涨跌幅最大概念选股策略:年化收益率（-9.69%）
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: -13.62%
- 年化收益率: -9.69%
- 基准收益率: 17.18%
- 阿尔法: -0.15
- 夏普比率: -0.12
- 最大回撤: 47.18%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-03 | 通威股份(600438.SH) | 18.0054 | 15800 | 1 | 18.32 | 289456 | 4970.68/1.747% |
| 2025-07-03 | TCL科技(000100.SZ) | 4.4413320189274 | 63400 | 1 | 4.52 | 286568 | 4987.55/1.771% |
| 2025-07-03 | 隆基绿能(601012.SH) | 15.564667777778 | 18000 | 1 | 15.54 | 279720 | -444.02/-0.158% |
| 2025-07-03 | 西部矿业(601168.SH) | 16.664998159509 | 0 | 4 | 17.57 | 0 | 11491.53/4.23% |
| 2025-07-03 | 山金国际(000975.SZ) | 18.755625174825 | 0 | 4 | 19.3 | 0 | 7784.56/2.902% |
| 2025-07-03 | 紫金矿业(601899.SH) | 19.785934306569 | 0 | 4 | 20.29 | 0 | 5261.7/1.941% |
| 2025-07-02 | 西部矿业(601168.SH) | 16.664998159509 | 16300 | 3 | 17.37 | 283131 | 11491.53/4.23% |
| 2025-07-02 | 山金国际(000975.SZ) | 18.755625174825 | 14300 | 3 | 19.3 | 275990 | 7784.56/2.902% |
| 2025-07-02 | 紫金矿业(601899.SH) | 19.785934306569 | 13700 | 3 | 20.17 | 276329 | 5261.7/1.941% |
| 2025-07-01 | 西部矿业(601168.SH) | 16.664998159509 | 16300 | 2 | 16.84 | 274492 | 2852.53/1.05% |
交易详情
| 2025-07-03 | 西部矿业(601168.SH) | 卖 | -16300 | 17.55 | -286065 | ¥371.88 | 14425.53 |
| 2025-07-03 | 山金国际(000975.SZ) | 卖 | -14300 | 19.33 | -276419 | ¥359.34 | 8213.56 |
| 2025-07-03 | 紫金矿业(601899.SH) | 卖 | -13700 | 20.37 | -279069 | ¥362.79 | 8001.7 |
| 2025-07-03 | 隆基绿能(601012.SH) | 买 | 18000 | 15.56 | 280080 | ¥84.02 | 0 |
| 2025-07-03 | TCL科技(000100.SZ) | 买 | 63400 | 4.44 | 281496 | ¥84.45 | 0 |
| 2025-07-03 | 通威股份(600438.SH) | 买 | 15800 | 18 | 284400 | ¥85.32 | 0 |
| 2025-06-30 | 九州通(600998.SH) | 卖 | -51800 | 5.14 | -266252 | ¥346.13 | 2510.9 |
| 2025-06-30 | 海格通信(002465.SZ) | 卖 | -20300 | 13.67 | -277501 | ¥360.75 | 16567.74 |
| 2025-06-30 | 岩山科技(002195.SZ) | 卖 | -48300 | 5.69 | -274827 | ¥357.28 | 11996.17 |
| 2025-06-30 | 紫金矿业(601899.SH) | 买 | 13700 | 19.78 | 270986 | ¥81.3 | 0 |
