盈利能力博弈策略:年化收益率（39.49%）
本策略精选盈利能力强劲且财务状况稳健的小市值股票，每日动态轮换，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 435.08%
- 年化收益率: 39.49%
- 基准收益率: -14.97%
- 阿尔法: 0.48
- 夏普比率: 1.09
- 最大回撤: 42.8%
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 | 敷尔佳(301371.SZ) | 22.666797903564 | 47400 | 3 | 22.78 | 1079772 | 5365.78/0.499% |
| 2026-04-02 | 瑞纳智能(301129.SZ) | 26.950551284526 | 43900 | 12 | 24.4 | 1071160 | -111969.2/-9.464% |
| 2026-04-02 | 小方制药(603207.SH) | 31.118160108774 | 38400 | 110 | 28.13 | 1080192 | -114745.35/-9.603% |
| 2026-04-02 | 嘉曼服饰(301276.SZ) | 25.471838074505 | 45800 | 13 | 23.36 | 1069888 | -96722.18/-8.291% |
| 2026-04-02 | 交大思诺(300851.SZ) | 28.328182939322 | 36523 | 358 | 28.29 | 1033235.67 | -1394.56/-0.135% |
| 2026-04-01 | 敷尔佳(301371.SZ) | 22.666797903564 | 47600 | 2 | 22.97 | 1093372 | 14432.42/1.338% |
| 2026-04-01 | 瑞纳智能(301129.SZ) | 26.950551284526 | 44100 | 11 | 24.78 | 1092798 | -95721.31/-8.054% |
| 2026-04-01 | 小方制药(603207.SH) | 31.118160108774 | 38700 | 109 | 28.3 | 1095210 | -109062.8/-9.056% |
| 2026-04-01 | 嘉曼服饰(301276.SZ) | 25.471838074505 | 46000 | 12 | 23.75 | 1092500 | -79204.55/-6.76% |
| 2026-04-01 | 交大思诺(300851.SZ) | 28.322066794381 | 36223 | 357 | 29.18 | 1056987.14 | 31076.91/3.029% |
交易详情
| 2026-04-02 | 小方制药(603207.SH) | 卖 | -300 | 28.18 | -8454 | ¥13.45 | -881.45 |
| 2026-04-02 | 交大思诺(300851.SZ) | 买 | 300 | 29.05 | 8715 | ¥5 | 0 |
| 2026-04-02 | 瑞纳智能(301129.SZ) | 卖 | -200 | 24.85 | -4970 | ¥9.97 | -420.11 |
| 2026-04-02 | 嘉曼服饰(301276.SZ) | 卖 | -200 | 23.7 | -4740 | ¥9.74 | -354.37 |
| 2026-04-02 | 敷尔佳(301371.SZ) | 卖 | -200 | 22.97 | -4594 | ¥9.59 | 60.64 |
| 2026-04-01 | 小方制药(603207.SH) | 卖 | -400 | 27.89 | -11156 | ¥16.16 | -1291.26 |
| 2026-04-01 | 交大思诺(300851.SZ) | 卖 | -800 | 29.76 | -23808 | ¥30.95 | 1150.35 |
| 2026-04-01 | 瑞纳智能(301129.SZ) | 买 | 800 | 24.85 | 19880 | ¥5.96 | 0 |
| 2026-04-01 | 嘉曼服饰(301276.SZ) | 买 | 700 | 23.4 | 16380 | ¥5 | 0 |
| 2026-04-01 | 敷尔佳(301371.SZ) | 卖 | -100 | 22.75 | -2275 | ¥7.28 | 8.32 |
