小市值非两融庄股策略:年化收益率（1.57%）
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: 2.41%
- 年化收益率: 1.57%
- 基准收益率: 21.47%
- 阿尔法: -0.03
- 夏普比率: 0.15
- 最大回撤: 36.79%
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 | 梦天家居(603216.SH) | 10.019230769231 | 104 | 328 | 13.21 | 1373.84 | 331.84/31.846% |
| 2025-08-06 | 扬州金泉(603307.SH) | 42.289308176101 | 318 | 385 | 41.14 | 13082.52 | -365.48/-2.718% |
| 2025-08-06 | 和泰机电(001225.SZ) | 39.705456451613 | 24800 | 385 | 40.7 | 1009360 | 24664.68/2.505% |
| 2025-08-05 | 梦天家居(603216.SH) | 10.019230769231 | 104 | 327 | 13.17 | 1369.68 | 327.68/31.447% |
| 2025-08-05 | 扬州金泉(603307.SH) | 42.289308176101 | 318 | 384 | 40.84 | 12987.12 | -460.88/-3.427% |
| 2025-08-05 | 和泰机电(001225.SZ) | 39.705456451613 | 24800 | 384 | 41.03 | 1017544 | 32848.68/3.336% |
| 2025-08-04 | 梦天家居(603216.SH) | 10.019230769231 | 104 | 326 | 12.89 | 1340.56 | 298.56/28.653% |
| 2025-08-04 | 扬州金泉(603307.SH) | 42.289308176101 | 318 | 383 | 39.94 | 12700.92 | -747.08/-5.555% |
| 2025-08-04 | 和泰机电(001225.SZ) | 39.705456451613 | 24800 | 383 | 41.22 | 1022256 | 37560.68/3.814% |
| 2025-08-01 | 梦天家居(603216.SH) | 10.019230769231 | 104 | 325 | 12.88 | 1339.52 | 297.52/28.553% |
交易详情
| 2025-07-04 | 人乐退(002336.SZ) | 卖 | -200 | 0.36 | -72 | ¥0 | -3 |
| 2025-07-01 | 人乐退(002336.SZ) | 买 | 200 | 0.35 | 70 | ¥5 | 0 |
| 2025-06-27 | 扬州金泉(603307.SH) | 买 | 5 | 36.27 | -6.45 | ¥0 | 0 |
| 2025-06-03 | 梦天家居(603216.SH) | 买 | 1 | 13.14 | -7.46 | ¥0 | 0 |
| 2025-05-22 | 和泰机电(001225.SZ) | 买 | 877 | 33.26 | -17.04 | ¥0 | 0 |
| 2024-09-25 | 扬州金泉(603307.SH) | 买 | 4 | 27.5 | -13.6 | ¥0 | 0 |
| 2024-09-20 | *ST美尚(300495.SZ) | 卖 | -400 | 0.13 | -52 | ¥0 | -29 |
| 2024-07-18 | 三盛退(300282.SZ) | 卖 | -200 | 0.13 | -26 | ¥0 | -29 |
| 2024-07-16 | 梦天家居(603216.SH) | 买 | 3 | 8.68 | -3.96 | ¥0 | 0 |
| 2024-07-01 | 三盛退(300282.SZ) | 买 | 200 | 0.25 | 50 | ¥5 | 0 |
