流通高比主板策略:年化收益率（34.42%）
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: 269.75%
- 年化收益率: 34.42%
- 基准收益率: -21.89%
- 阿尔法: 0.45
- 夏普比率: 1
- 最大回撤: 43.72%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 浙江恒威(301222.SZ) | 30.143861728395 | 24300 | 3 | 30.58 | 743094 | 10598.16/1.447% |
| 2025-08-07 | 康力源(301287.SZ) | 42.106132768362 | 17700 | 5 | 42.69 | 755613 | 10334.45/1.387% |
| 2025-08-07 | 通达创智(001368.SZ) | 23.834908966266 | 28900 | 14 | 25.29 | 730881 | 42052.13/6.105% |
| 2025-08-07 | 扬州金泉(603307.SH) | 34.505367754484 | 18076 | 140 | 40.18 | 726293.68 | 102574.65/16.446% |
| 2025-08-07 | 万得凯(301309.SZ) | 26.055058217799 | 24886 | 165 | 29.67 | 738367.62 | 89961.44/13.874% |
| 2025-08-06 | 浙江恒威(301222.SZ) | 30.143861728395 | 24300 | 2 | 30.39 | 738477 | 5981.16/0.817% |
| 2025-08-06 | 康力源(301287.SZ) | 42.106132768362 | 17700 | 4 | 41.8 | 739860 | -5418.55/-0.727% |
| 2025-08-06 | 通达创智(001368.SZ) | 23.822852582756 | 28700 | 13 | 25.55 | 733285 | 49569.13/7.25% |
| 2025-08-06 | 扬州金泉(603307.SH) | 34.505367754484 | 18176 | 139 | 41.14 | 747760.64 | 120591.08/19.228% |
| 2025-08-06 | 万得凯(301309.SZ) | 26.055058217799 | 24886 | 164 | 29.67 | 738367.62 | 89961.44/13.874% |
交易详情
| 2025-08-07 | 扬州金泉(603307.SH) | 卖 | -100 | 41.14 | -4114 | ¥9.11 | 663.46 |
| 2025-08-07 | 通达创智(001368.SZ) | 买 | 200 | 25.54 | 5108 | ¥5 | 0 |
| 2025-08-06 | 扬州金泉(603307.SH) | 卖 | -100 | 40.84 | -4084 | ¥9.08 | 633.46 |
| 2025-08-06 | 康力源(301287.SZ) | 买 | 100 | 41.58 | 4158 | ¥5 | 0 |
| 2025-08-06 | 万得凯(301309.SZ) | 卖 | -300 | 29.84 | -8952 | ¥13.95 | 1135.48 |
| 2025-08-06 | 通达创智(001368.SZ) | 买 | 200 | 25.65 | 5130 | ¥5 | 0 |
| 2025-08-06 | 浙江恒威(301222.SZ) | 买 | 200 | 30.7 | 6140 | ¥5 | 0 |
| 2025-08-05 | 联域股份(001326.SZ) | 卖 | -20600 | 35.23 | -725738 | ¥943.46 | 8849 |
| 2025-08-05 | 康力源(301287.SZ) | 买 | 300 | 41.24 | 12372 | ¥5 | 0 |
| 2025-08-05 | 万得凯(301309.SZ) | 买 | 100 | 28.99 | 2899 | ¥5 | 0 |
