振幅大单掘金策略:年化收益率（-16.04%）
本策略结合股票近三日平均振幅和DDE大单净额等指标，筛选出短期内交易活跃且有大单资金流入迹象的股票。策略选取近期振幅较大、DDE大单净额指标满足特定条件的股票构建投资组合，并进行定期调仓，旨在捕捉市场短期交易机会。
概要
核心指标
- 累计收益率: -9.51%
- 年化收益率: -16.04%
- 基准收益率: 7.67%
- 阿尔法: -0.25
- 夏普比率: -0.74
- 最大回撤: 22.35%
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 | 内蒙华电(600863.SH) | 4.0312090909091 | 44000 | 3 | 4.06 | 178640 | 1266.8/0.714% |
| 2025-08-06 | 江苏国泰(002091.SZ) | 7.3422020661157 | 24200 | 3 | 7.38 | 178596 | 914.71/0.515% |
| 2025-08-06 | 佳讯飞鸿(300213.SZ) | 9.1227357512953 | 19300 | 3 | 9.66 | 186438 | 10369.2/5.889% |
| 2025-08-06 | 欧克科技(001223.SZ) | 45.743718421053 | 3800 | 3 | 46.04 | 174952 | 1125.87/0.648% |
| 2025-08-06 | 江中药业(600750.SH) | 22.07662125 | 8000 | 3 | 22.06 | 176480 | -132.97/-0.075% |
| 2025-08-05 | 内蒙华电(600863.SH) | 4.0312090909091 | 44000 | 2 | 4.05 | 178200 | 826.8/0.466% |
| 2025-08-05 | 江苏国泰(002091.SZ) | 7.3422020661157 | 24200 | 2 | 7.43 | 179806 | 2124.71/1.196% |
| 2025-08-05 | 佳讯飞鸿(300213.SZ) | 9.1227357512953 | 19300 | 2 | 9.5 | 183350 | 7281.2/4.135% |
| 2025-08-05 | 欧克科技(001223.SZ) | 45.743718421053 | 3800 | 2 | 45.8 | 174040 | 213.87/0.123% |
| 2025-08-05 | 江中药业(600750.SH) | 22.07662125 | 8000 | 2 | 22.17 | 177360 | 747.03/0.423% |
交易详情
| 2025-08-04 | 鼎汉技术(300011.SZ) | 卖 | -22300 | 7.69 | -171487 | ¥222.93 | -4289.72 |
| 2025-08-04 | 威尔药业(603351.SH) | 卖 | -5900 | 30.99 | -182841 | ¥237.69 | 6909.24 |
| 2025-08-04 | 三鑫医疗(300453.SZ) | 卖 | -20200 | 8.98 | -181396 | ¥235.81 | 5805.34 |
| 2025-08-04 | 多浦乐(301528.SZ) | 卖 | -3000 | 59.5 | -178500 | ¥232.05 | 6758.49 |
| 2025-08-04 | 中信特钢(000708.SZ) | 卖 | -13100 | 12.79 | -167549 | ¥217.81 | -6995.35 |
| 2025-08-04 | 江中药业(600750.SH) | 买 | 8000 | 22.07 | 176560 | ¥52.97 | 0 |
| 2025-08-04 | 欧克科技(001223.SZ) | 买 | 3800 | 45.73 | 173774 | ¥52.13 | 0 |
| 2025-08-04 | 佳讯飞鸿(300213.SZ) | 买 | 19300 | 9.12 | 176016 | ¥52.8 | 0 |
| 2025-08-04 | 江苏国泰(002091.SZ) | 买 | 24200 | 7.34 | 177628 | ¥53.29 | 0 |
| 2025-08-04 | 内蒙华电(600863.SH) | 买 | 44000 | 4.03 | 177320 | ¥53.2 | 0 |
