低估值大单流入轮动策略:年化收益率（18.37%）
本策略精选小市值、低市盈率的股票，并叠加今日大单资金流入信号，每日动态轮动持仓，旨在捕捉被市场低估且具备资金关注的小盘成长股，追求稳健收益。
概要
核心指标
- 累计收益率: 133.96%
- 年化收益率: 18.37%
- 基准收益率: -14.97%
- 阿尔法: 0.27
- 夏普比率: 0.56
- 最大回撤: 45.45%
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 | 南华仪器(300417.SZ) | 12.753825 | 38400 | 1 | 12.17 | 467328 | -22418.88/-4.578% |
| 2026-04-02 | 如意集团(002193.SZ) | 5.931778960396 | 80800 | 1 | 5.66 | 457328 | -21959.74/-4.582% |
| 2026-04-02 | 龙韵股份(603729.SH) | 17.5036113879 | 28100 | 2 | 16.8 | 472080 | -19771.48/-4.02% |
| 2026-04-02 | 湘邮科技(600476.SH) | 11.603480046948 | 0 | 2 | 10.68 | 0 | -21448.25/-4.339% |
| 2026-04-02 | 中设股份(002883.SZ) | 9.9105014056225 | 49800 | 2 | 9.49 | 472602 | -20940.97/-4.243% |
| 2026-04-02 | 飞鹿股份(300665.SZ) | 7.6923070202808 | 0 | 3 | 7.52 | 0 | 491.58/0.1% |
| 2026-04-02 | 金埔园林(301098.SZ) | 8.3041539372822 | 56200 | 9 | 8.35 | 469270 | 2576.55/0.552% |
| 2026-04-01 | 龙韵股份(603729.SH) | 17.505250179211 | 27900 | 1 | 17.25 | 481275 | -7121.48/-1.458% |
| 2026-04-01 | 湘邮科技(600476.SH) | 11.603480046948 | 42600 | 1 | 11.1 | 472860 | -21448.25/-4.339% |
| 2026-04-01 | 中设股份(002883.SZ) | 9.9129729124236 | 49100 | 1 | 9.74 | 478234 | -8492.97/-1.745% |
交易详情
| 2026-04-02 | 湘邮科技(600476.SH) | 卖 | -42600 | 11.1 | -472860 | ¥614.72 | -21448.25 |
| 2026-04-02 | 飞鹿股份(300665.SZ) | 卖 | -63900 | 7.7 | -492030 | ¥639.64 | 491.58 |
| 2026-04-02 | 中设股份(002883.SZ) | 买 | 700 | 9.73 | 6811 | ¥5 | 0 |
| 2026-04-02 | 如意集团(002193.SZ) | 买 | 80800 | 5.93 | 479144 | ¥143.74 | 0 |
| 2026-04-02 | 金埔园林(301098.SZ) | 卖 | -1000 | 8.66 | -8660 | ¥13.66 | 355.85 |
| 2026-04-02 | 龙韵股份(603729.SH) | 买 | 200 | 17.25 | 3450 | ¥5 | 0 |
| 2026-04-02 | 南华仪器(300417.SZ) | 买 | 38400 | 12.75 | 489600 | ¥146.88 | 0 |
| 2026-04-01 | 美芝股份(002856.SZ) | 卖 | -42800 | 11.5 | -492200 | ¥639.86 | -82515.05 |
| 2026-04-01 | 麦趣尔(002719.SZ) | 卖 | -53300 | 9.19 | -489827 | ¥636.78 | 9843.87 |
| 2026-04-01 | 南华仪器(300417.SZ) | 卖 | -38700 | 12.75 | -493425 | ¥641.45 | 239.09 |
