600887 伊利股份 — 神奇九转 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥1.07M
策略: 神奇九转
K线 & 交易信号（策略收益 +6.71%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 19 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-03-12 |
2015-03-25 |
27.215342154 |
29.99997 |
¥10.2万 |
+10.20% |
卖出九转 |
| 2 |
2015-12-03 |
2015-12-25 |
15.319894589999999 |
17.07291 |
¥12.5万 |
+11.41% |
卖出九转 |
| 3 |
2016-09-08 |
2017-02-03 |
16.621584979999998 |
18.39159 |
¥13.0万 |
+10.62% |
卖出九转 |
| 4 |
2018-03-13 |
2018-09-26 |
31.020283294 |
24.825149999999997 |
¥-27.1万 |
-20.00% |
卖出九转 |
| 5 |
2019-09-27 |
2020-01-08 |
28.046421402999997 |
31.888080000000002 |
¥14.8万 |
+13.66% |
卖出九转 |
| 6 |
2020-03-20 |
2020-04-07 |
27.876200351999998 |
29.85 |
¥8.7万 |
+7.05% |
卖出九转 |
| 7 |
2021-01-22 |
2021-08-12 |
46.069826803 |
35.37459 |
¥-30.4万 |
-23.24% |
卖出九转 |
| 8 |
2021-08-25 |
2021-10-13 |
33.353312992999996 |
38.761199999999995 |
¥16.4万 |
+16.18% |
卖出九转 |
| 9 |
2021-11-30 |
2022-06-21 |
39.731595903999995 |
37.77219 |
¥-5.8万 |
-4.96% |
卖出九转 |
| 10 |
2022-07-14 |
2022-12-12 |
36.006758788000006 |
31.74822 |
¥-13.2万 |
-11.85% |
卖出九转 |
| 11 |
2023-03-20 |
2023-11-08 |
28.917552663999995 |
27.54243 |
¥-4.7万 |
-4.78% |
卖出九转 |
| 12 |
2023-12-12 |
2024-02-26 |
26.354223895999997 |
28.891080000000002 |
¥9.0万 |
+9.59% |
卖出九转 |
| 13 |
2024-04-08 |
2024-04-29 |
27.535758249999997 |
27.7722 |
¥8,463 |
+0.83% |
卖出九转 |
| 14 |
2024-06-07 |
2024-10-10 |
27.465667228999997 |
26.6 |
¥-3.3万 |
-3.18% |
卖出九转 |
| 15 |
2024-11-26 |
2025-02-24 |
28.316772483999994 |
27.66231 |
¥-2.4万 |
-2.34% |
卖出九转 |
| 16 |
2025-06-12 |
2025-11-21 |
28.486993534999996 |
29.180790000000002 |
¥2.4万 |
+2.40% |
卖出九转 |
| 17 |
2026-01-13 |
2026-05-14 |
27.776070322 |
27.802169999999997 |
¥641 |
+0.06% |
卖出九转 |
| 18 |
2026-05-28 |
2026-07-27 |
26.53445795 |
26.91306 |
¥1.4万 |
+1.40% |
卖出九转 |
| 19 |
2026-08-17 |
2026-09-02 |
25.443040622999995 |
26.613360000000004 |
¥4.6万 |
+4.57% |
卖出九转 |
逐笔成交记录（共 38 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-03-12 |
买入九转 |
买入 |
27.207179999999997 |
36600.0 |
¥99.6万 |
首仓入场 |
| 2015-03-25 |
卖出九转 |
卖出 |
29.99997 |
36600.0 |
¥1.10M |
|
| 2015-12-03 |
买入九转 |
买入 |
15.315299999999999 |
71300.0 |
¥1.09M |
首仓入场 |
| 2015-12-25 |
卖出九转 |
卖出 |
17.07291 |
71300.0 |
¥1.22M |
|
