流通高比主板策略:年化收益率（25.27%）
本策略精选盈利能力较强、估值相对合理的优质小盘股，通过每日轮动，力求在控制风险的前提下，获取超额收益。策略综合考虑了股票的盈利能力、估值水平和流通盘大小等因素，旨在捕捉小盘股的成长机会。
概要
核心指标
- 累计收益率: 154.53%
- 年化收益率: 25.27%
- 基准收益率: -28.21%
- 阿尔法: 0.38
- 夏普比率: 0.77
- 最大回撤: 43.71%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 福事特(301446.SZ) | 20.956284937238 | 23900 | 1 | 20.59 | 492101 | -8754.21/-1.718% |
| 2025-04-28 | 康力源(301287.SZ) | 30.047641301752 | 16000 | 4 | 31.45 | 503200 | 22437.74/4.761% |
| 2025-04-28 | 南方路机(603280.SH) | 22.348492056075 | 0 | 7 | 25.59 | 0 | 53746.27/12.471% |
| 2025-04-28 | 联域股份(001326.SZ) | 27.454365625 | 15900 | 14 | 31.39 | 499101 | 62576.59/14.945% |
| 2025-04-28 | 扬州金泉(603307.SH) | 33.999530869045 | 14100 | 71 | 35.65 | 502665 | 23271.61/4.873% |
| 2025-04-28 | 万得凯(301309.SZ) | 26.360129131118 | 20600 | 96 | 23.81 | 490486 | -52532.66/-9.512% |
| 2025-04-25 | 康力源(301287.SZ) | 30.015630573248 | 15400 | 3 | 31.25 | 481250 | 19009.29/4.053% |
| 2025-04-25 | 南方路机(603280.SH) | 22.348492056075 | 21400 | 6 | 24.86 | 532004 | 53746.27/12.471% |
| 2025-04-25 | 联域股份(001326.SZ) | 27.454365625 | 16000 | 13 | 31.69 | 507040 | 67770.15/16.251% |
| 2025-04-25 | 扬州金泉(603307.SH) | 33.999530869045 | 14100 | 70 | 35.52 | 500832 | 21438.61/4.626% |
交易详情
| 2025-04-28 | 南方路机(603280.SH) | 卖 | -21400 | 27.35 | -585290 | ¥760.88 | 107032.27 |
| 2025-04-28 | 康力源(301287.SZ) | 买 | 600 | 30.86 | 18516 | ¥5.55 | 0 |
| 2025-04-28 | 万得凯(301309.SZ) | 买 | 500 | 24.26 | 12130 | ¥5 | 0 |
| 2025-04-28 | 联域股份(001326.SZ) | 卖 | -100 | 30.27 | -3027 | ¥8.03 | 281.56 |
| 2025-04-28 | 福事特(301446.SZ) | 买 | 23900 | 20.95 | 500705 | ¥150.21 | 0 |
| 2025-04-25 | 康力源(301287.SZ) | 卖 | -300 | 31.69 | -9507 | ¥14.51 | 502.31 |
| 2025-04-25 | 扬州金泉(603307.SH) | 买 | 200 | 34.39 | 6878 | ¥5 | 0 |
| 2025-04-25 | 南方路机(603280.SH) | 买 | 300 | 22.65 | 6795 | ¥5 | 0 |
| 2025-04-24 | 康力源(301287.SZ) | 买 | 100 | 31 | 3100 | ¥5 | 0 |
| 2025-04-23 | 福事特(301446.SZ) | 卖 | -23900 | 20.01 | -478239 | ¥621.71 | 23041.02 |
