指数择时策略:年化收益率（15.45%）
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: 172.44%
- 年化收益率: 15.45%
- 基准收益率: 49.54%
- 阿尔法: 0.14
- 夏普比率: 0.51
- 最大回撤: 52.65%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 中巨芯-U(688549.SH) | 8.5225559785043 | 107184 | 1 | 8.59 | 920710.56 | 7228.92/0.791% |
| 2026-04-03 | 弘业期货(001236.SZ) | 9.192757044335 | 101500 | 1 | 8.81 | 894215 | -38849.84/-4.164% |
| 2026-04-03 | 均普智能(688306.SH) | 8.9526850246571 | 103824 | 1 | 8.76 | 909498.24 | -20005.33/-2.152% |
| 2026-04-01 | 微芯生物(688321.SH) | 29.408819320215 | 0 | 21 | 30.79 | 0 | -937.8/-2.852% |
| 2026-04-01 | 千里科技(601777.SH) | 11.153344954128 | 0 | 45 | 10.17 | 0 | -125896.14/-11.506% |
| 2026-04-01 | 中巨芯-U(688549.SH) | 10.60318000524 | 0 | 45 | 8.82 | 0 | -210543.57/-19.27% |
| 2026-04-01 | 均普智能(688306.SH) | 11.62348594669 | 0 | 45 | 9.12 | 0 | -247639.12/-22.743% |
| 2026-03-31 | 微芯生物(688321.SH) | 29.408819320215 | 1118 | 20 | 28.57 | 31941.26 | -937.8/-2.852% |
| 2026-03-31 | 千里科技(601777.SH) | 11.153344954128 | 98100 | 44 | 9.87 | 968247 | -125896.14/-11.506% |
| 2026-03-31 | 中巨芯-U(688549.SH) | 10.60318000524 | 103047 | 44 | 8.56 | 882082.32 | -210543.57/-19.27% |
交易详情
| 2026-04-03 | 均普智能(688306.SH) | 买 | 103824 | 8.95 | 929224.8 | ¥278.77 | 0 |
| 2026-04-03 | 弘业期货(001236.SZ) | 买 | 101500 | 9.19 | 932785 | ¥279.84 | 0 |
| 2026-04-03 | 中巨芯-U(688549.SH) | 买 | 107184 | 8.52 | 913207.68 | ¥273.96 | 0 |
| 2026-04-01 | 千里科技(601777.SH) | 卖 | -98100 | 10 | -981000 | ¥1275.3 | -113143.14 |
| 2026-04-01 | 中巨芯-U(688549.SH) | 卖 | -103047 | 8.81 | -907844.07 | ¥1180.2 | -184781.82 |
| 2026-04-01 | 微芯生物(688321.SH) | 卖 | -1118 | 29 | -32422 | ¥42.15 | -457.06 |
| 2026-04-01 | 均普智能(688306.SH) | 卖 | -93679 | 9.16 | -858099.64 | ¥1115.53 | -230776.9 |
| 2026-03-04 | 微芯生物(688321.SH) | 买 | 1118 | 29.4 | 32869.2 | ¥9.86 | 0 |
| 2026-01-21 | 均普智能(688306.SH) | 买 | 93679 | 11.62 | 1088549.98 | ¥326.56 | 0 |
| 2026-01-21 | 中巨芯-U(688549.SH) | 买 | 103047 | 10.6 | 1092298.2 | ¥327.69 | 0 |
