格雷厄姆型风格策略:年化收益率（39.42%）
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: 61.62%
- 年化收益率: 39.42%
- 基准收益率: 27.84%
- 阿尔法: 0.2
- 夏普比率: 1.18
- 最大回撤: 18.43%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 华康洁净(301235.SZ) | 32.0096 | 0 | 3 | 30.4 | 0 | -1767.84/-1.904% |
| 2025-08-06 | 国邦医药(605507.SH) | 15.733566916541 | 0 | 363 | 23.11 | 0 | 35885.97/50.697% |
| 2025-08-06 | 珍宝岛(603567.SH) | 10.577593097552 | 0 | 363 | 12.92 | 0 | 16409.81/19.12% |
| 2025-08-06 | 上海机电(600835.SH) | 13.655027933968 | 0 | 363 | 27.96 | 0 | 56346.72/97.876% |
| 2025-08-06 | 南京新百(600682.SH) | 6.0759093819681 | 0 | 363 | 7.55 | 0 | 23591.91/27.882% |
| 2025-08-06 | 亚宝药业(600351.SH) | 5.4533575180644 | 0 | 363 | 7.75 | 0 | 34166.97/46.882% |
| 2025-08-06 | 绿通科技(301322.SZ) | 22.694813338488 | 0 | 363 | 32.29 | 0 | 34085.32/44.967% |
| 2025-08-06 | 嘉曼服饰(301276.SZ) | 15.71776510475 | 0 | 363 | 26.37 | 0 | 43699.5/65.418% |
| 2025-08-06 | 东富龙(300171.SZ) | 12.652397876562 | 0 | 363 | 14.74 | 0 | 16322.24/18.792% |
| 2025-08-06 | 彩虹集团(003023.SZ) | 15.64331114405 | 0 | 363 | 25.15 | 0 | 46938.05/73.237% |
交易详情
| 2025-08-06 | 上海机电(600835.SH) | 卖 | -4216 | 27.35 | -115307.6 | ¥149.9 | 57738 |
| 2025-08-06 | 彩虹集团(003023.SZ) | 卖 | -4097 | 26.93 | -110332.21 | ¥143.43 | 46241.56 |
| 2025-08-06 | 珍宝岛(603567.SH) | 卖 | -8114 | 12.59 | -102155.26 | ¥132.8 | 16328.67 |
| 2025-08-06 | 崇达技术(002815.SZ) | 卖 | -8010 | 13.83 | -110778.3 | ¥144.01 | 43713.23 |
| 2025-08-06 | 和泰机电(001225.SZ) | 卖 | -2575 | 41.37 | -106527.75 | ¥138.49 | 29180.25 |
| 2025-08-06 | 南京新百(600682.SH) | 卖 | -13926 | 7.76 | -108065.76 | ¥140.49 | 23452.65 |
| 2025-08-06 | 山东威达(002026.SZ) | 卖 | -8524 | 13.53 | -115329.72 | ¥149.93 | 42223.44 |
| 2025-08-06 | 绿通科技(301322.SZ) | 卖 | -3340 | 31.9 | -106546 | ¥138.51 | 30745.32 |
| 2025-08-06 | 凯恩股份(002012.SZ) | 卖 | -17740 | 6.21 | -110165.4 | ¥143.22 | 32552.9 |
| 2025-08-06 | 福莱蒽特(605566.SH) | 卖 | -4456 | 23.25 | -103602 | ¥134.68 | 29757.85 |
