缓步上涨选股策略:年化收益率（29.22%）
该策略通过筛选近两周内稳定上涨的股票，再通过换手率和振幅筛选出相对低波未受强烈冲击的股票
概要
核心指标
- 累计收益率: 268.11%
- 年化收益率: 29.22%
- 基准收益率: -9.69%
- 阿尔法: 0.29
- 夏普比率: 1.43
- 最大回撤: 14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-20 | 华润双鹤(600062.SH) | 18.745621882952 | 39300 | 20 | 18.18 | 714474 | -22228.94/-3.017% |
| 2026-04-20 | 兴业银行(601166.SH) | 18.655594910941 | 39300 | 20 | 18.36 | 721548 | -11616.88/-1.584% |
| 2026-04-20 | 招商银行(600036.SH) | 39.591874054054 | 18500 | 20 | 39.87 | 737595 | 5145.33/0.702% |
| 2026-04-20 | 中国银行(601988.SH) | 5.4916469798658 | 134100 | 20 | 5.9 | 791190 | 54760.14/7.436% |
| 2026-04-20 | 云南白药(000538.SZ) | 56.715163076923 | 13000 | 40 | 55 | 715000 | -22297.12/-3.024% |
| 2026-04-17 | 华润双鹤(600062.SH) | 18.745621882952 | 39300 | 19 | 18.3 | 719190 | -17512.94/-2.377% |
| 2026-04-17 | 兴业银行(601166.SH) | 18.655594910941 | 39300 | 19 | 18.4 | 723120 | -10044.88/-1.37% |
| 2026-04-17 | 招商银行(600036.SH) | 39.591874054054 | 18500 | 19 | 39.52 | 731120 | -1329.67/-0.182% |
| 2026-04-17 | 中国银行(601988.SH) | 5.4916469798658 | 134100 | 19 | 5.77 | 773757 | 37327.14/5.069% |
| 2026-04-17 | 云南白药(000538.SZ) | 56.715163076923 | 13000 | 39 | 55.29 | 718770 | -18527.12/-2.513% |
交易详情
| 2026-03-23 | 上港集团(600018.SH) | 卖 | -137100 | 5.08 | -696468 | ¥905.41 | 3905.29 |
| 2026-03-23 | 福能股份(600483.SH) | 卖 | -74500 | 10.37 | -772565 | ¥1004.33 | 83233.26 |
| 2026-03-23 | 长江电力(600900.SH) | 卖 | -26500 | 27.07 | -717355 | ¥932.56 | 24702.27 |
| 2026-03-23 | 招商港口(001872.SZ) | 卖 | -34700 | 23.1 | -801570 | ¥1042.04 | 109791.53 |
| 2026-03-23 | 云南白药(000538.SZ) | 买 | 800 | 56.06 | 44848 | ¥13.45 | 0 |
| 2026-03-23 | 中国银行(601988.SH) | 买 | 134100 | 5.49 | 736209 | ¥220.86 | 0 |
| 2026-03-23 | 招商银行(600036.SH) | 买 | 18500 | 39.58 | 732230 | ¥219.67 | 0 |
| 2026-03-23 | 兴业银行(601166.SH) | 买 | 39300 | 18.65 | 732945 | ¥219.88 | 0 |
| 2026-03-23 | 华润双鹤(600062.SH) | 买 | 39300 | 18.74 | 736482 | ¥220.94 | 0 |
| 2026-02-13 | 重庆水务(601158.SH) | 卖 | -149000 | 4.53 | -674970 | ¥877.46 | 2778.4 |
