指数择时策略:年化收益率（11.44%）
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: 95.23%
- 年化收益率: 11.44%
- 基准收益率: 30.46%
- 阿尔法: 0.11
- 夏普比率: 0.4
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 千里科技(601777.SH) | 8.732618956044 | 72800 | 10 | 8.39 | 610792 | -24942.66/-3.923% |
| 2025-06-06 | 悦康药业(688658.SH) | 14.314293004702 | 44873 | 10 | 14.65 | 657389.45 | 15064.18/2.345% |
| 2025-06-06 | 中巨芯(688549.SH) | 7.0721210210111 | 90381 | 10 | 7.49 | 676953.69 | 37768.32/5.909% |
| 2025-06-05 | 千里科技(601777.SH) | 8.732618956044 | 72800 | 9 | 8.47 | 616616 | -19118.66/-3.007% |
| 2025-06-05 | 悦康药业(688658.SH) | 14.314293004702 | 44873 | 9 | 14.87 | 667261.51 | 24936.24/3.882% |
| 2025-06-05 | 中巨芯(688549.SH) | 7.0721210210111 | 90381 | 9 | 7.48 | 676049.88 | 36864.51/5.767% |
| 2025-06-04 | 千里科技(601777.SH) | 8.732618956044 | 72800 | 8 | 8.33 | 606424 | -29310.66/-4.611% |
| 2025-06-04 | 悦康药业(688658.SH) | 14.314293004702 | 44873 | 8 | 14.88 | 667710.24 | 25384.97/3.952% |
| 2025-06-04 | 中巨芯(688549.SH) | 7.0721210210111 | 90381 | 8 | 7.52 | 679665.12 | 40479.75/6.333% |
| 2025-06-03 | 千里科技(601777.SH) | 8.732618956044 | 72800 | 7 | 8.27 | 602056 | -33678.66/-5.298% |
交易详情
| 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 |
| 2025-05-23 | 千里科技(601777.SH) | 买 | 72800 | 8.73 | 635544 | ¥190.66 | 0 |
| 2025-05-22 | 通裕重工(300185.SZ) | 卖 | -266100 | 2.68 | -713148 | ¥927.09 | 98272.59 |
| 2025-05-22 | 劲嘉股份(002191.SZ) | 卖 | -165800 | 3.72 | -616776 | ¥801.81 | 4790.46 |
| 2025-05-22 | 悦康药业(688658.SH) | 卖 | -274 | 14.56 | -3989.44 | ¥8.99 | -166.66 |
| 2025-05-22 | 中巨芯(688549.SH) | 卖 | -83617 | 7.09 | -592844.53 | ¥770.7 | -21924.8 |
| 2025-04-30 | 悦康药业(688658.SH) | 买 | 274 | 15.15 | 4151.1 | ¥5 | 0 |
| 2025-04-23 | 劲嘉股份(002191.SZ) | 买 | 165800 | 3.69 | 611802 | ¥183.54 | 0 |
| 2025-04-23 | 通裕重工(300185.SZ) | 买 | 266100 | 2.31 | 614691 | ¥184.41 | 0 |
