好基优选·多因子动态智能轮动:年化收益率(29.88%)
本策略通过精选8只大类ETF,结合趋势打分和短期均线比进行量化评分,每隔5个交易日择优持有得分最高的4只ETF,并采用均值-方差优化分配权重
本策略通过精选8只大类ETF,结合趋势打分和短期均线比进行量化评分,每隔5个交易日择优持有得分最高的4只ETF,并采用均值-方差优化分配权重
查看AI策略代码
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
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|---|---|---|---|---|---|---|---|
| 2026-08-13 | 嘉实原油(160723.SZ) | 2.1404279329609 | 53700 | 9 | 2.021 | 108527.7 | -6413.28/-5.58% |
| 2026-08-13 | 黄金ETF(518880.SH) | 8.318875 | 2400 | 19 | 9.042 | 21700.8 | 1735.5/8.693% |
| 2026-08-13 | 恒生科技(513130.SH) | 0.58041882730188 | 202800 | 19 | 0.597 | 121071.6 | 3362.66/2.857% |
| 2026-08-13 | 豆粕ETF(159985.SZ) | 2.1302719642857 | 9800 | 34 | 2.126 | 20834.8 | -41.87/-0.201% |
| 2026-08-13 | 标普500(513500.SH) | 2.4872897000306 | 48400 | 84 | 2.711 | 131212.4 | 10827.58/8.994% |
| 2026-08-12 | 嘉实原油(160723.SZ) | 2.1404279329609 | 53700 | 8 | 2.022 | 108581.4 | -6359.58/-5.533% |
| 2026-08-12 | 黄金ETF(518880.SH) | 8.318875 | 2400 | 18 | 9.103 | 21847.2 | 1881.9/9.426% |
| 2026-08-12 | 恒生科技(513130.SH) | 0.58041882730188 | 202800 | 18 | 0.594 | 120463.2 | 2754.26/2.34% |
| 2026-08-12 | 豆粕ETF(159985.SZ) | 2.1302719642857 | 9800 | 33 | 2.116 | 20736.8 | -139.87/-0.67% |
| 2026-08-12 | 标普500(513500.SH) | 2.4872897000306 | 48400 | 83 | 2.698 | 130583.2 | 10198.38/8.471% |
| 2026-08-03 | 纳指ETF(513100.SH) | 卖 | -9900 | 2.115 | -20938.5 | ¥5 | 94 |
| 2026-08-03 | 豆粕ETF(159985.SZ) | 卖 | -45100 | 2.084 | -93988.4 | ¥18.8 | -2086.87 |
| 2026-08-03 | 嘉实原油(160723.SZ) | 买 | 53700 | 2.14 | 114918 | ¥22.98 | 0 |
| 2026-08-03 | 恒生科技(513130.SH) | 卖 | -15500 | 0.604 | -9362 | ¥5 | 365.51 |
| 2026-08-03 | 标普500(513500.SH) | 买 | 800 | 2.522 | 2017.6 | ¥5 | 0 |
| 2026-08-03 | 黄金ETF(518880.SH) | 买 | 100 | 8.4 | 840 | ¥5 | 0 |
| 2026-07-27 | 嘉实原油(160723.SZ) | 卖 | -56600 | 2.3 | -130180 | ¥26.04 | 5068.98 |
| 2026-07-27 | 豆粕ETF(159985.SZ) | 卖 | -1100 | 2.267 | -2493.7 | ¥5 | 150.4 |
| 2026-07-27 | 纳指ETF(513100.SH) | 买 | 9900 | 2.105 | 20839.5 | ¥5 | 0 |
| 2026-07-27 | 恒生科技(513130.SH) | 买 | 172600 | 0.578 | 99762.8 | ¥19.95 | 0 |