AI复刻2:年化收益率（20.01%）
通过AI方法构建的量化选股与动态调整
概要
核心指标
- 累计收益率: 31.95%
- 年化收益率: 20.01%
- 基准收益率: 19.74%
- 阿尔法: 0.11
- 夏普比率: 0.91
- 最大回撤: 10.95%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 招商港口(001872.SZ) | 20.3661078125 | 6400 | 2 | 20.17 | 129088 | -1255.09/-0.963% |
| 2025-08-01 | 申能股份(600642.SH) | 8.1924567901235 | 16200 | 2 | 8.19 | 132678 | -39.8/-0.03% |
| 2025-08-01 | 新天绿能(600956.SH) | 7.7923372781065 | 16900 | 2 | 7.65 | 129285 | -2405.5/-1.827% |
| 2025-07-31 | 招商港口(001872.SZ) | 20.3661078125 | 6400 | 1 | 20.12 | 128768 | -1575.09/-1.208% |
| 2025-07-31 | 申能股份(600642.SH) | 8.1924567901235 | 16200 | 1 | 8.17 | 132354 | -363.8/-0.274% |
| 2025-07-31 | 安图生物(603658.SH) | 38.651590909091 | 0 | 6 | 39.78 | 0 | 5505.75/4.317% |
| 2025-07-31 | 新天绿能(600956.SH) | 7.7923372781065 | 16900 | 1 | 7.59 | 128271 | -3419.5/-2.597% |
| 2025-07-31 | 白云山(600332.SH) | 26.878060416667 | 0 | 6 | 26.86 | 0 | 729.31/0.565% |
| 2025-07-31 | 公牛集团(603195.SH) | 47.074119230769 | 0 | 11 | 47.16 | 0 | 1497.29/1.223% |
| 2025-07-30 | 安图生物(603658.SH) | 38.651590909091 | 3300 | 5 | 40.32 | 133056 | 5505.75/4.317% |
交易详情
| 2025-07-31 | 白云山(600332.SH) | 卖 | -4800 | 26.92 | -129216 | ¥167.98 | 201.31 |
| 2025-07-31 | 公牛集团(603195.SH) | 卖 | -2600 | 47.56 | -123656 | ¥160.75 | 1263.29 |
| 2025-07-31 | 安图生物(603658.SH) | 卖 | -3300 | 40.5 | -133650 | ¥173.75 | 6099.75 |
| 2025-07-31 | 申能股份(600642.SH) | 买 | 16200 | 8.19 | 132678 | ¥39.8 | 0 |
| 2025-07-31 | 新天绿能(600956.SH) | 买 | 16900 | 7.79 | 131651 | ¥39.5 | 0 |
| 2025-07-31 | 招商港口(001872.SZ) | 买 | 6400 | 20.36 | 130304 | ¥39.09 | 0 |
| 2025-07-24 | 宁波港(601018.SH) | 卖 | -33600 | 3.77 | -126672 | ¥164.67 | 2314.7 |
| 2025-07-24 | 恒力石化(600346.SH) | 卖 | -8900 | 15.84 | -140976 | ¥183.27 | 17317.91 |
| 2025-07-24 | 白云山(600332.SH) | 买 | 4800 | 26.87 | 128976 | ¥38.69 | 0 |
| 2025-07-24 | 安图生物(603658.SH) | 买 | 3300 | 38.64 | 127512 | ¥38.25 | 0 |
