深度神经网络ETF选基策略:年化收益率（21.12%）
通过深度学习构建模型，得到预测因子，然后通过该因子大小构建投资组合并进行每日etf基金的轮动
概要
核心指标
- 累计收益率: 36.28%
- 年化收益率: 21.12%
- 基准收益率: 28.91%
- 阿尔法: 0.08
- 夏普比率: 0.75
- 最大回撤: 21.79%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-09-04 | 交运ETF(561320.SH) | 0.95028504672897 | 85600 | 2 | 0.948 | 81148.8 | -195.6/-0.24% |
| 2025-09-04 | 物流ETF(516910.SH) | 1.1153345578231 | 73500 | 2 | 1.107 | 81364.5 | -612.59/-0.747% |
| 2025-09-04 | 纳指科技(159509.SZ) | 1.8055415555556 | 45000 | 2 | 1.862 | 83790 | 2540.63/3.127% |
| 2025-09-04 | 创业软件(159256.SZ) | 1.1203359396433 | 72900 | 2 | 1.06 | 77274 | -4398.49/-5.386% |
| 2025-09-04 | 香港证券(513090.SH) | 2.3447148760331 | 36300 | 5 | 2.187 | 79388.1 | -5725.05/-6.726% |
| 2025-09-03 | 交运ETF(561320.SH) | 0.95028504672897 | 85600 | 1 | 0.948 | 81148.8 | -195.6/-0.24% |
| 2025-09-03 | 物流ETF(516910.SH) | 1.1153345578231 | 73500 | 1 | 1.106 | 81291 | -686.09/-0.837% |
| 2025-09-03 | 纳指科技(159509.SZ) | 1.8055415555556 | 45000 | 1 | 1.821 | 81945 | 695.63/0.856% |
| 2025-09-03 | 创业软件(159256.SZ) | 1.1203359396433 | 72900 | 1 | 1.086 | 79169.4 | -2503.09/-3.065% |
| 2025-09-03 | 港股新药(513780.SH) | 1.8295485981308 | 0 | 4 | 1.993 | 0 | 5711.72/7.294% |
交易详情
| 2025-09-03 | 创新药HK(159570.SZ) | 卖 | -41500 | 2.037 | -84535.5 | ¥25.36 | 6450.58 |
| 2025-09-03 | 港创新药(159217.SZ) | 卖 | -50400 | 1.665 | -83916 | ¥25.17 | 6024.64 |
| 2025-09-03 | 港股新药(513780.SH) | 卖 | -42800 | 1.984 | -84915.2 | ¥25.47 | 6610.52 |
| 2025-09-03 | 创新药E(159316.SZ) | 卖 | -50800 | 1.65 | -83820 | ¥25.15 | 5716.98 |
| 2025-09-03 | 创业软件(159256.SZ) | 买 | 72900 | 1.12 | 81648 | ¥24.49 | 0 |
| 2025-09-03 | 纳指科技(159509.SZ) | 买 | 45000 | 1.805 | 81225 | ¥24.37 | 0 |
| 2025-09-03 | 香港证券(513090.SH) | 买 | 2900 | 2.274 | 6594.6 | ¥5 | 0 |
| 2025-09-03 | 物流ETF(516910.SH) | 买 | 73500 | 1.115 | 81952.5 | ¥24.59 | 0 |
| 2025-09-03 | 交运ETF(561320.SH) | 买 | 85600 | 0.95 | 81320 | ¥24.4 | 0 |
| 2025-08-29 | 5年地债(511060.SH) | 卖 | -700 | 106.567 | -74596.9 | ¥22.38 | -28.68 |
