索罗斯策略:年化收益率（89.93%）
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: 74.18%
- 年化收益率: 89.93%
- 基准收益率: 28.72%
- 阿尔法: 0.44
- 夏普比率: 2.2
- 最大回撤: 20.59%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 卓郎智能(600545.SH) | 2.4307290726817 | 39900 | 17 | 2.46 | 98154 | 1167.91/1.204% |
| 2025-08-06 | 宝泰隆(601011.SH) | 2.6808040229885 | 34800 | 27 | 2.78 | 96744 | 3452.02/3.7% |
| 2025-08-06 | 康恩贝(600572.SH) | 4.3813140186916 | 21400 | 27 | 4.62 | 98868 | 5107.88/5.448% |
| 2025-08-06 | 会稽山(601579.SH) | 19.855955319149 | 4700 | 27 | 18.72 | 87984 | -5338.99/-5.721% |
| 2025-08-06 | 上海沪工(603131.SH) | 17.715313461538 | 5200 | 27 | 18.94 | 98488 | 6368.37/6.913% |
| 2025-08-06 | 京能置业(600791.SH) | 4.7514252525253 | 19800 | 27 | 5.11 | 101178 | 7099.78/7.547% |
| 2025-08-06 | 江瀚新材(603281.SH) | 23.937049350649 | 3850 | 27 | 25.14 | 96789 | 4631.36/5.025% |
| 2025-08-06 | 得邦照明(603303.SH) | 12.073620779221 | 7700 | 27 | 12.9 | 99330 | 6363.12/6.845% |
| 2025-08-06 | 新经典(603096.SH) | 19.025706122449 | 4900 | 27 | 19.15 | 93835 | 609.04/0.653% |
| 2025-08-06 | 方正科技(600601.SH) | 5.3115931428571 | 17500 | 27 | 5.87 | 102725 | 9772.12/10.513% |
交易详情
| 2025-07-25 | 财通证券(601108.SH) | 买 | 156 | 8.27 | -7.88 | ¥0 | 0 |
| 2025-07-23 | 上海建科(603153.SH) | 买 | 72 | 18.31 | -6.68 | ¥0 | 0 |
| 2025-07-21 | 富佳股份(603219.SH) | 买 | 86 | 14.78 | -8.92 | ¥0 | 0 |
| 2025-07-16 | 江瀚新材(603281.SH) | 买 | 150 | 24.33 | -13.5 | ¥0 | 0 |
| 2025-07-15 | 水发燃气(603318.SH) | 买 | 144 | 6.89 | -1.84 | ¥0 | 0 |
| 2025-07-15 | 淳中科技(603516.SH) | 卖 | -2600 | 38.9 | -101140 | ¥131.48 | 4989.16 |
| 2025-07-15 | 康辰药业(603590.SH) | 卖 | -2900 | 50 | -145000 | ¥188.5 | 54202.77 |
| 2025-07-15 | 山煤国际(600546.SH) | 买 | 10700 | 9.04 | 96728 | ¥29.02 | 0 |
| 2025-07-15 | 卓郎智能(600545.SH) | 买 | 39900 | 2.43 | 96957 | ¥29.09 | 0 |
| 2025-07-10 | 桐昆股份(601233.SH) | 买 | 81 | 10.82 | -3.58 | ¥0 | 0 |
