格雷厄姆型风格策略:年化收益率（27.1%）
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: 68.46%
- 年化收益率: 27.1%
- 基准收益率: 51.03%
- 阿尔法: 0.08
- 夏普比率: 1.01
- 最大回撤: 21.3%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 苏州高新(600736.SH) | 9.6829043859649 | 0 | 3 | 8.39 | 0 | -12345.11/-11.184% |
| 2026-05-15 | 好想你(002582.SZ) | 11.993596808511 | 0 | 3 | 12.13 | 0 | 2410.19/2.138% |
| 2026-05-15 | 苏博特(603916.SH) | 9.0204340581164 | 0 | 547 | 15.01 | 0 | 49185.97/68.839% |
| 2026-05-15 | 安邦护卫(603373.SH) | 35.614846408335 | 0 | 547 | 46.68 | 0 | 24307.68/27.643% |
| 2026-05-15 | 江南水务(601199.SH) | 4.8940310276892 | 0 | 547 | 6.11 | 0 | 22787.37/26.276% |
| 2026-05-15 | 节能风电(601016.SH) | 3.0153680903251 | 0 | 547 | 5.03 | 0 | 44504.81/69.134% |
| 2026-05-15 | 安徽合力(600761.SH) | 17.867547979819 | 0 | 547 | 19.76 | 0 | 11000.06/11.263% |
| 2026-05-15 | 彩虹股份(600707.SH) | 6.6162597970623 | 0 | 547 | 10.69 | 0 | 49429.51/62.781% |
| 2026-05-15 | 东南网架(002135.SZ) | 4.6477649233225 | 0 | 547 | 8.14 | 0 | 51173.17/89.123% |
| 2026-05-15 | 汇洁股份(002763.SZ) | 6.1201851322232 | 0 | 547 | 8.22 | 0 | 37497.8/48.202% |
交易详情
| 2026-05-15 | 汇洁股份(002763.SZ) | 买 | 1030 | 9.07 | -2.7 | ¥0 | 0 |
| 2026-05-15 | 安邦护卫(603373.SH) | 卖 | -2469 | 45.38 | -112043.22 | ¥145.66 | 24110.16 |
| 2026-05-15 | 金 螳 螂(002081.SZ) | 卖 | -14305 | 7.69 | -110005.45 | ¥143.01 | 62315.05 |
| 2026-05-15 | 香溢融通(600830.SH) | 卖 | -10928 | 10.04 | -109717.12 | ¥142.63 | 14850.17 |
| 2026-05-15 | 节能风电(601016.SH) | 卖 | -21349 | 4.9 | -104610.1 | ¥135.99 | 40235.01 |
| 2026-05-15 | 安徽合力(600761.SH) | 卖 | -5466 | 19.89 | -108718.74 | ¥141.33 | 11054.72 |
| 2026-05-15 | 东南网架(002135.SZ) | 卖 | -12354 | 8.77 | -108344.58 | ¥140.85 | 50926.09 |
| 2026-05-15 | 汇洁股份(002763.SZ) | 卖 | -12711 | 8.7 | -110585.7 | ¥143.76 | 32792.03 |
| 2026-05-15 | 好想你(002582.SZ) | 卖 | -9400 | 12.24 | -115056 | ¥149.57 | 2316.19 |
| 2026-05-15 | 报 喜 鸟(002154.SZ) | 卖 | -24211 | 4.55 | -110160.05 | ¥143.21 | 3670.18 |
