 站上均线 / 60日回撤 -5.08%
- 沪深300 000300：收盘 4572.6 / MA 4606.699 / 跌破均线 / 60日回撤 -9.63%
本轮模拟调仓单
| 方向 | 代码 | 名称 | 数量 | 价格 | 金额 | 费用 | 策略 | 原因 |
|---|---|---|---|---|---|---|---|---|
| BUY | 002973 | 侨银股份 | 600 | 12.753 | ¥7,651.80 | ¥5.08 | 小市值低换手轮动 | 目标组合建仓/补仓 |
| BUY | 002724 | 海洋王 | 1100 | 7.157 | ¥7,872.70 | ¥5.08 | 小市值低换手轮动 | 目标组合建仓/补仓 |
| BUY | 601212 | 白银有色 | 1100 | 7.097 | ¥7,806.70 | ¥5.08 | 主板趋势回踩 | 目标组合建仓/补仓 |
| BUY | 601609 | 金田股份 | 600 | 13.283 | ¥7,969.80 | ¥5.08 | 主板趋势回踩 | 目标组合建仓/补仓 |
| BUY | 002716 | 湖南白银 | 700 | 10.811 | ¥7,567.70 | ¥5.08 | 主板趋势回踩 | 目标组合建仓/补仓 |
| BUY | 515220 | 煤炭ETF | 11900 | 1.341 | ¥15,957.90 | ¥5.16 | ETF动量轮动 | 目标组合建仓/补仓 |
| BUY | 510880 | 红利ETF | 4500 | 3.503 | ¥15,763.50 | ¥5.16 | ETF动量轮动 | 目标组合建仓/补仓 |
当前持仓
暂无数据
ETF动量轮动
| 排名 | 代码 | 名称 | 价格 | 分数 | 行业 | 指标 |
|---|---|---|---|---|---|---|
| 1 | 515220 | 煤炭ETF | 1.340 | 0.5181 | ETF | ret20_pct=7.37; ret60_pct=9.39; dist_ma20_pct=3.14; atr_pct=3.11; amount20_yi=0.0 |
| 2 | 510880 | 红利ETF | 3.500 | 0.4826 | ETF | ret20_pct=5.96; ret60_pct=9.51; dist_ma20_pct=2.71; atr_pct=1.59; amount20_yi=0.0 |
| 3 | 512800 | 银行ETF | 0.840 | 0.3907 | ETF | ret20_pct=5.0; ret60_pct=6.06; dist_ma20_pct=1.94; atr_pct=1.43; amount20_yi=0.0 |
| 4 | 512660 | 军工ETF | 1.180 | 0.2519 | ETF | ret20_pct=2.08; ret60_pct=-6.87; dist_ma20_pct=4.02; atr_pct=1.94; amount20_yi=0.0 |
主板趋势回踩
| 排名 | 代码 | 名称 | 价格 | 分数 | 行业 | 指标 |
|---|---|---|---|---|---|---|
| 1 | 601212 | 白银有色 | 7.090 | 0.7396 | 未分类 | amount_yi=30.0; turnover=5.83; ret20_pct=22.66; dist_ma10_pct=-0.04; dist_ma20_pct=8.51; drawdown20_pct=-7.08; atr_pct=7.6 |
| 2 | 601609 | 金田股份 | 13.270 | 0.627 | 未分类 | amount_yi=6.24; turnover=2.69; ret20_pct=30.23; dist_ma10_pct=-0.87; dist_ma20_pct=3.08; drawdown20_pct=-3.91; atr_pct=4.35 |
| 3 | 002716 | 湖南白银 | 10.800 | 0.5599 | 未分类 | amount_yi=22.74; turnover=9.23; ret20_pct=10.43; dist_ma10_pct=-2.36; dist_ma20_pct=2.84; drawdown20_pct=-7.3; atr_pct=7.63 |
| 4 | 601233 | 桐昆股份 | 24.970 | 0.5542 | 未分类 | amount_yi=9.42; turnover=1.6; ret20_pct=7.03; dist_ma10_pct=-4.69; dist_ma20_pct=0.13; drawdown20_pct=-9.73; atr_pct=5.67 |
| 5 | 600186 | 莲花控股 | 12.030 | 0.5509 | 未分类 | amount_yi=23.69; turnover=10.84; ret20_pct=5.07; dist_ma10_pct=0.32; dist_ma20_pct=1.36; drawdown20_pct=-8.38; atr_pct=6.44 |
| 6 | 002017 | 东信和平 | 16.440 | 0.5403 | 未分类 | amount_yi=8.59; turnover=8.94; ret20_pct=17.85; dist_ma10_pct=-0.77; dist_ma20_pct=5.97; drawdown20_pct=-3.97; atr_pct=7.23 |
