盈利能力博弈策略:年化收益率（36.55%）
本策略精选盈利能力强劲且财务状况稳健的小市值股票，每日动态轮换，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 442.55%
- 年化收益率: 36.55%
- 基准收益率: -13.59%
- 阿尔法: 0.44
- 夏普比率: 1.04
- 最大回撤: 42.8%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 敷尔佳(301371.SZ) | 23.082333466934 | 49900 | 3 | 21.66 | 1080834 | -70974.44/-6.162% |
| 2026-08-25 | 交大思诺(300851.SZ) | 29.757426637727 | 44287 | 64 | 24.55 | 1087245.85 | -230621.3/-17.5% |
| 2026-08-25 | 远方信息(300306.SZ) | 11.413820511463 | 104900 | 68 | 10.48 | 1099352 | -97957.77/-8.181% |
| 2026-08-25 | 开普检测(003008.SZ) | 20.951092762239 | 54465 | 87 | 19.82 | 1079496.3 | -61604.97/-5.399% |
| 2026-08-25 | 小方制药(603207.SH) | 27.693807842837 | 46094 | 208 | 23.33 | 1075373.02 | -201145.36/-15.757% |
| 2026-08-24 | 敷尔佳(301371.SZ) | 23.143883264463 | 48400 | 2 | 21.09 | 1020756 | -99407.95/-8.874% |
| 2026-08-24 | 交大思诺(300851.SZ) | 29.757426637727 | 44387 | 63 | 23.85 | 1058629.95 | -262212.95/-19.852% |
| 2026-08-24 | 远方信息(300306.SZ) | 11.413820511463 | 106200 | 67 | 10.06 | 1068372 | -143775.74/-11.861% |
| 2026-08-24 | 开普检测(003008.SZ) | 20.951092762239 | 55565 | 86 | 19.36 | 1075738.4 | -88409.07/-7.594% |
| 2026-08-24 | 小方制药(603207.SH) | 27.749558685522 | 45594 | 207 | 22.78 | 1038631.32 | -226582.06/-17.909% |
交易详情
| 2026-08-25 | 交大思诺(300851.SZ) | 卖 | -100 | 23.85 | -2385 | ¥7.39 | -590.74 |
| 2026-08-25 | 小方制药(603207.SH) | 买 | 500 | 22.6 | 11300 | ¥5 | 0 |
| 2026-08-25 | 开普检测(003008.SZ) | 卖 | -1100 | 19.2 | -21120 | ¥27.46 | -1926.2 |
| 2026-08-25 | 远方信息(300306.SZ) | 卖 | -1300 | 10.08 | -13104 | ¥18.1 | -1733.97 |
| 2026-08-25 | 敷尔佳(301371.SZ) | 买 | 1500 | 21.09 | 31635 | ¥9.49 | 0 |
| 2026-08-24 | 交大思诺(300851.SZ) | 卖 | -900 | 24.38 | -21942 | ¥28.52 | -4839.68 |
| 2026-08-24 | 小方制药(603207.SH) | 买 | 1400 | 23.59 | 33026 | ¥9.91 | 0 |
| 2026-08-24 | 开普检测(003008.SZ) | 卖 | -900 | 19.5 | -17550 | ¥22.82 | -1305.98 |
| 2026-08-24 | 远方信息(300306.SZ) | 卖 | -2700 | 10.17 | -27459 | ¥35.7 | -3358.32 |
| 2026-08-24 | 敷尔佳(301371.SZ) | 买 | 1600 | 22.17 | 35472 | ¥10.64 | 0 |