| 2016-09-08 |
买入九转 |
买入 |
16.6166 |
73400.0 |
¥1.22M |
首仓入场 |
| 2017-02-03 |
卖出九转 |
卖出 |
18.39159 |
73400.0 |
¥1.35M |
|
| 2018-03-13 |
买入九转 |
买入 |
31.010979999999996 |
43700.0 |
¥1.36M |
首仓入场 |
| 2018-09-26 |
卖出九转 |
卖出 |
24.825149999999997 |
43700.0 |
¥1.08M |
|
| 2019-09-27 |
买入九转 |
买入 |
28.03801 |
38500.0 |
¥1.08M |
首仓入场 |
| 2020-01-08 |
卖出九转 |
卖出 |
31.888080000000002 |
38500.0 |
¥1.23M |
|
| 2020-03-20 |
买入九转 |
买入 |
27.867839999999998 |
44100.0 |
¥1.23M |
首仓入场 |
| 2020-04-07 |
卖出九转 |
卖出 |
29.85 |
44100.0 |
¥1.32M |
|
| 2021-01-22 |
买入九转 |
买入 |
46.05600999999999 |
28400.0 |
¥1.31M |
首仓入场 |
| 2021-08-12 |
卖出九转 |
卖出 |
35.37459 |
28400.0 |
¥1.00M |
|
| 2021-08-25 |
买入九转 |
买入 |
33.343309999999995 |
30300.0 |
¥1.01M |
首仓入场 |
| 2021-10-13 |
卖出九转 |
卖出 |
38.761199999999995 |
30300.0 |
¥1.17M |
|
| 2021-11-30 |
买入九转 |
买入 |
39.71968 |
29500.0 |
¥1.17M |
首仓入场 |
| 2022-06-21 |
卖出九转 |
卖出 |
37.77219 |
29500.0 |
¥1.11M |
|
| 2022-07-14 |
买入九转 |
买入 |
35.995960000000004 |
31000.0 |
¥1.12M |
首仓入场 |
| 2022-12-12 |
卖出九转 |
卖出 |
31.74822 |
31000.0 |
¥98.4万 |
|
| 2023-03-20 |
买入九转 |
买入 |
28.908879999999996 |
34100.0 |
¥98.6万 |
首仓入场 |
| 2023-11-08 |
卖出九转 |
卖出 |
27.54243 |
34100.0 |
¥93.9万 |
|
| 2023-12-12 |
买入九转 |
买入 |
26.34632 |
35600.0 |
¥93.8万 |
首仓入场 |
| 2024-02-26 |
卖出九转 |
卖出 |
28.891080000000002 |
35600.0 |
¥1.03M |
|
| 2024-04-08 |
买入九转 |
买入 |
27.527499999999996 |
37100.0 |
¥1.02M |
首仓入场 |
| 2024-04-29 |
卖出九转 |
卖出 |
27.7722 |
37100.0 |
¥1.03M |
|
| 2024-06-07 |
买入九转 |
买入 |
27.457429999999995 |
37700.0 |
¥1.04M |
首仓入场 |
| 2024-10-10 |
卖出九转 |
卖出 |
26.6 |
37700.0 |
¥1.00M |
|
| 2024-11-26 |
买入九转 |
买入 |
28.308279999999996 |
35500.0 |
¥1.01M |
首仓入场 |
| 2025-02-24 |
卖出九转 |
卖出 |
27.66231 |
35500.0 |
¥98.2万 |
|
| 2025-06-12 |
买入九转 |
买入 |
28.478449999999995 |
34400.0 |
¥98.0万 |
首仓入场 |
| 2025-11-21 |
卖出九转 |
卖出 |
29.180790000000002 |
34400.0 |
¥1.00M |
|
| 2026-01-13 |
买入九转 |
买入 |
27.767739999999996 |
36100.0 |
¥1.00M |
首仓入场 |
| 2026-05-14 |
卖出九转 |
卖出 |
27.802169999999997 |
36100.0 |
¥1.00M |
|
| 2026-05-28 |
买入九转 |
买入 |
26.5265 |
37700.0 |
¥1.00M |
首仓入场 |
| 2026-07-27 |
卖出九转 |
卖出 |
26.91306 |
37700.0 |
¥1.01M |
|
| 2026-08-17 |
买入九转 |
买入 |
25.435409999999997 |
39800.0 |
¥1.01M |
首仓入场 |
| 2026-09-02 |
卖出九转 |
卖出 |
26.613360000000004 |
39800.0 |
¥1.06M |
|