基本面长线策略:年化收益率（28.7%）
本策略精选三年毛利率和营业收入增长均超过20%，且市值小于100亿的潜力小盘股。策略每日在符合条件的股票中，选取流通市值最小的5只股票构建投资组合，并每3天进行调仓，旨在捕捉财务稳健增长型小市值股票的轮动机会。
概要
核心指标
- 累计收益率: 266.45%
- 年化收益率: 28.7%
- 基准收益率: -7.75%
- 阿尔法: 0.37
- 夏普比率: 0.78
- 最大回撤: 44.32%
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 | 优机股份(920943.BJ) | 17.515253023256 | 43000 | 6 | 17.17 | 738310 | -14845.88/-1.971% |
| 2026-05-15 | 旭杰科技(920149.BJ) | 10.34310204918 | 73200 | 6 | 9.95 | 728340 | -28775.07/-3.801% |
| 2026-05-15 | 华光源海(920351.BJ) | 19.390690702948 | 44100 | 36 | 16.33 | 720153 | -134976.46/-15.784% |
| 2026-05-15 | 太湖雪(920262.BJ) | 16.447061597171 | 44751 | 36 | 16.38 | 733021.38 | -3001.07/-0.408% |
| 2026-05-15 | 特瑞斯(920014.BJ) | 13.832087673288 | 62600 | 66 | 11.86 | 742436 | -123452.69/-14.257% |
| 2026-05-14 | 优机股份(920943.BJ) | 17.515253023256 | 43000 | 5 | 17.1 | 735300 | -17855.88/-2.371% |
| 2026-05-14 | 旭杰科技(920149.BJ) | 10.34310204918 | 73200 | 5 | 10.01 | 732732 | -24383.07/-3.221% |
| 2026-05-14 | 华光源海(920351.BJ) | 19.390690702948 | 44100 | 35 | 17.32 | 763812 | -91317.46/-10.679% |
| 2026-05-14 | 太湖雪(920262.BJ) | 16.447061597171 | 44751 | 35 | 16.61 | 743314.11 | 7291.66/0.991% |
| 2026-05-14 | 特瑞斯(920014.BJ) | 13.832087673288 | 62600 | 65 | 11.8 | 738680 | -127208.69/-14.691% |
交易详情
| 2026-05-08 | *ST同辉(920090.BJ) | 卖 | -113300 | 5 | -566500 | ¥736.45 | -381915.81 |
| 2026-05-08 | 通力科技(301255.SZ) | 卖 | -29800 | 29.97 | -893106 | ¥1161.04 | 150565.3 |
| 2026-05-08 | 太湖雪(920262.BJ) | 卖 | -5300 | 16.99 | -90047 | ¥117.06 | 2877.57 |
| 2026-05-08 | 旭杰科技(920149.BJ) | 买 | 73200 | 10.34 | 756888 | ¥227.07 | 0 |
| 2026-05-08 | 华光源海(920351.BJ) | 买 | 1900 | 17.05 | 32395 | ¥9.72 | 0 |
| 2026-05-08 | 特瑞斯(920014.BJ) | 买 | 8500 | 12.16 | 103360 | ¥31.01 | 0 |
| 2026-05-08 | 优机股份(920943.BJ) | 买 | 43000 | 17.51 | 752930 | ¥225.88 | 0 |
| 2026-04-30 | 太湖雪(920262.BJ) | 买 | 8551 | 16.5 | -8.5 | ¥0 | 0 |
| 2026-03-23 | 嘉曼服饰(301276.SZ) | 卖 | -31800 | 23.05 | -732990 | ¥952.89 | 60854.42 |
| 2026-03-23 | 万得凯(301309.SZ) | 卖 | -29000 | 33.08 | -959320 | ¥1247.12 | 101360.69 |
