昨日涨停热门概念股打板策略:年化收益率（36.7%）
基于近期表现不错的热门概念板块，挑选出涨停的龙头股票，然后次日买入
概要
核心指标
- 累计收益率: 60.02%
- 年化收益率: 36.7%
- 基准收益率: 36.3%
- 阿尔法: 0.25
- 夏普比率: 0.99
- 最大回撤: 34.49%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | (000539.SZ) | 7.8431964705882 | 8500 | 4 | 5.89 | 50065 | -16602.17/-24.903% |
| 2026-03-31 | (600916.SH) | 12.092845454545 | 5500 | 35 | 9.48 | 52140 | -14370.65/-21.607% |
| 2026-03-31 | (603026.SH) | 104.93455 | 600 | 89 | 86.65 | 51990 | -10970.73/-17.425% |
| 2026-03-31 | (603893.SH) | 241.36460253456 | 200 | 139 | 152.23 | 30446 | -17826.92/-36.929% |
| 2026-03-31 | (600622.SH) | 5.7725078431373 | 10200 | 341 | 2.56 | 26112 | -32767.58/-55.652% |
| 2026-03-31 | (600839.SH) | 17.896883487064 | 3500 | 342 | 8.67 | 30345 | -32294.09/-51.556% |
| 2026-03-31 | (300542.SZ) | 30.632490909091 | 2200 | 349 | 15.15 | 33330 | -34061.48/-50.543% |
| 2026-03-30 | (000539.SZ) | 7.8431964705882 | 8500 | 3 | 6.3 | 53550 | -13117.17/-19.676% |
| 2026-03-30 | (600916.SH) | 12.092845454545 | 5500 | 34 | 9.57 | 52635 | -13875.65/-20.862% |
| 2026-03-30 | (603026.SH) | 104.93455 | 600 | 88 | 93.06 | 55836 | -7124.73/-11.316% |
交易详情
| 2026-03-26 | (600722.SH) | 卖 | -4000 | 17.72 | -70880 | ¥92.14 | 4341.52 |
| 2026-03-26 | (000539.SZ) | 买 | 7300 | 7.84 | 57232 | ¥17.17 | 0 |
| 2026-03-26 | (000539.SZ) | 买 | 500 | 7.84 | 3920 | ¥5 | 0 |
| 2026-03-26 | (000539.SZ) | 买 | 700 | 7.84 | 5488 | ¥5 | 0 |
| 2026-03-23 | (600722.SH) | 买 | 100 | 15.79 | 1579 | ¥5 | 0 |
| 2026-03-20 | (600722.SH) | 买 | 3900 | 16.65 | 64935 | ¥19.48 | 0 |
| 2026-03-19 | (600726.SH) | 卖 | -800 | 4.41 | -3528 | ¥8.53 | 7.95 |
| 2026-03-19 | (600726.SH) | 卖 | -14800 | 4.62 | -68376 | ¥88.89 | 3254.99 |
| 2026-03-18 | (600726.SH) | 买 | 300 | 4.35 | 1305 | ¥5 | 0 |
| 2026-03-17 | (600726.SH) | 买 | 100 | 4.26 | 426 | ¥5 | 0 |
