diff --git a/zhangfei-technical/02-algorithms/dual_ma_strategy.py b/zhangfei-technical/02-algorithms/dual_ma_strategy.py
new file mode 100644
index 000000000..0f87fc4b1
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+++ b/zhangfei-technical/02-algorithms/dual_ma_strategy.py
@@ -0,0 +1,317 @@
+"""
+Dual Moving Average (双均线) Strategy
+
+Classic trend-following strategy:
+- Golden Cross: Short MA crosses above Long MA → BUY
+- Death Cross: Short MA crosses below Long MA → SELL
+
+Author: Zhang Fei
+Date: 2026-05-11
+"""
+
+import numpy as np
+import pandas as pd
+from typing import Dict, List, Tuple, Optional
+from dataclasses import dataclass
+from datetime import datetime
+import logging
+
+logging.basicConfig(level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s')
+logger = logging.getLogger(__name__)
+
+
+@dataclass
+class Trade:
+    code: str
+    entry_date: datetime
+    exit_date: Optional[datetime]
+    entry_price: float
+    exit_price: Optional[float]
+    direction: int
+    shares: int
+    entry_value: float
+    exit_value: Optional[float]
+    profit: Optional[float]
+    profit_pct: Optional[float]
+    hold_days: Optional[int]
+    strategy: str
+
+
+@dataclass
+class BacktestResult:
+    strategy: str
+    start_date: datetime
+    end_date: datetime
+    initial_capital: float
+    final_capital: float
+    total_return: float
+    annual_return: float
+    max_drawdown: float
+    sharpe_ratio: float
+    win_rate: float
+    total_trades: int
+    win_trades: int
+    loss_trades: int
+    avg_profit_pct: float
+    avg_win_pct: float
+    avg_loss_pct: float
+    trades: List[Trade]
+
+
+class DualMAStrategy:
+    def __init__(self, short_period: int = 5, long_period: int = 20):
+        self.short_period = short_period
+        self.long_period = long_period
+        self.name = f"Dual_MA_{short_period}_{long_period}"
+    
+    def calculate_indicators(self, df: pd.DataFrame) -> pd.DataFrame:
+        df = df.copy()
+        df['ma_short'] = df['close'].rolling(window=self.short_period, min_periods=1).mean()
+        df['ma_long'] = df['close'].rolling(window=self.long_period, min_periods=1).mean()
+        return df
+    
+    def generate_signals(self, df: pd.DataFrame) -> pd.DataFrame:
+        df = self.calculate_indicators(df)
+        
+        # Generate cross signals
+        df['ma_prev_short'] = df['ma_short'].shift(1)
+        df['ma_prev_long'] = df['ma_long'].shift(1)
+        
+        # Golden Cross: Short MA crosses above Long MA
+        df['golden_cross'] = (
+            (df['ma_prev_short'] <= df['ma_prev_long']) & 
+            (df['ma_short'] > df['ma_long'])
+        ).astype(int)
+        
+        # Death Cross: Short MA crosses below Long MA
+        df['death_cross'] = (
+            (df['ma_prev_short'] >= df['ma_prev_long']) & 
+            (df['ma_short'] < df['ma_long'])
+        ).astype(int)
+        
+        df['signal'] = 0
+        df.loc[df['golden_cross'] == 1, 'signal'] = 1
+        df.loc[df['death_cross'] == 1, 'signal'] = -1
+        
+        return df
+
+
+class DualMABacktester:
+    def __init__(self, initial_capital: float = 100000.0, 
+                 short_period: int = 5, 
+                 long_period: int = 20,
+                 commission: float = 0.0003,
+                 slipage: float = 0.001):
+        self.initial_capital = initial_capital
+        self.commission = commission
+        self.slipage = slipage
+        self.strategy = DualMAStrategy(short_period, long_period)
+        
+    def run_single_stock(self, df: pd.DataFrame, code: str) -> BacktestResult:
+        df = df.sort_values('date').reset_index(drop=True)
+        df = self.strategy.generate_signals(df)
+        
+        capital = self.initial_capital
+        position = 0
+        trades = []
+        current_trade = None
+        
+        for i, row in df.iterrows():
+            # Entry
+            if row['signal'] == 1 and position == 0:
+                entry_price = row['close'] * (1 + self.slipage)
+                shares = int(capital / entry_price)
+                if shares > 0:
+                    entry_value = shares * entry_price
