🏆 V40 终极量化策略 实盘监控大屏 (真实实盘数据 · 起航: 2026-06-30)

年化收益
12.86%
累计收益
2.43%
最大回撤
-3.88%
夏普比率 (Sharpe)
0.97
卡玛比率 (Calmar)
3.32
胜率
50.00%
盈亏比
1.21
年化波动率
11.25%

🎯 历史开平仓单笔收益 (Trade History)

资产名称 买入日期 卖出日期 持仓交易日 期间标的涨跌 (单笔盈亏) 真实账户贡献
标普500(513500) 2026-09-02 至今 (持仓中) 3 交易日 +1.82% -0.74%
标普500(513500) 2026-08-11 2026-08-19 6 交易日 -2.72% -0.11%
纳指(513100) 2026-08-11 2026-08-24 9 交易日 -2.21% -0.78%
中概互联(513050) 2026-08-11 2026-08-13 2 交易日 -3.88% -0.65%
黄金(518880) 2026-07-03 至今 (持仓中) 46 交易日 +4.06% +1.41%
    └ 段1 权重25.6% 2026-07-03 2026-08-10 27 交易日 +6.25% +1.60%
    └ 段2 权重5.0% 2026-08-11 2026-08-12 2 交易日 +1.09% +0.05%
    └ 段3 权重12.6% 2026-08-13 2026-08-18 4 交易日 -0.27% -0.03%
    └ 段4 权重27.6% 2026-08-19 2026-08-21 3 交易日 +3.41% +0.94%
    └ 段5 权重38.3% 2026-08-24 2026-09-01 7 交易日 -2.88% -1.10%
    └ 段6 权重4.8% 2026-09-02 2026-09-07 4 交易日 -1.03% -0.05%
医药(512010) 2026-07-03 2026-08-11 27 交易日 +11.02% +3.82%
国债(511010) 2026-06-30 至今 (持仓中) 48 交易日 +0.30% -
    └ 段1 权重100.0% 2026-06-30 2026-07-02 3 交易日 -0.11% -0.11%
    └ 段2 权重46.0% 2026-07-03 2026-08-10 27 交易日 +0.29% +0.13%
    └ 段3 权重11.8% 2026-08-11 2026-08-12 2 交易日 -0.01% -0.00%
    └ 段4 权重23.3% 2026-08-13 2026-08-18 4 交易日 +0.14% +0.03%
    └ 段5 权重45.7% 2026-08-19 2026-08-21 3 交易日 -0.02% -0.01%
    └ 段6 权重61.8% 2026-08-24 2026-09-01 7 交易日 -0.05% -0.03%
    └ 段7 权重11.1% 2026-09-02 2026-09-07 4 交易日 - -

💼 实盘交易逐笔复盘（卖出盈亏 + 卖出后走势）

来自真实交割记录；卖出后续跌=卖对了(躲过下跌)，卖出后反弹=卖飞了(卖早了)。数据随平仓笔数与持有时间自动累积。

标的 建仓 卖出 持有 这笔盈亏 真实贡献 性质 卖后1日 3日 5日 10日 30日 复盘结论
医药ETF(512010) 2026-07-03 2026-08-11 28日 +11.02% +3.82% 🟢 获利了结 -0.5% -1.99% -0.5% -4.96% - 卖出后5日基本走平(-0.50%)
中概互联(513050) 2026-08-11 2026-08-13 3日 -3.88% -0.65% 🔴 止损离场 -1.88% +0.09% +1.43% -3.14% - 卖飞了(卖出后5日反弹+1.43%)
标普500(513500) 2026-08-11 2026-08-19 7日 -2.72% -0.11% 🔴 止损离场 +1.25% +1.14% +2.5% +0.08% - 卖飞了(卖出后5日反弹+2.50%)
纳指ETF(513100) 2026-08-11 2026-08-24 10日 -2.21% -0.78% 🔴 止损离场 +1.34% +2.91% +2.63% +3.23% - 卖飞了(卖出后5日反弹+2.63%)

📝 每日仓位与大盘快照 (Daily Log)