| 7 | 600330 | 天通股份 | 29.360 | 0.5174 | 未分类 | amount_yi=33.38; turnover=9.03; ret20_pct=21.12; dist_ma10_pct=4.12; dist_ma20_pct=6.8; drawdown20_pct=-2.39; atr_pct=6.74 |
| 8 | 002274 | 华昌化工 | 6.620 | 0.4981 | 未分类 | amount_yi=7.04; turnover=11.14; ret20_pct=19.49; dist_ma10_pct=4.38; dist_ma20_pct=9.7; drawdown20_pct=-7.02; atr_pct=5.46 |
| 9 | 600256 | 广汇能源 | 7.420 | 0.4894 | 未分类 | amount_yi=13.4; turnover=2.85; ret20_pct=25.98; dist_ma10_pct=9.5; dist_ma20_pct=15.51; drawdown20_pct=0.0; atr_pct=3.68 |
| 10 | 605277 | 新亚电子 | 17.360 | 0.4674 | 未分类 | amount_yi=6.62; turnover=9.73; ret20_pct=14.44; dist_ma10_pct=1.53; dist_ma20_pct=7.68; drawdown20_pct=-5.24; atr_pct=5.13 |
| 11 | 002015 | 协鑫能科 | 16.430 | 0.4553 | 未分类 | amount_yi=15.01; turnover=5.61; ret20_pct=6.83; dist_ma10_pct=-2.1; dist_ma20_pct=2.51; drawdown20_pct=-5.68; atr_pct=6.05 |
| 12 | 000923 | 河钢资源 | 18.550 | 0.4533 | 未分类 | amount_yi=10.9; turnover=9.34; ret20_pct=24.0; dist_ma10_pct=10.44; dist_ma20_pct=15.51; drawdown20_pct=0.0; atr_pct=4.22 |
| 13 | 600096 | 云天化 | 31.620 | 0.4529 | 未分类 | amount_yi=12.69; turnover=2.21; ret20_pct=6.04; dist_ma10_pct=1.21; dist_ma20_pct=3.74; drawdown20_pct=-1.06; atr_pct=3.23 |
| 14 | 000998 | 隆平高科 | 10.020 | 0.452 | 未分类 | amount_yi=9.03; turnover=6.86; ret20_pct=22.64; dist_ma10_pct=5.29; dist_ma20_pct=10.33; drawdown20_pct=-1.28; atr_pct=5.8 |
| 15 | 601952 | 苏垦农发 | 10.280 | 0.441 | 未分类 | amount_yi=7.93; turnover=5.54; ret20_pct=24.91; dist_ma10_pct=7.46; dist_ma20_pct=12.6; drawdown20_pct=-2.93; atr_pct=5.43 |
小市值低换手轮动
| 排名 | 代码 | 名称 | 价格 | 分数 | 行业 | 指标 |
|---|---|---|---|---|---|---|
| 1 | 002973 | 侨银股份 | 12.740 | 0.8305 | 未分类 | mcap_yi=40.47; amount_yi=1.06; turnover=2.61; ret20_pct=2.82; dist_ma60_pct=16.69; atr_pct=4.52 |
| 2 | 002724 | 海洋王 | 7.150 | 0.7713 | 未分类 | mcap_yi=40.5; amount_yi=1.08; turnover=2.63; ret20_pct=27.68; dist_ma60_pct=27.6; atr_pct=4.8 |
| 3 | 603918 | 金桥信息 | 11.050 | 0.7632 | 未分类 | mcap_yi=40.34; amount_yi=0.84; turnover=2.09; ret20_pct=-8.9; dist_ma60_pct=6.13; atr_pct=3.87 |
| 4 | 002187 | 广百股份 | 6.000 | 0.7576 | 未分类 | mcap_yi=42.05; amount_yi=1.24; turnover=2.96; ret20_pct=9.69; dist_ma60_pct=16.01; atr_pct=3.12 |
| 5 | 603559 | 中通国脉 | 10.180 | 0.7349 | 未分类 | mcap_yi=40.85; amount_yi=2.4; turnover=5.76; ret20_pct=14.38; dist_ma60_pct=15.25; atr_pct=6.47 |
| 6 | 002688 | 金河生物 | 5.490 | 0.7266 | 未分类 | mcap_yi=41.01; amount_yi=0.91; turnover=2.2; ret20_pct=4.57; dist_ma60_pct=8.01; atr_pct=3.06 |
| 7 | 600228 | 返利科技 | 9.920 | 0.7224 | 未分类 | mcap_yi=41.27; amount_yi=1.76; turnover=4.22; ret20_pct=19.09; dist_ma60_pct=25.78; atr_pct=5.51 |
