格雷厄姆型风格策略:年化收益率（34.75%）
本策略综合考虑股票的流动性、估值水平、盈利能力和成长性，并结合近期的市场强势表现，筛选出15只基本面稳健、估值合理且具备上涨潜力的股票构建投资组合。策略每日动态调仓，力求在控制风险的前提下，捕捉市场机会。
概要
核心指标
- 累计收益率: 53.3%
- 年化收益率: 34.75%
- 基准收益率: 26.02%
- 阿尔法: 0.17
- 夏普比率: 1.09
- 最大回撤: 19.66%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 福莱蒽特(605566.SH) | 16.949557598116 | 0 | 360 | 23.67 | 0 | 31750.37/41.125% |
| 2025-08-01 | 苏博特(603916.SH) | 7.8505631214635 | 0 | 360 | 11.4 | 0 | 29805.97/45.595% |
| 2025-08-01 | 九洲药业(603456.SH) | 15.543513629507 | 0 | 360 | 18.32 | 0 | 19969.42/22.109% |
| 2025-08-01 | 晋控煤业(601001.SH) | 12.010911776438 | 0 | 360 | 13.28 | 0 | 7504.13/8.734% |
| 2025-08-01 | 上海机电(600835.SH) | 13.6689750013 | 0 | 360 | 25.64 | 0 | 49326.84/85.676% |
| 2025-08-01 | 南京新百(600682.SH) | 6.0676039336101 | 0 | 360 | 7.55 | 0 | 19664.79/23.278% |
| 2025-08-01 | 华鲁恒升(600426.SH) | 22.761407068315 | 0 | 360 | 23.84 | 0 | 4817.1/5.354% |
| 2025-08-01 | 冠龙节能(301151.SZ) | 14.193552190033 | 0 | 360 | 21.91 | 0 | 34366.82/62.891% |
| 2025-08-01 | 彩虹集团(003023.SZ) | 15.886276494057 | 0 | 360 | 25.84 | 0 | 43466.88/59.572% |
| 2025-08-01 | 绿茵生态(002887.SZ) | 6.6218986179241 | 0 | 360 | 8.92 | 0 | 26672.79/35.913% |
交易详情
| 2025-08-01 | 南京新百(600682.SH) | 卖 | -13923 | 7.51 | -104561.73 | ¥135.93 | 20082.48 |
| 2025-08-01 | 晋控煤业(601001.SH) | 卖 | -7153 | 13.06 | -93418.18 | ¥121.44 | 7504.13 |
| 2025-08-01 | 和泰机电(001225.SZ) | 卖 | -2471 | 43.6 | -107735.6 | ¥140.06 | 33841.65 |
| 2025-08-01 | 上海机电(600835.SH) | 卖 | -4212 | 25.55 | -107616.6 | ¥139.9 | 50042.88 |
| 2025-08-01 | 华峰化学(002064.SZ) | 卖 | -12553 | 7.5 | -94147.5 | ¥122.39 | 14220.04 |
| 2025-08-01 | 福莱蒽特(605566.SH) | 卖 | -4555 | 23.99 | -109274.45 | ¥142.06 | 32069.22 |
| 2025-08-01 | 华鲁恒升(600426.SH) | 卖 | -3953 | 23.91 | -94516.23 | ¥122.87 | 4540.39 |
| 2025-08-01 | 彩虹集团(003023.SZ) | 卖 | -4593 | 26.88 | -123459.84 | ¥160.5 | 50494.17 |
| 2025-08-01 | 冠龙节能(301151.SZ) | 卖 | -3850 | 22.68 | -87318 | ¥113.51 | 32672.82 |
| 2025-08-01 | 苏博特(603916.SH) | 卖 | -8327 | 11.44 | -95260.88 | ¥123.84 | 29889.24 |
