积厚成器轮动策略:年化收益率（39.35%）
本策略精选每股资本公积连续三季度大于1的稳健股票，排除ST、科创板、退市及停牌股，构建5只股票等权重组合，每5日轮动调仓，追求长期稳健收益。
概要
核心指标
- 累计收益率: 104.41%
- 年化收益率: 39.35%
- 基准收益率: 32.26%
- 阿尔法: 0.35
- 夏普比率: 0.8
- 最大回撤: 46.14%
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 | 长药退(300391.SZ) | 0.39763380094787 | 1055000 | 7 | 0.31 | 327050 | -92453.66/-22.039% |
| 2026-04-02 | 瑞星股份(920717.BJ) | 10.433702765957 | 46100 | 17 | 8.94 | 412134 | -68859.7/-14.316% |
| 2026-04-02 | 无锡鼎邦(920931.BJ) | 17.144183876708 | 33600 | 122 | 12.36 | 415296 | -160748.58/-27.906% |
| 2026-04-02 | 博迅生物(920504.BJ) | 25.590224844788 | 19000 | 177 | 22.3 | 423700 | -62514.27/-12.857% |
| 2026-04-02 | 保丽洁(920802.BJ) | 18.506010242622 | 29000 | 182 | 13.94 | 404260 | -132414.3/-24.673% |
| 2026-04-01 | 长药退(300391.SZ) | 0.39763380094787 | 1055000 | 6 | 0.3 | 316500 | -103003.66/-24.554% |
| 2026-04-01 | 瑞星股份(920717.BJ) | 10.433702765957 | 46100 | 16 | 8.74 | 402914 | -78079.7/-16.233% |
| 2026-04-01 | 无锡鼎邦(920931.BJ) | 17.144183876708 | 33600 | 121 | 12.01 | 403536 | -172508.58/-29.947% |
| 2026-04-01 | 博迅生物(920504.BJ) | 25.590224844788 | 19000 | 176 | 21.7 | 412300 | -73914.27/-15.202% |
| 2026-04-01 | 保丽洁(920802.BJ) | 18.506010242622 | 29000 | 181 | 14 | 406000 | -130674.3/-24.349% |
交易详情
| 2026-04-01 | 长药退(300391.SZ) | 买 | 32800 | 0.32 | 10496 | ¥5 | 0 |
| 2026-04-01 | 保丽洁(920802.BJ) | 卖 | -1500 | 14.09 | -21135 | ¥27.48 | -6624.02 |
| 2026-04-01 | 无锡鼎邦(920931.BJ) | 卖 | -1100 | 12.1 | -13310 | ¥18.31 | -5548.6 |
| 2026-04-01 | 博迅生物(920504.BJ) | 卖 | -900 | 21.5 | -19350 | ¥25.16 | -3681.2 |
| 2026-04-01 | 瑞星股份(920717.BJ) | 卖 | -900 | 8.84 | -7956 | ¥12.96 | -1434.33 |
| 2026-03-25 | 巨能股份(920578.BJ) | 卖 | -22600 | 18.47 | -417422 | ¥542.65 | -79701.09 |
| 2026-03-25 | 长药退(300391.SZ) | 买 | 1022200 | 0.4 | 408880 | ¥122.66 | 0 |
| 2026-03-25 | 保丽洁(920802.BJ) | 卖 | -500 | 13.86 | -6930 | ¥11.93 | -2323.01 |
| 2026-03-25 | 无锡鼎邦(920931.BJ) | 卖 | -400 | 12.2 | -4880 | ¥9.88 | -1977.67 |
| 2026-03-25 | 博迅生物(920504.BJ) | 买 | 100 | 21.18 | 2118 | ¥5 | 0 |
