稳健增长低估动量轮动策略:年化收益率（10.5%）
本策略精选财务稳健增长、低估值且具备短期市场动量的股票，每日动态轮动，力求在控制风险的前提下，获取长期稳健收益与短期爆发力。
概要
核心指标
- 累计收益率: 55.43%
- 年化收益率: 10.5%
- 基准收益率: -21.91%
- 阿尔法: 0.17
- 夏普比率: 0.39
- 最大回撤: 54.24%
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 | 海峡环保(603817.SH) | 6.0718209677419 | 49600 | 1 | 5.97 | 296112 | -5050.32/-1.677% |
| 2025-08-06 | 联发股份(002394.SZ) | 9.8729608552632 | 30400 | 1 | 10 | 304000 | 3861.99/1.287% |
| 2025-08-06 | 萃华珠宝(002731.SZ) | 13.233027753304 | 22700 | 2 | 13.39 | 303953 | 3563.27/1.186% |
| 2025-08-06 | 开润股份(300577.SZ) | 20.539046896552 | 14500 | 2 | 20.9 | 303050 | 5233.82/1.757% |
| 2025-08-06 | 西大门(605155.SH) | 12.502906722689 | 23800 | 2 | 13.05 | 310590 | 13020.82/4.376% |
| 2025-08-06 | 美盈森(002303.SZ) | 3.7314708926261 | 0 | 3 | 3.87 | 0 | 6843.3/2.372% |
| 2025-08-06 | 洪通燃气(605169.SH) | 11.216268576744 | 0 | 7 | 13.96 | 0 | 36843.29/13.139% |
| 2025-08-05 | 萃华珠宝(002731.SZ) | 13.233968981481 | 21600 | 1 | 13.28 | 286848 | 994.27/0.348% |
| 2025-08-05 | 开润股份(300577.SZ) | 20.526155714286 | 14000 | 1 | 20.82 | 291480 | 4113.82/1.432% |
| 2025-08-05 | 西大门(605155.SH) | 12.493746956522 | 23000 | 1 | 12.67 | 291410 | 4053.82/1.411% |
交易详情
| 2025-08-06 | 洪通燃气(605169.SH) | 卖 | -25000 | 13.96 | -349000 | ¥453.7 | 68593.29 |
| 2025-08-06 | 美盈森(002303.SZ) | 卖 | -77300 | 3.83 | -296059 | ¥384.88 | 7616.3 |
| 2025-08-06 | 西大门(605155.SH) | 买 | 800 | 12.76 | 10208 | ¥5 | 0 |
| 2025-08-06 | 开润股份(300577.SZ) | 买 | 500 | 20.89 | 10445 | ¥5 | 0 |
| 2025-08-06 | 萃华珠宝(002731.SZ) | 买 | 1100 | 13.21 | 14531 | ¥5 | 0 |
| 2025-08-06 | 联发股份(002394.SZ) | 买 | 30400 | 9.87 | 300048 | ¥90.01 | 0 |
| 2025-08-06 | 海峡环保(603817.SH) | 买 | 49600 | 6.07 | 301072 | ¥90.32 | 0 |
| 2025-08-05 | 依依股份(001206.SZ) | 卖 | -11400 | 25.35 | -288990 | ¥375.69 | 9492.18 |
| 2025-08-05 | 龙建股份(600853.SH) | 卖 | -74800 | 3.75 | -280500 | ¥364.65 | -84.7 |
| 2025-08-05 | 安利股份(300218.SZ) | 卖 | -18000 | 18.44 | -331920 | ¥431.5 | 47614.73 |
