小市值盈利增长潜力股轮动策略:年化收益率（15.73%）
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: 120.98%
- 年化收益率: 15.73%
- 基准收益率: -13.59%
- 阿尔法: 0.23
- 夏普比率: 0.52
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 金杨精密(301210.SZ) | 24.027205780347 | 17300 | 2 | 24.28 | 420044 | 4373.34/1.052% |
| 2026-08-25 | 恒达新材(301469.SZ) | 28.95868516129 | 15500 | 2 | 29.17 | 452135 | 3275.38/0.73% |
| 2026-08-25 | 建科智能(300823.SZ) | 18.590876096631 | 29303 | 77 | 15.41 | 451559.23 | -93209.21/-17.11% |
| 2026-08-25 | 楚环科技(001336.SZ) | 22.452414772297 | 23538 | 77 | 18.72 | 440631.36 | -87853.58/-16.624% |
| 2026-08-25 | 交大思诺(300851.SZ) | 28.768209765543 | 18084 | 82 | 24.55 | 443962.2 | -76282.11/-14.663% |
| 2026-08-24 | 金杨精密(301210.SZ) | 24.027205780347 | 17300 | 1 | 23.78 | 411394 | -4276.66/-1.029% |
| 2026-08-24 | 恒达新材(301469.SZ) | 28.95868516129 | 15500 | 1 | 28.49 | 441595 | -7264.62/-1.618% |
| 2026-08-24 | 建科智能(300823.SZ) | 18.590876096631 | 29303 | 76 | 14.96 | 438372.88 | -106395.56/-19.53% |
| 2026-08-24 | 楚环科技(001336.SZ) | 22.452414772297 | 23538 | 76 | 18.53 | 436159.14 | -92325.8/-17.47% |
| 2026-08-24 | 瑞纳智能(301129.SZ) | 18.260909795918 | 0 | 21 | 23.83 | 0 | 139950.53/39.916% |
交易详情
| 2026-08-24 | 瑞纳智能(301129.SZ) | 卖 | -19200 | 24.68 | -473856 | ¥616.01 | 123246.53 |
| 2026-08-24 | 亚通精工(603190.SH) | 卖 | -25262 | 16.5 | -416823 | ¥541.87 | -80172.78 |
| 2026-08-24 | 楚环科技(001336.SZ) | 买 | 300 | 18.72 | 5616 | ¥5 | 0 |
| 2026-08-24 | 交大思诺(300851.SZ) | 买 | 600 | 24.38 | 14628 | ¥5 | 0 |
| 2026-08-24 | 建科智能(300823.SZ) | 买 | 800 | 15.05 | 12040 | ¥5 | 0 |
| 2026-08-24 | 恒达新材(301469.SZ) | 买 | 15500 | 28.95 | 448725 | ¥134.62 | 0 |
| 2026-08-24 | 金杨精密(301210.SZ) | 买 | 17300 | 24.02 | 415546 | ¥124.66 | 0 |
| 2026-08-17 | 亚通精工(603190.SH) | 买 | 200 | 16.8 | 3360 | ¥5 | 0 |
| 2026-08-17 | 瑞纳智能(301129.SZ) | 卖 | -400 | 21.9 | -8760 | ¥13.76 | 1455.64 |
| 2026-08-10 | 亚通精工(603190.SH) | 买 | 200 | 16.32 | 3264 | ¥5 | 0 |