| 8 | 000822 | 山东海化 | 4.660 | 0.7186 | 未分类 | mcap_yi=41.71; amount_yi=0.96; turnover=2.3; ret20_pct=5.91; dist_ma60_pct=9.48; atr_pct=3.02 |
| 9 | 000007 | 全新好 | 11.770 | 0.7142 | 未分类 | mcap_yi=40.78; amount_yi=0.91; turnover=2.24; ret20_pct=8.68; dist_ma60_pct=4.85; atr_pct=4.18 |
| 10 | 600628 | 新世界 | 6.630 | 0.7071 | 未分类 | mcap_yi=42.89; amount_yi=0.87; turnover=2.05; ret20_pct=6.76; dist_ma60_pct=9.98; atr_pct=2.08 |
| 11 | 603607 | 京华激光 | 22.740 | 0.7009 | 未分类 | mcap_yi=40.59; amount_yi=0.96; turnover=2.38; ret20_pct=0.44; dist_ma60_pct=2.99; atr_pct=3.4 |
| 12 | 603926 | 铁流股份 | 17.750 | 0.6999 | 未分类 | mcap_yi=40.97; amount_yi=1.24; turnover=3.0; ret20_pct=1.08; dist_ma60_pct=6.7; atr_pct=4.38 |
| 13 | 600333 | 长春燃气 | 7.170 | 0.699 | 未分类 | mcap_yi=43.67; amount_yi=1.1; turnover=2.54; ret20_pct=15.46; dist_ma60_pct=21.63; atr_pct=2.68 |
| 14 | 603178 | 圣龙股份 | 17.280 | 0.6981 | 未分类 | mcap_yi=40.85; amount_yi=1.27; turnover=3.11; ret20_pct=-0.58; dist_ma60_pct=5.81; atr_pct=3.66 |
| 15 | 000716 | 黑芝麻 | 5.730 | 0.6891 | 未分类 | mcap_yi=42.16; amount_yi=3.19; turnover=7.56; ret20_pct=16.46; dist_ma60_pct=20.65; atr_pct=5.98 |
查看原始 JSON
{
"asof_date": "2026-09-09",
"generated_at": "2026-09-09",
"executed": false,
"snapshot_meta": {
"source": "tencent-fallback",
"cached": false,
"at": "2026-09-09 15:10:10",
"total": 5641,
"warning": "东方财富截面失败，使用腾讯备用源；行业与主力流入字段较弱。Eastmoney=Remote end closed connection without response"
},
"market_filter": {
"enabled": true,
"ok": true,
"need_at_least_ok": 1,
"ok_count": 1,
"items": [
{
"code": "000001",
"name": "上证指数",
"close": 3951.51,
"ma": 3936.385,
"drawdown60_pct": -5.08,
"ok": true,
"message": "站上均线"
},
{
"code": "000300",
"name": "沪深300",
"close": 4572.6,
"ma": 4606.699,
"drawdown60_pct": -9.63,
"ok": false,
"message": "跌破均线"
}
]
},
"account": {
"initial_cash": 80000.0,
"cash": 80000.0,
"realized_pnl": 0.0,
"last_equity": 80000.0,
"peak_equity": 80000.0,
"positions_value": 0.0
},
"positions": [],
"orders": [
{
"side": "BUY",
"code": "002973",
"name": "侨银股份",
"qty": 600,
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"amount": 7651.8,
"fees": 5.08,
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"reason": "目标组合建仓/补仓"
},
{
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},
{
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"reason": "目标组合建仓/补仓"
},
{
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},
{
"side": "BUY",
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"name": "湖南白银",
