Beta 猎手策略:年化收益率（4.9%）
本策略选取 Beta 值最高的 10 只股票，7天轮动，追逐市场高波动性，期望在市场上涨时获得更高收益。
概要
核心指标
- 累计收益率: 7.54%
- 年化收益率: 4.9%
- 基准收益率: 19.74%
- 阿尔法: 0.03
- 夏普比率: 0.33
- 最大回撤: 60.42%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 唯万密封(301161.SZ) | 28.588573684211 | 3800 | 5 | 27.76 | 105488 | -3148.58/-2.898% |
| 2025-08-01 | 逸豪新材(301176.SZ) | 31.259374285714 | 3500 | 5 | 31.1 | 108850 | -557.81/-0.51% |
| 2025-08-01 | 中设咨询(833873.BJ) | 9.1327386554622 | 11900 | 5 | 9 | 107100 | -1579.59/-1.453% |
| 2025-08-01 | 铁建重工(688425.SH) | 6.62198593919 | 16642 | 5 | 6.05 | 100684.1 | -9518.99/-8.638% |
| 2025-08-01 | 五新隧装(835174.BJ) | 69.670893333333 | 1500 | 5 | 65.68 | 98520 | -5986.34/-5.728% |
| 2025-08-01 | 铁拓机械(873706.BJ) | 31.3394 | 3500 | 5 | 26.61 | 93135 | -16552.9/-15.091% |
| 2025-08-01 | 柳钢股份(601003.SH) | 7.0621182432432 | 14800 | 5 | 6.22 | 92056 | -12463.35/-11.924% |
| 2025-08-01 | 恒立钻具(836942.BJ) | 55.836747368421 | 1900 | 5 | 59.53 | 113107 | 7017.18/6.614% |
| 2025-08-01 | 深水规院(301038.SZ) | 26.0078 | 4000 | 5 | 31.55 | 126200 | 22168.8/21.31% |
| 2025-08-01 | 贤丰控股(002141.SZ) | 4.0841903114187 | 28900 | 20 | 3.64 | 105196 | -12837.1/-10.876% |
交易详情
| 2025-07-28 | 联迪信息(839790.BJ) | 卖 | -2200 | 50.47 | -111034 | ¥144.34 | -6859.41 |
| 2025-07-28 | 天利科技(300399.SZ) | 卖 | -3300 | 31.65 | -104445 | ¥135.78 | -15995.2 |
| 2025-07-28 | 同辉信息(430090.BJ) | 卖 | -11200 | 9.59 | -107408 | ¥139.63 | -8530.69 |
| 2025-07-28 | 永安行(603776.SH) | 卖 | -5100 | 21.6 | -110160 | ¥143.21 | 4303.25 |
| 2025-07-28 | 指南针(300803.SZ) | 卖 | -1300 | 93.43 | -121459 | ¥157.9 | 21042.88 |
| 2025-07-28 | 合力泰(002217.SZ) | 卖 | -42400 | 2.52 | -106848 | ¥138.9 | -7066.55 |
| 2025-07-28 | 泰和科技(300801.SZ) | 卖 | -4700 | 22.68 | -106596 | ¥138.57 | -15043.9 |
| 2025-07-28 | 星辰科技(832885.BJ) | 卖 | -5000 | 21.6 | -108000 | ¥140.4 | 3668.71 |
| 2025-07-28 | 汇金股份(300368.SZ) | 卖 | -10300 | 11.34 | -116802 | ¥151.84 | 14492.32 |
| 2025-07-28 | 贤丰控股(002141.SZ) | 买 | 900 | 3.78 | 3402 | ¥5 | 0 |
