积厚成器轮动策略:年化收益率（35.24%）
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: 97.94%
- 年化收益率: 35.24%
- 基准收益率: 43.51%
- 阿尔法: 0.26
- 夏普比率: 0.75
- 最大回撤: 46.14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 科拜尔(920066.BJ) | 22.10663 | 18000 | 4 | 22.73 | 409140 | 11220.66/2.82% |
| 2026-05-15 | 瑞星股份(920717.BJ) | 10.410084348837 | 43000 | 44 | 9.04 | 388720 | -58913.63/-13.161% |
| 2026-05-15 | 无锡鼎邦(920931.BJ) | 16.901193143292 | 33000 | 149 | 11.77 | 388410 | -169329.37/-30.36% |
| 2026-05-15 | 博迅生物(920504.BJ) | 25.226315518438 | 18160 | 204 | 21.17 | 384447.2 | -73662.69/-16.08% |
| 2026-05-15 | 保丽洁(920802.BJ) | 18.230987185444 | 27300 | 209 | 14.91 | 407043 | -90662.95/-18.216% |
| 2026-05-14 | 科拜尔(920066.BJ) | 22.10663 | 18000 | 3 | 21.59 | 388620 | -9299.34/-2.337% |
| 2026-05-14 | 瑞星股份(920717.BJ) | 10.410084348837 | 43000 | 43 | 9.14 | 393020 | -54613.63/-12.201% |
| 2026-05-14 | 无锡鼎邦(920931.BJ) | 16.901193143292 | 33000 | 148 | 11.77 | 388410 | -169329.37/-30.36% |
| 2026-05-14 | 博迅生物(920504.BJ) | 25.226315518438 | 18160 | 203 | 21.33 | 387352.8 | -70757.09/-15.445% |
| 2026-05-14 | 保丽洁(920802.BJ) | 18.230987185444 | 27300 | 208 | 14.99 | 409227 | -88478.95/-17.777% |
交易详情
| 2026-05-12 | 恒道科技(920177.BJ) | 卖 | -11600 | 37.82 | -438712 | ¥570.33 | 58117.86 |
| 2026-05-12 | 保丽洁(920802.BJ) | 买 | 1900 | 14.55 | 27645 | ¥8.29 | 0 |
| 2026-05-12 | 无锡鼎邦(920931.BJ) | 买 | 600 | 12.05 | 7230 | ¥5 | 0 |
| 2026-05-12 | 博迅生物(920504.BJ) | 买 | 400 | 21.98 | 8792 | ¥5 | 0 |
| 2026-05-12 | 瑞星股份(920717.BJ) | 买 | 100 | 9.38 | 938 | ¥5 | 0 |
| 2026-05-12 | 科拜尔(920066.BJ) | 买 | 18000 | 22.1 | 397800 | ¥119.34 | 0 |
| 2026-05-07 | 博迅生物(920504.BJ) | 买 | 160 | 21.94 | -9.6 | ¥0 | 0 |
| 2026-04-30 | 江天科技(920121.BJ) | 卖 | -10600 | 35.85 | -380010 | ¥494.01 | -12413.69 |
| 2026-04-30 | 保丽洁(920802.BJ) | 卖 | -1400 | 14.99 | -20986 | ¥27.28 | -4922.41 |
| 2026-04-30 | 无锡鼎邦(920931.BJ) | 买 | 500 | 12.05 | 6025 | ¥5 | 0 |
