主力低Beta防御策略:年化收益率（-71.91%）
本策略精选主力资金净流入且 Beta 值低于 1 的股票，旨在构建一个既能捕捉市场热点，又兼具防御特性的投资组合。策略每日动态跟踪主力资金流向和股票 Beta 值，自动调整持仓，以适应市场变化。
概要
核心指标
- 累计收益率: -93.45%
- 年化收益率: -71.91%
- 基准收益率: 31.41%
- 阿尔法: -0.71
- 夏普比率: -2.07
- 最大回撤: 93.86%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | *ST精伦(600355.SH) | 0.84974196519959 | 97700 | 7 | 0.67 | 65459 | -17560.79/-21.153% |
| 2026-03-30 | *ST精伦(600355.SH) | 0.84974196519959 | 97700 | 6 | 0.71 | 69367 | -13652.79/-16.445% |
| 2026-03-27 | *ST精伦(600355.SH) | 0.84974196519959 | 97700 | 5 | 0.75 | 73275 | -9744.79/-11.738% |
| 2026-03-26 | *ST精伦(600355.SH) | 0.84974196519959 | 97700 | 4 | 0.79 | 77183 | -5836.79/-7.031% |
| 2026-03-25 | *ST精伦(600355.SH) | 0.84974196519959 | 97700 | 3 | 0.83 | 81091 | -1928.79/-2.323% |
| 2026-03-24 | *ST精伦(600355.SH) | 0.84974196519959 | 97700 | 2 | 0.86 | 84022 | 1002.21/1.207% |
| 2026-03-24 | *ST国华(000004.SZ) | 5.2615779069767 | 0 | 3 | 5.16 | 0 | -4499.14/-4.971% |
| 2026-03-23 | *ST精伦(600355.SH) | 0.75 | 500 | 1 | 0.82 | 410 | 35/9.333% |
| 2026-03-23 | 海鸥住工(002084.SZ) | 4.08 | 0 | 2 | 3.57 | 0 | -25/-6.127% |
| 2026-03-23 | *ST国华(000004.SZ) | 5.2615779069767 | 17200 | 2 | 5 | 86000 | -4499.14/-4.971% |
交易详情
| 2026-03-24 | *ST国华(000004.SZ) | 卖 | -17200 | 4.81 | -82732 | ¥107.55 | -7767.14 |
| 2026-03-24 | *ST精伦(600355.SH) | 买 | 97200 | 0.85 | 82620 | ¥24.79 | 0 |
| 2026-03-23 | 海鸥住工(002084.SZ) | 卖 | -100 | 3.8 | -380 | ¥5.38 | -28 |
| 2026-03-23 | *ST精伦(600355.SH) | 买 | 500 | 0.74 | 370 | ¥5 | 0 |
| 2026-03-20 | *ST精伦(600355.SH) | 卖 | -122900 | 0.7 | -86030 | ¥111.84 | -9860.76 |
| 2026-03-20 | *ST万方(000638.SZ) | 卖 | -3800 | 1.27 | -4826 | ¥9.83 | -537 |
| 2026-03-20 | *ST国华(000004.SZ) | 买 | 17200 | 5.26 | 90472 | ¥27.14 | 0 |
| 2026-03-20 | 海鸥住工(002084.SZ) | 买 | 100 | 4.03 | 403 | ¥5 | 0 |
| 2026-03-19 | *ST金科(000656.SZ) | 卖 | -100 | 1.37 | -137 | ¥5.14 | -6 |
| 2026-03-18 | 汉邦科技(688755.SH) | 卖 | -2520 | 40.26 | -101455.2 | ¥131.89 | 423.3 |
