格雷厄姆型风格策略:年化收益率（27.11%）
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: 64.36%
- 年化收益率: 27.11%
- 基准收益率: 38.01%
- 阿尔法: 0.12
- 夏普比率: 1.13
- 最大回撤: 14.01%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 两面针(600249.SH) | 6.3767644318959 | 0 | 97 | 6.43 | 0 | 13127.65/11.969% |
| 2026-04-03 | 广日股份(600894.SH) | 9.9357878535804 | 0 | 137 | 9.63 | 0 | -2403.39/-2.373% |
| 2026-04-03 | 天齐锂业(002466.SZ) | 35.18929420406 | 0 | 217 | 55.44 | 0 | 37765.27/59.622% |
| 2026-04-03 | 双鹭药业(002038.SZ) | 6.5279887572397 | 0 | 225 | 8.98 | 0 | 33626.05/30.974% |
| 2026-04-03 | 博迈科(603727.SH) | 13.632520669913 | 0 | 465 | 20.19 | 0 | 34482.34/54.117% |
| 2026-04-03 | 华宝新能(301327.SZ) | 48.16509948959 | 0 | 465 | 63.45 | 0 | 24013.47/38.088% |
| 2026-04-03 | 福然德(605050.SH) | 11.927055714204 | 0 | 521 | 12.72 | 0 | 12801.98/15.871% |
| 2026-04-03 | 安井食品(603345.SH) | 70.601954063148 | 0 | 521 | 96.61 | 0 | 25201.15/36.498% |
| 2026-04-03 | 唐山港(601000.SH) | 3.9251951003304 | 0 | 521 | 4.71 | 0 | 17220.24/20.249% |
| 2026-04-03 | 健民集团(600976.SH) | 41.331515660784 | 0 | 521 | 35.19 | 0 | -17824.64/-15.053% |
交易详情
| 2026-04-03 | 健民集团(600976.SH) | 卖 | -2865 | 34.79 | -99673.35 | ¥129.58 | -18741.44 |
| 2026-04-03 | 唐山港(601000.SH) | 卖 | -21666 | 4.72 | -102263.52 | ¥132.94 | 17220.24 |
| 2026-04-03 | 广日股份(600894.SH) | 卖 | -10193 | 9.68 | -98668.24 | ¥128.27 | -2607.25 |
| 2026-04-03 | 天齐锂业(002466.SZ) | 卖 | -1800 | 55.96 | -100728 | ¥130.95 | 37387.27 |
| 2026-04-03 | 两面针(600249.SH) | 卖 | -17200 | 6.7 | -115240 | ¥149.81 | 5559.65 |
| 2026-04-03 | 福然德(605050.SH) | 卖 | -6763 | 13.82 | -93464.66 | ¥121.5 | 12801.98 |
| 2026-04-03 | 安井食品(603345.SH) | 卖 | -978 | 97.15 | -95012.7 | ¥123.52 | 25963.99 |
| 2026-04-03 | 雪峰科技(603227.SH) | 卖 | -10400 | 10.17 | -105768 | ¥137.5 | 25779.99 |
| 2026-04-03 | 华宝新能(301327.SZ) | 卖 | -1309 | 66.6 | -87179.4 | ¥113.33 | 24131.28 |
| 2026-04-03 | 津药药业(600488.SH) | 卖 | -24705 | 6.96 | -171946.8 | ¥223.53 | 76158.14 |
