盈利增长低风险轮动策略:年化收益率（42.61%）
本策略精选财务稳健增长的小市值股票，每日动态轮动，旨在捕捉成长型小盘股的投资机会。
概要
核心指标
- 累计收益率: 379.6%
- 年化收益率: 42.61%
- 基准收益率: -21.91%
- 阿尔法: 0.55
- 夏普比率: 1.11
- 最大回撤: 39.88%
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 | 万丰股份(603172.SH) | 16.741047174878 | 54900 | 9 | 17.51 | 961299 | 42215.51/4.593% |
| 2025-08-06 | 东南电子(301359.SZ) | 21.62789628233 | 43000 | 19 | 22.49 | 967070 | 37070.46/3.986% |
| 2025-08-06 | 美能能源(001299.SZ) | 10.791255453371 | 75100 | 67 | 12.66 | 950766 | 140342.72/17.317% |
| 2025-08-06 | 农心科技(001231.SZ) | 17.984973484143 | 44217 | 68 | 21.54 | 952434.18 | 157192.61/19.767% |
| 2025-08-06 | 博菲电气(001255.SZ) | 28.119457933586 | 28835 | 68 | 33.38 | 962512.3 | 151687.73/18.708% |
| 2025-08-05 | 万丰股份(603172.SH) | 16.741047174878 | 54900 | 8 | 17.29 | 949221 | 30137.51/3.279% |
| 2025-08-05 | 东南电子(301359.SZ) | 21.62789628233 | 43200 | 18 | 22.08 | 953856 | 19530.88/2.09% |
| 2025-08-05 | 美能能源(001299.SZ) | 10.771928459598 | 74300 | 66 | 12.62 | 937666 | 137311.72/17.156% |
| 2025-08-05 | 农心科技(001231.SZ) | 17.969206728045 | 44017 | 67 | 21.43 | 943284.31 | 152333.74/19.26% |
| 2025-08-05 | 博菲电气(001255.SZ) | 28.119457933586 | 28835 | 67 | 32.88 | 948094.8 | 137270.23/16.93% |
交易详情
| 2025-08-06 | 农心科技(001231.SZ) | 买 | 200 | 21.43 | 4286 | ¥5 | 0 |
| 2025-08-06 | 东南电子(301359.SZ) | 卖 | -200 | 22.08 | -4416 | ¥9.42 | 90.42 |
| 2025-08-06 | 美能能源(001299.SZ) | 买 | 800 | 12.58 | 10064 | ¥5 | 0 |
| 2025-08-05 | 博菲电气(001255.SZ) | 买 | 100 | 32.65 | 3265 | ¥5 | 0 |
| 2025-08-05 | 农心科技(001231.SZ) | 买 | 100 | 21.25 | 2125 | ¥5 | 0 |
| 2025-08-05 | 东南电子(301359.SZ) | 卖 | -100 | 21.89 | -2189 | ¥7.19 | 26.21 |
| 2025-08-05 | 美能能源(001299.SZ) | 卖 | -600 | 12.83 | -7698 | ¥12.7 | 1234.84 |
| 2025-08-05 | 万丰股份(603172.SH) | 卖 | -100 | 17.27 | -1727 | ¥6.73 | 52.9 |
| 2025-08-04 | 博菲电气(001255.SZ) | 买 | 300 | 32.14 | 9642 | ¥5 | 0 |
| 2025-08-04 | 农心科技(001231.SZ) | 卖 | -100 | 21.02 | -2102 | ¥7.1 | 305.84 |
