缓步上涨选股策略:年化收益率（30.03%）
该策略通过筛选近两周内稳定上涨的股票，再通过换手率和振幅筛选出相对低波未受强烈冲击的股票
概要
核心指标
- 累计收益率: 275.67%
- 年化收益率: 30.03%
- 基准收益率: -14.97%
- 阿尔法: 0.3
- 夏普比率: 1.47
- 最大回撤: 14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 华润双鹤(600062.SH) | 18.745621882952 | 39300 | 9 | 18.89 | 742377 | 5674.06/0.77% |
| 2026-04-02 | 兴业银行(601166.SH) | 18.655594910941 | 39300 | 9 | 18.9 | 742770 | 9605.12/1.31% |
| 2026-04-02 | 招商银行(600036.SH) | 39.591874054054 | 18500 | 9 | 39.76 | 735560 | 3110.33/0.425% |
| 2026-04-02 | 中国银行(601988.SH) | 5.4916469798658 | 134100 | 9 | 5.94 | 796554 | 60124.14/8.164% |
| 2026-04-02 | 云南白药(000538.SZ) | 56.715163076923 | 13000 | 29 | 56.78 | 738140 | 842.88/0.114% |
| 2026-04-01 | 华润双鹤(600062.SH) | 18.745621882952 | 39300 | 8 | 18.79 | 738447 | 1744.06/0.237% |
| 2026-04-01 | 兴业银行(601166.SH) | 18.655594910941 | 39300 | 8 | 18.91 | 743163 | 9998.12/1.364% |
| 2026-04-01 | 招商银行(600036.SH) | 39.591874054054 | 18500 | 8 | 39.82 | 736670 | 4220.33/0.576% |
| 2026-04-01 | 中国银行(601988.SH) | 5.4916469798658 | 134100 | 8 | 5.87 | 787167 | 50737.14/6.89% |
| 2026-04-01 | 云南白药(000538.SZ) | 56.715163076923 | 13000 | 28 | 55.57 | 722410 | -14887.12/-2.019% |
交易详情
| 2026-03-23 | 上港集团(600018.SH) | 卖 | -137100 | 5.08 | -696468 | ¥905.41 | 3905.29 |
| 2026-03-23 | 福能股份(600483.SH) | 卖 | -74500 | 10.37 | -772565 | ¥1004.33 | 83233.26 |
| 2026-03-23 | 招商港口(001872.SZ) | 卖 | -34700 | 23.1 | -801570 | ¥1042.04 | 109791.53 |
| 2026-03-23 | 长江电力(600900.SH) | 卖 | -26500 | 27.07 | -717355 | ¥932.56 | 24702.27 |
| 2026-03-23 | 云南白药(000538.SZ) | 买 | 800 | 56.06 | 44848 | ¥13.45 | 0 |
| 2026-03-23 | 中国银行(601988.SH) | 买 | 134100 | 5.49 | 736209 | ¥220.86 | 0 |
| 2026-03-23 | 招商银行(600036.SH) | 买 | 18500 | 39.58 | 732230 | ¥219.67 | 0 |
| 2026-03-23 | 兴业银行(601166.SH) | 买 | 39300 | 18.65 | 732945 | ¥219.88 | 0 |
| 2026-03-23 | 华润双鹤(600062.SH) | 买 | 39300 | 18.74 | 736482 | ¥220.94 | 0 |
| 2026-02-13 | 宁波港(601018.SH) | 卖 | -183700 | 4.12 | -756844 | ¥983.9 | 86137.85 |
