小市值非两融庄股策略:年化收益率（16.36%）
本策略筛选规避两融标的，并聚焦自由流通市值小于 10 亿的小市值股票，尝试捕捉“庄股”的投资机会。策略每月初调仓，等权重持有符合条件的股票。
概要
核心指标
- 累计收益率: 38.44%
- 年化收益率: 16.36%
- 基准收益率: 31.41%
- 阿尔法: 0.12
- 夏普比率: 0.5
- 最大回撤: 36.85%
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 | *ST岩石(600696.SH) | 2.095 | 200 | 36 | 1.61 | 322 | -97/-23.15% |
| 2026-03-31 | *ST立航(603261.SH) | 24.06 | 200 | 99 | 36.16 | 7232 | 2420/50.291% |
| 2026-03-31 | 扬州金泉(603307.SH) | 39.338080852587 | 36313 | 540 | 37.9 | 1376262.7 | -52221.03/-3.656% |
| 2026-03-30 | *ST岩石(600696.SH) | 2.095 | 200 | 35 | 1.61 | 322 | -97/-23.15% |
| 2026-03-30 | *ST立航(603261.SH) | 24.06 | 200 | 98 | 34.49 | 6898 | 2086/43.35% |
| 2026-03-30 | 扬州金泉(603307.SH) | 39.338080852587 | 36313 | 539 | 38.2 | 1387156.6 | -41327.13/-2.893% |
| 2026-03-27 | *ST岩石(600696.SH) | 2.095 | 200 | 34 | 1.69 | 338 | -81/-19.332% |
| 2026-03-27 | *ST立航(603261.SH) | 24.06 | 200 | 97 | 32.85 | 6570 | 1758/36.534% |
| 2026-03-27 | 扬州金泉(603307.SH) | 39.338080852587 | 36313 | 538 | 37.85 | 1374447.05 | -54036.68/-3.783% |
| 2026-03-26 | *ST岩石(600696.SH) | 2.095 | 200 | 33 | 1.66 | 332 | -87/-20.764% |
交易详情
| 2026-02-02 | *ST星农(603789.SH) | 卖 | -100 | 5.65 | -565 | ¥5.57 | 25 |
| 2026-02-02 | *ST岩石(600696.SH) | 买 | 200 | 2.07 | 414 | ¥5 | 0 |
| 2026-01-05 | 和泰机电(001225.SZ) | 卖 | -24908 | 57.17 | -1423990.36 | ¥1851.19 | 435013.76 |
| 2026-01-05 | 扬州金泉(603307.SH) | 买 | 36100 | 39.31 | 1419091 | ¥425.73 | 0 |
| 2026-01-05 | *ST立航(603261.SH) | 买 | 100 | 24.2 | 2420 | ¥5 | 0 |
| 2026-01-05 | *ST星农(603789.SH) | 买 | 100 | 5.35 | 535 | ¥5 | 0 |
| 2025-12-05 | *ST元成(603388.SH) | 卖 | -600 | 0.58 | -348 | ¥0 | -101 |
| 2025-11-03 | *ST原尚(603813.SH) | 卖 | -102 | 28.68 | -2925.36 | ¥7.93 | 1246.36 |
| 2025-11-03 | *ST立航(603261.SH) | 买 | 100 | 23.82 | 2382 | ¥5 | 0 |
| 2025-11-03 | *ST元成(603388.SH) | 买 | 600 | 0.74 | 444 | ¥5 | 0 |
