Quant Dashboard Demo

账户概览

总净值

$***,***

可用现金

$**,***

未实现盈亏

+$*,***.**

已实现盈亏

+$*,***.**

DEMO · SENSITIVE DATA MASKED

净值走势

15m 1日 7日

当前持仓

代码	数量	市值	盈亏	占比
GOLD	***	$,*	+.*%	18.2%
PL	***	$,*	-.*%	15.7%
DVY	***	$,*	+.*%	14.3%
VRT	***	$,*	+.*%	13.1%
PBF	***	$,*	-.*%	12.8%

策略状态

策略版本V12 板块轮动 · 25热门板块 × 周频轮动

上次调仓2026-03-24 09:31 ET

触发原因周期调仓

下单方式市价单 (MarketOrder)

仓位上限80%

现金缓冲20%

运行日志 (最近)

03-25 09:30:01 [TRADE] Rebalance complete: 5 positions held

03-25 09:30:00 [INFO] Market opened, checking signals...

03-25 09:29:58 [INFO] Quality pool loaded: 847 candidates across 25 themes

03-24 16:00:02 [WARN] After-hours: position drift +0.3%, within tolerance

03-24 09:31:15 [INFO] Weekly rebalance triggered

03-24 09:31:12 [TRADE] SELL 全部 SMCI @ market → filled

03-24 09:31:10 [TRADE] BUY *** PBF @ market → filled $**.** avg

03-24 09:31:00 [INFO] Sector rotation signal: Precious Metals ↑, Refiners ↑

回测引擎

生成于 2026-03-20

2019-01-01 ~ 2026-03-20 · PIT S&P 500 (无偏差)

绩效对比

策略

SPY

年化收益 CAGR

12.2%

14.8%

年化波动率

41.7%

26.2%

夏普比率

0.29

0.58

最大回撤

-27.5%

-81.7%

Calmar

0.44

0.47

总投资回报

195.4%

163.8%

策略 vs SPY 净值曲线

年度收益对比

年份

策略

SPY

2019

+34.2%

+31.2%

2020

+18.7%

+18.4%

2021

+42.1%

+28.7%

2022

-15.3%

-18.1%

2023

+28.9%

+26.3%

2024

+31.5%

+25.0%

2025

+8.6%

+4.2%

V12 全市场质量池

Active

基础池847 只

GICS 覆盖11 行业

主题数25

最低市值$500M

上次刷新2026-03-22

刷新频率每7天

V12 板块选股池

进攻性主题 (15)

AI Infrastructure (42) Semiconductor (38) Cloud Computing (35) Precious Metals (28) Cybersecurity (24) Data Center REIT (22) Nuclear & Uranium (18) Biotech (31) Fintech (20) EV & Battery (25) Robotics (16) Space & Defense (21) Quantum Computing (8) Oil Refiner (15) Digital Ads (12)

防御性主题 (10)

Dividend Aristocrat (45) Healthcare Staple (32) Utility (28) Consumer Staple (26) Insurance (22) Waste Management (14) Telecom (18) REIT Core (20) Infrastructure (16) Water & Agriculture (11)

系统概况

运行环境Docker Compose (4 containers)

IB GatewayConnected

DashboardRunning

Strategy EngineRunning

Caddy ProxyRunning

账户 ID****7890

节点****（已隐藏）

API 端口****

VNC 端口****

系统运行时间47 天 12 小时

Docker 容器状态

● ib-gateway Up 47d
● dashboard Up 47d
● strategy Up 47d
● caddy Up 47d

QUANTITATIVE