高价值高成长低盘子策略:年化收益率（23.23%）
本策略精选满足特定市值、估值和盈利增长要求的小盘股，每日调仓，旨在捕捉小市值股票的价值成长机会。
概要
核心指标
- 累计收益率: 182.05%
- 年化收益率: 23.23%
- 基准收益率: -18.03%
- 阿尔法: 0.3
- 夏普比率: 0.75
- 最大回撤: 30.32%
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 | 鑫磊股份(301317.SZ) | 49.004696581197 | 11700 | 1 | 47.86 | 559962 | -13392.95/-2.336% |
| 2026-04-03 | 我乐家居(603326.SH) | 8.7452144329897 | 67900 | 5 | 8.25 | 560175 | -33625.06/-5.663% |
| 2026-04-03 | 道道全(002852.SZ) | 9.6101671163575 | 0 | 5 | 9.38 | 0 | 10071.09/1.767% |
| 2026-04-03 | 索宝蛋白(603231.SH) | 18.229337972636 | 33100 | 13 | 16.93 | 560383 | -43008.09/-7.128% |
| 2026-04-03 | 依依股份(001206.SZ) | 23.652379763119 | 27400 | 28 | 20.45 | 560330 | -87745.21/-13.539% |
| 2026-04-03 | 锦江航运(601083.SH) | 11.995243364619 | 44041 | 150 | 12.99 | 572092.59 | 43810.08/8.293% |
| 2026-04-02 | 我乐家居(603326.SH) | 8.7519719271624 | 65900 | 4 | 8.52 | 561468 | -15286.95/-2.651% |
| 2026-04-02 | 道道全(002852.SZ) | 9.6101671163575 | 59300 | 4 | 9.78 | 579954 | 10071.09/1.767% |
| 2026-04-02 | 索宝蛋白(603231.SH) | 18.229337972636 | 33100 | 12 | 17.45 | 577595 | -25796.09/-4.275% |
| 2026-04-02 | 依依股份(001206.SZ) | 23.689563167017 | 27000 | 27 | 21.07 | 568890 | -70728.21/-11.058% |
交易详情
| 2026-04-03 | 道道全(002852.SZ) | 卖 | -59300 | 9.81 | -581733 | ¥756.25 | 11850.09 |
| 2026-04-03 | 依依股份(001206.SZ) | 买 | 400 | 21.13 | 8452 | ¥5 | 0 |
| 2026-04-03 | 锦江航运(601083.SH) | 卖 | -1100 | 13.16 | -14476 | ¥19.48 | 1281.23 |
| 2026-04-03 | 鑫磊股份(301317.SZ) | 买 | 11700 | 48.99 | 573183 | ¥171.95 | 0 |
| 2026-04-03 | 我乐家居(603326.SH) | 买 | 2000 | 8.52 | 17040 | ¥5.11 | 0 |
| 2026-04-02 | 索宝蛋白(603231.SH) | 买 | 500 | 17.42 | 8710 | ¥5 | 0 |
| 2026-04-02 | 锦江航运(601083.SH) | 卖 | -2600 | 12.79 | -33254 | ¥43.23 | 2066.37 |
| 2026-04-02 | 道道全(002852.SZ) | 买 | 1800 | 9.84 | 17712 | ¥5.31 | 0 |
| 2026-04-02 | 我乐家居(603326.SH) | 买 | 600 | 8.87 | 5322 | ¥5 | 0 |
| 2026-04-01 | 索宝蛋白(603231.SH) | 卖 | -400 | 17.33 | -6932 | ¥11.93 | -364.64 |
