新版机器学习滚动训练模版V1:年化收益率（71.95%）
机器学习中滚动训练时必不可少的一环，无滚动训练的机器学习很容易过拟合导致回测失真。本框架为简易版机器学习滚动训练示例。无需M.tune,轻松上手。可自己替换因子及模型。
概要
核心指标
- 累计收益率: 91.06%
- 年化收益率: 71.95%
- 基准收益率: 17.24%
- 阿尔法: 0.55
- 夏普比率: 1.94
- 最大回撤: 16.94%
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 | 爱普股份(603020.SH) | 10.483143971631 | 56400 | 10 | 11.48 | 647472 | 56222.68/9.509% |
| 2026-04-02 | 唯赛勃(688718.SH) | 15.314592980999 | 38524 | 10 | 14.93 | 575163.32 | -14816.06/-2.511% |
| 2026-04-02 | 春光智能(920810.BJ) | 11.643491976517 | 51100 | 10 | 11.15 | 569765 | -25217.44/-4.238% |
| 2026-04-02 | 广厦环能(920703.BJ) | 14.064217985612 | 41700 | 10 | 13.61 | 567537 | -18940.89/-3.23% |
| 2026-04-02 | 凯腾精工(920553.BJ) | 9.1527450310559 | 64400 | 10 | 8.8 | 566720 | -22716.78/-3.854% |
| 2026-04-02 | 铁科轨道(688569.SH) | 20.876260906276 | 28424 | 10 | 20.36 | 578712.64 | -14674.2/-2.473% |
| 2026-04-02 | 泰德股份(920378.BJ) | 9.1027300775194 | 64500 | 10 | 8.87 | 572115 | -15011.09/-2.557% |
| 2026-04-02 | 浙江大农(920855.BJ) | 16.0048 | 36700 | 10 | 15.58 | 571786 | -15590.16/-2.654% |
| 2026-04-02 | 昆工科技(920152.BJ) | 18.585574132492 | 31700 | 10 | 15.5 | 491350 | -97812.7/-16.602% |
| 2026-04-02 | 丰安股份(920608.BJ) | 16.664998016997 | 35300 | 10 | 16.65 | 587745 | -529.43/-0.09% |
交易详情
| 2026-03-20 | 贵州茅台(600519.SH) | 卖 | -300 | 1452.96 | -435888 | ¥566.65 | 17262.45 |
| 2026-03-20 | 圣龙股份(603178.SH) | 卖 | -36300 | 15.89 | -576807 | ¥749.85 | -23048.9 |
| 2026-03-20 | 首创证券(601136.SH) | 卖 | -34700 | 17.41 | -604127 | ¥785.37 | 4331.12 |
| 2026-03-20 | 嘉必优(688089.SH) | 卖 | -32540 | 19.01 | -618585.4 | ¥804.16 | 19018.78 |
| 2026-03-20 | 达仁堂(600329.SH) | 卖 | -14600 | 42.19 | -615974 | ¥800.77 | 17048.38 |
| 2026-03-20 | 一鸣食品(605179.SH) | 卖 | -32900 | 17.82 | -586278 | ¥762.16 | -12681.63 |
| 2026-03-20 | 深深房Ａ(000029.SZ) | 卖 | -28300 | 20.35 | -575905 | ¥748.68 | -21404.14 |
| 2026-03-20 | 海天精工(601882.SH) | 卖 | -28900 | 20.84 | -602276 | ¥782.96 | 975.66 |
| 2026-03-20 | 今世缘(603369.SH) | 卖 | -20600 | 28.35 | -584010 | ¥759.21 | -13157.1 |
| 2026-03-20 | 沪光股份(605333.SH) | 卖 | -22300 | 25.98 | -579354 | ¥753.16 | -18242.23 |