+                    commission_fee = entry_value * self.commission
+                    capital -= (entry_value + commission_fee)
+                    position = shares
+                    current_trade = Trade(
+                        code=code,
+                        entry_date=row['date'],
+                        exit_date=None,
+                        entry_price=entry_price,
+                        exit_price=None,
+                        direction=1,
+                        shares=shares,
+                        entry_value=entry_value,
+                        exit_value=None,
+                        profit=None,
+                        profit_pct=None,
+                        hold_days=None,
+                        strategy=self.strategy.name
+                    )
+            
+            # Exit
+            elif row['signal'] == -1 and position > 0 and current_trade is not None:
+                exit_price = row['close'] * (1 - self.slipage)
+                exit_value = position * exit_price
+                commission_fee = exit_value * self.commission
+                capital += (exit_value - commission_fee)
+                
+                current_trade.exit_date = row['date']
+                current_trade.exit_price = exit_price
+                current_trade.exit_value = exit_value
+                current_trade.profit = exit_value - current_trade.entry_value - commission_fee - (current_trade.entry_value * self.commission)
+                current_trade.profit_pct = (exit_price - current_trade.entry_price) / current_trade.entry_price
+                current_trade.hold_days = (row['date'] - current_trade.entry_date).days
+                
+                trades.append(current_trade)
+                position = 0
+                current_trade = None
+        
+        # Close remaining position at end
+        if position > 0 and current_trade is not None:
+            last_row = df.iloc[-1]
+            exit_price = last_row['close']
+            exit_value = position * exit_price
+            commission_fee = exit_value * self.commission
+            capital += (exit_value - commission_fee)
+            
+            current_trade.exit_date = last_row['date']
+            current_trade.exit_price = exit_price
+            current_trade.exit_value = exit_value
+            current_trade.profit = exit_value - current_trade.entry_value - commission_fee - (current_trade.entry_value * self.commission)
+            current_trade.profit_pct = (exit_price - current_trade.entry_price) / current_trade.entry_price
+            current_trade.hold_days = (last_row['date'] - current_trade.entry_date).days
+            
+            trades.append(current_trade)
+        
+        return self._calculate_metrics(trades, df)
+    
+    def _calculate_metrics(self, trades: List[Trade], df: pd.DataFrame) -> BacktestResult:
+        if len(trades) == 0:
+            return BacktestResult(
+                strategy=self.strategy.name,
+                start_date=df['date'].min(),
+                end_date=df['date'].max(),
+                initial_capital=self.initial_capital,
+                final_capital=self.initial_capital,
+                total_return=0.0,
+                annual_return=0.0,
+                max_drawdown=0.0,
+                sharpe_ratio=0.0,
+                win_rate=0.0,
+                total_trades=0,
+                win_trades=0,
+                loss_trades=0,
+                avg_profit_pct=0.0,
+                avg_win_pct=0.0,
+                avg_loss_pct=0.0,
+                trades=[]
+            )
+        
+        final_capital = self.initial_capital + sum(t.profit or 0 for t in trades)
+        total_return = (final_capital - self.initial_capital) / self.initial_capital
+        
+        days = (df['date'].max() - df['date'].min()).days
+        annual_return = (1 + total_return) ** (365 / days) - 1 if days > 0 else 0
+        
+        win_trades = [t for t in trades if (t.profit or 0) > 0]
+        loss_trades = [t for t in trades if (t.profit or 0) <= 0]
+        
+        win_rate = len(win_trades) / len(trades) if trades else 0
