基于市场宽度的小市值择时策略:年化收益率（29.1%）
策略解读 这是一个基于市场宽度的小市值择时策略
概要
核心指标
- 累计收益率: 298.13%
- 年化收益率: 29.1%
- 基准收益率: 1.21%
- 阿尔法: 0.29
- 夏普比率: 1.11
- 最大回撤: 28.06%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-14 | 百通能源(001376.SZ) | 12.173651265823 | 0 | 6 | 11.94 | 0 | 258.31/0.134% |
| 2025-08-14 | 佩蒂股份(300673.SZ) | 15.715744262295 | 0 | 11 | 15.8 | 0 | 3711.92/1.936% |
| 2025-08-14 | 宁波远洋(601022.SH) | 9.940839800995 | 0 | 16 | 9.56 | 0 | -3031.88/-1.517% |
| 2025-08-14 | 海通发展(603162.SH) | 8.5995401822277 | 0 | 21 | 8.76 | 0 | 3970.12/2.098% |
| 2025-08-14 | 锦江航运(601083.SH) | 11.933063522013 | 0 | 21 | 12.28 | 0 | 7901.29/4.164% |
| 2025-08-14 | 宏源药业(301246.SZ) | 15.35626446281 | 0 | 21 | 15.38 | 0 | 6095.2/3.28% |
| 2025-08-14 | 飞南资源(301500.SZ) | 15.87897394958 | 0 | 21 | 16.3 | 0 | 10986.11/5.863% |
| 2025-08-14 | 智莱科技(300771.SZ) | 12.185250657895 | 0 | 21 | 12.96 | 0 | 16827.82/9.395% |
| 2025-08-14 | 华盛昌(002980.SZ) | 20.166894565217 | 0 | 21 | 23.87 | 0 | 37384.84/23.172% |
| 2025-08-14 | 湘佳股份(002982.SZ) | 15.394166386555 | 0 | 21 | 16.11 | 0 | 14830/8.028% |
交易详情
| 2025-08-14 | 百通能源(001376.SZ) | 卖 | -15800 | 12.2 | -192760 | ¥250.59 | 416.31 |
| 2025-08-14 | 佩蒂股份(300673.SZ) | 卖 | -12200 | 16.02 | -195444 | ¥254.08 | 3711.92 |
| 2025-08-14 | 宁波远洋(601022.SH) | 卖 | -20100 | 9.75 | -195975 | ¥254.77 | -3835.88 |
| 2025-08-14 | 海通发展(603162.SH) | 卖 | -22000 | 8.78 | -193160 | ¥251.11 | 3970.12 |
| 2025-08-14 | 锦江航运(601083.SH) | 卖 | -15900 | 12.48 | -198432 | ¥257.96 | 8696.29 |
| 2025-08-14 | 宏源药业(301246.SZ) | 卖 | -12100 | 15.91 | -192511 | ¥250.26 | 6700.2 |
| 2025-08-14 | 飞南资源(301500.SZ) | 卖 | -11800 | 16.83 | -198594 | ¥258.17 | 11222.11 |
| 2025-08-14 | 智莱科技(300771.SZ) | 卖 | -14700 | 13.4 | -196980 | ¥256.07 | 17856.82 |
| 2025-08-14 | 华盛昌(002980.SZ) | 卖 | -8000 | 24.7 | -197600 | ¥256.88 | 36264.84 |
| 2025-08-14 | 湘佳股份(002982.SZ) | 卖 | -12000 | 16.63 | -199560 | ¥259.43 | 14830 |
