盈利能力博弈策略:年化收益率（44.64%）
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: 408.13%
- 年化收益率: 44.64%
- 基准收益率: -23.02%
- 阿尔法: 0.58
- 夏普比率: 1.18
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 小方制药(603207.SH) | 27.201552657094 | 28922 | 62 | 36.28 | 1049290.16 | 262566.85/33.375% |
| 2025-08-01 | 瑞纳智能(301129.SZ) | 21.170796888327 | 39004 | 64 | 25.74 | 1003962.96 | 178217.2/21.583% |
| 2025-08-01 | 魅视科技(001229.SZ) | 36.889700079546 | 29602 | 163 | 33 | 976866 | -115142.9/-10.544% |
| 2025-08-01 | 交大思诺(300851.SZ) | 28.262247992078 | 35123 | 198 | 28.73 | 1009083.79 | 16428.85/1.655% |
| 2025-08-01 | 嘉曼服饰(301276.SZ) | 16.598130127992 | 39744 | 310 | 25.45 | 1011484.8 | 351808.72/53.331% |
| 2025-07-31 | 小方制药(603207.SH) | 26.999896022633 | 28122 | 61 | 34.17 | 960928.74 | 201637.66/26.556% |
| 2025-07-31 | 瑞纳智能(301129.SZ) | 21.12580980811 | 38604 | 63 | 25.35 | 978611.4 | 163070.64/19.995% |
| 2025-07-31 | 魅视科技(001229.SZ) | 37.008578631857 | 28802 | 162 | 32.57 | 938081.14 | -127839.94/-11.993% |
| 2025-07-31 | 交大思诺(300851.SZ) | 28.261438707075 | 34723 | 197 | 28.19 | 978841.37 | -2480.57/-0.253% |
| 2025-07-31 | 嘉曼服饰(301276.SZ) | 16.598130127992 | 42544 | 309 | 24.96 | 1061898.24 | 355747.39/50.378% |
交易详情
| 2025-08-01 | 瑞纳智能(301129.SZ) | 买 | 400 | 25.5 | 10200 | ¥5 | 0 |
| 2025-08-01 | 魅视科技(001229.SZ) | 买 | 800 | 32.6 | 26080 | ¥7.82 | 0 |
| 2025-08-01 | 嘉曼服饰(301276.SZ) | 卖 | -2800 | 24.67 | -69076 | ¥89.8 | 22601.24 |
| 2025-08-01 | 小方制药(603207.SH) | 买 | 800 | 34.28 | 27424 | ¥8.23 | 0 |
| 2025-08-01 | 交大思诺(300851.SZ) | 买 | 400 | 28.32 | 11328 | ¥5 | 0 |
| 2025-07-31 | 瑞纳智能(301129.SZ) | 买 | 700 | 25.77 | 18039 | ¥5.41 | 0 |
| 2025-07-31 | 嘉曼服饰(301276.SZ) | 卖 | -900 | 23.57 | -21213 | ¥27.58 | 6274.68 |
| 2025-07-31 | 小方制药(603207.SH) | 卖 | -1100 | 34.88 | -38368 | ¥49.88 | 8668.11 |
| 2025-07-31 | 交大思诺(300851.SZ) | 买 | 800 | 28.65 | 22920 | ¥6.88 | 0 |
| 2025-07-30 | 瑞纳智能(301129.SZ) | 买 | 100 | 25.95 | 2595 | ¥5 | 0 |
