索罗斯策略:年化收益率（51.11%）
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: 84.84%
- 年化收益率: 51.11%
- 基准收益率: 40.15%
- 阿尔法: 0.16
- 夏普比率: 1.35
- 最大回撤: 19.72%
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
|
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|---|---|---|---|---|---|---|---|
| 2026-04-02 | 汉钟精机(002158.SZ) | 22.526755102041 | 4900 | 4 | 21.92 | 107408 | -2973.1/-2.693% |
| 2026-04-02 | 海大集团(002311.SZ) | 51.6755 | 2100 | 4 | 53.02 | 111342 | 2823.45/2.602% |
| 2026-04-02 | 达 意 隆(002209.SZ) | 16.364907352941 | 6800 | 4 | 15.31 | 104108 | -7173.37/-6.446% |
| 2026-04-02 | 方大集团(000055.SZ) | 3.6510950980392 | 30600 | 4 | 3.59 | 109854 | -1869.51/-1.673% |
| 2026-04-02 | 巨轮智能(002031.SZ) | 6.27188125 | 17600 | 4 | 6.16 | 108416 | -1969.11/-1.784% |
| 2026-04-02 | 江苏国泰(002091.SZ) | 9.252775 | 12000 | 4 | 9.02 | 108240 | -2793.3/-2.516% |
| 2026-04-02 | 赣能股份(000899.SZ) | 14.164248051948 | 7700 | 4 | 12.92 | 99484 | -9580.71/-8.784% |
| 2026-04-02 | 海南发展(002163.SZ) | 12.903869767442 | 8600 | 4 | 12.81 | 110166 | -807.28/-0.727% |
| 2026-04-02 | 浩物股份(000757.SZ) | 4.8114431623932 | 23400 | 4 | 4.7 | 109980 | -2607.77/-2.316% |
| 2026-04-02 | 厦门港务(000905.SZ) | 10.773231372549 | 10200 | 4 | 11.7 | 119340 | 9453.04/8.603% |
交易详情
| 2026-03-30 | 广电电气(601616.SH) | 卖 | -21600 | 4.98 | -107568 | ¥139.84 | -11483.7 |
| 2026-03-30 | 泰瑞机器(603289.SH) | 卖 | -10400 | 10.63 | -110552 | ¥143.72 | -7003.26 |
| 2026-03-30 | 永臻股份(603381.SH) | 卖 | -4400 | 24.74 | -108856 | ¥141.51 | -8219.11 |
| 2026-03-30 | 众鑫股份(603091.SH) | 卖 | -1400 | 72.6 | -101640 | ¥132.13 | -15827.23 |
| 2026-03-30 | 华设集团(603018.SH) | 卖 | -14900 | 7.18 | -106982 | ¥139.08 | -11061.4 |
| 2026-03-30 | 诺力股份(603611.SH) | 卖 | -5000 | 20.4 | -102000 | ¥132.6 | -15735.31 |
| 2026-03-30 | 红蜻蜓(603116.SH) | 卖 | -19900 | 5.6 | -111440 | ¥144.87 | -6403.34 |
| 2026-03-30 | 众辰科技(603275.SH) | 卖 | -2600 | 43.42 | -112892 | ¥146.76 | -3180.81 |
| 2026-03-30 | 上工申贝(600843.SH) | 卖 | -10900 | 9.29 | -101261 | ¥131.64 | -16276.25 |
| 2026-03-30 | 欧普照明(603515.SH) | 卖 | -6300 | 18.8 | -118440 | ¥153.97 | 657.68 |
