超级价值成长小市值轮动策略:年化收益率（54.4%）
本策略精选基本面稳健增长、估值合理的低市值股票，每日动态轮动。
概要
核心指标
- 累计收益率: 792.84%
- 年化收益率: 54.4%
- 基准收益率: -14.97%
- 阿尔法: 0.66
- 夏普比率: 1.35
- 最大回撤: 42.66%
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 | 新强联(300850.SZ) | 43.702867631942 | 42400 | 4 | 40.74 | 1727376 | -125625.59/-6.78% |
| 2026-04-02 | 大丰实业(603081.SH) | 12.060571534924 | 154300 | 10 | 11.82 | 1823826 | -37120.19/-1.995% |
| 2026-04-02 | 惠柏新材(301555.SZ) | 37.663043501805 | 55400 | 10 | 32.34 | 1791636 | -294896.61/-14.133% |
| 2026-04-02 | 邦基科技(603151.SH) | 22.23381723237 | 109134 | 104 | 16.5 | 1800711 | -625754.41/-25.789% |
| 2026-04-02 | 久祺股份(300994.SZ) | 17.592173800951 | 114100 | 104 | 15.25 | 1740025 | -267242.03/-13.314% |
| 2026-04-01 | 新强联(300850.SZ) | 43.722169339623 | 41500 | 3 | 43.33 | 1798195 | -16275.03/-0.897% |
| 2026-04-01 | 大丰实业(603081.SH) | 12.060571534924 | 157200 | 9 | 11.94 | 1876968 | -18953.85/-1% |
| 2026-04-01 | 惠柏新材(301555.SZ) | 37.762078782288 | 54200 | 9 | 33.19 | 1798898 | -247806.67/-12.108% |
| 2026-04-01 | 邦基科技(603151.SH) | 22.23381723237 | 112034 | 103 | 16.88 | 1891133.92 | -599809.56/-24.08% |
| 2026-04-01 | 久祺股份(300994.SZ) | 17.644005941443 | 111200 | 103 | 15.8 | 1756960 | -205053.46/-10.451% |
交易详情
| 2026-04-02 | 惠柏新材(301555.SZ) | 买 | 1200 | 33.18 | 39816 | ¥11.94 | 0 |
| 2026-04-02 | 久祺股份(300994.SZ) | 买 | 2900 | 15.6 | 45240 | ¥13.57 | 0 |
| 2026-04-02 | 邦基科技(603151.SH) | 卖 | -2900 | 16.8 | -48720 | ¥63.34 | -15758.07 |
| 2026-04-02 | 大丰实业(603081.SH) | 卖 | -2900 | 11.85 | -34365 | ¥44.67 | -610.66 |
| 2026-04-02 | 新强联(300850.SZ) | 买 | 900 | 42.8 | 38520 | ¥11.56 | 0 |
| 2026-04-01 | 惠柏新材(301555.SZ) | 买 | 400 | 33 | 13200 | ¥5 | 0 |
| 2026-04-01 | 久祺股份(300994.SZ) | 卖 | -5200 | 16.34 | -84968 | ¥110.46 | -6780.83 |
| 2026-04-01 | 邦基科技(603151.SH) | 买 | 1200 | 16.49 | 19788 | ¥5.94 | 0 |
| 2026-04-01 | 大丰实业(603081.SH) | 买 | 1700 | 11.9 | 20230 | ¥6.07 | 0 |
| 2026-04-01 | 新强联(300850.SZ) | 卖 | -900 | 44.3 | -39870 | ¥51.83 | 520.05 |
