索罗斯策略:年化收益率（62.21%）
通过AI方法构建的模拟索罗斯选股策略
概要
核心指标
- 累计收益率: 116.34%
- 年化收益率: 62.21%
- 基准收益率: 52.06%
- 阿尔法: 0.21
- 夏普比率: 1.6
- 最大回撤: 18.48%
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
|
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|---|---|---|---|---|---|---|---|
| 2026-05-15 | 康力电梯(002367.SZ) | 6.1018299065421 | 21400 | 1 | 6.07 | 129898 | -681.16/-0.522% |
| 2026-05-15 | 晋控电力(000767.SZ) | 4.7014100719424 | 27800 | 1 | 4.9 | 136220 | 5520.8/4.224% |
| 2026-05-15 | 楚江新材(002171.SZ) | 12.613783018868 | 10600 | 1 | 12 | 127200 | -6506.1/-4.866% |
| 2026-05-15 | 万泽股份(000534.SZ) | 39.0117 | 3300 | 1 | 36.88 | 121704 | -7034.61/-5.464% |
| 2026-05-15 | 信凯科技(001335.SZ) | 47.78432962963 | 2700 | 1 | 47.75 | 128925 | -92.69/-0.072% |
| 2026-05-15 | 大港股份(002077.SZ) | 17.355205333333 | 7500 | 1 | 17.24 | 129300 | -864.04/-0.664% |
| 2026-05-15 | 太极股份(002368.SZ) | 16.624985897436 | 7800 | 1 | 16.23 | 126594 | -3080.89/-2.376% |
| 2026-05-15 | 东华软件(002065.SZ) | 8.3725109677419 | 15500 | 1 | 8.28 | 128340 | -1433.92/-1.105% |
| 2026-05-15 | 三羊马(001317.SZ) | 58.537554545455 | 2200 | 1 | 58.22 | 128084 | -698.62/-0.542% |
| 2026-05-15 | 北纬科技(002148.SZ) | 7.8023401197605 | 16700 | 1 | 7.7 | 128590 | -1709.08/-1.312% |
交易详情
| 2026-05-15 | ST金花(600080.SH) | 卖 | -15800 | 5.84 | -92272 | ¥119.95 | -31321.07 |
| 2026-05-15 | 信德新材(301349.SZ) | 卖 | -2806 | 48.23 | -135333.38 | ¥175.93 | 15297.38 |
| 2026-05-15 | 乔锋智能(301603.SZ) | 卖 | -1100 | 136.38 | -150018 | ¥195.02 | 34362.31 |
| 2026-05-15 | 唯特偶(301319.SZ) | 卖 | -1600 | 102.87 | -164592 | ¥213.97 | 49741.56 |
| 2026-05-15 | 万得凯(301309.SZ) | 卖 | -3700 | 36.52 | -135124 | ¥175.66 | 13542.54 |
| 2026-05-15 | 益客食品(301116.SZ) | 卖 | -11300 | 10.65 | -120345 | ¥156.45 | -2296.78 |
| 2026-05-15 | 蓝宇股份(301585.SZ) | 卖 | -3900 | 28.82 | -112398 | ¥146.12 | -9942.69 |
| 2026-05-15 | 美利信(301307.SZ) | 卖 | -2600 | 59.01 | -153426 | ¥199.45 | 32957.87 |
| 2026-05-15 | 昆船智能(301311.SZ) | 卖 | -7300 | 16.42 | -119866 | ¥155.83 | -4052.16 |
| 2026-05-15 | 六九一二(301592.SZ) | 卖 | -900 | 128.97 | -116073 | ¥150.89 | 1027.5 |
