ETF空中花园tick策略:年化收益率（43.07%）
策略在开盘后根据昨收盘价与当天价格设定上下轨，当价格突破上下轨时进行相应的买入或卖出，并在每日尾盘自动平仓以规避隔夜风险。
概要
核心指标
- 累计收益率: 23.94%
- 年化收益率: 43.07%
- 基准收益率: 10%
- 阿尔法: 0.26
- 夏普比率: 1.92
- 最大回撤: 6.53%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-15 | 创业板(159915.SZ) | 2.5097528834553 | 19500 | 1 | 2.509 | 48925.5 | -14.68/-0.03% |
| 2025-08-15 | 云计算(516510.SH) | 1.3804139204545 | 35200 | 3 | 1.393 | 49033.6 | 443.03/0.912% |
| 2025-08-15 | 恒生医疗(513060.SH) | 0.67837140190558 | 0 | 7 | 0.712 | 0 | 1487.32/3.041% |
| 2025-08-15 | 中证军工(512560.SH) | 0.75822740275393 | 63900 | 8 | 0.762 | 48691.8 | 241.07/0.498% |
| 2025-08-15 | 新汽车(515030.SH) | 1.3183954377154 | 37600 | 13 | 1.37 | 51512 | 1940.33/3.914% |
| 2025-08-14 | 云计算(516510.SH) | 1.3804139204545 | 35200 | 2 | 1.377 | 48470.4 | -120.17/-0.247% |
| 2025-08-14 | 恒生医疗(513060.SH) | 0.67837140190558 | 72100 | 6 | 0.699 | 50397.9 | 1487.32/3.041% |
| 2025-08-14 | 中证军工(512560.SH) | 0.75822740275393 | 63900 | 7 | 0.754 | 48180.6 | -270.13/-0.558% |
| 2025-08-14 | 新汽车(515030.SH) | 1.3183954377154 | 37600 | 12 | 1.341 | 50421.6 | 849.93/1.715% |
| 2025-08-13 | 云计算(516510.SH) | 1.3804139204545 | 35200 | 1 | 1.391 | 48963.2 | 372.63/0.767% |
交易详情
| 2025-08-15 | 恒生医疗(513060.SH) | 卖 | -72100 | 0.712 | -51335.201 | ¥15.4 | 2424.62 |
| 2025-08-15 | 创业板(159915.SZ) | 买 | 19500 | 2.509 | 48925.501 | ¥14.68 | 0 |
| 2025-08-13 | 云计算(516510.SH) | 买 | 35200 | 1.38 | 48576 | ¥14.57 | 0 |
| 2025-08-13 | 恒生医疗(513060.SH) | 买 | 400 | 0.696 | 278.4 | ¥5 | 0 |
| 2025-08-11 | 云计算(516510.SH) | 卖 | -36200 | 1.3 | -47059.998 | ¥14.12 | -2150.56 |
| 2025-08-07 | 恒生医疗(513060.SH) | 买 | 71700 | 0.678 | 48612.598 | ¥14.58 | 0 |
| 2025-08-06 | 中证军工(512560.SH) | 买 | 63900 | 0.758 | 48436.201 | ¥14.53 | 0 |
| 2025-08-04 | 恒生医疗(513060.SH) | 卖 | -70600 | 0.671 | -47372.6 | ¥14.21 | -1998.68 |
| 2025-07-31 | 云计算(516510.SH) | 买 | 36200 | 1.359 | 49195.799 | ¥14.76 | 0 |
| 2025-07-30 | 恒生医疗(513060.SH) | 买 | 100 | 0.72 | 72 | ¥5 | 0 |
