积厚成器轮动策略:年化收益率（113.07%）
本策略精选每股资本公积连续三季度大于1的稳健股票，排除ST、科创板、退市及停牌股，构建5只股票等权重组合，每5日轮动调仓，追求长期稳健收益。
概要
核心指标
- 累计收益率: 202.72%
- 年化收益率: 113.07%
- 基准收益率: 18.64%
- 阿尔法: 1.18
- 夏普比率: 1.4
- 最大回撤: 46.08%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-14 | 海昇药业(870656.BJ) | 18.20546 | 1000 | 3 | 18.33 | 18330 | 124.54/0.684% |
| 2025-07-14 | 博迅生物(836504.BJ) | 25.477640909091 | 22000 | 3 | 26.85 | 590700 | 30191.9/5.387% |
| 2025-07-14 | 保丽洁(832802.BJ) | 18.806953535354 | 29700 | 8 | 18.43 | 547371 | -11195.52/-2.004% |
| 2025-07-14 | 退市九有(600462.SH) | 0.15890943993667 | 3306700 | 13 | 0.21 | 694407 | 168941.15/32.151% |
| 2025-07-11 | 海昇药业(870656.BJ) | 18.20546 | 1000 | 2 | 18.3 | 18300 | 94.54/0.519% |
| 2025-07-11 | 博迅生物(836504.BJ) | 25.477640909091 | 22000 | 2 | 26.24 | 577280 | 16771.9/2.992% |
| 2025-07-11 | 保丽洁(832802.BJ) | 18.806953535354 | 29700 | 7 | 18.42 | 547074 | -11492.52/-2.058% |
| 2025-07-11 | 退市九有(600462.SH) | 0.15890943993667 | 3306700 | 12 | 0.19 | 628273 | 102807.15/19.565% |
| 2025-07-10 | 海昇药业(870656.BJ) | 18.20546 | 1000 | 1 | 18.18 | 18180 | -25.46/-0.14% |
| 2025-07-10 | 博迅生物(836504.BJ) | 25.477640909091 | 22000 | 1 | 26.04 | 572880 | 12371.9/2.207% |
交易详情
| 2025-07-11 | 工智退(000584.SZ) | 卖 | -2162100 | 0.29 | -627009 | ¥0 | 128756.78 |
| 2025-07-11 | 退市海越(600387.SH) | 卖 | -583500 | 0.94 | -548490 | ¥0 | 17345.71 |
| 2025-07-10 | 退市九有(600462.SH) | 卖 | -230400 | 0.17 | -39168 | ¥50.92 | 2555.27 |
| 2025-07-10 | 工智退(000584.SZ) | 卖 | -145600 | 0.26 | -37856 | ¥49.21 | 4302.73 |
| 2025-07-10 | 保丽洁(832802.BJ) | 买 | 28100 | 18.79 | 527999 | ¥158.4 | 0 |
| 2025-07-10 | 博迅生物(836504.BJ) | 买 | 22000 | 25.47 | 560340 | ¥168.1 | 0 |
| 2025-07-10 | 海昇药业(870656.BJ) | 买 | 1000 | 18.2 | 18200 | ¥5.46 | 0 |
| 2025-07-04 | 人乐退(002336.SZ) | 卖 | -1474800 | 0.36 | -530928 | ¥0 | -37607.88 |
| 2025-07-03 | 退市九有(600462.SH) | 买 | 402600 | 0.15 | 60390 | ¥18.12 | 0 |
| 2025-07-03 | 人乐退(002336.SZ) | 卖 | -54900 | 0.36 | -19764 | ¥25.69 | -1399.97 |
