流通高比主板策略:年化收益率（33.28%）
本策略精选盈利能力较强、估值相对合理的优质小盘股，通过每日轮动，力求在控制风险的前提下，获取超额收益。策略综合考虑了股票的盈利能力、估值水平和流通盘大小等因素，旨在捕捉小盘股的成长机会。
概要
核心指标
- 累计收益率: 254.51%
- 年化收益率: 33.28%
- 基准收益率: -23.02%
- 阿尔法: 0.44
- 夏普比率: 0.97
- 最大回撤: 43.72%
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 | 康力源(301287.SZ) | 42.212659748428 | 15900 | 1 | 41.55 | 660645 | -10536.29/-1.57% |
| 2025-08-01 | 福事特(301446.SZ) | 25.632203284672 | 27400 | 2 | 27.78 | 761172 | 58849.63/8.379% |
| 2025-08-01 | 通达创智(001368.SZ) | 25.693830357143 | 0 | 4 | 25.02 | 0 | -14947.25/-2.078% |
| 2025-08-01 | 太湖远大(920118.BJ) | 27.052964715039 | 24872 | 62 | 27.96 | 695421.12 | 22559.78/3.353% |
| 2025-08-01 | 扬州金泉(603307.SH) | 34.407536487937 | 17776 | 136 | 39.4 | 700374.4 | 88746.03/14.51% |
| 2025-08-01 | 万得凯(301309.SZ) | 25.981787559288 | 24585 | 161 | 28.68 | 705097.8 | 66335.55/10.385% |
| 2025-07-31 | 福事特(301446.SZ) | 25.637688929889 | 27100 | 1 | 25.19 | 682649 | -12132.37/-1.746% |
| 2025-07-31 | 通达创智(001368.SZ) | 25.693830357143 | 28000 | 3 | 25.16 | 704480 | -14947.25/-2.078% |
| 2025-07-31 | 康力源(301287.SZ) | 39.907232974793 | 0 | 29 | 43.09 | 0 | 77453.38/11.834% |
| 2025-07-31 | 太湖远大(920118.BJ) | 27.044739475519 | 24572 | 61 | 27.71 | 680890.12 | 16346.78/2.46% |
交易详情
| 2025-08-01 | 通达创智(001368.SZ) | 卖 | -28000 | 25.16 | -704480 | ¥915.82 | -14947.25 |
| 2025-08-01 | 太湖远大(920118.BJ) | 买 | 300 | 27.71 | 8313 | ¥5 | 0 |
| 2025-08-01 | 万得凯(301309.SZ) | 卖 | -100 | 28.13 | -2813 | ¥7.81 | 214.82 |
| 2025-08-01 | 康力源(301287.SZ) | 买 | 15900 | 42.2 | 670980 | ¥201.29 | 0 |
| 2025-08-01 | 福事特(301446.SZ) | 买 | 300 | 25.12 | 7536 | ¥5 | 0 |
| 2025-07-31 | 康力源(301287.SZ) | 卖 | -16400 | 44 | -721600 | ¥938.08 | 67121.38 |
| 2025-07-31 | 扬州金泉(603307.SH) | 买 | 200 | 39.45 | 7890 | ¥5 | 0 |
| 2025-07-31 | 万得凯(301309.SZ) | 买 | 200 | 28.23 | 5646 | ¥5 | 0 |
| 2025-07-31 | 通达创智(001368.SZ) | 买 | 400 | 24.96 | 9984 | ¥5 | 0 |
| 2025-07-31 | 福事特(301446.SZ) | 买 | 27100 | 25.63 | 694573 | ¥208.37 | 0 |
