营收ROE双高日选策略:年化收益率（-14.53%）
本策略精选营收和净资产收益率双高的优质成长股，每日调仓，助您把握市场中的绩优潜力股，追求长期稳健回报。
概要
核心指标
- 累计收益率: -11.99%
- 年化收益率: -14.53%
- 基准收益率: -3.35%
- 阿尔法: -0.08
- 夏普比率: -0.5
- 最大回撤: 30.7%
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 | 小商品城(600415.SH) | 20.40612 | 8500 | 3 | 19.64 | 166940 | -6512.02/-3.754% |
| 2025-08-06 | 开润股份(300577.SZ) | 20.276081395349 | 8600 | 3 | 20.9 | 179740 | 5365.7/3.077% |
| 2025-08-06 | 百亚股份(003006.SZ) | 25.967788059701 | 6700 | 3 | 26 | 174200 | 215.82/0.124% |
| 2025-08-06 | 新宏泽(002836.SZ) | 9.7629279329609 | 17900 | 3 | 9.85 | 176315 | 1558.59/0.892% |
| 2025-08-06 | 华图山鼎(300492.SZ) | 64.0192 | 2700 | 3 | 64.25 | 173475 | 623.16/0.361% |
| 2025-08-05 | 小商品城(600415.SH) | 20.40612 | 8500 | 2 | 19.91 | 169235 | -4217.02/-2.431% |
| 2025-08-05 | 开润股份(300577.SZ) | 20.276081395349 | 8600 | 2 | 20.82 | 179052 | 4677.7/2.683% |
| 2025-08-05 | 百亚股份(003006.SZ) | 25.967788059701 | 6700 | 2 | 25.63 | 171721 | -2263.18/-1.301% |
| 2025-08-05 | 新宏泽(002836.SZ) | 9.7629279329609 | 17900 | 2 | 9.9 | 177210 | 2453.59/1.404% |
| 2025-08-05 | 华图山鼎(300492.SZ) | 64.0192 | 2700 | 2 | 63.84 | 172368 | -483.84/-0.28% |
交易详情
| 2025-08-04 | 中际旭创(300308.SZ) | 卖 | -800 | 207.53 | -166024 | ¥215.83 | 326.31 |
| 2025-08-04 | 东鹏饮料(605499.SH) | 卖 | -600 | 283.1 | -169860 | ¥220.82 | -1491.39 |
| 2025-08-04 | 山金国际(000975.SZ) | 卖 | -9700 | 18.32 | -177704 | ¥231.02 | -538.46 |
| 2025-08-04 | 中远海控(601919.SH) | 卖 | -11200 | 15.35 | -171920 | ¥223.5 | -6213.42 |
| 2025-08-04 | 锦波生物(832982.BJ) | 卖 | -500 | 321.89 | -160945 | ¥209.23 | -7790.61 |
| 2025-08-04 | 新宏泽(002836.SZ) | 买 | 17900 | 9.76 | 174704 | ¥52.41 | 0 |
| 2025-08-04 | 百亚股份(003006.SZ) | 买 | 6700 | 25.96 | 173932 | ¥52.18 | 0 |
| 2025-08-04 | 华图山鼎(300492.SZ) | 买 | 2700 | 64 | 172800 | ¥51.84 | 0 |
| 2025-08-04 | 开润股份(300577.SZ) | 买 | 8600 | 20.27 | 174322 | ¥52.3 | 0 |
| 2025-08-04 | 小商品城(600415.SH) | 买 | 8500 | 20.4 | 173400 | ¥52.02 | 0 |
