财务稳健利润流轮动策略:年化收益率（24.5%）
本策略通过筛选满足多项财务稳健（毛利率、净利润增长率、净资产收益率、资产负债率）和估值（动态市盈率>0）条件的非限制类小市值股票。策略选取非ST、非科创北交所、非停牌、上市满一年、流通市值大于5亿元的股票池，并在此基础上进行财务指标过滤。最终按流通市值升序排列选取前N只，等权重持有并在固定交易日周期进行调仓，交易在开盘价撮合。旨在捕捉财务基本面良好且市值相对较小的股票的投资机会。
概要
核心指标
- 累计收益率: 163.26%
- 年化收益率: 24.5%
- 基准收益率: -21.91%
- 阿尔法: 0.34
- 夏普比率: 0.77
- 最大回撤: 29.92%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 天新药业(603235.SH) | 29.208760115607 | 17300 | 2 | 28.81 | 498413 | -6898.55/-1.365% |
| 2025-08-06 | 思进智能(003025.SZ) | 13.414900300127 | 35609 | 44 | 14.85 | 528793.65 | 51102.47/10.698% |
| 2025-08-06 | 新宏泽(002836.SZ) | 8.41402517552 | 52055 | 68 | 9.85 | 512741.75 | 74749.67/17.066% |
| 2025-08-06 | 伟隆股份(002871.SZ) | 9.537614357318 | 47356 | 68 | 10.98 | 519968.88 | 68305.61/15.123% |
| 2025-08-06 | 天地数码(300743.SZ) | 15.727872192468 | 24304 | 71 | 21.36 | 519133.44 | 136883.23/35.81% |
| 2025-08-05 | 天新药业(603235.SH) | 29.208760115607 | 17300 | 1 | 29.09 | 503257 | -2054.55/-0.407% |
| 2025-08-05 | 思进智能(003025.SZ) | 13.414900300127 | 35609 | 43 | 14.41 | 513125.69 | 35434.51/7.418% |
| 2025-08-05 | 诚意药业(603811.SH) | 9.0895097754638 | 0 | 64 | 14.8 | 0 | 176791.72/47.973% |
| 2025-08-05 | 新宏泽(002836.SZ) | 8.41402517552 | 52055 | 67 | 9.9 | 515344.5 | 77352.42/17.661% |
| 2025-08-05 | 伟隆股份(002871.SZ) | 9.537614357318 | 47356 | 67 | 10.91 | 516653.96 | 64990.69/14.389% |
交易详情
| 2025-08-05 | 诚意药业(603811.SH) | 卖 | -40544 | 14.57 | -590726.08 | ¥767.94 | 222201 |
| 2025-08-05 | 伟隆股份(002871.SZ) | 买 | 1700 | 10.76 | 18292 | ¥5.49 | 0 |
| 2025-08-05 | 新宏泽(002836.SZ) | 买 | 1800 | 9.8 | 17640 | ¥5.29 | 0 |
| 2025-08-05 | 思进智能(003025.SZ) | 买 | 400 | 14.33 | 5732 | ¥5 | 0 |
| 2025-08-05 | 天新药业(603235.SH) | 买 | 17300 | 29.2 | 505160 | ¥151.55 | 0 |
| 2025-07-31 | 伟隆股份(002871.SZ) | 买 | 700 | 10.59 | 7413 | ¥5 | 0 |
| 2025-07-31 | 诚意药业(603811.SH) | 卖 | -800 | 12.1 | -9680 | ¥14.68 | 2408.39 |
| 2025-07-28 | 新宏泽(002836.SZ) | 卖 | -100 | 9.83 | -983 | ¥5.98 | 146.57 |
| 2025-07-28 | 天地数码(300743.SZ) | 卖 | -100 | 20.36 | -2036 | ¥7.04 | 463.21 |
| 2025-07-28 | 诚意药业(603811.SH) | 卖 | -400 | 11.85 | -4740 | ¥9.74 | 1104.2 |