日期 累计净值 当日盈亏 交易动作 国债
(511010)		 黄金
(518880)		 医药
(512010)		 标普500
(513500)		 纳指
(513100)		 中概互联
(513050)		 peak_nav 最大回撤
2026-09-07 1.0243 -0.26% - 11.10% 4.80% - 84.10% - - 104.89% -2.35%
2026-09-04 1.0270 +1.23% - 11.10% 4.80% - 84.10% - - 104.89% -2.09%
2026-09-03 1.0144 +0.62% - 11.10% 4.80% - 84.10% - - 104.89% -3.29%
2026-09-02 1.0082 -0.91% 🔄 实盘调仓: 标普500 84.1%, 国债 11.1%, 黄金 4.8% 11.10% 4.80% - 84.10% - - 104.89% -3.88%
2026-09-01 1.0174 -0.07% - 61.78% 38.32% - - - - 104.89% -3.00%
2026-08-31 1.0182 -1.38% - 61.78% 38.32% - - - - 104.89% -2.93%
2026-08-28 1.0324 +0.12% - 61.78% 38.32% - - - - 104.89% -1.57%
2026-08-27 1.0311 -0.29% - 61.78% 38.32% - - - - 104.89% -1.70%
2026-08-26 1.0341 -0.07% - 61.78% 38.32% - - - - 104.89% -1.41%
2026-08-25 1.0348 -0.12% - 61.78% 38.32% - - - - 104.89% -1.34%
2026-08-24 1.0360 +0.16% 🔄 实盘调仓: 国债 61.8%, 黄金 38.3% 61.78% 38.32% - - - - 104.89% -1.23%
2026-08-21 1.0344 +0.25% - 45.70% 27.60% - - 26.80% - 104.89% -1.38%
2026-08-20 1.0317 +0.95% - 45.70% 27.60% - - 26.80% - 104.89% -1.64%
2026-08-19 1.0221 -1.25% 🔄 实盘调仓: 国债 45.7%, 黄金 27.6%, 纳指 26.8% 45.70% 27.60% - - 26.80% - 104.89% -2.56%
2026-08-18 1.0350 -1.21% - 23.26% 12.64% - 37.40% 26.80% - 104.89% -1.33%
2026-08-17 1.0477 -0.11% - 23.26% 12.64% - 37.40% 26.80% - 104.89% -0.11%
2026-08-14 1.0489 +1.25% - 23.26% 12.64% - 37.40% 26.80% - 104.89% 0.00%
2026-08-13 1.0360 -0.19% 🔄 实盘调仓: 标普500 37.4%, 纳指 26.8%, 国债 23.3%, 黄金 12.6% 23.26% 12.64% - 37.40% 26.80% - 104.43% -0.79%
2026-08-12 1.0380 -0.47% - 11.80% 5.00% - 37.40% 26.80% 19.10% 104.43% -0.60%
2026-08-11 1.0429 -0.14% 🔄 实盘调仓: 标普500 37.4%, 纳指 26.8%, 中概互联 19.1%, 国债 11.8%, 黄金 5.0% 11.80% 5.00% - 37.40% 26.80% 19.10% 104.43% -0.13%
2026-08-10 1.0443 +0.98% - 46.00% 25.60% 28.40% - - - 104.43% 0.00%
2026-08-07 1.0343 +1.58% - 46.00% 25.60% 28.40% - - - 103.43% 0.00%
2026-08-06 1.0182 -0.12% - 46.00% 25.60% 28.40% - - - 101.94% -0.12%
2026-08-05 1.0194 +1.01% - 46.00% 25.60% 28.40% - - - 101.94% 0.00%
2026-08-04 1.0093 +0.67% - 46.00% 25.60% 28.40% - - - 100.93% 0.00%
2026-08-03 1.0026 -0.28% - 46.00% 25.60% 28.40% - - - 100.88% -0.61%
2026-07-31 1.0054 +0.34% - 46.00% 25.60% 28.40% - - - 100.88% -0.34%
2026-07-30 1.0020 +0.14% - 46.00% 25.60% 28.40% - - - 100.88% -0.67%
2026-07-29 1.0006 +0.52% - 46.00% 25.60% 28.40% - - - 100.88% -0.81%
2026-07-28 0.9955 -0.46% - 46.00% 25.60% 28.40% - - - 100.88% -1.32%
2026-07-27 1.0001 +0.58% - 46.00% 25.60% 28.40% - - - 100.88% -0.86%
2026-07-24 0.9943 -1.43% - 46.00% 25.60% 28.40% - - - 100.88% -1.44%
2026-07-23 1.0087 -0.01% - 46.00% 25.60% 28.40% - - - 100.88% -0.01%
2026-07-22 1.0088 +0.38% - 46.00% 25.60% 28.40% - - - 100.88% 0.00%
2026-07-21 1.0050 +0.46% - 46.00% 25.60% 28.40% - - - 100.50% 0.00%
2026-07-20 1.0004 +0.96% - 46.00% 25.60% 28.40% - - - 100.40% -0.36%
2026-07-17 0.9909 -1.20% - 46.00% 25.60% 28.40% - - - 100.40% -1.30%
2026-07-16 1.0029 -0.10% - 46.00% 25.60% 28.40% - - - 100.40% -0.11%
2026-07-15 1.0040 +0.92% - 46.00% 25.60% 28.40% - - - 100.40% 0.00%
2026-07-14 0.9948 +0.42% - 46.00% 25.60% 28.40% - - - 100.21% -0.73%
2026-07-13 0.9906 -0.60% - 46.00% 25.60% 28.40% - - - 100.21% -1.15%
2026-07-10 0.9966 +0.55% - 46.00% 25.60% 28.40% - - - 100.21% -0.55%
2026-07-09 0.9912 +0.43% - 46.00% 25.60% 28.40% - - - 100.21% -1.09%
2026-07-08 0.9870 -0.41% - 46.00% 25.60% 28.40% - - - 100.21% -1.51%
2026-07-07 0.9910 -1.11% - 46.00% 25.60% 28.40% - - - 100.21% -1.11%
2026-07-06 1.0021 +0.21% - 46.00% 25.60% 28.40% - - - 100.21% 0.00%
2026-07-03 1.0000 +0.00% 🔄 实盘调仓: 国债 46.0%, 医药 28.4%, 黄金 25.6% 46.00% 25.60% 28.40% - - - 100.00% 0.00%
2026-07-02 1.0000 +0.00% - 100.00% - - - - - 100.00% 0.00%
2026-07-01 1.0000 +0.00% - 100.00% - - - - - 100.00% 0.00%
2026-06-30 1.0000 +0.00% 🔄 实盘调仓: 国债 100.0% 100.00% - - - - - 100.00% 0.00%