指数择时策略:年化收益率（15.93%）
本策略是一个指数择时策略，基本逻辑是根据市场走势选择是否交易，并调整投资组合，即利用指数特征来进行风控。
概要
核心指标
- 累计收益率: 155.12%
- 年化收益率: 15.93%
- 基准收益率: 36.55%
- 阿尔法: 0.15
- 夏普比率: 0.52
- 最大回撤: 52.56%
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 | 均普智能(688306.SH) | 10.273080965892 | 83529 | 8 | 9.8 | 818584.2 | -39515.98/-4.605% |
| 2025-08-01 | 千里科技(601777.SH) | 8.4825440313112 | 102200 | 8 | 8.32 | 850304 | -16612/-1.916% |
| 2025-08-01 | 中巨芯(688549.SH) | 7.702309983364 | 111806 | 8 | 7.77 | 868732.62 | 7568.15/0.879% |
| 2025-07-31 | 均普智能(688306.SH) | 10.273080965892 | 83529 | 7 | 9.93 | 829442.97 | -28657.21/-3.34% |
| 2025-07-31 | 千里科技(601777.SH) | 8.4825440313112 | 102200 | 7 | 8.22 | 840084 | -26832/-3.095% |
| 2025-07-31 | 中巨芯(688549.SH) | 7.702309983364 | 111806 | 7 | 7.82 | 874322.92 | 13158.45/1.528% |
| 2025-07-30 | 均普智能(688306.SH) | 10.273080965892 | 83529 | 6 | 9.9 | 826937.1 | -31163.08/-3.632% |
| 2025-07-30 | 千里科技(601777.SH) | 8.4825440313112 | 102200 | 6 | 8.3 | 848260 | -18656/-2.152% |
| 2025-07-30 | 中巨芯(688549.SH) | 7.702309983364 | 111806 | 6 | 7.91 | 884385.46 | 23220.99/2.696% |
| 2025-07-29 | 均普智能(688306.SH) | 10.273080965892 | 83529 | 5 | 10.2 | 851995.8 | -6104.38/-0.711% |
交易详情
| 2025-07-23 | 中巨芯(688549.SH) | 买 | 111806 | 7.7 | 860906.2 | ¥258.27 | 0 |
| 2025-07-23 | 千里科技(601777.SH) | 买 | 102200 | 8.48 | 866656 | ¥260 | 0 |
| 2025-07-23 | 均普智能(688306.SH) | 买 | 83529 | 10.27 | 857842.83 | ¥257.35 | 0 |
| 2025-07-21 | 悦康药业(688658.SH) | 卖 | -44873 | 28.6 | -1283367.8 | ¥1668.38 | 641042.53 |
| 2025-07-21 | 千里科技(601777.SH) | 卖 | -72800 | 8.57 | -623896 | ¥811.06 | -11838.66 |
| 2025-07-21 | 中巨芯(688549.SH) | 卖 | -90381 | 7.62 | -688703.22 | ¥895.31 | 49517.85 |
| 2025-07-21 | 均普智能(688306.SH) | 卖 | -690 | 10.08 | -6955.2 | ¥11.96 | 15.7 |
| 2025-07-18 | 均普智能(688306.SH) | 买 | 690 | 10.05 | 6934.5 | ¥5 | 0 |
| 2025-05-23 | 中巨芯(688549.SH) | 买 | 90381 | 7.07 | 638993.67 | ¥191.7 | 0 |
| 2025-05-23 | 悦康药业(688658.SH) | 买 | 44873 | 14.31 | 642132.63 | ¥192.64 | 0 |
