基于市场宽度的小市值择时策略:年化收益率（24.59%）
策略解读 这是一个基于市场宽度的小市值择时策略
概要
核心指标
- 累计收益率: 288.32%
- 年化收益率: 24.59%
- 基准收益率: 16.01%
- 阿尔法: 0.23
- 夏普比率: 0.98
- 最大回撤: 27.32%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-02 | 昂立教育(600661.SH) | 8.9126728506787 | 0 | 6 | 8.46 | 0 | -3816.07/-1.937% |
| 2026-06-02 | 润本股份(603193.SH) | 24.737843272435 | 0 | 16 | 23.45 | 0 | -3636.49/-1.689% |
| 2026-06-02 | 鸿特科技(300176.SZ) | 6.89935 | 0 | 21 | 5.96 | 0 | -22557.33/-10.281% |
| 2026-06-02 | 托普云农(301556.SZ) | 84.570648 | 0 | 21 | 71.36 | 0 | -35676.62/-16.874% |
| 2026-06-02 | 莱绅通灵(603900.SH) | 7.5489561430458 | 0 | 26 | 6.7 | 0 | -18384.88/-8.729% |
| 2026-06-02 | 甘源食品(002991.SZ) | 50.068957142857 | 0 | 31 | 47.1 | 0 | -5413.62/-2.574% |
| 2026-06-02 | 锦江航运(601083.SH) | 12.838755813953 | 0 | 31 | 11.51 | 0 | -20687.22/-9.649% |
| 2026-06-02 | 智莱科技(300771.SZ) | 13.672398948406 | 0 | 31 | 11.85 | 0 | -25141.25/-12.086% |
| 2026-06-02 | 富岭股份(001356.SZ) | 11.076844763908 | 0 | 31 | 9.99 | 0 | -16501.94/-8.097% |
| 2026-06-02 | 道道全(002852.SZ) | 9.2068434599156 | 0 | 21 | 8.05 | 0 | -21729.19/-9.958% |
交易详情
| 2026-06-02 | 佩蒂股份(300673.SZ) | 买 | 194 | 15.46 | -0.76 | ¥0 | 0 |
| 2026-06-02 | 昂立教育(600661.SH) | 卖 | -22100 | 8.78 | -194038 | ¥252.25 | -2932.07 |
| 2026-06-02 | 润本股份(603193.SH) | 卖 | -8703 | 24.13 | -210003.39 | ¥273 | -5290.06 |
| 2026-06-02 | 鸿特科技(300176.SZ) | 卖 | -31800 | 6.15 | -195570 | ¥254.24 | -23829.33 |
| 2026-06-02 | 托普云农(301556.SZ) | 卖 | -2500 | 73.45 | -183625 | ¥238.71 | -27801.62 |
| 2026-06-02 | 莱绅通灵(603900.SH) | 卖 | -27900 | 6.88 | -191952 | ¥249.54 | -18663.88 |
| 2026-06-02 | 甘源食品(002991.SZ) | 卖 | -4200 | 48.54 | -203868 | ¥265.03 | -6421.62 |
| 2026-06-02 | 锦江航运(601083.SH) | 卖 | -16700 | 11.56 | -193052 | ¥250.97 | -21355.22 |
| 2026-06-02 | 智莱科技(300771.SZ) | 卖 | -15215 | 11.99 | -182427.85 | ¥237.16 | -25597.7 |
| 2026-06-02 | 富岭股份(001356.SZ) | 卖 | -18400 | 10.19 | -187496 | ¥243.74 | -16317.94 |
