稳健增长低估动量轮动策略:年化收益率（11.23%）
本策略精选财务稳健增长、低估值且具备短期市场动量的股票，每日动态轮动，力求在控制风险的前提下，获取长期稳健收益与短期爆发力。
概要
核心指标
- 累计收益率: 71%
- 年化收益率: 11.23%
- 基准收益率: -14.97%
- 阿尔法: 0.16
- 夏普比率: 0.41
- 最大回撤: 54.29%
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 | 奥美医疗(002950.SZ) | 12.143641901408 | 28400 | 1 | 11.92 | 338528 | -6351.43/-1.842% |
| 2026-04-02 | 康德莱(603987.SH) | 8.932679028133 | 39100 | 1 | 8.86 | 346426 | -2841.75/-0.814% |
| 2026-04-02 | 海利生物(603718.SH) | 4.7014100135318 | 73900 | 1 | 4.64 | 342896 | -4538.2/-1.306% |
| 2026-04-02 | 双象股份(002395.SZ) | 18.615583157895 | 0 | 2 | 17.96 | 0 | -12076.08/-3.414% |
| 2026-04-02 | 水星家纺(603365.SH) | 20.894170658683 | 0 | 3 | 21.15 | 0 | 7111.35/2.038% |
| 2026-04-02 | 诚意药业(603811.SH) | 11.628337534114 | 28300 | 6 | 12.25 | 346675 | 17593.05/5.346% |
| 2026-04-02 | 长青集团(002616.SZ) | 6.3486960500234 | 0 | 7 | 5.86 | 0 | -8029.59/-2.342% |
| 2026-04-02 | 健盛集团(603558.SH) | 14.162115621025 | 24200 | 10 | 13.8 | 333960 | -8763.2/-2.557% |
| 2026-04-01 | 双象股份(002395.SZ) | 18.615583157895 | 19000 | 1 | 17.98 | 341620 | -12076.08/-3.414% |
| 2026-04-01 | 水星家纺(603365.SH) | 20.894170658683 | 16700 | 2 | 21.32 | 356044 | 7111.35/2.038% |
交易详情
| 2026-04-02 | 双象股份(002395.SZ) | 卖 | -19000 | 18 | -342000 | ¥444.6 | -11696.08 |
| 2026-04-02 | 长青集团(002616.SZ) | 卖 | -54000 | 6.17 | -333180 | ¥433.13 | -9649.59 |
| 2026-04-02 | 水星家纺(603365.SH) | 卖 | -16700 | 21.4 | -357380 | ¥464.59 | 8447.35 |
| 2026-04-02 | 海利生物(603718.SH) | 买 | 73900 | 4.7 | 347330 | ¥104.2 | 0 |
| 2026-04-02 | 康德莱(603987.SH) | 买 | 39100 | 8.93 | 349163 | ¥104.75 | 0 |
| 2026-04-02 | 诚意药业(603811.SH) | 卖 | -1300 | 12.29 | -15977 | ¥20.98 | 860.16 |
| 2026-04-02 | 健盛集团(603558.SH) | 买 | 400 | 14.14 | 5656 | ¥5 | 0 |
| 2026-04-02 | 奥美医疗(002950.SZ) | 买 | 28400 | 12.14 | 344776 | ¥103.43 | 0 |
| 2026-04-01 | 奥美医疗(002950.SZ) | 卖 | -28300 | 12.09 | -342147 | ¥444.79 | 20845.64 |
| 2026-04-01 | 长青集团(002616.SZ) | 卖 | -800 | 6.51 | -5208 | ¥10.21 | 129.04 |
