缓步上涨选股策略:年化收益率（24.74%）
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: 239.38%
- 年化收益率: 24.74%
- 基准收益率: -17.28%
- 阿尔法: 0.25
- 夏普比率: 1.24
- 最大回撤: 14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-09-30 | 成都燃气(603053.SH) | 8.882664025974 | 77000 | 12 | 8.75 | 673750 | -10215.13/-1.494% |
| 2026-09-30 | 创业环保(600874.SH) | 5.60168 | 121500 | 12 | 5.52 | 670680 | -9924.12/-1.458% |
| 2026-09-30 | 大秦铁路(601006.SH) | 4.791436993007 | 143000 | 12 | 4.74 | 677820 | -7355.49/-1.074% |
| 2026-09-30 | 云南白药(000538.SZ) | 49.325938332973 | 13881 | 12 | 50.44 | 700157.64 | 15464.29/2.259% |
| 2026-09-30 | 渤海轮渡(603167.SH) | 8.1924569892473 | 83700 | 12 | 7.99 | 668763 | -16945.65/-2.471% |
| 2026-09-29 | 成都燃气(603053.SH) | 8.882664025974 | 77000 | 11 | 8.7 | 669900 | -14065.13/-2.056% |
| 2026-09-29 | 创业环保(600874.SH) | 5.60168 | 121500 | 11 | 5.46 | 663390 | -17214.12/-2.529% |
| 2026-09-29 | 大秦铁路(601006.SH) | 4.791436993007 | 143000 | 11 | 4.67 | 667810 | -17365.49/-2.534% |
| 2026-09-29 | 云南白药(000538.SZ) | 49.325938332973 | 13881 | 11 | 50.24 | 697381.44 | 12688.09/1.853% |
| 2026-09-29 | 渤海轮渡(603167.SH) | 8.1924569892473 | 83700 | 11 | 7.98 | 667926 | -17782.65/-2.593% |
交易详情
| 2026-09-24 | 云南白药(000538.SZ) | 买 | 281 | 50.32 | -4.08 | ¥0 | 0 |
| 2026-09-14 | 成大生物(688739.SH) | 卖 | -33016 | 19.77 | -652726.32 | ¥848.54 | -34212.5 |
| 2026-09-14 | 外高桥(600648.SH) | 卖 | -77000 | 9.21 | -709170 | ¥921.92 | 17502.56 |
| 2026-09-14 | 武汉控股(600168.SH) | 卖 | -155300 | 4.41 | -684873 | ¥890.33 | 2901.47 |
| 2026-09-14 | 合兴股份(605005.SH) | 卖 | -43200 | 15.97 | -689904 | ¥896.88 | 3682.2 |
| 2026-09-14 | 巍华新材(603310.SH) | 卖 | -46700 | 14.78 | -690226 | ¥897.29 | 727.21 |
| 2026-09-14 | 渤海轮渡(603167.SH) | 买 | 83700 | 8.19 | 685503 | ¥205.65 | 0 |
| 2026-09-14 | 云南白药(000538.SZ) | 买 | 13600 | 50.33 | 684488 | ¥205.35 | 0 |
| 2026-09-14 | 大秦铁路(601006.SH) | 买 | 143000 | 4.79 | 684970 | ¥205.49 | 0 |
| 2026-09-14 | 创业环保(600874.SH) | 买 | 121500 | 5.6 | 680400 | ¥204.12 | 0 |
