小市值盈利增长潜力股轮动策略:年化收益率（20.19%）
本策略精选A股市场中流通市值小于5亿元且归母净利润同比增长率介于50%-100%的优质小盘股，每日动态轮动，追求高成长性小市值股票的超额收益。
概要
核心指标
- 累计收益率: 122.85%
- 年化收益率: 20.19%
- 基准收益率: -23.93%
- 阿尔法: 0.32
- 夏普比率: 0.62
- 最大回撤: 47.17%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-16 | 智迪科技(301503.SZ) | 35.441068689132 | 11403 | 52 | 39.29 | 448023.87 | 43889.36/10.86% |
| 2025-07-16 | 远翔新材(301300.SZ) | 33.191293776394 | 11820 | 52 | 36.9 | 436158 | 43836.91/11.174% |
| 2025-07-16 | 矩阵股份(301365.SZ) | 16.525375727046 | 24827 | 52 | 18.15 | 450610.05 | 40334.55/9.831% |
| 2025-07-16 | 锡装股份(001332.SZ) | 34.971883143771 | 12072 | 62 | 36.79 | 444128.88 | 21948.31/5.199% |
| 2025-07-16 | 唯万密封(301161.SZ) | 20.625633629201 | 18973 | 172 | 23.3 | 442070.9 | 50740.75/12.966% |
| 2025-07-15 | 智迪科技(301503.SZ) | 35.441068689132 | 11403 | 51 | 39.08 | 445629.24 | 41494.73/10.268% |
| 2025-07-15 | 远翔新材(301300.SZ) | 33.191293776394 | 11820 | 51 | 36.74 | 434266.8 | 41945.71/10.692% |
| 2025-07-15 | 矩阵股份(301365.SZ) | 16.525375727046 | 24827 | 51 | 18.18 | 451354.86 | 41079.36/10.013% |
| 2025-07-15 | 锡装股份(001332.SZ) | 34.971883143771 | 12072 | 61 | 36.62 | 442076.64 | 19896.07/4.713% |
| 2025-07-15 | 唯万密封(301161.SZ) | 20.625633629201 | 18973 | 171 | 23.4 | 443968.2 | 52638.05/13.451% |
交易详情
| 2025-07-15 | 矩阵股份(301365.SZ) | 卖 | -300 | 18.07 | -5421 | ¥10.42 | 463.39 |
| 2025-07-15 | 锡装股份(001332.SZ) | 买 | 200 | 36.98 | 7396 | ¥5 | 0 |
| 2025-07-15 | 唯万密封(301161.SZ) | 卖 | -200 | 23.68 | -4736 | ¥9.74 | 610.87 |
| 2025-07-08 | 锡装股份(001332.SZ) | 买 | 100 | 36.74 | 3674 | ¥5 | 0 |
| 2025-07-08 | 远翔新材(301300.SZ) | 买 | 100 | 36.87 | 3687 | ¥5 | 0 |
| 2025-07-08 | 唯万密封(301161.SZ) | 买 | 200 | 22.96 | 4592 | ¥5 | 0 |
| 2025-07-01 | 矩阵股份(301365.SZ) | 卖 | -200 | 17.22 | -3444 | ¥8.44 | 138.92 |
| 2025-07-01 | 锡装股份(001332.SZ) | 买 | 200 | 35.98 | 7196 | ¥5 | 0 |
| 2025-07-01 | 唯万密封(301161.SZ) | 卖 | -500 | 22.7 | -11350 | ¥16.35 | 1049.62 |
| 2025-07-01 | 智迪科技(301503.SZ) | 卖 | -100 | 38.04 | -3804 | ¥8.8 | 259.89 |
