指数择时策略:年化收益率（15.47%）
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: 172.38%
- 年化收益率: 15.47%
- 基准收益率: 49.86%
- 阿尔法: 0.14
- 夏普比率: 0.51
- 最大回撤: 52.65%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 微芯生物(688321.SH) | 29.408819320215 | 1118 | 20 | 28.57 | 31941.26 | -937.8/-2.852% |
| 2026-03-31 | 千里科技(601777.SH) | 11.153344954128 | 98100 | 44 | 9.87 | 968247 | -125896.14/-11.506% |
| 2026-03-31 | 中巨芯-U(688549.SH) | 10.60318000524 | 103047 | 44 | 8.56 | 882082.32 | -210543.57/-19.27% |
| 2026-03-31 | 均普智能(688306.SH) | 11.62348594669 | 93679 | 44 | 8.98 | 841237.42 | -247639.12/-22.743% |
| 2026-03-30 | 微芯生物(688321.SH) | 29.408819320215 | 1118 | 19 | 29.52 | 33003.36 | 124.3/0.378% |
| 2026-03-30 | 千里科技(601777.SH) | 11.153344954128 | 98100 | 43 | 9.86 | 967266 | -126877.14/-11.596% |
| 2026-03-30 | 中巨芯-U(688549.SH) | 10.60318000524 | 103047 | 43 | 8.82 | 908874.54 | -183751.35/-16.817% |
| 2026-03-30 | 均普智能(688306.SH) | 11.62348594669 | 93679 | 43 | 9.04 | 846858.16 | -242018.38/-22.226% |
| 2026-03-27 | 微芯生物(688321.SH) | 29.408819320215 | 1118 | 18 | 30 | 33540 | 660.94/2.01% |
| 2026-03-27 | 千里科技(601777.SH) | 11.153344954128 | 98100 | 42 | 9.75 | 956475 | -137668.14/-12.582% |
交易详情
| 2026-03-04 | 微芯生物(688321.SH) | 买 | 1118 | 29.4 | 32869.2 | ¥9.86 | 0 |
| 2026-01-21 | 均普智能(688306.SH) | 买 | 93679 | 11.62 | 1088549.98 | ¥326.56 | 0 |
| 2026-01-21 | 中巨芯-U(688549.SH) | 买 | 103047 | 10.6 | 1092298.2 | ¥327.69 | 0 |
| 2026-01-21 | 千里科技(601777.SH) | 买 | 98100 | 11.15 | 1093815 | ¥328.14 | 0 |
| 2026-01-20 | 千里科技(601777.SH) | 卖 | -91000 | 11.69 | -1063790 | ¥1382.93 | 20617.14 |
| 2026-01-20 | 中巨芯-U(688549.SH) | 卖 | -103017 | 10.62 | -1094040.54 | ¥1422.25 | 17189.93 |
| 2026-01-20 | 均普智能(688306.SH) | 卖 | -95001 | 12.15 | -1154262.15 | ¥1500.54 | 88031.16 |
| 2026-01-16 | 均普智能(688306.SH) | 买 | 95001 | 11.22 | 1065911.22 | ¥319.77 | 0 |
| 2026-01-16 | 中巨芯-U(688549.SH) | 买 | 103017 | 10.45 | 1076527.65 | ¥322.96 | 0 |
| 2026-01-16 | 千里科技(601777.SH) | 买 | 91000 | 11.46 | 1042860 | ¥312.86 | 0 |
