索罗斯策略:年化收益率（66.86%）
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: 113.36%
- 年化收益率: 66.86%
- 基准收益率: 39.25%
- 阿尔法: 0.34
- 夏普比率: 1.85
- 最大回撤: 20.04%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 国创高新(002377.SZ) | 3.421025994695 | 37700 | 2 | 3.3 | 124410 | -4562.68/-3.538% |
| 2026-03-31 | 光迅科技(002281.SZ) | 83.715106666667 | 1500 | 2 | 84.3 | 126450 | 877.34/0.699% |
| 2026-03-31 | 东瑞股份(001201.SZ) | 13.424026315789 | 9500 | 2 | 13.16 | 125020 | -2508.25/-1.967% |
| 2026-03-31 | 德展健康(000813.SZ) | 3.4510351206434 | 37300 | 2 | 3.52 | 131296 | 2572.39/1.998% |
| 2026-03-31 | 众合科技(000925.SZ) | 7.0721211111111 | 18000 | 2 | 7.3 | 131400 | 4101.82/3.222% |
| 2026-03-31 | 中 关 村(000931.SZ) | 5.0815241106719 | 25300 | 2 | 5.16 | 130548 | 1985.44/1.544% |
| 2026-03-31 | 永安药业(002365.SZ) | 13.804139784946 | 9300 | 2 | 13.81 | 128433 | 54.5/0.042% |
| 2026-03-31 | 云南能投(002053.SZ) | 13.404020212766 | 9400 | 2 | 12.34 | 115996 | -10001.79/-7.938% |
| 2026-03-31 | 柘中股份(002346.SZ) | 19.045712121212 | 6600 | 2 | 19.09 | 125994 | 292.3/0.233% |
| 2026-03-31 | 鲁 泰Ａ(000726.SZ) | 6.912072972973 | 18500 | 2 | 7.02 | 129870 | 1996.65/1.561% |
交易详情
| 2026-03-30 | 电投水电(600292.SH) | 卖 | -9200 | 13.66 | -125672 | ¥163.37 | -9240.46 |
| 2026-03-30 | 新世界(600628.SH) | 卖 | -15000 | 7.21 | -108150 | ¥140.6 | -27790.77 |
| 2026-03-30 | 华远控股(600743.SH) | 卖 | -69400 | 1.92 | -133248 | ¥173.22 | -3511.02 |
| 2026-03-30 | 综艺股份(600770.SH) | 卖 | -22800 | 5.48 | -124944 | ¥162.43 | -10528.63 |
| 2026-03-30 | 博实结(301608.SZ) | 卖 | -1500 | 78.91 | -118365 | ¥153.87 | -11588.97 |
| 2026-03-30 | 用友网络(600588.SH) | 卖 | -10300 | 11.52 | -118656 | ¥154.25 | -17447.82 |
| 2026-03-30 | 济川药业(600566.SH) | 卖 | -5100 | 25.38 | -129438 | ¥168.27 | -5497.47 |
| 2026-03-30 | ST宁科(600165.SH) | 卖 | -37100 | 3.47 | -128737 | ¥167.36 | -7831.96 |
| 2026-03-30 | 鲁银投资(600784.SH) | 卖 | -18300 | 7.3 | -133590 | ¥173.67 | -1687.57 |
| 2026-03-30 | 中国卫星(600118.SH) | 卖 | -1500 | 76.6 | -114900 | ¥149.37 | -15939.24 |
