AI复刻2:年化收益率（11.2%）
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: 25.6%
- 年化收益率: 11.2%
- 基准收益率: 31.41%
- 阿尔法: 0.03
- 夏普比率: 0.52
- 最大回撤: 11.48%
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 | 时代电气(688187.SH) | 51.925573974306 | 2413 | 5 | 51.95 | 125355.35 | 58.94/0.047% |
| 2026-03-31 | 泸州老窖(000568.SZ) | 103.68109166667 | 1200 | 5 | 104.68 | 125616 | 1198.69/0.963% |
| 2026-03-31 | 五 粮 液(000858.SZ) | 101.38040833333 | 1200 | 5 | 103.27 | 123924 | 2267.51/1.864% |
| 2026-03-30 | 时代电气(688187.SH) | 51.925573974306 | 2413 | 4 | 50.78 | 122532.14 | -2764.27/-2.206% |
| 2026-03-30 | 泸州老窖(000568.SZ) | 103.68109166667 | 1200 | 4 | 105.3 | 126360 | 1942.69/1.561% |
| 2026-03-30 | 五 粮 液(000858.SZ) | 101.38040833333 | 1200 | 4 | 103.46 | 124152 | 2495.51/2.051% |
| 2026-03-27 | 时代电气(688187.SH) | 51.925573974306 | 2413 | 3 | 51.51 | 124293.63 | -1002.78/-0.8% |
| 2026-03-27 | 泸州老窖(000568.SZ) | 103.68109166667 | 1200 | 3 | 103.78 | 124536 | 118.69/0.095% |
| 2026-03-27 | 五 粮 液(000858.SZ) | 101.38040833333 | 1200 | 3 | 102.65 | 123180 | 1523.51/1.252% |
| 2026-03-26 | 时代电气(688187.SH) | 51.925573974306 | 2413 | 2 | 51.26 | 123690.38 | -1606.03/-1.282% |
交易详情
| 2026-03-25 | 上海银行(601229.SH) | 卖 | -13000 | 9.86 | -128180 | ¥166.63 | -2509.2 |
| 2026-03-25 | 白云山(600332.SH) | 卖 | -5100 | 23.22 | -118422 | ¥153.95 | -12177.17 |
| 2026-03-25 | 上海医药(601607.SH) | 卖 | -7600 | 16.53 | -125628 | ¥163.32 | -5967.47 |
| 2026-03-25 | 五 粮 液(000858.SZ) | 买 | 1200 | 101.35 | 121620 | ¥36.49 | 0 |
| 2026-03-25 | 泸州老窖(000568.SZ) | 买 | 1200 | 103.65 | 124380 | ¥37.31 | 0 |
| 2026-03-25 | 时代电气(688187.SH) | 买 | 2413 | 51.91 | 125258.83 | ¥37.58 | 0 |
| 2026-03-18 | 长安汽车(000625.SZ) | 卖 | -11900 | 10.82 | -128758 | ¥167.39 | 80.41 |
| 2026-03-18 | 京沪高铁(601816.SH) | 卖 | -25500 | 5.15 | -131325 | ¥170.72 | 2511.37 |
| 2026-03-18 | 杭州银行(600926.SH) | 卖 | -7800 | 17.17 | -133926 | ¥174.1 | 5967.62 |
| 2026-03-18 | 上海银行(601229.SH) | 买 | 13000 | 10.05 | 130650 | ¥39.2 | 0 |