+        avg_profit_pct = np.mean([t.profit_pct or 0 for t in trades])
+        avg_win_pct = np.mean([t.profit_pct or 0 for t in win_trades]) if win_trades else 0
+        avg_loss_pct = np.mean([t.profit_pct or 0 for t in loss_trades]) if loss_trades else 0
+        
+        # Simple max drawdown calculation
+        cumulative = self.initial_capital
+        max_cumulative = cumulative
+        max_drawdown = 0.0
+        
+        for trade in trades:
+            cumulative += trade.profit or 0
+            if cumulative > max_cumulative:
+                max_cumulative = cumulative
+            drawdown = (max_cumulative - cumulative) / max_cumulative
+            if drawdown > max_drawdown:
+                max_drawdown = drawdown
+        
+        # Sharpe ratio (simplified)
+        daily_returns = [t.profit_pct / t.hold_days for t in trades if t.hold_days and t.hold_days > 0]
+        sharpe_ratio = np.sqrt(252) * np.mean(daily_returns) / np.std(daily_returns) if len(daily_returns) > 1 and np.std(daily_returns) > 0 else 0
+        
+        return BacktestResult(
+            strategy=self.strategy.name,
+            start_date=df['date'].min(),
+            end_date=df['date'].max(),
+            initial_capital=self.initial_capital,
+            final_capital=final_capital,
+            total_return=total_return,
+            annual_return=annual_return,
+            max_drawdown=max_drawdown,
+            sharpe_ratio=sharpe_ratio,
+            win_rate=win_rate,
+            total_trades=len(trades),
+            win_trades=len(win_trades),
+            loss_trades=len(loss_trades),
+            avg_profit_pct=avg_profit_pct,
+            avg_win_pct=avg_win_pct,
+            avg_loss_pct=avg_loss_pct,
+            trades=trades
+        )
+
+
+def load_sample_data(code: str = '510300.SH', 
+                    start_date: str = '2023-01-01',
+                    end_date: str = '2024-12-31') -> pd.DataFrame:
+    """Load sample data for testing"""
+    np.random.seed(42)
+    dates = pd.date_range(start=start_date, end=end_date, freq='B')
+    n = len(dates)
+    
+    # Generate synthetic price data with trend
+    base_price = 4.0
+    returns = np.random.normal(0.0005, 0.015, n)
+    prices = base_price * np.cumprod(1 + returns)
+    
+    df = pd.DataFrame({
+        'date': dates,
+        'open': prices * (1 + np.random.normal(0, 0.002, n)),
+        'high': prices * (1 + np.random.normal(0.005, 0.003, n)),
+        'low': prices * (1 - np.random.normal(0.005, 0.003, n)),
+        'close': prices,
+        'volume': np.random.randint(1000000, 10000000, n)
+    })
+    
+    return df
+
+
+def main():
+    # Sample backtest
+    logger.info("Starting Dual MA Strategy Backtest...")
+    
+    df = load_sample_data()
+    logger.info(f"Loaded {len(df)} days of data")
+    
+    backtester = DualMABacktester(
+        initial_capital=100000.0,
+        short_period=5,
+        long_period=20
+    )
+    
+    result = backtester.run_single_stock(df, '510300.SH')
+    
+    logger.info(f"Strategy: {result.strategy}")
+    logger.info(f"Period: {result.start_date.date()} to {result.end_date.date()}")
+    logger.info(f"Initial Capital: {result.initial_capital:.2f}")
+    logger.info(f"Final Capital: {result.final_capital:.2f}")
+    logger.info(f"Total Return: {result.total_return*100:.2f}%")
+    logger.info(f"Annual Return: {result.annual_return*100:.2f}%")
+    logger.info(f"Max Drawdown: {result.max_drawdown*100:.2f}%")
+    logger.info(f"Sharpe Ratio: {result.sharpe_ratio:.2f}")
+    logger.info(f"Win Rate: {result.win_rate*100:.2f}%")
+    logger.info(f"Total Trades: {result.total_trades}")
+    logger.info(f"Win/Loss: {result.win_trades}/{result.loss_trades}")
+    logger.info(f"Avg Profit %: {result.avg_profit_pct*100:.2f}%")
+    
+    # Print first 5 trades
+    logger.info("\nFirst 5 Trades:")
+    for i, trade in enumerate(result.trades[:5]):
+        logger.info(f"  {i+1}. {trade.entry_date.date()} -> {trade.exit_date.date()}: "
+                   f"{trade.profit_pct*100:+.2f}% (hold {trade.hold_days} days)")
+
+
+if __name__ == '__main__':
+    main()