每股收益稳定策略:年化收益率（21.35%）
本策略筛选非ST、非科创板、非北交所、非停牌、上市满一年且每股收益大于2元的股票，并在其中选择流通市值最小的5只进行等权重投资。策略每3个交易日进行一次调仓，买卖均使用开盘价撮合。旨在通过基本面过滤和市值因子，捕捉中小市值股票的潜在机会。注意：机构持股比例条件因数据限制暂未实现。
概要
核心指标
- 累计收益率: 165.36%
- 年化收益率: 21.35%
- 基准收益率: -15.7%
- 阿尔法: 0.28
- 夏普比率: 0.71
- 最大回撤: 52%
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 | 博隆技术(603325.SH) | 72.0216 | 7200 | 1 | 71.92 | 517824 | -731.52/-0.141% |
| 2026-04-03 | 甘源食品(002991.SZ) | 50.045009345794 | 10600 | 4 | 49.25 | 522050 | -8427.1/-1.589% |
| 2026-04-03 | 骏鼎达(301538.SZ) | 84.342877777778 | 7100 | 28 | 76.5 | 543150 | -55684.43/-9.299% |
| 2026-04-03 | 众鑫股份(603091.SH) | 78.380896127471 | 7400 | 58 | 71.67 | 530358 | -49660.63/-8.562% |
| 2026-04-03 | 麦加芯彩(603062.SH) | 51.929344223697 | 0 | 121 | 46.44 | 0 | -61141.85/-10.802% |
| 2026-04-03 | 力聚热能(603391.SH) | 47.7573800063 | 7863 | 223 | 67.8 | 533111.4 | 157595.12/41.968% |
| 2026-04-02 | 甘源食品(002991.SZ) | 50.045009345794 | 10700 | 3 | 50.35 | 538745 | 3263.4/0.609% |
| 2026-04-02 | 骏鼎达(301538.SZ) | 84.342877777778 | 7100 | 27 | 74.96 | 532216 | -66618.43/-11.125% |
| 2026-04-02 | 众鑫股份(603091.SH) | 78.380896127471 | 7400 | 57 | 72.4 | 535760 | -44258.63/-7.631% |
| 2026-04-02 | 麦加芯彩(603062.SH) | 51.929344223697 | 10900 | 120 | 46.32 | 504888 | -61141.85/-10.802% |
交易详情
| 2026-04-03 | 麦加芯彩(603062.SH) | 卖 | -10900 | 46.5 | -506850 | ¥658.91 | -59179.85 |
| 2026-04-03 | 力聚热能(603391.SH) | 卖 | -200 | 67.74 | -13548 | ¥18.55 | 3996.52 |
| 2026-04-03 | 博隆技术(603325.SH) | 买 | 7200 | 72 | 518400 | ¥155.52 | 0 |
| 2026-04-03 | 甘源食品(002991.SZ) | 卖 | -100 | 50.39 | -5039 | ¥10.04 | 34.5 |
| 2026-03-31 | 博隆技术(603325.SH) | 卖 | -7300 | 73.43 | -536039 | ¥696.85 | 2936.32 |
| 2026-03-31 | 力聚热能(603391.SH) | 买 | 200 | 67.3 | 13460 | ¥5 | 0 |
| 2026-03-31 | 骏鼎达(301538.SZ) | 卖 | -100 | 78 | -7800 | ¥12.8 | -634.29 |
| 2026-03-31 | 甘源食品(002991.SZ) | 买 | 10700 | 50.03 | 535321 | ¥160.6 | 0 |
| 2026-03-26 | 力聚热能(603391.SH) | 卖 | -200 | 69.78 | -13956 | ¥18.96 | 4504.07 |
| 2026-03-26 | 众鑫股份(603091.SH) | 买 | 100 | 73.08 | 7308 | ¥5 | 0 |
