盈利增长低风险轮动策略:年化收益率（43%）
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: 504.79%
- 年化收益率: 43%
- 基准收益率: -15.52%
- 阿尔法: 0.53
- 夏普比率: 1.14
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 海森药业(001367.SZ) | 23.957185102041 | 47300 | 3 | 25.45 | 1203785 | 70610.14/6.231% |
| 2026-03-31 | 智信精密(301512.SZ) | 49.013422498686 | 26900 | 17 | 44.41 | 1194629 | -123832.07/-9.392% |
| 2026-03-31 | 万丰股份(603172.SH) | 24.704309843305 | 57500 | 23 | 20.91 | 1202325 | -218172.82/-15.359% |
| 2026-03-31 | 众智科技(301361.SZ) | 37.141139090909 | 33000 | 1 | 35.81 | 1181730 | -43927.59/-3.584% |
| 2026-03-31 | 智迪科技(301503.SZ) | 38.898108685844 | 0 | 22 | 34.93 | 0 | -121022.94/-9.044% |
| 2026-03-31 | 热威股份(603075.SH) | 23.848970515652 | 58200 | 132 | 21.7 | 1262940 | -125070.08/-9.011% |
| 2026-03-30 | 海森药业(001367.SZ) | 23.957185102041 | 47900 | 2 | 25.99 | 1244921 | 97371.83/8.485% |
| 2026-03-30 | 智信精密(301512.SZ) | 49.033935026766 | 26700 | 16 | 45.51 | 1215117 | -94089.07/-7.187% |
| 2026-03-30 | 万丰股份(603172.SH) | 24.710136167074 | 57400 | 22 | 21.34 | 1224916 | -193445.82/-13.639% |
| 2026-03-30 | 智迪科技(301503.SZ) | 38.898108685844 | 34400 | 21 | 35.38 | 1217072 | -121022.94/-9.044% |
交易详情
| 2026-03-31 | 智迪科技(301503.SZ) | 卖 | -34400 | 35.38 | -1217072 | ¥1582.19 | -121022.94 |
| 2026-03-31 | 海森药业(001367.SZ) | 卖 | -600 | 25.9 | -15540 | ¥20.54 | 1165.69 |
| 2026-03-31 | 万丰股份(603172.SH) | 买 | 100 | 21.31 | 2131 | ¥5 | 0 |
| 2026-03-31 | 智信精密(301512.SZ) | 买 | 200 | 46.25 | 9250 | ¥5 | 0 |
| 2026-03-31 | 众智科技(301361.SZ) | 买 | 33000 | 37.13 | 1225290 | ¥367.59 | 0 |
| 2026-03-30 | 热威股份(603075.SH) | 买 | 100 | 20.67 | 2067 | ¥5 | 0 |
| 2026-03-30 | 海森药业(001367.SZ) | 卖 | -1100 | 25.32 | -27852 | ¥36.21 | 1499.1 |
| 2026-03-30 | 万丰股份(603172.SH) | 买 | 700 | 20.56 | 14392 | ¥5 | 0 |
| 2026-03-30 | 智迪科技(301503.SZ) | 买 | 200 | 34.61 | 6922 | ¥5 | 0 |
| 2026-03-27 | 农心科技(001231.SZ) | 卖 | -51800 | 22.72 | -1176896 | ¥1529.96 | -165178.8 |
