盈利能力博弈策略:年化收益率（41.14%）
本策略精选盈利能力强劲且财务状况稳健的小市值股票，每日动态轮换，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 331.97%
- 年化收益率: 41.14%
- 基准收益率: -26.46%
- 阿尔法: 0.56
- 夏普比率: 1.1
- 最大回撤: 42.8%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 小方制药(603207.SH) | 27.521753566576 | 28000 | 22 | 30.72 | 860160 | 89550.9/11.621% |
| 2025-06-06 | 瑞纳智能(301129.SZ) | 20.207766623874 | 36100 | 24 | 23.14 | 835354 | 105853.62/14.51% |
| 2025-06-06 | 魅视科技(001229.SZ) | 38.420303116297 | 26600 | 123 | 33.02 | 878332 | -143648.06/-14.056% |
| 2025-06-06 | 交大思诺(300851.SZ) | 28.37479693009 | 32823 | 158 | 26.4 | 866527.2 | -64818.76/-6.96% |
| 2025-06-06 | 嘉曼服饰(301276.SZ) | 16.277635426567 | 46444 | 270 | 18.3 | 849925.2 | 93926.7/12.424% |
| 2025-06-05 | 小方制药(603207.SH) | 27.48758483264 | 27700 | 21 | 30.65 | 849005 | 87598.9/11.505% |
| 2025-06-05 | 瑞纳智能(301129.SZ) | 20.181043997817 | 35800 | 23 | 23.39 | 837362 | 114880.62/15.901% |
| 2025-06-05 | 魅视科技(001229.SZ) | 38.420303116297 | 27600 | 122 | 32.45 | 895620 | -164780.37/-15.539% |
| 2025-06-05 | 交大思诺(300851.SZ) | 28.37479693009 | 33023 | 157 | 26.25 | 866853.75 | -70167.17/-7.488% |
| 2025-06-05 | 嘉曼服饰(301276.SZ) | 16.277635426567 | 46444 | 269 | 18.28 | 848996.32 | 92997.82/12.301% |
交易详情
| 2025-06-06 | 瑞纳智能(301129.SZ) | 买 | 300 | 23.38 | 7014 | ¥5 | 0 |
| 2025-06-06 | 魅视科技(001229.SZ) | 卖 | -1000 | 32.45 | -32450 | ¥42.19 | -5970.3 |
| 2025-06-06 | 小方制药(603207.SH) | 买 | 300 | 30.66 | 9198 | ¥5 | 0 |
| 2025-06-06 | 交大思诺(300851.SZ) | 卖 | -200 | 26.12 | -5224 | ¥10.22 | -450.96 |
| 2025-06-05 | 瑞纳智能(301129.SZ) | 卖 | -400 | 23.96 | -9584 | ¥14.58 | 1511.58 |
| 2025-06-05 | 小方制药(603207.SH) | 买 | 100 | 31.1 | 3110 | ¥5 | 0 |
| 2025-06-04 | 瑞纳智能(301129.SZ) | 买 | 400 | 23.51 | 9404 | ¥5 | 0 |
| 2025-06-04 | 嘉曼服饰(301276.SZ) | 卖 | -700 | 18.53 | -12971 | ¥17.97 | 1576.66 |
| 2025-06-04 | 魅视科技(001229.SZ) | 买 | 1100 | 31.07 | 34177 | ¥10.25 | 0 |
| 2025-06-04 | 小方制药(603207.SH) | 卖 | -100 | 31.68 | -3168 | ¥8.17 | 420.57 |
