Growth Emerging Momentum -7days:年化收益率（28.58%）
本策略精选股价上穿120日均线、市盈率适中（0-20倍）且市值较小的股票，构建投资组合并进行7日轮动。策略旨在捕捉股价突破长期均线后的上涨趋势，同时兼顾估值和市值因素，追求稳健收益。
概要
核心指标
- 累计收益率: 254.32%
- 年化收益率: 28.58%
- 基准收益率: -15.52%
- 阿尔法: 0.38
- 夏普比率: 0.79
- 最大回撤: 36.25%
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 | 陕天然气(002267.SZ) | 8.0224059976932 | 86700 | 7 | 7.82 | 677994 | -17548.6/-2.523% |
| 2026-03-31 | 福然德(605050.SH) | 14.0042 | 48900 | 7 | 14.27 | 697803 | 12997.62/1.898% |
| 2026-03-31 | 力生制药(002393.SZ) | 21.366408024691 | 32400 | 7 | 23.66 | 766584 | 74312.38/10.735% |
| 2026-03-31 | 永兴股份(601033.SH) | 16.264877899344 | 44100 | 14 | 14.87 | 655767 | -61514.12/-8.576% |
| 2026-03-31 | 长青集团(002616.SZ) | 6.2318689857502 | 114200 | 14 | 6.52 | 744584 | 32904.56/4.624% |
| 2026-03-30 | 陕天然气(002267.SZ) | 8.0224059976932 | 86700 | 6 | 8 | 693600 | -1942.6/-0.279% |
| 2026-03-30 | 福然德(605050.SH) | 14.0042 | 48900 | 6 | 14.51 | 709539 | 24733.62/3.612% |
| 2026-03-30 | 力生制药(002393.SZ) | 21.366408024691 | 32400 | 6 | 24.02 | 778248 | 85976.38/12.419% |
| 2026-03-30 | 永兴股份(601033.SH) | 16.264877899344 | 44100 | 13 | 15.18 | 669438 | -47843.12/-6.67% |
| 2026-03-30 | 长青集团(002616.SZ) | 6.2318689857502 | 114200 | 13 | 6.39 | 729738 | 18058.56/2.537% |
交易详情
| 2026-03-23 | 青达环保(688501.SH) | 卖 | -26707 | 24.38 | -651116.66 | ¥846.45 | -96636.53 |
| 2026-03-23 | 绿田机械(605259.SH) | 卖 | -31500 | 22.03 | -693945 | ¥902.13 | -47157.26 |
| 2026-03-23 | 聚合顺(605166.SH) | 卖 | -66600 | 9.9 | -659340 | ¥857.14 | -96131.55 |
| 2026-03-23 | 长青集团(002616.SZ) | 卖 | -5100 | 6.13 | -31263 | ¥40.64 | -519.53 |
| 2026-03-23 | 永兴股份(601033.SH) | 卖 | -1600 | 15.99 | -25584 | ¥33.26 | -439.8 |
| 2026-03-23 | 力生制药(002393.SZ) | 买 | 32400 | 21.36 | 692064 | ¥207.62 | 0 |
| 2026-03-23 | 福然德(605050.SH) | 买 | 48900 | 14 | 684600 | ¥205.38 | 0 |
| 2026-03-23 | 陕天然气(002267.SZ) | 买 | 86700 | 8.02 | 695334 | ¥208.6 | 0 |
| 2026-03-12 | 奥普科技(603551.SH) | 卖 | -62800 | 12.71 | -798188 | ¥1037.64 | 50643.8 |
| 2026-03-12 | 皖天然气(603689.SH) | 卖 | -85500 | 8.61 | -736155 | ¥957 | -16470.72 |
