AI复刻2:年化收益率（11.28%）
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: 25.9%
- 年化收益率: 11.28%
- 基准收益率: 32.26%
- 阿尔法: 0.02
- 夏普比率: 0.53
- 最大回撤: 11.48%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 伊利股份(600887.SH) | 26.587974468085 | 4700 | 2 | 26.43 | 124221 | -742.48/-0.594% |
| 2026-04-02 | 招商银行(600036.SH) | 39.571867741935 | 3100 | 2 | 39.76 | 123256 | 583.21/0.475% |
| 2026-04-02 | 益丰药房(603939.SH) | 24.457335294118 | 5100 | 2 | 24.03 | 122553 | -2179.41/-1.747% |
| 2026-04-01 | 伊利股份(600887.SH) | 26.587974468085 | 4700 | 1 | 26.33 | 123751 | -1212.48/-0.97% |
| 2026-04-01 | 招商银行(600036.SH) | 39.571867741935 | 3100 | 1 | 39.82 | 123442 | 769.21/0.627% |
| 2026-04-01 | 益丰药房(603939.SH) | 24.457335294118 | 5100 | 1 | 24.46 | 124746 | 13.59/0.011% |
| 2026-04-01 | 五 粮 液(000858.SZ) | 101.38040833333 | 0 | 6 | 104.39 | 0 | 2267.51/1.864% |
| 2026-04-01 | 泸州老窖(000568.SZ) | 103.68109166667 | 0 | 6 | 106.26 | 0 | 1198.69/0.963% |
| 2026-04-01 | 时代电气(688187.SH) | 51.925573974306 | 0 | 6 | 51.81 | 0 | 58.94/0.047% |
| 2026-03-31 | 五 粮 液(000858.SZ) | 101.38040833333 | 1200 | 5 | 103.27 | 123924 | 2267.51/1.864% |
交易详情
| 2026-04-01 | 时代电气(688187.SH) | 卖 | -2413 | 52.6 | -126923.8 | ¥165 | 1627.39 |
| 2026-04-01 | 泸州老窖(000568.SZ) | 卖 | -1200 | 105.81 | -126972 | ¥165.06 | 2554.69 |
| 2026-04-01 | 五 粮 液(000858.SZ) | 卖 | -1200 | 103.97 | -124764 | ¥162.19 | 3107.51 |
| 2026-04-01 | 益丰药房(603939.SH) | 买 | 5100 | 24.45 | 124695 | ¥37.41 | 0 |
| 2026-04-01 | 招商银行(600036.SH) | 买 | 3100 | 39.56 | 122636 | ¥36.79 | 0 |
| 2026-04-01 | 伊利股份(600887.SH) | 买 | 4700 | 26.58 | 124926 | ¥37.48 | 0 |
| 2026-03-25 | 上海医药(601607.SH) | 卖 | -7600 | 16.53 | -125628 | ¥163.32 | -5967.47 |
| 2026-03-25 | 上海银行(601229.SH) | 卖 | -13000 | 9.86 | -128180 | ¥166.63 | -2509.2 |
| 2026-03-25 | 白云山(600332.SH) | 卖 | -5100 | 23.22 | -118422 | ¥153.95 | -12177.17 |
| 2026-03-25 | 时代电气(688187.SH) | 买 | 2413 | 51.91 | 125258.83 | ¥37.58 | 0 |
