好基优选·多因子动态智能轮动:年化收益率（33.33%）
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
概要
核心指标
- 累计收益率: 339.53%
- 年化收益率: 33.33%
- 基准收益率: -7.75%
- 阿尔法: 0.33
- 夏普比率: 1.63
- 最大回撤: 10.91%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 纳指ETF(513100.SH) | 2.0494098726115 | 62800 | 6 | 2.1 | 131880 | 3177.06/2.469% |
| 2026-05-15 | 豆粕ETF(159985.SZ) | 2.133495049505 | 10100 | 6 | 2.089 | 21098.9 | -449.4/-2.086% |
| 2026-05-15 | 标普500(513500.SH) | 2.3737049618321 | 52400 | 21 | 2.48 | 129952 | 5569.86/4.478% |
| 2026-05-15 | 300ETF(510300.SH) | 4.7177017871894 | 4488 | 96 | 4.878 | 21892.46 | 719.42/3.398% |
| 2026-05-15 | 创业板(159915.SZ) | 3.3032284729382 | 33900 | 101 | 3.97 | 134583 | 22603.55/20.185% |
| 2026-05-14 | 纳指ETF(513100.SH) | 2.0494098726115 | 62800 | 5 | 2.105 | 132194 | 3491.06/2.712% |
| 2026-05-14 | 豆粕ETF(159985.SZ) | 2.133495049505 | 10100 | 5 | 2.144 | 21654.4 | 106.1/0.492% |
| 2026-05-14 | 标普500(513500.SH) | 2.3737049618321 | 52400 | 20 | 2.489 | 130423.6 | 6041.46/4.857% |
| 2026-05-14 | 300ETF(510300.SH) | 4.7177017871894 | 4488 | 95 | 4.941 | 22175.21 | 1002.16/4.733% |
| 2026-05-14 | 创业板(159915.SZ) | 3.3032284729382 | 33900 | 100 | 3.961 | 134277.9 | 22298.45/19.913% |
交易详情
| 2026-05-08 | 恒生科技(513130.SH) | 卖 | -33500 | 0.637 | -21339.5 | ¥5 | 631.5 |
| 2026-05-08 | 黄金ETF(518880.SH) | 卖 | -2100 | 9.871 | -20729.1 | ¥5 | 39.1 |
| 2026-05-08 | 创业板(159915.SZ) | 卖 | -400 | 3.811 | -1524.4 | ¥5 | 203.11 |
| 2026-05-08 | 豆粕ETF(159985.SZ) | 买 | 10100 | 2.133 | 21543.3 | ¥5 | 0 |
| 2026-05-08 | 300ETF(510300.SH) | 卖 | -21600 | 4.89 | -105624 | ¥21.12 | 3721.64 |
| 2026-05-08 | 纳指ETF(513100.SH) | 买 | 62800 | 2.049 | 128677.2 | ¥25.74 | 0 |
| 2026-04-28 | 纳指ETF(513100.SH) | 卖 | -66900 | 1.945 | -130120.5 | ¥26.02 | 14105.46 |
| 2026-04-28 | 嘉实原油(160723.SZ) | 卖 | -18800 | 2.336 | -43916.8 | ¥8.78 | -1945.57 |
| 2026-04-28 | 创业板(159915.SZ) | 卖 | -500 | 3.63 | -1815 | ¥5 | 163.39 |
| 2026-04-28 | 300ETF(510300.SH) | 买 | 21700 | 4.766 | 103422.2 | ¥20.68 | 0 |
