稳健增长低估动量轮动策略:年化收益率（11.87%）
本策略精选财务稳健增长、低估值且具备短期市场动量的股票，每日动态轮动，力求在控制风险的前提下，获取长期稳健收益与短期爆发力。
概要
核心指标
- 累计收益率: 75.85%
- 年化收益率: 11.87%
- 基准收益率: -15.52%
- 阿尔法: 0.17
- 夏普比率: 0.43
- 最大回撤: 54.29%
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 | 水星家纺(603365.SH) | 20.886263870968 | 15500 | 1 | 20.89 | 323795 | 57.91/0.018% |
| 2026-03-31 | 军信股份(301109.SZ) | 17.10513019802 | 0 | 2 | 16.52 | 0 | -5557.63/-1.608% |
| 2026-03-31 | 奥美医疗(002950.SZ) | 11.353404966887 | 28300 | 3 | 12.04 | 340732 | 19430.64/6.047% |
| 2026-03-31 | 诚意药业(603811.SH) | 11.623485993485 | 29200 | 4 | 11.86 | 346312 | 6906.21/2.035% |
| 2026-03-31 | 长青集团(002616.SZ) | 6.3486960500234 | 54800 | 5 | 6.52 | 357296 | 9387.46/2.698% |
| 2026-03-31 | 健盛集团(603558.SH) | 14.162277228101 | 24900 | 8 | 14.78 | 368022 | 15381.3/4.362% |
| 2026-03-30 | 军信股份(301109.SZ) | 17.10513019802 | 20200 | 1 | 16.83 | 339966 | -5557.63/-1.608% |
| 2026-03-30 | 力生制药(002393.SZ) | 23.246972297297 | 0 | 2 | 24.02 | 0 | 8628.81/2.508% |
| 2026-03-30 | 奥美医疗(002950.SZ) | 11.353404966887 | 30000 | 2 | 12.43 | 372900 | 32297.85/9.483% |
| 2026-03-30 | 诚意药业(603811.SH) | 11.623485993485 | 29200 | 3 | 11.98 | 349816 | 10410.21/3.067% |
交易详情
| 2026-03-31 | 军信股份(301109.SZ) | 卖 | -20200 | 16.67 | -336734 | ¥437.75 | -8789.63 |
| 2026-03-31 | 长青集团(002616.SZ) | 买 | 3100 | 6.42 | 19902 | ¥5.97 | 0 |
| 2026-03-31 | 健盛集团(603558.SH) | 卖 | -400 | 14.09 | -5636 | ¥10.64 | -28.91 |
| 2026-03-31 | 水星家纺(603365.SH) | 买 | 15500 | 20.88 | 323640 | ¥97.09 | 0 |
| 2026-03-31 | 奥美医疗(002950.SZ) | 卖 | -1700 | 12.33 | -20961 | ¥27.25 | 1660.21 |
| 2026-03-30 | 力生制药(002393.SZ) | 卖 | -14800 | 23.66 | -350168 | ¥455.22 | 6112.81 |
| 2026-03-30 | 诚意药业(603811.SH) | 卖 | -700 | 12.03 | -8421 | ¥13.42 | 284.56 |
| 2026-03-30 | 长青集团(002616.SZ) | 买 | 400 | 6.64 | 2656 | ¥5 | 0 |
| 2026-03-30 | 军信股份(301109.SZ) | 买 | 20200 | 17.1 | 345420 | ¥103.63 | 0 |
| 2026-03-30 | 健盛集团(603558.SH) | 买 | 700 | 13.58 | 9506 | ¥5 | 0 |