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"price": 10.811,
"amount": 7567.7,
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},
{
"side": "BUY",
"code": "515220",
"name": "煤炭ETF",
"qty": 11900,
"price": 1.341,
"amount": 15957.9,
"fees": 5.16,
"strategy": "etf_momentum",
"reason": "目标组合建仓/补仓"
},
{
"side": "BUY",
"code": "510880",
"name": "红利ETF",
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"amount": 15763.5,
"fees": 5.16,
"strategy": "etf_momentum",
"reason": "目标组合建仓/补仓"
}
],
"notes": [],
"selections": {
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{
"strategy": "smallcap_low_turnover",
"code": "002973",
"name": "侨银股份",
"price": 12.74,
"snapshot_price": 12.74,
"score": 0.8305,
"industry": "未分类",
"board": "MAINBOARD",
"metrics": {
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"amount_yi": 1.06,
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"ret20_pct": 2.82,
"dist_ma60_pct": 16.69,
"atr_pct": 4.52
},
"reasons": [
"小市值排序靠前",
"换手率温和偏低",
"收盘价未跌破60日均线",
"20日涨幅不过热"
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},
{
"strategy": "smallcap_low_turnover",
"code": "002724",
"name": "海洋王",
"price": 7.15,
"snapshot_price": 7.15,
"score": 0.7713,
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},
"reasons": [
"小市值排序靠前",
"换手率温和偏低",
"收盘价未跌破60日均线",
"20日涨幅不过热"
]
}
],
"mainboard_trend_pullback": [
{
"strategy": "mainboard_trend_pullback",
"code": "601212",
"name": "白银有色",
"price": 7.09,
"snapshot_price": 7.09,
"score": 0.7396,
"industry": "未分类",
"board": "MAINBOARD",
"metrics": {
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"turnover": 5.83,
"ret20_pct": 22.66,
"dist_ma10_pct": -0.04,
"dist_ma20_pct": 8.51,
"drawdown20_pct": -7.08,
"atr_pct": 7.6
},
"reasons": [
"5日/20日/60日趋势向上",
"20日涨幅适中",
"价格接近10日或20日均线，偏右侧回踩",
"ATR 波动未超过风控上限"
]
},
{
"strategy": "mainboard_trend_pullback",
"code": "601609",
"name": "金田股份",
"price": 13.27,
"snapshot_price": 13.27,
"score": 0.627,
"industry": "未分类",
"board": "MAINBOARD",
"metrics": {
"amount_yi": 6.24,
"turnover": 2.69,
"ret20_pct": 30.23,
"dist_ma10_pct": -0.87,
"dist_ma20_pct": 3.08,
"drawdown20_pct": -3.91,
"atr_pct": 4.35
},
"reasons": [
"5日/20日/60日趋势向上",
"20日涨幅适中",
"价格接近10日或20日均线，偏右侧回踩",
"ATR 波动未超过风控上限"
]
},
{
"strategy": "mainboard_trend_pullback",
"code": "002716",
"name": "湖南白银",
"price": 10.8,
"snapshot_price": 10.8,
"score": 0.5599,
"industry": "未分类",
"board": "MAINBOARD",
"metrics": {
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"turnover": 9.23,
