指数择时策略:年化收益率（13.18%）
本策略是一个指数择时策略，基本逻辑是根据市场走势选择是否交易，并调整投资组合，即利用指数特征来进行风控。
概要
核心指标
- 累计收益率: 116.4%
- 年化收益率: 13.18%
- 基准收益率: 32.88%
- 阿尔法: 0.13
- 夏普比率: 0.45
- 最大回撤: 52.56%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 千里科技(601777.SH) | 8.732618956044 | 72800 | 24 | 8.56 | 623168 | -12566.66/-1.977% |
| 2025-06-26 | 悦康药业(688658.SH) | 14.314293004702 | 44873 | 24 | 18.83 | 844958.59 | 202633.32/31.547% |
| 2025-06-26 | 中巨芯(688549.SH) | 7.0721210210111 | 90381 | 24 | 7.62 | 688703.22 | 49517.85/7.747% |
| 2025-06-25 | 千里科技(601777.SH) | 8.732618956044 | 72800 | 23 | 8.93 | 650104 | 14369.34/2.26% |
| 2025-06-25 | 悦康药业(688658.SH) | 14.314293004702 | 44873 | 23 | 20.7 | 928871.1 | 286545.83/44.611% |
| 2025-06-25 | 中巨芯(688549.SH) | 7.0721210210111 | 90381 | 23 | 7.67 | 693222.27 | 54036.9/8.454% |
| 2025-06-24 | 千里科技(601777.SH) | 8.732618956044 | 72800 | 22 | 8.88 | 646464 | 10729.34/1.688% |
| 2025-06-24 | 悦康药业(688658.SH) | 14.314293004702 | 44873 | 22 | 21.1 | 946820.3 | 304495.03/47.405% |
| 2025-06-24 | 中巨芯(688549.SH) | 7.0721210210111 | 90381 | 22 | 7.63 | 689607.03 | 50421.66/7.888% |
| 2025-06-23 | 千里科技(601777.SH) | 8.732618956044 | 72800 | 21 | 8.48 | 617344 | -18390.66/-2.893% |
交易详情
| 2025-05-23 | 中巨芯(688549.SH) | 买 | 90381 | 7.07 | 638993.67 | ¥191.7 | 0 |
| 2025-05-23 | 悦康药业(688658.SH) | 买 | 44873 | 14.31 | 642132.63 | ¥192.64 | 0 |
| 2025-05-23 | 千里科技(601777.SH) | 买 | 72800 | 8.73 | 635544 | ¥190.66 | 0 |
| 2025-05-22 | 通裕重工(300185.SZ) | 卖 | -266100 | 2.68 | -713148 | ¥927.09 | 98272.59 |
| 2025-05-22 | 劲嘉股份(002191.SZ) | 卖 | -165800 | 3.72 | -616776 | ¥801.81 | 4790.46 |
| 2025-05-22 | 悦康药业(688658.SH) | 卖 | -274 | 14.56 | -3989.44 | ¥8.99 | -166.66 |
| 2025-05-22 | 中巨芯(688549.SH) | 卖 | -83617 | 7.09 | -592844.53 | ¥770.7 | -21924.8 |
| 2025-04-30 | 悦康药业(688658.SH) | 买 | 274 | 15.15 | 4151.1 | ¥5 | 0 |
| 2025-04-23 | 劲嘉股份(002191.SZ) | 买 | 165800 | 3.69 | 611802 | ¥183.54 | 0 |
| 2025-04-23 | 通裕重工(300185.SZ) | 买 | 266100 | 2.31 | 614691 | ¥184.41 | 0 |
