攻守平衡的风格轮转策略:年化收益率（77.3%）
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: 515.94%
- 年化收益率: 77.3%
- 基准收益率: 22.67%
- 阿尔法: 0.74
- 夏普比率: 1.72
- 最大回撤: 31.8%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 中信建投(601066.SH) | 21.616482978723 | 56400 | 16 | 21.43 | 1208652 | -10517.64/-0.863% |
| 2026-04-24 | 公牛集团(603195.SH) | 41.902567123288 | 29200 | 16 | 41.36 | 1207712 | -15842.96/-1.295% |
| 2026-04-24 | 中国人寿(601628.SH) | 36.861055151515 | 33000 | 16 | 36.78 | 1213740 | -2674.82/-0.22% |
| 2026-04-24 | 农业银行(601288.SH) | 6.7220160021846 | 183100 | 16 | 7.04 | 1289024 | 58222.87/4.73% |
| 2026-04-24 | 工商银行(601398.SH) | 7.5722709777228 | 161600 | 16 | 7.58 | 1224928 | 1249.01/0.102% |
| 2026-04-23 | 中信建投(601066.SH) | 21.616482978723 | 56400 | 15 | 21.62 | 1219368 | 198.36/0.016% |
| 2026-04-23 | 公牛集团(603195.SH) | 41.902567123288 | 29200 | 15 | 41.52 | 1212384 | -11170.96/-0.913% |
| 2026-04-23 | 中国人寿(601628.SH) | 36.861055151515 | 33000 | 15 | 36.88 | 1217040 | 625.18/0.051% |
| 2026-04-23 | 农业银行(601288.SH) | 6.7220160021846 | 183100 | 15 | 7.03 | 1287193 | 56391.87/4.582% |
| 2026-04-23 | 工商银行(601398.SH) | 7.5722709777228 | 161600 | 15 | 7.58 | 1224928 | 1249.01/0.102% |
交易详情
| 2026-04-02 | 同兴科技(003027.SZ) | 卖 | -102900 | 21.1 | -2171190 | ¥2822.55 | -135856.9 |
| 2026-04-02 | 一致魔芋(920273.BJ) | 卖 | -83100 | 21.69 | -1802439 | ¥2343.17 | -511759.05 |
| 2026-04-02 | 雅葆轩(920357.BJ) | 卖 | -97300 | 21.94 | -2134762 | ¥2775.19 | -129617.11 |
| 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 |
| 2026-03-03 | 海锅股份(301063.SZ) | 卖 | -84700 | 31.5 | -2668050 | ¥3468.47 | 488065.2 |
| 2026-03-03 | 雅葆轩(920357.BJ) | 买 | 4800 | 23.75 | 114000 | ¥34.2 | 0 |
