高价值高成长低盘子策略:年化收益率（23.88%）
本策略精选满足特定市值、估值和盈利增长要求的小盘股，每日调仓，旨在捕捉小市值股票的价值成长机会。
概要
核心指标
- 累计收益率: 189.29%
- 年化收益率: 23.88%
- 基准收益率: -17.33%
- 阿尔法: 0.31
- 夏普比率: 0.77
- 最大回撤: 30.32%
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 | 我乐家居(603326.SH) | 8.7519719271624 | 65900 | 4 | 8.52 | 561468 | -15286.95/-2.651% |
| 2026-04-02 | 道道全(002852.SZ) | 9.6101671163575 | 59300 | 4 | 9.78 | 579954 | 10071.09/1.767% |
| 2026-04-02 | 索宝蛋白(603231.SH) | 18.229337972636 | 33100 | 12 | 17.45 | 577595 | -25796.09/-4.275% |
| 2026-04-02 | 依依股份(001206.SZ) | 23.689563167017 | 27000 | 27 | 21.07 | 568890 | -70728.21/-11.058% |
| 2026-04-02 | 锦江航运(601083.SH) | 11.995243364619 | 45141 | 149 | 13.16 | 594055.56 | 52578.28/9.71% |
| 2026-04-01 | 我乐家居(603326.SH) | 8.7508108728943 | 65300 | 3 | 8.84 | 577252 | 5824.05/1.019% |
| 2026-04-01 | 道道全(002852.SZ) | 9.60288 | 57500 | 3 | 9.83 | 565225 | 13059.4/2.365% |
| 2026-04-01 | 索宝蛋白(603231.SH) | 18.241597757493 | 32600 | 11 | 17.51 | 570826 | -23850.09/-4.011% |
| 2026-04-01 | 依依股份(001206.SZ) | 23.689563167017 | 27000 | 26 | 21.34 | 576180 | -63438.21/-9.918% |
| 2026-04-01 | 锦江航运(601083.SH) | 11.995243364619 | 47741 | 148 | 12.93 | 617291.13 | 44626.22/7.793% |
交易详情
| 2026-04-02 | 索宝蛋白(603231.SH) | 买 | 500 | 17.42 | 8710 | ¥5 | 0 |
| 2026-04-02 | 锦江航运(601083.SH) | 卖 | -2600 | 12.79 | -33254 | ¥43.23 | 2066.37 |
| 2026-04-02 | 道道全(002852.SZ) | 买 | 1800 | 9.84 | 17712 | ¥5.31 | 0 |
| 2026-04-02 | 我乐家居(603326.SH) | 买 | 600 | 8.87 | 5322 | ¥5 | 0 |
| 2026-04-01 | 索宝蛋白(603231.SH) | 卖 | -400 | 17.33 | -6932 | ¥11.93 | -364.64 |
| 2026-04-01 | 依依股份(001206.SZ) | 卖 | -200 | 21.15 | -4230 | ¥9.23 | -507.91 |
| 2026-04-01 | 锦江航运(601083.SH) | 买 | 200 | 12.56 | 2512 | ¥5 | 0 |
| 2026-04-01 | 我乐家居(603326.SH) | 买 | 1700 | 8.68 | 14756 | ¥5 | 0 |
| 2026-04-01 | 道道全(002852.SZ) | 卖 | -900 | 9.95 | -8955 | ¥13.96 | 312.41 |
| 2026-03-31 | 索宝蛋白(603231.SH) | 卖 | -200 | 17.59 | -3518 | ¥8.52 | -130.32 |
