索罗斯策略:年化收益率（68.14%）
通过AI方法构建的模拟索罗斯选股策略
概要
核心指标
- 累计收益率: 55.79%
- 年化收益率: 68.14%
- 基准收益率: 26.88%
- 阿尔法: 0.3
- 夏普比率: 1.88
- 最大回撤: 18.96%
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 | 大庆华科(000985.SZ) | 19.125736734694 | 4900 | 4 | 18.66 | 91434 | -2282.11/-2.435% |
| 2025-08-01 | 锡业股份(000960.SZ) | 18.60558 | 5000 | 4 | 17.86 | 89300 | -3727.9/-4.007% |
| 2025-08-01 | 山河智能(002097.SZ) | 12.603779487179 | 7800 | 4 | 14.19 | 110682 | 12372.52/12.585% |
| 2025-08-01 | 中联重科(000157.SZ) | 7.6122832 | 12500 | 4 | 7.28 | 91000 | -4153.54/-4.365% |
| 2025-08-01 | 广百股份(002187.SZ) | 6.5419618055556 | 14400 | 4 | 6.44 | 92736 | -1468.25/-1.559% |
| 2025-08-01 | 正邦科技(002157.SZ) | 2.8908669724771 | 32700 | 4 | 2.82 | 92214 | -2317.35/-2.451% |
| 2025-08-01 | 三特索道(002159.SZ) | 15.80474 | 6000 | 4 | 15.25 | 91500 | -3328.44/-3.51% |
| 2025-08-01 | 四川美丰(000731.SZ) | 7.1921572519084 | 13100 | 4 | 7.01 | 91831 | -2386.26/-2.533% |
| 2025-08-01 | 太阳能(000591.SZ) | 4.6213857843137 | 20400 | 4 | 4.55 | 92820 | -1456.27/-1.545% |
| 2025-08-01 | 腾达科技(001379.SZ) | 21.146340909091 | 4400 | 4 | 20.6 | 90640 | -2403.9/-2.584% |
交易详情
| 2025-07-29 | 显盈科技(301067.SZ) | 卖 | -3000 | 35.26 | -105780 | ¥137.51 | 14852.73 |
| 2025-07-29 | 凤凰光学(600071.SH) | 卖 | -4300 | 21.56 | -92708 | ¥120.52 | 1219.56 |
| 2025-07-29 | 锦盛新材(300849.SZ) | 卖 | -7200 | 12.69 | -91368 | ¥118.78 | 404.72 |
| 2025-07-29 | 蓝箭电子(301348.SZ) | 卖 | -4500 | 21.19 | -95355 | ¥123.96 | 3797.54 |
| 2025-07-29 | 华新环保(301265.SZ) | 卖 | -7925 | 11.88 | -94149 | ¥122.39 | 3271.74 |
| 2025-07-29 | 金道科技(301279.SZ) | 卖 | -4000 | 24.5 | -98000 | ¥127.4 | 8173.06 |
| 2025-07-29 | 药易购(300937.SZ) | 卖 | -3000 | 29.77 | -89310 | ¥116.1 | 933.49 |
| 2025-07-29 | 恒而达(300946.SZ) | 卖 | -1800 | 50.19 | -90342 | ¥117.44 | 585.08 |
| 2025-07-29 | 百诚医药(301096.SZ) | 卖 | -1800 | 49.59 | -89262 | ¥116.04 | 495.38 |
| 2025-07-29 | 申昊科技(300853.SZ) | 卖 | -3800 | 25.66 | -97508 | ¥126.76 | 6242.63 |
