五年高现金比率基本面股票策略:年化收益率（165.78%）
本策略精选股息率高且现金流稳健的小市值股票，通过五年连续现金比率大于0.3的严格筛选，确保标的财务健康。结合小市值优势，力求在控制风险的前提下，实现长期稳健收益，并采用五日轮动机制，提升资金利用效率。
概要
核心指标
- 累计收益率: 424%
- 年化收益率: 165.78%
- 基准收益率: 27.68%
- 阿尔法: 1.45
- 夏普比率: 1.95
- 最大回撤: 27.84%
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 | 易实精密(920221.BJ) | 14.034209066667 | 75000 | 1 | 13.6 | 1020000 | -32565.68/-3.094% |
| 2026-04-03 | 通达创智(001368.SZ) | 24.657394977169 | 43800 | 1 | 23.81 | 1042878 | -37115.9/-3.437% |
| 2026-04-03 | 峆一药业(920478.BJ) | 15.914772981366 | 0 | 6 | 17.67 | 0 | 203196.62/19.826% |
| 2026-04-03 | 鹿得医疗(920278.BJ) | 7.6422920029347 | 0 | 6 | 7.83 | 0 | 63748.6/6.12% |
| 2026-04-03 | 迅安科技(920950.BJ) | 17.865829928058 | 69500 | 21 | 15.27 | 1061265 | -180410.18/-14.53% |
| 2026-04-03 | 雷特科技(920110.BJ) | 38.73887011971 | 31900 | 96 | 33.42 | 1066098 | -169671.96/-13.73% |
| 2026-04-03 | 武汉蓝电(920779.BJ) | 40.093626323111 | 33497 | 131 | 31.33 | 1049461.01 | -293555.19/-21.858% |
| 2026-04-02 | 峆一药业(920478.BJ) | 15.914772981366 | 64400 | 5 | 19.07 | 1228108 | 203196.62/19.826% |
| 2026-04-02 | 鹿得医疗(920278.BJ) | 7.6422920029347 | 136300 | 5 | 8.11 | 1105393 | 63748.6/6.12% |
| 2026-04-02 | 迅安科技(920950.BJ) | 17.935346142433 | 67400 | 20 | 15.56 | 1048744 | -160098.33/-13.244% |
交易详情
| 2026-04-03 | 峆一药业(920478.BJ) | 卖 | -64400 | 18.62 | -1199128 | ¥1558.87 | 174216.62 |
| 2026-04-03 | 鹿得医疗(920278.BJ) | 卖 | -136300 | 8.08 | -1101304 | ¥1431.7 | 59659.6 |
| 2026-04-03 | 雷特科技(920110.BJ) | 买 | 300 | 33.75 | 10125 | ¥5 | 0 |
| 2026-04-03 | 迅安科技(920950.BJ) | 买 | 2100 | 15.63 | 32823 | ¥9.85 | 0 |
| 2026-04-03 | 武汉蓝电(920779.BJ) | 买 | 3800 | 32.28 | 122664 | ¥36.8 | 0 |
| 2026-04-03 | 通达创智(001368.SZ) | 买 | 43800 | 24.65 | 1079670 | ¥323.9 | 0 |
| 2026-04-03 | 易实精密(920221.BJ) | 买 | 75000 | 14.03 | 1052250 | ¥315.68 | 0 |
| 2026-03-27 | 通达创智(001368.SZ) | 卖 | -41700 | 24.33 | -1014561 | ¥1318.93 | -136736 |
| 2026-03-27 | 易实精密(920221.BJ) | 卖 | -74400 | 13.65 | -1015560 | ¥1320.23 | -52400.29 |
| 2026-03-27 | 雷特科技(920110.BJ) | 买 | 400 | 32.77 | 13108 | ¥5 | 0 |
