涨跌幅最大概念选股策略:年化收益率（2.44%）
筛选出日涨跌幅最大的概念，并买入成分股市值最大的三只股票，每3日调仓
概要
核心指标
- 累计收益率: 3.76%
- 年化收益率: 2.44%
- 基准收益率: 21.47%
- 阿尔法: -0.05
- 夏普比率: 0.18
- 最大回撤: 42.84%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 建设工业(002265.SZ) | 42.032606410256 | 7800 | 1 | 44.89 | 350142 | 22287.67/6.798% |
| 2025-08-06 | 长城军工(601606.SH) | 43.142939473684 | 7600 | 1 | 46.98 | 357048 | 29161.66/8.894% |
| 2025-08-06 | 长安汽车(000625.SZ) | 12.933879051383 | 25300 | 1 | 12.91 | 326623 | -604.14/-0.185% |
| 2025-08-06 | 供销大集(000564.SZ) | 2.300689978678 | 0 | 4 | 2.29 | 0 | -97.08/-0.03% |
| 2025-08-06 | 海南机场(600515.SH) | 3.9211760580411 | 0 | 4 | 3.88 | 0 | 729.74/0.225% |
| 2025-08-06 | 海航控股(600221.SH) | 1.480443989071 | 0 | 4 | 1.52 | 0 | 8686.5/2.672% |
| 2025-08-05 | 供销大集(000564.SZ) | 2.300689978678 | 140700 | 3 | 2.3 | 323610 | -97.08/-0.03% |
| 2025-08-05 | 海南机场(600515.SH) | 3.9211760580411 | 82700 | 3 | 3.93 | 325011 | 729.74/0.225% |
| 2025-08-05 | 海航控股(600221.SH) | 1.480443989071 | 219600 | 3 | 1.52 | 333792 | 8686.5/2.672% |
| 2025-08-04 | 供销大集(000564.SZ) | 2.300689978678 | 140700 | 2 | 2.29 | 322203 | -1504.08/-0.465% |
交易详情
| 2025-08-06 | 海航控股(600221.SH) | 卖 | -219600 | 1.52 | -333792 | ¥433.93 | 8686.5 |
| 2025-08-06 | 海南机场(600515.SH) | 卖 | -82700 | 3.94 | -325838 | ¥423.59 | 1556.74 |
| 2025-08-06 | 供销大集(000564.SZ) | 卖 | -140700 | 2.3 | -323610 | ¥420.69 | -97.08 |
| 2025-08-06 | 长安汽车(000625.SZ) | 买 | 25300 | 12.93 | 327129 | ¥98.14 | 0 |
| 2025-08-06 | 长城军工(601606.SH) | 买 | 7600 | 43.13 | 327788 | ¥98.34 | 0 |
| 2025-08-06 | 建设工业(002265.SZ) | 买 | 7800 | 42.02 | 327756 | ¥98.33 | 0 |
| 2025-08-01 | 金发科技(600143.SH) | 卖 | -24500 | 12.58 | -308210 | ¥400.67 | -21168.78 |
| 2025-08-01 | 天赐材料(002709.SZ) | 卖 | -16600 | 18.89 | -313574 | ¥407.65 | -16533 |
| 2025-08-01 | 光启技术(002625.SZ) | 卖 | -8000 | 40.83 | -326640 | ¥424.63 | -4899.43 |
| 2025-08-01 | 海航控股(600221.SH) | 买 | 219600 | 1.48 | 325008 | ¥97.5 | 0 |
