Contemporarily, various of quantitative strategy are implemented in financial market worldwide. In this paper, the suitability and performance of the two mean average strategy is evaluated based on multiple underlying assets in Chinese market. To be specific, the five-day and ten-day double average strategy or ten-day and twenty-day double average strategy are analysed. With the help of Tushare and PyCharm, this paper simulates quantitative trading of five well-known liquor stocks, including Kweichow Moutai, Wuliangye, Yanghe, Luzhou Laojiao and Shanxi Fenjiu, in a fixed period of time using strategies mentioned above. Afterwards, the performances are compared based on various indicators including annual returns and Sharpe ratios. According to the analysis, in the investment of well-known liquor stocks, the research of this paper can better help investors choose the right trading strategy has better performance than the other one as it can obtain more investment returns. These results shed light on guiding further exploration on quantitative strategy design for stock market.