流通高比主板策略:年化收益率（31.06%）
本策略精选盈利能力较强、估值相对合理的优质小盘股，通过每日轮动，力求在控制风险的前提下，获取超额收益。策略综合考虑了股票的盈利能力、估值水平和流通盘大小等因素，旨在捕捉小盘股的成长机会。
概要
核心指标
- 累计收益率: 290.82%
- 年化收益率: 31.06%
- 基准收益率: -14.97%
- 阿尔法: 0.38
- 夏普比率: 0.93
- 最大回撤: 43.74%
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 | 丰茂股份(301459.SZ) | 38.511154126214 | 20600 | 10 | 37.5 | 772500 | -20829.77/-2.626% |
| 2026-04-02 | 锡南科技(301170.SZ) | 30.130719422576 | 27700 | 12 | 28.21 | 781417 | -53203.93/-6.375% |
| 2026-04-02 | 通达创智(001368.SZ) | 28.179058598015 | 31900 | 31 | 24.65 | 786335 | -112576.97/-12.524% |
| 2026-04-02 | 科力装备(301552.SZ) | 37.564161635791 | 21000 | 69 | 37.11 | 779310 | -9537.39/-1.209% |
| 2026-04-02 | 康力源(301287.SZ) | 41.073941951467 | 18882 | 126 | 41.25 | 778882.5 | 3324.33/0.429% |
| 2026-04-01 | 丰茂股份(301459.SZ) | 38.511154126214 | 20600 | 9 | 38.46 | 792276 | -1053.77/-0.133% |
| 2026-04-01 | 锡南科技(301170.SZ) | 30.130719422576 | 27700 | 11 | 28.7 | 794990 | -39630.93/-4.748% |
| 2026-04-01 | 通达创智(001368.SZ) | 28.179058598015 | 32100 | 30 | 24.96 | 801216 | -103331.78/-11.424% |
| 2026-04-01 | 科力装备(301552.SZ) | 37.564161635791 | 21100 | 68 | 37.95 | 800745 | 8141.19/1.027% |
| 2026-04-01 | 康力源(301287.SZ) | 41.073941951467 | 18882 | 125 | 41.73 | 787945.86 | 12387.69/1.597% |
交易详情
| 2026-04-02 | 通达创智(001368.SZ) | 卖 | -200 | 24.96 | -4992 | ¥9.99 | -643.81 |
| 2026-04-02 | 科力装备(301552.SZ) | 卖 | -100 | 37.95 | -3795 | ¥8.8 | 38.58 |
| 2026-04-01 | 康力源(301287.SZ) | 卖 | -100 | 43.05 | -4305 | ¥9.31 | 197.61 |
| 2026-04-01 | 通达创智(001368.SZ) | 买 | 300 | 24.97 | 7491 | ¥5 | 0 |
| 2026-04-01 | 科力装备(301552.SZ) | 卖 | -100 | 37.69 | -3769 | ¥8.77 | 12.58 |
| 2026-04-01 | 丰茂股份(301459.SZ) | 买 | 100 | 38.38 | 3838 | ¥5 | 0 |
| 2026-03-31 | 通达创智(001368.SZ) | 买 | 400 | 24.54 | 9816 | ¥5 | 0 |
| 2026-03-31 | 锡南科技(301170.SZ) | 卖 | -100 | 28.38 | -2838 | ¥7.84 | -175.07 |
| 2026-03-30 | 康力源(301287.SZ) | 卖 | -100 | 40.95 | -4095 | ¥9.1 | -12.39 |
| 2026-03-30 | 通达创智(001368.SZ) | 买 | 300 | 23.97 | 7191 | ¥5 | 0 |
