盈利能力博弈策略:年化收益率（38.17%）
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: 282.21%
- 年化收益率: 38.17%
- 基准收益率: -28.21%
- 阿尔法: 0.53
- 夏普比率: 1.03
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 西点药业(301130.SZ) | 26.557964948454 | 29000 | 3 | 26.09 | 756610 | -13570.98/-1.741% |
| 2025-04-28 | 魅视科技(001229.SZ) | 39.439012524372 | 25100 | 98 | 29.81 | 748231 | -241688.21/-23.959% |
| 2025-04-28 | 交大思诺(300851.SZ) | 29.16424755321 | 29500 | 133 | 26.35 | 777325 | -83020.3/-9.726% |
| 2025-04-28 | 多浦乐(301528.SZ) | 39.279388192682 | 18100 | 152 | 41.94 | 759114 | 48157.07/6.722% |
| 2025-04-28 | 嘉曼服饰(301276.SZ) | 20.113645580322 | 37912 | 245 | 20.43 | 774542.16 | 11993.63/1.55% |
| 2025-04-25 | 西点药业(301130.SZ) | 26.557964948454 | 29000 | 2 | 26.41 | 765890 | -4290.98/-0.551% |
| 2025-04-25 | 魅视科技(001229.SZ) | 39.439012524372 | 25100 | 97 | 30.56 | 767056 | -222863.21/-22.394% |
| 2025-04-25 | 交大思诺(300851.SZ) | 29.174432068697 | 29400 | 132 | 26.04 | 765576 | -92152.3/-10.74% |
| 2025-04-25 | 多浦乐(301528.SZ) | 39.279388192682 | 18100 | 151 | 42.24 | 764544 | 53587.07/7.533% |
| 2025-04-25 | 嘉曼服饰(301276.SZ) | 20.113645580322 | 38112 | 244 | 20.32 | 774435.84 | 7864.58/1.025% |
交易详情
| 2025-04-28 | 嘉曼服饰(301276.SZ) | 卖 | -200 | 20.73 | -4146 | ¥9.15 | 123.27 |
| 2025-04-28 | 交大思诺(300851.SZ) | 买 | 100 | 26.12 | 2612 | ¥5 | 0 |
| 2025-04-25 | 嘉曼服饰(301276.SZ) | 卖 | -100 | 20.34 | -2034 | ¥7.03 | 22.64 |
| 2025-04-25 | 西点药业(301130.SZ) | 卖 | -100 | 26.71 | -2671 | ¥7.67 | 15.2 |
| 2025-04-24 | 国缆检测(301289.SZ) | 卖 | -16600 | 47 | -780200 | ¥1014.26 | 33814.7 |
| 2025-04-24 | 嘉曼服饰(301276.SZ) | 买 | 200 | 20.34 | 4068 | ¥5 | 0 |
| 2025-04-24 | 魅视科技(001229.SZ) | 卖 | -100 | 30.85 | -3085 | ¥8.09 | -858.9 |
| 2025-04-24 | 多浦乐(301528.SZ) | 卖 | -200 | 42.53 | -8506 | ¥13.51 | 650.12 |
| 2025-04-24 | 交大思诺(300851.SZ) | 买 | 600 | 26.43 | 15858 | ¥5 | 0 |
| 2025-04-24 | 西点药业(301130.SZ) | 买 | 29100 | 26.55 | 772605 | ¥231.78 | 0 |
