指数择时策略:年化收益率（16.43%）
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: 162.86%
- 年化收益率: 16.43%
- 基准收益率: 38.56%
- 阿尔法: 0.16
- 夏普比率: 0.53
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 均普智能(688306.SH) | 10.273080965892 | 0 | 11 | 10.73 | 0 | -5269.09/-0.614% |
| 2025-08-06 | 千里科技(601777.SH) | 8.4825440313112 | 0 | 11 | 8.76 | 0 | 17114/1.974% |
| 2025-08-06 | 中巨芯(688549.SH) | 7.702309983364 | 0 | 11 | 7.95 | 0 | 18748.75/2.177% |
| 2025-08-05 | 均普智能(688306.SH) | 10.273080965892 | 83529 | 10 | 10.21 | 852831.09 | -5269.09/-0.614% |
| 2025-08-05 | 千里科技(601777.SH) | 8.4825440313112 | 102200 | 10 | 8.65 | 884030 | 17114/1.974% |
| 2025-08-05 | 中巨芯(688549.SH) | 7.702309983364 | 111806 | 10 | 7.87 | 879913.22 | 18748.75/2.177% |
| 2025-08-04 | 均普智能(688306.SH) | 10.273080965892 | 83529 | 9 | 10.22 | 853666.38 | -4433.8/-0.517% |
| 2025-08-04 | 千里科技(601777.SH) | 8.4825440313112 | 102200 | 9 | 8.39 | 857458 | -9458/-1.091% |
| 2025-08-04 | 中巨芯(688549.SH) | 7.702309983364 | 111806 | 9 | 7.85 | 877677.1 | 16512.63/1.917% |
| 2025-08-01 | 均普智能(688306.SH) | 10.273080965892 | 83529 | 8 | 9.8 | 818584.2 | -39515.98/-4.605% |
交易详情
| 2025-08-06 | 均普智能(688306.SH) | 卖 | -83529 | 10.23 | -854501.67 | ¥1110.85 | -3598.51 |
| 2025-08-06 | 中巨芯(688549.SH) | 卖 | -111806 | 7.87 | -879913.22 | ¥1143.89 | 18748.75 |
| 2025-08-06 | 千里科技(601777.SH) | 卖 | -102200 | 8.65 | -884030 | ¥1149.24 | 17114 |
| 2025-07-23 | 中巨芯(688549.SH) | 买 | 111806 | 7.7 | 860906.2 | ¥258.27 | 0 |
| 2025-07-23 | 千里科技(601777.SH) | 买 | 102200 | 8.48 | 866656 | ¥260 | 0 |
| 2025-07-23 | 均普智能(688306.SH) | 买 | 83529 | 10.27 | 857842.83 | ¥257.35 | 0 |
| 2025-07-21 | 均普智能(688306.SH) | 卖 | -690 | 10.08 | -6955.2 | ¥11.96 | 15.7 |
| 2025-07-21 | 中巨芯(688549.SH) | 卖 | -90381 | 7.62 | -688703.22 | ¥895.31 | 49517.85 |
| 2025-07-21 | 悦康药业(688658.SH) | 卖 | -44873 | 28.6 | -1283367.8 | ¥1668.38 | 641042.53 |
| 2025-07-21 | 千里科技(601777.SH) | 卖 | -72800 | 8.57 | -623896 | ¥811.06 | -11838.66 |
