盈利能力博弈策略:年化收益率（38.68%）
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: 420.23%
- 年化收益率: 38.68%
- 基准收益率: -15.7%
- 阿尔法: 0.47
- 夏普比率: 1.08
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 开普检测(003008.SZ) | 22.596777004219 | 47400 | 1 | 21.87 | 1036638 | -34449.23/-3.216% |
| 2026-04-03 | 敷尔佳(301371.SZ) | 22.666797903564 | 0 | 4 | 22.28 | 0 | 5365.78/0.499% |
| 2026-04-03 | 瑞纳智能(301129.SZ) | 26.950551284526 | 43900 | 13 | 23.65 | 1038235 | -144894.2/-12.247% |
| 2026-04-03 | 小方制药(603207.SH) | 31.118160108774 | 38100 | 111 | 27.29 | 1039749 | -145852.9/-12.302% |
| 2026-04-03 | 嘉曼服饰(301276.SZ) | 25.471838074505 | 45800 | 14 | 22.8 | 1044240 | -122370.18/-10.489% |
| 2026-04-03 | 交大思诺(300851.SZ) | 28.327162189484 | 37823 | 359 | 27.32 | 1033324.36 | -38093.9/-3.555% |
| 2026-04-02 | 敷尔佳(301371.SZ) | 22.666797903564 | 47400 | 3 | 22.78 | 1079772 | 5365.78/0.499% |
| 2026-04-02 | 瑞纳智能(301129.SZ) | 26.950551284526 | 43900 | 12 | 24.4 | 1071160 | -111969.2/-9.464% |
| 2026-04-02 | 小方制药(603207.SH) | 31.118160108774 | 38400 | 110 | 28.13 | 1080192 | -114745.35/-9.603% |
| 2026-04-02 | 嘉曼服饰(301276.SZ) | 25.471838074505 | 45800 | 13 | 23.36 | 1069888 | -96722.18/-8.291% |
交易详情
| 2026-04-03 | 敷尔佳(301371.SZ) | 卖 | -47400 | 23.09 | -1094466 | ¥1422.81 | 20059.78 |
| 2026-04-03 | 小方制药(603207.SH) | 卖 | -300 | 28.13 | -8439 | ¥13.44 | -896.45 |
| 2026-04-03 | 交大思诺(300851.SZ) | 买 | 1300 | 28.29 | 36777 | ¥11.03 | 0 |
| 2026-04-03 | 开普检测(003008.SZ) | 买 | 47400 | 22.59 | 1070766 | ¥321.23 | 0 |
| 2026-04-02 | 小方制药(603207.SH) | 卖 | -300 | 28.18 | -8454 | ¥13.45 | -881.45 |
| 2026-04-02 | 交大思诺(300851.SZ) | 买 | 300 | 29.05 | 8715 | ¥5 | 0 |
| 2026-04-02 | 瑞纳智能(301129.SZ) | 卖 | -200 | 24.85 | -4970 | ¥9.97 | -420.11 |
| 2026-04-02 | 嘉曼服饰(301276.SZ) | 卖 | -200 | 23.7 | -4740 | ¥9.74 | -354.37 |
| 2026-04-02 | 敷尔佳(301371.SZ) | 卖 | -200 | 22.97 | -4594 | ¥9.59 | 60.64 |
| 2026-04-01 | 小方制药(603207.SH) | 卖 | -400 | 27.89 | -11156 | ¥16.16 | -1291.26 |
