格雷厄姆型风格策略:年化收益率（26.67%）
本策略综合考虑股票的流动性、估值水平、盈利能力和成长性，并结合近期的市场强势表现，筛选出15只基本面稳健、估值合理且具备上涨潜力的股票构建投资组合。策略每日动态调仓，力求在控制风险的前提下，捕捉市场机会。
概要
核心指标
- 累计收益率: 62.72%
- 年化收益率: 26.67%
- 基准收益率: 38.3%
- 阿尔法: 0.12
- 夏普比率: 1.02
- 最大回撤: 23.9%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 出版传媒(601999.SH) | 6.1281128204659 | 0 | 374 | 7.84 | 0 | 29176.04/32.178% |
| 2026-03-31 | 博迈科(603727.SH) | 13.823979266493 | 0 | 462 | 18.99 | 0 | 33537.87/46.123% |
| 2026-03-31 | 福然德(605050.SH) | 12.152998827278 | 0 | 518 | 14.27 | 0 | 17767.07/19.394% |
| 2026-03-31 | 好莱客(603898.SH) | 10.35113429469 | 0 | 518 | 14.11 | 0 | 33497.8/47.037% |
| 2026-03-31 | 基蛋生物(603387.SH) | 8.2400307324033 | 0 | 518 | 10.02 | 0 | 23279.13/23.907% |
| 2026-03-31 | 江苏新能(603693.SH) | 10.707413995234 | 0 | 518 | 15.02 | 0 | 29210.1/46.721% |
| 2026-03-31 | 安邦护卫(603373.SH) | 35.85502897067 | 0 | 518 | 42.16 | 0 | 15715.48/17.055% |
| 2026-03-31 | 绿色动力(601330.SH) | 6.3636012381942 | 0 | 518 | 8.4 | 0 | 23587.55/37.029% |
| 2026-03-31 | 节能风电(601016.SH) | 2.7616398880941 | 0 | 518 | 4.28 | 0 | 42741.87/66.568% |
| 2026-03-31 | 通宝能源(600780.SH) | 6.1334162623425 | 0 | 518 | 7.01 | 0 | 16769.97/18.205% |
交易详情
| 2026-03-31 | 宝新能源(000690.SZ) | 卖 | -19503 | 5.1 | -99465.3 | ¥129.3 | 15095.66 |
| 2026-03-31 | 博迈科(603727.SH) | 卖 | -5260 | 20.2 | -106252 | ¥138.13 | 33537.87 |
| 2026-03-31 | 蓝焰控股(000968.SZ) | 卖 | -9448 | 10.8 | -102038.4 | ¥132.65 | 42271.94 |
| 2026-03-31 | 节能风电(601016.SH) | 卖 | -23250 | 4.54 | -105555 | ¥137.22 | 41346.87 |
| 2026-03-31 | 基蛋生物(603387.SH) | 卖 | -11817 | 10.15 | -119942.55 | ¥155.93 | 22570.11 |
| 2026-03-31 | 江苏新能(603693.SH) | 卖 | -5839 | 15.79 | -92197.81 | ¥119.86 | 29677.22 |
| 2026-03-31 | 福然德(605050.SH) | 卖 | -7538 | 14.77 | -111336.26 | ¥144.74 | 19726.95 |
| 2026-03-31 | 好莱客(603898.SH) | 卖 | -6880 | 15.16 | -104300.8 | ¥135.59 | 33085 |
| 2026-03-31 | 青鸟消防(002960.SZ) | 卖 | -9143 | 11.82 | -108070.26 | ¥140.49 | 17812.07 |
| 2026-03-31 | 安邦护卫(603373.SH) | 卖 | -2570 | 42 | -107940 | ¥140.32 | 15792.58 |
