宏观状态自适应ETF策略:年化收益率（11.91%）
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
概要
核心指标
- 累计收益率: 240.97%
- 年化收益率: 11.91%
- 基准收益率: 30.97%
- 阿尔法: 0.08
- 夏普比率: 0.86
- 最大回撤: 19.47%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 十年国债(511260.SH) | 134.20014634495 | 2169 | 2097 | 135.221 | 293294.35 | 2214.23/0.761% |
| 2026-04-24 | 消费ETF(159928.SZ) | 0.7698974867544 | 694100 | 2742 | 0.737 | 511551.7 | -22834.15/-4.273% |
| 2026-04-24 | 黄金ETF(518880.SH) | 8.9552247961158 | 78200 | 2742 | 9.826 | 768393.2 | 68094.62/9.724% |
| 2026-04-24 | 城投ETF(511220.SH) | 10.282989328114 | 85761 | 2742 | 10.335 | 886339.94 | 4460.49/0.506% |
| 2026-04-24 | 创业板(159915.SZ) | 3.5962534269299 | 106600 | 2742 | 3.674 | 391648.4 | 8287.78/2.162% |
| 2026-04-24 | 300ETF(510300.SH) | 4.7690808161118 | 116795 | 2742 | 4.782 | 558513.69 | 1508.9/0.271% |
| 2026-04-23 | 十年国债(511260.SH) | 134.20014634495 | 2169 | 2096 | 135.328 | 293526.43 | 2446.31/0.84% |
| 2026-04-23 | 消费ETF(159928.SZ) | 0.7698974867544 | 694100 | 2741 | 0.737 | 511551.7 | -22834.15/-4.273% |
| 2026-04-23 | 黄金ETF(518880.SH) | 8.9552247961158 | 78200 | 2741 | 9.9 | 774180 | 73881.42/10.55% |
| 2026-04-23 | 城投ETF(511220.SH) | 10.282989328114 | 85761 | 2741 | 10.333 | 886168.41 | 4288.97/0.486% |
交易详情
| 2026-04-23 | 300ETF(510300.SH) | 买 | 81700 | 4.82 | 393794 | ¥78.76 | 0 |
| 2026-04-23 | 创业板(159915.SZ) | 买 | 70300 | 3.769 | 264960.7 | ¥52.99 | 0 |
| 2026-04-23 | 黄金ETF(518880.SH) | 买 | 200 | 9.935 | 1987 | ¥5 | 0 |
| 2026-04-23 | 消费ETF(159928.SZ) | 买 | 1300 | 0.737 | 958.1 | ¥5 | 0 |
| 2026-04-16 | 300ETF(510300.SH) | 买 | 5900 | 4.704 | 27753.6 | ¥5.55 | 0 |
| 2026-04-16 | 创业板(159915.SZ) | 买 | 100 | 3.522 | 352.2 | ¥5 | 0 |
| 2026-04-16 | 十年国债(511260.SH) | 卖 | -5400 | 134.465 | -726111 | ¥145.22 | 1430.21 |
| 2026-04-16 | 城投ETF(511220.SH) | 买 | 23900 | 10.328 | 246839.2 | ¥49.37 | 0 |
| 2026-04-16 | 黄金ETF(518880.SH) | 卖 | -51100 | 10.095 | -515854.5 | ¥103.17 | 58374.16 |
| 2026-04-16 | 消费ETF(159928.SZ) | 买 | 442800 | 0.752 | 332985.6 | ¥66.6 | 0 |
