格雷厄姆型风格策略:年化收益率（25.49%）
本策略综合考虑股票的流动性、估值水平、盈利能力和成长性，并结合近期的市场强势表现，筛选出15只基本面稳健、估值合理且具备上涨潜力的股票构建投资组合。策略每日动态调仓，力求在控制风险的前提下，捕捉市场机会。
概要
核心指标
- 累计收益率: 59.92%
- 年化收益率: 25.49%
- 基准收益率: 39.2%
- 阿尔法: 0.11
- 夏普比率: 0.96
- 最大回撤: 19.12%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 双鹭药业(002038.SZ) | 6.5668839728663 | 0 | 224 | 8.55 | 0 | 19767.2/18.321% |
| 2026-04-02 | 晋亿实业(601002.SH) | 4.7947159405349 | 0 | 344 | 5.48 | 0 | 16218.14/18.255% |
| 2026-04-02 | 苏利股份(603585.SH) | 14.023684291817 | 0 | 384 | 22.28 | 0 | 36645.05/56.806% |
| 2026-04-02 | 博迈科(603727.SH) | 13.615455231748 | 0 | 464 | 21.01 | 0 | 33943.03/53.429% |
| 2026-04-02 | 中瑞股份(301587.SZ) | 25.207355628137 | 0 | 464 | 26.1 | 0 | 6847.51/6.834% |
| 2026-04-02 | 福然德(605050.SH) | 12.048884606547 | 0 | 520 | 13.82 | 0 | 13940.68/17.189% |
| 2026-04-02 | 雪峰科技(603227.SH) | 7.7622370304363 | 0 | 416 | 10.06 | 0 | 24320.29/29.859% |
| 2026-04-02 | 津药药业(600488.SH) | 3.9134324938992 | 0 | 520 | 6.34 | 0 | 45000.85/47.185% |
| 2026-04-02 | 长青集团(002616.SZ) | 4.7979269724622 | 0 | 520 | 5.86 | 0 | 21096.99/29.222% |
| 2026-04-02 | 九安医疗(002432.SZ) | 37.533943359416 | 0 | 520 | 81.15 | 0 | 65977.21/115.645% |
交易详情
| 2026-04-02 | 晋亿实业(601002.SH) | 卖 | -18529 | 5.63 | -104318.27 | ¥135.61 | 15476.98 |
| 2026-04-02 | 福然德(605050.SH) | 卖 | -6731 | 13.91 | -93628.21 | ¥121.72 | 12527.17 |
| 2026-04-02 | 蓝焰控股(000968.SZ) | 卖 | -8234 | 10.05 | -82751.7 | ¥107.58 | 31320.05 |
| 2026-04-02 | 顺发恒能(000631.SZ) | 卖 | -24252 | 3.67 | -89004.84 | ¥115.71 | 18034.44 |
| 2026-04-02 | 双鹭药业(002038.SZ) | 卖 | -16430 | 7.76 | -127496.8 | ¥165.75 | 19602.9 |
| 2026-04-02 | 中瑞股份(301587.SZ) | 卖 | -3975 | 26.88 | -106848 | ¥138.9 | 6648.76 |
| 2026-04-02 | 九安医疗(002432.SZ) | 卖 | -1520 | 82.5 | -125400 | ¥163.02 | 68348.41 |
| 2026-04-02 | 津药药业(600488.SH) | 卖 | -24370 | 6.34 | -154505.8 | ¥200.86 | 59135.45 |
| 2026-04-02 | 苏利股份(603585.SH) | 卖 | -4600 | 21.9 | -100740 | ¥130.96 | 36231.05 |
| 2026-04-02 | 博迈科(603727.SH) | 卖 | -4666 | 20.84 | -97239.44 | ¥126.41 | 33709.73 |
