缓步上涨选股策略:年化收益率（28.64%）
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: 263.68%
- 年化收益率: 28.64%
- 基准收益率: -7.51%
- 阿尔法: 0.28
- 夏普比率: 1.41
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-08 | 玲珑轮胎(601966.SH) | 14.184254085603 | 51400 | 11 | 13.25 | 681050 | -48020.66/-6.587% |
| 2026-05-08 | 宁沪高速(600377.SH) | 11.803540064103 | 62400 | 11 | 12.2 | 761280 | 24739.1/3.359% |
| 2026-05-08 | 浙商银行(601916.SH) | 2.9908969832858 | 245300 | 11 | 3.01 | 738353 | 4685.97/0.639% |
| 2026-05-08 | 重庆水务(601158.SH) | 4.3613079976303 | 168800 | 11 | 4.46 | 752848 | 16659.21/2.263% |
| 2026-05-08 | 招商银行(600036.SH) | 39.591874054054 | 18500 | 31 | 37.94 | 701890 | -30559.67/-4.172% |
| 2026-05-07 | 玲珑轮胎(601966.SH) | 14.184254085603 | 51400 | 10 | 13.2 | 678480 | -50590.66/-6.939% |
| 2026-05-07 | 宁沪高速(600377.SH) | 11.803540064103 | 62400 | 10 | 12.15 | 758160 | 21619.1/2.935% |
| 2026-05-07 | 浙商银行(601916.SH) | 2.9908969832858 | 245300 | 10 | 3.02 | 740806 | 7138.97/0.973% |
| 2026-05-07 | 重庆水务(601158.SH) | 4.3613079976303 | 168800 | 10 | 4.48 | 756224 | 20035.21/2.721% |
| 2026-05-07 | 招商银行(600036.SH) | 39.591874054054 | 18500 | 30 | 37.95 | 702075 | -30374.67/-4.147% |
交易详情
| 2026-04-21 | 中国银行(601988.SH) | 卖 | -134100 | 5.89 | -789849 | ¥1026.8 | 53419.14 |
| 2026-04-21 | 兴业银行(601166.SH) | 卖 | -39300 | 18.37 | -721941 | ¥938.52 | -11223.88 |
| 2026-04-21 | 华润双鹤(600062.SH) | 卖 | -39300 | 18.13 | -712509 | ¥926.26 | -24193.94 |
| 2026-04-21 | 云南白药(000538.SZ) | 卖 | -13000 | 55 | -715000 | ¥929.5 | -22297.12 |
| 2026-04-21 | 重庆水务(601158.SH) | 买 | 168800 | 4.36 | 735968 | ¥220.79 | 0 |
| 2026-04-21 | 浙商银行(601916.SH) | 买 | 245300 | 2.99 | 733447 | ¥220.03 | 0 |
| 2026-04-21 | 宁沪高速(600377.SH) | 买 | 62400 | 11.8 | 736320 | ¥220.9 | 0 |
| 2026-04-21 | 玲珑轮胎(601966.SH) | 买 | 51400 | 14.18 | 728852 | ¥218.66 | 0 |
| 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 |