"ret20_pct": 10.43,
"dist_ma10_pct": -2.36,
"dist_ma20_pct": 2.84,
"drawdown20_pct": -7.3,
"atr_pct": 7.63
},
"reasons": [
"5日/20日/60日趋势向上",
"20日涨幅适中",
"价格接近10日或20日均线，偏右侧回踩",
"ATR 波动未超过风控上限"
]
}
],
"etf_momentum": [
{
"strategy": "etf_momentum",
"code": "515220",
"name": "煤炭ETF",
"price": 1.34,
"score": 0.5181,
"industry": "ETF",
"board": "ETF",
"metrics": {
"ret20_pct": 7.37,
"ret60_pct": 9.39,
"dist_ma20_pct": 3.14,
"atr_pct": 3.11,
"amount20_yi": 0.0
},
"reasons": [
"ETF 收盘价站上20日均线",
"20日动量为正",
"按20日/60日动量排序"
]
},
{
"strategy": "etf_momentum",
"code": "510880",
"name": "红利ETF",
"price": 3.5,
"score": 0.4826,
"industry": "ETF",
"board": "ETF",
"metrics": {
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"ret60_pct": 9.51,
"dist_ma20_pct": 2.71,
"atr_pct": 1.59,
"amount20_yi": 0.0
},
"reasons": [
"ETF 收盘价站上20日均线",
"20日动量为正",
"按20日/60日动量排序"
]
}
]
},
"candidates": {
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{
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"name": "侨银股份",
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"industry": "未分类",
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"metrics": {
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"dist_ma60_pct": 16.69,
"atr_pct": 4.52
},
"reasons": [
"小市值排序靠前",
"换手率温和偏低",
"收盘价未跌破60日均线",
"20日涨幅不过热"
]
},
{
"strategy": "smallcap_low_turnover",
"code": "002724",
"name": "海洋王",
"price": 7.15,
"snapshot_price": 7.15,
"score": 0.7713,
"industry": "未分类",
"board": "MAINBOARD",
"metrics": {
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"amount_yi": 1.08,
"turnover": 2.63,
"ret20_pct": 27.68,
"dist_ma60_pct": 27.6,
"atr_pct": 4.8
},
"reasons": [
"小市值排序靠前",
"换手率温和偏低",
"收盘价未跌破60日均线",
"20日涨幅不过热"
]
},
{
"strategy": "smallcap_low_turnover",
"code": "603918",
"name": "金桥信息",
"price": 11.05,
"snapshot_price": 11.05,
"score": 0.7632,
"industry": "未分类",
"board": "MAINBOARD",
"metrics": {
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"amount_yi": 0.84,
"turnover": 2.09,
"ret20_pct": -8.9,
"dist_ma60_pct": 6.13,
"atr_pct": 3.87
},
"reasons": [
"小市值排序靠前",
"换手率温和偏低",
"收盘价未跌破60日均线",
"20日涨幅不过热"
]
},
{
"strategy": "smallcap_low_turnover",
"code": "002187",
"name": "广百股份",
"price": 6.0,
"snapshot_price": 6.0,
"score": 0.7576,
"industry": "未分类",
"board": "MAINBOARD",
"metrics": {
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"amount_yi": 1.24,
"turnover": 2.96,
"ret20_pct": 9.69,
"dist_ma60_pct": 16.01,
"atr_pct": 3.12
},
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