Beta 猎手策略:年化收益率（-1.61%）
本策略选取 Beta 值最高的 10 只股票，7天轮动，追逐市场高波动性，期望在市场上涨时获得更高收益。
概要
核心指标
- 累计收益率: -3.42%
- 年化收益率: -1.61%
- 基准收益率: 31.41%
- 阿尔法: -0.06
- 夏普比率: 0.2
- 最大回撤: 60.62%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 新益昌(688383.SH) | 66.169847792998 | 1314 | 2 | 75.56 | 99285.84 | 12338.66/14.191% |
| 2026-03-31 | 美迪凯(688079.SH) | 12.703809584828 | 7804 | 2 | 11.99 | 93569.96 | -5570.57/-5.619% |
| 2026-03-31 | 金利华电(300069.SZ) | 19.605880392157 | 5100 | 2 | 21.08 | 107508 | 7518.01/7.519% |
| 2026-03-31 | 长盈通(688143.SH) | 57.477238762405 | 1713 | 2 | 56 | 95928 | -2530.51/-2.57% |
| 2026-03-31 | 唯科科技(301196.SZ) | 108.0324 | 900 | 2 | 99.6 | 89640 | -7589.16/-7.805% |
| 2026-03-31 | 延江股份(300658.SZ) | 24.187255 | 4000 | 2 | 22.98 | 91920 | -4829.02/-4.991% |
| 2026-03-31 | 深科达(688328.SH) | 36.771028315946 | 2684 | 2 | 34.83 | 93483.72 | -5209.72/-5.279% |
| 2026-03-31 | 星环科技-U(688031.SH) | 142.04259643917 | 674 | 7 | 138.6 | 93416.4 | -2320.31/-2.424% |
| 2026-03-31 | 优迅股份(688807.SH) | 232.0696090535 | 486 | 12 | 208.86 | 101505.96 | -11279.87/-10.001% |
| 2026-03-31 | 欧科亿(688308.SH) | 95.488641005499 | 1273 | 2 | 78.22 | 99574.06 | -21982.98/-18.084% |
交易详情
| 2026-03-30 | 菲利华(300395.SZ) | 卖 | -1000 | 92.71 | -92710 | ¥120.52 | -18511.54 |
| 2026-03-30 | 石英股份(603688.SH) | 卖 | -2300 | 41.5 | -95450 | ¥124.09 | -14707.04 |
| 2026-03-30 | 德龙激光(688170.SH) | 卖 | -2110 | 49.98 | -105457.8 | ¥137.1 | 4970.56 |
| 2026-03-30 | 爱迪特(301580.SZ) | 卖 | -1400 | 70.35 | -98490 | ¥128.04 | 1524.92 |
| 2026-03-30 | 四方达(300179.SZ) | 卖 | -4900 | 20.9 | -102410 | ¥133.13 | -17274.45 |
| 2026-03-30 | 黄河旋风(600172.SH) | 卖 | -12500 | 7.89 | -98625 | ¥128.21 | -29244.75 |
| 2026-03-30 | 京源环保(688096.SH) | 卖 | -11958 | 9.12 | -109056.96 | ¥141.77 | 8938.47 |
| 2026-03-30 | 铂科新材(300811.SZ) | 卖 | -1300 | 73.23 | -95199 | ¥123.76 | -4410.87 |
| 2026-03-30 | 深科达(688328.SH) | 买 | 2684 | 36.76 | 98663.84 | ¥29.6 | 0 |
| 2026-03-30 | 延江股份(300658.SZ) | 买 | 4000 | 24.18 | 96720 | ¥29.02 | 0 |
