盈利现金流双优主板选股策略:年化收益率（-40.94%）
本策略精选净资产收益率（ROE）大于15%且经营现金流与净利润比率大于1的优质主板股票，旨在通过基本面选股，获取长期稳健收益。
概要
核心指标
- 累计收益率: -88.95%
- 年化收益率: -40.94%
- 基准收益率: -1.18%
- 阿尔法: -0.31
- 夏普比率: -0.74
- 最大回撤: 91.24%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 锦江航运(601083.SH) | 12.44 | 100 | 9 | 11.9 | 1190 | -54/-4.341% |
| 2026-05-15 | 埃泰克(603293.SH) | 49.31479047619 | 2100 | 9 | 51.51 | 108171 | 4609.94/4.451% |
| 2026-05-15 | 惠天热电(000692.SZ) | 5.185 | 200 | 9 | 5.11 | 1022 | -15/-1.446% |
| 2026-05-14 | 锦江航运(601083.SH) | 12.44 | 100 | 8 | 12.35 | 1235 | -9/-0.723% |
| 2026-05-14 | 埃泰克(603293.SH) | 49.31479047619 | 2100 | 8 | 50.82 | 106722 | 3160.94/3.052% |
| 2026-05-14 | 惠天热电(000692.SZ) | 5.185 | 200 | 8 | 5.29 | 1058 | 21/2.025% |
| 2026-05-13 | 锦江航运(601083.SH) | 12.44 | 100 | 7 | 12.25 | 1225 | -19/-1.527% |
| 2026-05-13 | 埃泰克(603293.SH) | 49.31479047619 | 2100 | 7 | 52.9 | 111090 | 7528.94/7.27% |
| 2026-05-13 | 惠天热电(000692.SZ) | 5.185 | 200 | 7 | 5.29 | 1058 | 21/2.025% |
| 2026-05-12 | 锦江航运(601083.SH) | 12.44 | 100 | 6 | 12.23 | 1223 | -21/-1.688% |
交易详情
| 2026-04-30 | 热威股份(603075.SH) | 卖 | -4200 | 23.82 | -100044 | ¥130.06 | 8372.51 |
| 2026-04-30 | 全新好(000007.SZ) | 卖 | -300 | 14.11 | -4233 | ¥9.23 | 2805 |
| 2026-04-30 | 蓝丰生化(002513.SZ) | 卖 | -100 | 6.5 | -650 | ¥5.65 | -119 |
| 2026-04-30 | ST宁科(600165.SH) | 卖 | -142 | 3.42 | -485.64 | ¥5.49 | 99.64 |
| 2026-04-30 | 升达林业(002259.SZ) | 卖 | -100 | 5.46 | -546 | ¥5.55 | 124 |
| 2026-04-30 | 埃泰克(603293.SH) | 买 | 2100 | 49.3 | 103530 | ¥31.06 | 0 |
| 2026-04-30 | 锦江航运(601083.SH) | 买 | 100 | 12.39 | 1239 | ¥5 | 0 |
| 2026-04-30 | 惠天热电(000692.SZ) | 买 | 200 | 5.16 | 1032 | ¥5 | 0 |
| 2025-12-11 | *ST宁科(600165.SH) | 买 | 42 | 2.84 | -0.72 | ¥0 | 0 |
| 2025-11-28 | 百通能源(001376.SZ) | 卖 | -7309 | 12.68 | -92678.12 | ¥120.48 | -17514.93 |
