AI复刻2:年化收益率（20.29%）
通过AI方法构建的量化选股与动态调整
概要
核心指标
- 累计收益率: 32.7%
- 年化收益率: 20.29%
- 基准收益率: 21.47%
- 阿尔法: 0.1
- 夏普比率: 0.92
- 最大回撤: 10.95%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 申能股份(600642.SH) | 8.1924567901235 | 16200 | 5 | 8.15 | 132030 | -687.8/-0.518% |
| 2025-08-06 | 招商港口(001872.SZ) | 20.3661078125 | 6400 | 5 | 20.36 | 130304 | -39.09/-0.03% |
| 2025-08-06 | 新天绿能(600956.SH) | 7.7923372781065 | 16900 | 5 | 7.75 | 130975 | -715.5/-0.543% |
| 2025-08-05 | 申能股份(600642.SH) | 8.1924567901235 | 16200 | 4 | 8.14 | 131868 | -849.8/-0.64% |
| 2025-08-05 | 招商港口(001872.SZ) | 20.3661078125 | 6400 | 4 | 20.3 | 129920 | -423.09/-0.325% |
| 2025-08-05 | 新天绿能(600956.SH) | 7.7923372781065 | 16900 | 4 | 7.7 | 130130 | -1560.5/-1.185% |
| 2025-08-04 | 申能股份(600642.SH) | 8.1924567901235 | 16200 | 3 | 8.13 | 131706 | -1011.8/-0.762% |
| 2025-08-04 | 招商港口(001872.SZ) | 20.3661078125 | 6400 | 3 | 20.07 | 128448 | -1895.09/-1.454% |
| 2025-08-04 | 新天绿能(600956.SH) | 7.7923372781065 | 16900 | 3 | 7.61 | 128609 | -3081.5/-2.34% |
| 2025-08-01 | 申能股份(600642.SH) | 8.1924567901235 | 16200 | 2 | 8.19 | 132678 | -39.8/-0.03% |
交易详情
| 2025-07-31 | 安图生物(603658.SH) | 卖 | -3300 | 40.5 | -133650 | ¥173.75 | 6099.75 |
| 2025-07-31 | 白云山(600332.SH) | 卖 | -4800 | 26.92 | -129216 | ¥167.98 | 201.31 |
| 2025-07-31 | 公牛集团(603195.SH) | 卖 | -2600 | 47.56 | -123656 | ¥160.75 | 1263.29 |
| 2025-07-31 | 招商港口(001872.SZ) | 买 | 6400 | 20.36 | 130304 | ¥39.09 | 0 |
| 2025-07-31 | 申能股份(600642.SH) | 买 | 16200 | 8.19 | 132678 | ¥39.8 | 0 |
| 2025-07-31 | 新天绿能(600956.SH) | 买 | 16900 | 7.79 | 131651 | ¥39.5 | 0 |
| 2025-07-24 | 宁波港(601018.SH) | 卖 | -33600 | 3.77 | -126672 | ¥164.67 | 2314.7 |
| 2025-07-24 | 恒力石化(600346.SH) | 卖 | -8900 | 15.84 | -140976 | ¥183.27 | 17317.91 |
| 2025-07-24 | 白云山(600332.SH) | 买 | 4800 | 26.87 | 128976 | ¥38.69 | 0 |
| 2025-07-24 | 安图生物(603658.SH) | 买 | 3300 | 38.64 | 127512 | ¥38.25 | 0 |
