小市值盈利增长潜力股轮动策略:年化收益率（24.46%）
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: 162.85%
- 年化收益率: 24.46%
- 基准收益率: -21.91%
- 阿尔法: 0.36
- 夏普比率: 0.72
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 金埔园林(301098.SZ) | 9.6231824196597 | 52900 | 12 | 9.82 | 519478 | 10411.65/2.045% |
| 2025-08-06 | 智迪科技(301503.SZ) | 35.877993782466 | 12503 | 67 | 42.87 | 536003.61 | 87421.05/19.488% |
| 2025-08-06 | 远翔新材(301300.SZ) | 33.56884726125 | 12620 | 67 | 41.16 | 519439.2 | 95800.35/22.614% |
| 2025-08-06 | 矩阵股份(301365.SZ) | 16.686897343531 | 26327 | 67 | 20.15 | 530489.05 | 91173.1/20.753% |
| 2025-08-06 | 锡装股份(001332.SZ) | 35.227496508496 | 13372 | 77 | 38.7 | 517496.4 | 46434.32/9.857% |
| 2025-08-05 | 金埔园林(301098.SZ) | 9.6231824196597 | 52900 | 11 | 9.82 | 519478 | 10411.65/2.045% |
| 2025-08-05 | 智迪科技(301503.SZ) | 35.877993782466 | 12503 | 66 | 41.8 | 522625.4 | 74042.84/16.506% |
| 2025-08-05 | 远翔新材(301300.SZ) | 33.56884726125 | 12620 | 66 | 40.35 | 509217 | 85578.15/20.201% |
| 2025-08-05 | 矩阵股份(301365.SZ) | 16.686897343531 | 26327 | 66 | 20.35 | 535754.45 | 96438.5/21.952% |
| 2025-08-05 | 锡装股份(001332.SZ) | 35.227496508496 | 13372 | 76 | 38.41 | 513618.52 | 42556.44/9.034% |
交易详情
| 2025-08-05 | 矩阵股份(301365.SZ) | 卖 | -1200 | 19.29 | -23148 | ¥30.09 | 3123.72 |
| 2025-08-05 | 锡装股份(001332.SZ) | 买 | 100 | 38.15 | 3815 | ¥5 | 0 |
| 2025-08-05 | 远翔新材(301300.SZ) | 买 | 200 | 40.49 | 8098 | ¥5 | 0 |
| 2025-08-05 | 智迪科技(301503.SZ) | 买 | 200 | 40.6 | 8120 | ¥5 | 0 |
| 2025-08-05 | 金埔园林(301098.SZ) | 买 | 800 | 9.67 | 7736 | ¥5 | 0 |
| 2025-07-29 | 矩阵股份(301365.SZ) | 买 | 1200 | 18.3 | 21960 | ¥6.59 | 0 |
| 2025-07-29 | 锡装股份(001332.SZ) | 买 | 600 | 37.72 | 22632 | ¥6.79 | 0 |
| 2025-07-29 | 远翔新材(301300.SZ) | 买 | 100 | 40.09 | 4009 | ¥5 | 0 |
| 2025-07-29 | 智迪科技(301503.SZ) | 买 | 500 | 40.36 | 20180 | ¥6.05 | 0 |
| 2025-07-29 | 金埔园林(301098.SZ) | 买 | 2700 | 9.61 | 25947 | ¥7.78 | 0 |
