高价值高成长低盘子策略:年化收益率（21.58%）
本策略精选满足特定市值、估值和盈利增长要求的小盘股，每日调仓，旨在捕捉小市值股票的价值成长机会。
概要
核心指标
- 累计收益率: 169.14%
- 年化收益率: 21.58%
- 基准收益率: -10.3%
- 阿尔法: 0.27
- 夏普比率: 0.71
- 最大回撤: 30.32%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 恒丰纸业(600356.SH) | 9.9916637388988 | 55700 | 8 | 9.58 | 533606 | -22929.67/-4.12% |
| 2026-05-15 | 毅昌科技(002420.SZ) | 7.3453681831732 | 77100 | 8 | 6.91 | 532761 | -33566.89/-5.927% |
| 2026-05-15 | 山河药辅(300452.SZ) | 13.996559463497 | 39200 | 10 | 13.55 | 531160 | -17505.13/-3.19% |
| 2026-05-15 | 浙江华业(301616.SZ) | 48.445653698722 | 12300 | 13 | 44.37 | 545751 | -50130.54/-8.413% |
| 2026-05-15 | 索宝蛋白(603231.SH) | 18.152815098588 | 31100 | 39 | 17.42 | 541762 | -22790.55/-4.037% |
| 2026-05-14 | 恒丰纸业(600356.SH) | 9.9916637388988 | 56300 | 7 | 9.68 | 544984 | -17546.67/-3.119% |
| 2026-05-14 | 毅昌科技(002420.SZ) | 7.3453681831732 | 77100 | 7 | 6.97 | 537387 | -28940.89/-5.11% |
| 2026-05-14 | 山河药辅(300452.SZ) | 13.996559463497 | 39200 | 9 | 13.78 | 540176 | -8489.13/-1.547% |
| 2026-05-14 | 浙江华业(301616.SZ) | 48.48004430281 | 12200 | 12 | 43.8 | 534360 | -57096.54/-9.654% |
| 2026-05-14 | 索宝蛋白(603231.SH) | 18.152815098588 | 31100 | 38 | 17.14 | 533054 | -31498.55/-5.579% |
交易详情
| 2026-05-15 | 浙江华业(301616.SZ) | 买 | 100 | 44.2 | 4420 | ¥5 | 0 |
| 2026-05-15 | 恒丰纸业(600356.SH) | 卖 | -600 | 9.65 | -5790 | ¥10.79 | -205 |
| 2026-05-14 | 毅昌科技(002420.SZ) | 卖 | -1600 | 7.09 | -11344 | ¥16.34 | -408.59 |
| 2026-05-14 | 恒丰纸业(600356.SH) | 买 | 700 | 9.89 | 6923 | ¥5 | 0 |
| 2026-05-13 | 山河药辅(300452.SZ) | 卖 | -200 | 13.98 | -2796 | ¥7.8 | -3.31 |
| 2026-05-13 | 毅昌科技(002420.SZ) | 买 | 900 | 6.93 | 6237 | ¥5 | 0 |
| 2026-05-12 | 山河药辅(300452.SZ) | 卖 | -500 | 14.15 | -7075 | ¥12.08 | 76.72 |
| 2026-05-12 | 毅昌科技(002420.SZ) | 买 | 1100 | 7.11 | 7821 | ¥5 | 0 |
| 2026-05-12 | 恒丰纸业(600356.SH) | 卖 | -400 | 10.08 | -4032 | ¥9.03 | 34.86 |
| 2026-05-11 | 浙江华业(301616.SZ) | 卖 | -100 | 46.3 | -4630 | ¥9.63 | -218 |
