缓步上涨选股策略:年化收益率（29.68%）
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: 270.9%
- 年化收益率: 29.68%
- 基准收益率: -15.7%
- 阿尔法: 0.3
- 夏普比率: 1.45
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 华润双鹤(600062.SH) | 18.745621882952 | 39300 | 10 | 18.57 | 729801 | -6901.94/-0.937% |
| 2026-04-03 | 兴业银行(601166.SH) | 18.655594910941 | 39300 | 10 | 18.69 | 734517 | 1352.12/0.184% |
| 2026-04-03 | 招商银行(600036.SH) | 39.591874054054 | 18500 | 10 | 39.4 | 728900 | -3549.67/-0.485% |
| 2026-04-03 | 中国银行(601988.SH) | 5.4916469798658 | 134100 | 10 | 5.82 | 780462 | 44032.14/5.979% |
| 2026-04-03 | 云南白药(000538.SZ) | 56.715163076923 | 13000 | 30 | 56.46 | 733980 | -3317.12/-0.45% |
| 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% |
交易详情
| 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 | 上港集团(600018.SH) | 卖 | -137100 | 5.08 | -696468 | ¥905.41 | 3905.29 |
| 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 | 公牛集团(603195.SH) | 卖 | -16000 | 42.9 | -686400 | ¥892.32 | 18999.84 |
