小市值非两融庄股策略:年化收益率（14.88%）
本策略筛选规避两融标的，并聚焦自由流通市值小于 10 亿的小市值股票，尝试捕捉“庄股”的投资机会。策略每月初调仓，等权重持有符合条件的股票。
概要
核心指标
- 累计收益率: 34.91%
- 年化收益率: 14.88%
- 基准收益率: 31.14%
- 阿尔法: 0.11
- 夏普比率: 0.47
- 最大回撤: 36.85%
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 | *ST岩石(600696.SH) | 1.94 | 300 | 39 | 1.49 | 447 | -135/-23.196% |
| 2026-04-03 | *ST立航(603261.SH) | 24.06 | 200 | 102 | 34.2 | 6840 | 2028/42.145% |
| 2026-04-03 | 扬州金泉(603307.SH) | 39.338080852587 | 36313 | 543 | 36.94 | 1341402.22 | -87081.51/-6.096% |
| 2026-04-02 | *ST岩石(600696.SH) | 1.94 | 300 | 38 | 1.57 | 471 | -111/-19.072% |
| 2026-04-02 | *ST立航(603261.SH) | 24.06 | 200 | 101 | 35.48 | 7096 | 2284/47.465% |
| 2026-04-02 | 扬州金泉(603307.SH) | 39.338080852587 | 36313 | 542 | 38.14 | 1384977.82 | -43505.91/-3.046% |
| 2026-04-01 | *ST岩石(600696.SH) | 1.94 | 300 | 37 | 1.62 | 486 | -96/-16.495% |
| 2026-04-01 | *ST立航(603261.SH) | 24.06 | 200 | 100 | 35.2 | 7040 | 2228/46.301% |
| 2026-04-01 | 扬州金泉(603307.SH) | 39.338080852587 | 36313 | 541 | 38.78 | 1408218.14 | -20265.59/-1.419% |
| 2026-03-31 | *ST岩石(600696.SH) | 2.095 | 200 | 36 | 1.61 | 322 | -97/-23.15% |
交易详情
| 2026-04-01 | *ST岩石(600696.SH) | 买 | 100 | 1.58 | 158 | ¥5 | 0 |
| 2026-02-02 | *ST星农(603789.SH) | 卖 | -100 | 5.65 | -565 | ¥5.57 | 25 |
| 2026-02-02 | *ST岩石(600696.SH) | 买 | 200 | 2.07 | 414 | ¥5 | 0 |
| 2026-01-05 | 和泰机电(001225.SZ) | 卖 | -24908 | 57.17 | -1423990.36 | ¥1851.19 | 435013.76 |
| 2026-01-05 | 扬州金泉(603307.SH) | 买 | 36100 | 39.31 | 1419091 | ¥425.73 | 0 |
| 2026-01-05 | *ST立航(603261.SH) | 买 | 100 | 24.2 | 2420 | ¥5 | 0 |
| 2026-01-05 | *ST星农(603789.SH) | 买 | 100 | 5.35 | 535 | ¥5 | 0 |
| 2025-12-05 | *ST元成(603388.SH) | 卖 | -600 | 0.58 | -348 | ¥0 | -101 |
| 2025-11-03 | *ST原尚(603813.SH) | 卖 | -102 | 28.68 | -2925.36 | ¥7.93 | 1246.36 |
| 2025-11-03 | *ST立航(603261.SH) | 买 | 100 | 23.82 | 2382 | ¥5 | 0 |
