攻守平衡的风格轮转策略:年化收益率（75.49%）
策略以“市场风格具有周期性与可预测性”为前提，借助机器学习模型捕捉市场状态信号，通过攻防策略切换，在强市选择成长性，弱市选择低波动。
概要
核心指标
- 累计收益率: 512.45%
- 年化收益率: 75.49%
- 基准收益率: 24.99%
- 阿尔法: 0.71
- 夏普比率: 1.7
- 最大回撤: 31.8%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 中信建投(601066.SH) | 21.616482978723 | 56400 | 28 | 22.17 | 1250388 | 31218.36/2.561% |
| 2026-05-15 | 公牛集团(603195.SH) | 41.902567123288 | 29200 | 28 | 42.79 | 1249468 | 25913.04/2.118% |
| 2026-05-15 | 中国人寿(601628.SH) | 36.861055151515 | 33000 | 28 | 35.36 | 1166880 | -49534.82/-4.072% |
| 2026-05-15 | 农业银行(601288.SH) | 6.5931418638411 | 186679 | 28 | 6.67 | 1245148.93 | 14347.8/1.166% |
| 2026-05-15 | 工商银行(601398.SH) | 7.4001801545737 | 165358 | 28 | 7.24 | 1197191.92 | -26487.07/-2.165% |
| 2026-05-14 | 中信建投(601066.SH) | 21.616482978723 | 56400 | 27 | 22.48 | 1267872 | 48702.36/3.995% |
| 2026-05-14 | 公牛集团(603195.SH) | 41.902567123288 | 29200 | 27 | 42.82 | 1250344 | 26789.04/2.189% |
| 2026-05-14 | 中国人寿(601628.SH) | 36.861055151515 | 33000 | 27 | 35.99 | 1187670 | -28744.82/-2.363% |
| 2026-05-14 | 农业银行(601288.SH) | 6.5931418638411 | 186679 | 27 | 6.76 | 1261950.04 | 31148.91/2.531% |
| 2026-05-14 | 工商银行(601398.SH) | 7.4001801545737 | 165358 | 27 | 7.3 | 1207113.4 | -16565.59/-1.354% |
交易详情
| 2026-05-13 | 农业银行(601288.SH) | 买 | 3579 | 6.65 | -2.65 | ¥0 | 0 |
| 2026-05-13 | 工商银行(601398.SH) | 买 | 3758 | 7.31 | -1.02 | ¥0 | 0 |
| 2026-04-02 | 雅葆轩(920357.BJ) | 卖 | -97300 | 21.94 | -2134762 | ¥2775.19 | -129617.11 |
| 2026-04-02 | 一致魔芋(920273.BJ) | 卖 | -83100 | 21.69 | -1802439 | ¥2343.17 | -511759.05 |
| 2026-04-02 | 同兴科技(003027.SZ) | 卖 | -102900 | 21.1 | -2171190 | ¥2822.55 | -135856.9 |
| 2026-04-02 | 工商银行(601398.SH) | 买 | 161600 | 7.57 | 1223312 | ¥366.99 | 0 |
| 2026-04-02 | 农业银行(601288.SH) | 买 | 183100 | 6.72 | 1230432 | ¥369.13 | 0 |
| 2026-04-02 | 中国人寿(601628.SH) | 买 | 33000 | 36.85 | 1216050 | ¥364.82 | 0 |
| 2026-04-02 | 公牛集团(603195.SH) | 买 | 29200 | 41.89 | 1223188 | ¥366.96 | 0 |
| 2026-04-02 | 中信建投(601066.SH) | 买 | 56400 | 21.61 | 1218804 | ¥365.64 | 0 |
