小市值非两融庄股策略:年化收益率（2.69%）
本策略筛选规避两融标的，并聚焦自由流通市值小于 10 亿的小市值股票，尝试捕捉“庄股”的投资机会。策略每月初调仓，等权重持有符合条件的股票。
概要
核心指标
- 累计收益率: 4.12%
- 年化收益率: 2.69%
- 基准收益率: 19.74%
- 阿尔法: -0.02
- 夏普比率: 0.18
- 最大回撤: 36.79%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 梦天家居(603216.SH) | 10.019230769231 | 104 | 325 | 12.88 | 1339.52 | 297.52/28.553% |
| 2025-08-01 | 扬州金泉(603307.SH) | 42.289308176101 | 318 | 382 | 39.4 | 12529.2 | -918.8/-6.832% |
| 2025-08-01 | 和泰机电(001225.SZ) | 39.705456451613 | 24800 | 382 | 41.41 | 1026968 | 42272.68/4.293% |
| 2025-07-31 | 梦天家居(603216.SH) | 10.019230769231 | 104 | 324 | 12.66 | 1316.64 | 274.64/26.357% |
| 2025-07-31 | 扬州金泉(603307.SH) | 42.289308176101 | 318 | 381 | 38.96 | 12389.28 | -1058.72/-7.873% |
| 2025-07-31 | 和泰机电(001225.SZ) | 39.705456451613 | 24800 | 381 | 43.05 | 1067640 | 82944.68/8.423% |
| 2025-07-30 | 梦天家居(603216.SH) | 10.019230769231 | 104 | 323 | 12.85 | 1336.4 | 294.4/28.253% |
| 2025-07-30 | 扬州金泉(603307.SH) | 42.289308176101 | 318 | 380 | 39.56 | 12580.08 | -867.92/-6.454% |
| 2025-07-30 | 和泰机电(001225.SZ) | 39.705456451613 | 24800 | 380 | 43.61 | 1081528 | 96832.68/9.834% |
| 2025-07-29 | 梦天家居(603216.SH) | 10.019230769231 | 104 | 322 | 13.04 | 1356.16 | 314.16/30.15% |
交易详情
| 2025-07-04 | 人乐退(002336.SZ) | 卖 | -200 | 0.36 | -72 | ¥0 | -3 |
| 2025-07-01 | 人乐退(002336.SZ) | 买 | 200 | 0.35 | 70 | ¥5 | 0 |
| 2025-06-27 | 扬州金泉(603307.SH) | 买 | 5 | 36.27 | -6.45 | ¥0 | 0 |
| 2025-06-03 | 梦天家居(603216.SH) | 买 | 1 | 13.14 | -7.46 | ¥0 | 0 |
| 2025-05-22 | 和泰机电(001225.SZ) | 买 | 877 | 33.26 | -17.04 | ¥0 | 0 |
| 2024-09-25 | 扬州金泉(603307.SH) | 买 | 4 | 27.5 | -13.6 | ¥0 | 0 |
| 2024-09-20 | *ST美尚(300495.SZ) | 卖 | -400 | 0.13 | -52 | ¥0 | -29 |
| 2024-07-18 | 三盛退(300282.SZ) | 卖 | -200 | 0.13 | -26 | ¥0 | -29 |
| 2024-07-16 | 梦天家居(603216.SH) | 买 | 3 | 8.68 | -3.96 | ¥0 | 0 |
| 2024-07-01 | 三盛退(300282.SZ) | 买 | 200 | 0.25 | 50 | ¥5 | 0 |
