盈利能力博弈策略:年化收益率（45.84%）
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: 429.47%
- 年化收益率: 45.84%
- 基准收益率: -21.91%
- 阿尔法: 0.59
- 夏普比率: 1.2
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 小方制药(603207.SH) | 27.420143610335 | 27722 | 65 | 36.66 | 1016288.52 | 256147.3/33.697% |
| 2025-08-06 | 瑞纳智能(301129.SZ) | 21.217306918899 | 38804 | 67 | 28.38 | 1101257.52 | 277941.14/33.759% |
| 2025-08-06 | 魅视科技(001229.SZ) | 36.724754911126 | 31002 | 166 | 34.2 | 1060268.4 | -78272.45/-6.875% |
| 2025-08-06 | 交大思诺(300851.SZ) | 28.277960254593 | 35823 | 201 | 29.45 | 1054987.35 | 41985.98/4.145% |
| 2025-08-06 | 嘉曼服饰(301276.SZ) | 16.693555296106 | 40144 | 313 | 26.37 | 1058597.28 | 388451.2/57.965% |
| 2025-08-05 | 小方制药(603207.SH) | 27.201552657094 | 27122 | 64 | 37.52 | 1017617.44 | 279856.93/37.933% |
| 2025-08-05 | 瑞纳智能(301129.SZ) | 21.217306918899 | 39304 | 66 | 26.98 | 1060421.92 | 226496.89/27.16% |
| 2025-08-05 | 魅视科技(001229.SZ) | 36.724754911126 | 31002 | 165 | 33.72 | 1045387.44 | -93153.41/-8.182% |
| 2025-08-05 | 交大思诺(300851.SZ) | 28.277960254593 | 35923 | 200 | 29.2 | 1048951.6 | 33122.43/3.261% |
| 2025-08-05 | 嘉曼服饰(301276.SZ) | 16.621852319217 | 39844 | 312 | 26 | 1035944 | 373662.92/56.421% |
交易详情
| 2025-08-06 | 瑞纳智能(301129.SZ) | 卖 | -500 | 26.88 | -13440 | ¥18.44 | 2831.35 |
| 2025-08-06 | 嘉曼服饰(301276.SZ) | 买 | 300 | 26.2 | 7860 | ¥5 | 0 |
| 2025-08-06 | 小方制药(603207.SH) | 买 | 600 | 37.29 | 22374 | ¥6.71 | 0 |
| 2025-08-06 | 交大思诺(300851.SZ) | 卖 | -100 | 29.35 | -2935 | ¥7.94 | 107.2 |
| 2025-08-05 | 魅视科技(001229.SZ) | 买 | 800 | 33.63 | 26904 | ¥8.07 | 0 |
| 2025-08-05 | 瑞纳智能(301129.SZ) | 卖 | -100 | 26.57 | -2657 | ¥7.66 | 535.27 |
| 2025-08-05 | 嘉曼服饰(301276.SZ) | 买 | 100 | 26 | 2600 | ¥5 | 0 |
| 2025-08-05 | 小方制药(603207.SH) | 卖 | -900 | 38.38 | -34542 | ¥44.9 | 10060.6 |
| 2025-08-05 | 交大思诺(300851.SZ) | 买 | 600 | 29.03 | 17418 | ¥5.23 | 0 |
| 2025-08-04 | 瑞纳智能(301129.SZ) | 买 | 400 | 25.74 | 10296 | ¥5 | 0 |
