潜力小盘精选策略:年化收益率（-24.63%）
本策略精选非ST、非停牌、非科创板且流通市值大于10亿的股票，并优选其中流通市值较小的10只股票构建投资组合，力求在控制风险的前提下，捕捉小市值股票的投资机会。
概要
核心指标
- 累计收益率: -35.15%
- 年化收益率: -24.63%
- 基准收益率: 21.47%
- 阿尔法: -0.31
- 夏普比率: -0.49
- 最大回撤: 51.5%
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 | 标榜股份(301181.SZ) | 27.098126086957 | 2300 | 1 | 27.72 | 63756 | 1430.31/2.295% |
| 2025-08-06 | 森鹰窗业(301227.SZ) | 30.109028571429 | 2100 | 1 | 30.05 | 63105 | -123.96/-0.196% |
| 2025-08-06 | 恒合股份(832145.BJ) | 21.0063 | 3000 | 1 | 20.78 | 62340 | -678.9/-1.077% |
| 2025-08-06 | 天振股份(301356.SZ) | 18.325497058824 | 3400 | 1 | 18.45 | 62730 | 423.31/0.679% |
| 2025-08-06 | 秉扬科技(836675.BJ) | 12.723816 | 5000 | 1 | 12.74 | 63700 | 80.92/0.127% |
| 2025-08-06 | 坤博精工(873570.BJ) | 40.932273333333 | 1500 | 2 | 43.19 | 64785 | 3386.59/5.516% |
| 2025-08-06 | 速达股份(001277.SZ) | 52.805836363636 | 0 | 2 | 53.22 | 0 | 1093.58/1.883% |
| 2025-08-06 | 未来电器(301386.SZ) | 23.317840740741 | 2700 | 2 | 23.66 | 63882 | 923.83/1.467% |
| 2025-08-06 | 数字人(835670.BJ) | 15.226971428571 | 0 | 3 | 14.94 | 0 | -1373.28/-2.147% |
| 2025-08-06 | 鼎佳精密(920005.BJ) | 52.52575 | 1200 | 1 | 53.84 | 64608 | 1577.1/2.502% |
交易详情
| 2025-08-06 | 速达股份(001277.SZ) | 卖 | -1100 | 53.29 | -58619 | ¥76.2 | 532.58 |
| 2025-08-06 | 超越科技(301049.SZ) | 卖 | -2600 | 24.4 | -63440 | ¥82.47 | 2477.72 |
| 2025-08-06 | 春光智能(838810.BJ) | 卖 | -3800 | 16.51 | -62738 | ¥81.56 | 401.8 |
| 2025-08-06 | 锡装股份(001332.SZ) | 卖 | -1600 | 38.56 | -61696 | ¥80.2 | 1325.89 |
| 2025-08-06 | 邦德股份(838171.BJ) | 卖 | -3600 | 17.84 | -64224 | ¥83.49 | 541.97 |
| 2025-08-06 | 数字人(835670.BJ) | 卖 | -4200 | 14.85 | -62370 | ¥81.08 | -1583.28 |
| 2025-08-06 | 天润科技(430564.BJ) | 卖 | -2500 | 25.3 | -63250 | ¥82.23 | 1736.3 |
| 2025-08-06 | 聚星科技(920111.BJ) | 卖 | -2200 | 28.25 | -62150 | ¥80.8 | 1235.73 |
| 2025-08-06 | 秉扬科技(836675.BJ) | 买 | 5000 | 12.72 | 63600 | ¥19.08 | 0 |
| 2025-08-06 | 鼎佳精密(920005.BJ) | 买 | 1200 | 52.51 | 63012 | ¥18.9 | 0 |
