宏观状态自适应ETF策略:年化收益率(11.73%)
暂定版--该策略通过判断经济增长、滞涨和衰退三种宏观状态,动态调整股票、债券、黄金和大宗商品 ETF 的权重,实现风险平衡与收益优化的宏观因子轮动
暂定版--该策略通过判断经济增长、滞涨和衰退三种宏观状态,动态调整股票、债券、黄金和大宗商品 ETF 的权重,实现风险平衡与收益优化的宏观因子轮动
查看AI策略代码
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
---|---|---|---|---|---|---|---|
2025-08-29 | 十年国债(511260.SH) | 135.03143355549 | 1800 | 1942 | 135.612 | 244101.6 | 1045.02/0.43% |
2025-08-29 | 消费ETF(159928.SZ) | 0.80238239861574 | 542400 | 2587 | 0.877 | 475684.8 | 40472.59/9.3% |
2025-08-29 | 黄金ETF(518880.SH) | 6.0555547921062 | 94300 | 2587 | 7.486 | 705929.8 | 134890.98/23.622% |
2025-08-29 | 城投ETF(511220.SH) | 10.241314374948 | 77052 | 2587 | 10.29 | 792865.08 | 3751.32/0.475% |
2025-08-29 | 创业板(159915.SZ) | 2.0561344314342 | 133400 | 2587 | 2.865 | 382191 | 107902.67/39.339% |
2025-08-29 | 300ETF(510300.SH) | 3.9183995483037 | 112737 | 2587 | 4.601 | 518702.94 | 76954.33/17.42% |
2025-08-28 | 十年国债(511260.SH) | 135.03143355549 | 1800 | 1941 | 135.568 | 244022.4 | 965.82/0.397% |
2025-08-28 | 消费ETF(159928.SZ) | 0.80238239861574 | 542400 | 2586 | 0.857 | 464836.8 | 29624.59/6.807% |
2025-08-28 | 黄金ETF(518880.SH) | 6.0555547921062 | 94300 | 2586 | 7.468 | 704232.4 | 133193.58/23.325% |
2025-08-28 | 城投ETF(511220.SH) | 10.241314374948 | 77052 | 2586 | 10.286 | 792556.87 | 3443.12/0.436% |
2025-08-28 | 300ETF(510300.SH) | 卖 | -1100 | 4.469 | -4915.9 | ¥5 | 605.66 |
2025-08-28 | 创业板(159915.SZ) | 卖 | -3400 | 2.68 | -9112 | ¥5 | 2121.14 |
2025-08-28 | 城投ETF(511220.SH) | 买 | 1000 | 10.293 | 10293 | ¥5 | 0 |
2025-08-28 | 黄金ETF(518880.SH) | 买 | 500 | 7.462 | 3731 | ¥5 | 0 |
2025-08-28 | 消费ETF(159928.SZ) | 卖 | -3200 | 0.859 | -2748.8 | ¥5 | 181.18 |
2025-08-21 | 300ETF(510300.SH) | 卖 | -1500 | 4.368 | -6552 | ¥5 | 674.4 |
2025-08-21 | 创业板(159915.SZ) | 卖 | -4900 | 2.589 | -12686.1 | ¥5 | 2611.04 |
2025-08-21 | 城投ETF(511220.SH) | 买 | 1100 | 10.269 | 11295.9 | ¥5 | 0 |
2025-08-21 | 黄金ETF(518880.SH) | 买 | 1500 | 7.403 | 11104.5 | ¥5 | 0 |
2025-08-21 | 消费ETF(159928.SZ) | 卖 | -8100 | 0.845 | -6844.5 | ¥5 | 345.2 |