盈利能力博弈策略:年化收益率（39.43%）
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: 432.53%
- 年化收益率: 39.43%
- 基准收益率: -15.52%
- 阿尔法: 0.48
- 夏普比率: 1.09
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 敷尔佳(301371.SZ) | 22.666797903564 | 47700 | 1 | 22.42 | 1069434 | -11772.26/-1.089% |
| 2026-03-31 | 开普检测(003008.SZ) | 22.306690063425 | 0 | 2 | 22.74 | 0 | 29955.56/2.839% |
| 2026-03-31 | 瑞纳智能(301129.SZ) | 26.989222901792 | 43300 | 10 | 24.13 | 1044829 | -123804.35/-10.594% |
| 2026-03-31 | 小方制药(603207.SH) | 31.118160108774 | 39100 | 108 | 27.53 | 1076423 | -140297.06/-11.531% |
| 2026-03-31 | 嘉曼服饰(301276.SZ) | 25.503742857113 | 45300 | 11 | 23 | 1041900 | -113419.55/-9.817% |
| 2026-03-31 | 交大思诺(300851.SZ) | 28.322066794381 | 37023 | 356 | 29.47 | 1091067.81 | 42499.93/4.053% |
| 2026-03-30 | 开普检测(003008.SZ) | 22.306690063425 | 47300 | 1 | 22.94 | 1085062 | 29955.56/2.839% |
| 2026-03-30 | 敷尔佳(301371.SZ) | 22.386714105263 | 0 | 3 | 22.61 | 0 | 6791.75/0.64% |
| 2026-03-30 | 瑞纳智能(301129.SZ) | 27.003682596456 | 43000 | 9 | 24.92 | 1071560 | -89598.35/-7.716% |
| 2026-03-30 | 小方制药(603207.SH) | 31.118160108774 | 39100 | 107 | 27.62 | 1079942 | -136778.06/-11.242% |
交易详情
| 2026-03-31 | 开普检测(003008.SZ) | 卖 | -47300 | 22.95 | -1085535 | ¥1411.2 | 30428.56 |
| 2026-03-31 | 交大思诺(300851.SZ) | 卖 | -500 | 29.25 | -14625 | ¥19.63 | 463.97 |
| 2026-03-31 | 瑞纳智能(301129.SZ) | 买 | 300 | 24.9 | 7470 | ¥5 | 0 |
| 2026-03-31 | 嘉曼服饰(301276.SZ) | 买 | 400 | 23.5 | 9400 | ¥5 | 0 |
| 2026-03-31 | 敷尔佳(301371.SZ) | 买 | 47700 | 22.66 | 1080882 | ¥324.26 | 0 |
| 2026-03-30 | 敷尔佳(301371.SZ) | 卖 | -47400 | 22.3 | -1057020 | ¥1374.13 | -4110.25 |
| 2026-03-30 | 小方制药(603207.SH) | 卖 | -400 | 27.2 | -10880 | ¥15.88 | -1567.26 |
| 2026-03-30 | 瑞纳智能(301129.SZ) | 买 | 300 | 24.5 | 7350 | ¥5 | 0 |
| 2026-03-30 | 嘉曼服饰(301276.SZ) | 买 | 300 | 23.5 | 7050 | ¥5 | 0 |
| 2026-03-30 | 开普检测(003008.SZ) | 买 | 47300 | 22.3 | 1054790 | ¥316.44 | 0 |
