小市值盈利增长潜力股轮动策略:年化收益率（20.44%）
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: 160.41%
- 年化收益率: 20.44%
- 基准收益率: -7.75%
- 阿尔法: 0.27
- 夏普比率: 0.64
- 最大回撤: 47.16%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 建科智能(300823.SZ) | 19.205759851301 | 26900 | 6 | 19.15 | 515135 | -1499.94/-0.29% |
| 2026-05-15 | 楚环科技(001336.SZ) | 29.898966857143 | 17500 | 6 | 30.27 | 529725 | 6493.08/1.241% |
| 2026-05-15 | 亚通精工(603190.SH) | 28.328496174863 | 18300 | 6 | 28.58 | 523014 | 4602.52/0.888% |
| 2026-05-15 | 戴维医疗(300314.SZ) | 11.555128222493 | 44298 | 11 | 11.08 | 490821.84 | -21047.23/-4.112% |
| 2026-05-15 | 交大思诺(300851.SZ) | 29.988994219653 | 16800 | 11 | 32.4 | 544320 | 40504.9/8.04% |
| 2026-05-14 | 建科智能(300823.SZ) | 19.205759851301 | 26900 | 5 | 19.2 | 516480 | -154.94/-0.03% |
| 2026-05-14 | 楚环科技(001336.SZ) | 29.898966857143 | 17500 | 5 | 29.79 | 521325 | -1906.92/-0.364% |
| 2026-05-14 | 亚通精工(603190.SH) | 28.328496174863 | 18300 | 5 | 28 | 512400 | -6011.48/-1.16% |
| 2026-05-14 | 戴维医疗(300314.SZ) | 11.555128222493 | 44298 | 10 | 11.2 | 496137.6 | -15731.47/-3.073% |
| 2026-05-14 | 交大思诺(300851.SZ) | 29.988994219653 | 16800 | 10 | 32.4 | 544320 | 40504.9/8.04% |
交易详情
| 2026-05-12 | 戴维医疗(300314.SZ) | 买 | 298 | 11.81 | -0.62 | ¥0 | 0 |
| 2026-05-08 | 迈赫股份(301199.SZ) | 卖 | -22900 | 22 | -503800 | ¥654.94 | -6487.57 |
| 2026-05-08 | 聚赛龙(301131.SZ) | 卖 | -12100 | 43.54 | -526834 | ¥684.88 | -49286.88 |
| 2026-05-08 | 久祺股份(300994.SZ) | 卖 | -34400 | 14.87 | -511528 | ¥664.99 | -11164.76 |
| 2026-05-08 | 亚通精工(603190.SH) | 买 | 18300 | 28.32 | 518256 | ¥155.48 | 0 |
| 2026-05-08 | 楚环科技(001336.SZ) | 买 | 17500 | 29.89 | 523075 | ¥156.92 | 0 |
| 2026-05-08 | 交大思诺(300851.SZ) | 卖 | -500 | 30.86 | -15430 | ¥20.43 | 435.5 |
| 2026-05-08 | 建科智能(300823.SZ) | 买 | 26900 | 19.2 | 516480 | ¥154.94 | 0 |
| 2026-05-08 | 戴维医疗(300314.SZ) | 买 | 700 | 11.62 | 8134 | ¥5 | 0 |
| 2026-04-28 | 康力源(301287.SZ) | 卖 | -12255 | 41.68 | -510788.4 | ¥664.02 | 10322.64 |
