Beta 猎手策略:年化收益率（1.38%）
本策略选取 Beta 值最高的 10 只股票，7天轮动，追逐市场高波动性，期望在市场上涨时获得更高收益。
概要
核心指标
- 累计收益率: 2.12%
- 年化收益率: 1.38%
- 基准收益率: 21.47%
- 阿尔法: -0.02
- 夏普比率: 0.27
- 最大回撤: 60.42%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 基康技术(830879.BJ) | 32.0096 | 3300 | 3 | 28.2 | 93060 | -12571.68/-11.901% |
| 2025-08-06 | 电气风电(688660.SH) | 14.514353525597 | 7247 | 3 | 16.35 | 118488.45 | 13302.93/12.647% |
| 2025-08-06 | 逸豪新材(301176.SZ) | 31.259374285714 | 3500 | 8 | 30.92 | 108220 | -1187.81/-1.086% |
| 2025-08-06 | 中设咨询(833873.BJ) | 9.1327386554622 | 11900 | 8 | 8.52 | 101388 | -7291.59/-6.709% |
| 2025-08-06 | 铁建重工(688425.SH) | 6.5853855245385 | 17768 | 8 | 5.89 | 104653.52 | -12355.61/-10.56% |
| 2025-08-06 | 五新隧装(835174.BJ) | 69.4095875 | 1600 | 8 | 59.41 | 95056 | -15999.34/-14.407% |
| 2025-08-06 | 铁拓机械(873706.BJ) | 30.958657894737 | 3800 | 8 | 24.82 | 94316 | -23326.9/-19.829% |
| 2025-08-06 | 柳钢股份(601003.SH) | 6.935136627907 | 17200 | 8 | 6.21 | 106812 | -12472.35/-10.456% |
| 2025-08-06 | 恒立钻具(836942.BJ) | 55.836747368421 | 1900 | 8 | 49.9 | 94810 | -11279.82/-10.632% |
| 2025-08-06 | 深水规院(301038.SZ) | 26.0078 | 3500 | 8 | 29.11 | 101885 | 10857.7/11.928% |
交易详情
| 2025-08-04 | 唯万密封(301161.SZ) | 卖 | -3800 | 27.56 | -104728 | ¥136.15 | -3908.58 |
| 2025-08-04 | 贤丰控股(002141.SZ) | 卖 | -28900 | 3.61 | -104329 | ¥135.63 | -13704.1 |
| 2025-08-04 | 深水规院(301038.SZ) | 卖 | -500 | 31.25 | -15625 | ¥20.63 | 2621.1 |
| 2025-08-04 | 柳钢股份(601003.SH) | 买 | 2400 | 6.15 | 14760 | ¥5 | 0 |
| 2025-08-04 | 五新隧装(835174.BJ) | 买 | 100 | 65.44 | 6544 | ¥5 | 0 |
| 2025-08-04 | 基康技术(830879.BJ) | 买 | 3300 | 32 | 105600 | ¥31.68 | 0 |
| 2025-08-04 | 电气风电(688660.SH) | 买 | 7247 | 14.51 | 105153.97 | ¥31.55 | 0 |
| 2025-08-04 | 铁建重工(688425.SH) | 买 | 1126 | 6.04 | 6801.04 | ¥5 | 0 |
| 2025-08-04 | 铁拓机械(873706.BJ) | 买 | 300 | 26.5 | 7950 | ¥5 | 0 |
| 2025-07-28 | 泰和科技(300801.SZ) | 卖 | -4700 | 22.68 | -106596 | ¥138.57 | -15043.9 |
