低价主力小单共振策略:年化收益率（50.08%）
本策略通过分析主力与散户资金的最优配比，精选小市值潜力股票，基于市场微观理论，动态平衡资金结构，通过持有合理资金比例的股票规避规避单边主导风险，在资金协同效应最佳区间布局，同时捕捉主力资金动向从而抓住股票的上涨趋势，实现高额收益率。
概要
核心指标
- 累计收益率: 491.29%
- 年化收益率: 50.08%
- 基准收益率: -21.79%
- 阿尔法: 0.61
- 夏普比率: 1.4
- 最大回撤: 34.7%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-23 | 金达莱(688057.SH) | 12.273701742361 | 90452 | 6 | 12.69 | 1147835.88 | 37655.01/3.392% |
| 2025-07-23 | 海天股份(603759.SH) | 8.5525649808429 | 130500 | 6 | 8.76 | 1143180 | 27070.27/2.425% |
| 2025-07-23 | 中钢洛耐(688119.SH) | 4.1212359978129 | 270672 | 6 | 4.29 | 1161182.88 | 45679.69/4.095% |
| 2025-07-23 | 龙建股份(600853.SH) | 3.5216474160207 | 309600 | 14 | 4.05 | 1253880 | 163577.96/15.003% |
| 2025-07-23 | 福成股份(600965.SH) | 4.9711412129261 | 225900 | 14 | 5.2 | 1174680 | 51699.2/4.604% |
| 2025-07-22 | 金达莱(688057.SH) | 12.273701742361 | 90452 | 5 | 12.78 | 1155976.56 | 45795.69/4.125% |
| 2025-07-22 | 海天股份(603759.SH) | 8.5525649808429 | 130500 | 5 | 8.89 | 1160145 | 44035.27/3.945% |
| 2025-07-22 | 中钢洛耐(688119.SH) | 4.1212359978129 | 270672 | 5 | 4.39 | 1188250.08 | 72746.89/6.521% |
| 2025-07-22 | 龙建股份(600853.SH) | 3.5216474160207 | 309600 | 13 | 4.04 | 1250784 | 160481.96/14.719% |
| 2025-07-22 | 福成股份(600965.SH) | 4.9711412129261 | 225900 | 13 | 5.19 | 1172421 | 49440.2/4.403% |
交易详情
| 2025-07-17 | 金达莱(688057.SH) | 买 | 1806 | 12.27 | -1.88 | ¥0 | 0 |
| 2025-07-16 | 国创高新(002377.SZ) | 卖 | -364800 | 3.27 | -1192896 | ¥1550.76 | 105465.87 |
| 2025-07-16 | 杭华股份(688571.SH) | 卖 | -138220 | 7.97 | -1101613.4 | ¥1432.1 | 19026.12 |
| 2025-07-16 | 正元地信(688509.SH) | 卖 | -253366 | 4.43 | -1122411.38 | ¥1459.13 | 88367.98 |
| 2025-07-16 | 中钢洛耐(688119.SH) | 买 | 270672 | 4.12 | 1115168.64 | ¥334.55 | 0 |
| 2025-07-16 | 福成股份(600965.SH) | 买 | 7900 | 4.96 | 39184 | ¥11.76 | 0 |
| 2025-07-16 | 龙建股份(600853.SH) | 买 | 1800 | 3.62 | 6516 | ¥5 | 0 |
| 2025-07-16 | 海天股份(603759.SH) | 买 | 130500 | 8.55 | 1115775 | ¥334.73 | 0 |
| 2025-07-16 | 金达莱(688057.SH) | 买 | 88646 | 12.52 | 1109847.92 | ¥332.95 | 0 |
| 2025-07-04 | 安阳钢铁(600569.SH) | 卖 | -536600 | 2.12 | -1137592 | ¥1478.87 | 101643.31 |
