高毛利低价微盘搏击策略:年化收益率（53.06%）
本策略精选总股本小于1亿、毛利率大于50%的小市值优质公司，并结合股价由低到高排序，选取5只低价股构建投资组合，每40日调仓，旨在发掘并轮动投资于盈利能力强、股价被低估的小盘潜力股。
概要
核心指标
- 累计收益率: 555.38%
- 年化收益率: 53.06%
- 基准收益率: -21.91%
- 阿尔法: 0.71
- 夏普比率: 1.15
- 最大回撤: 37.3%
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 | 博汇科技(688004.SH) | 18.775631028629 | 51836 | 32 | 24.65 | 1277757.4 | 304503.79/31.287% |
| 2025-08-06 | 普元信息(688118.SH) | 21.216362901166 | 46988 | 32 | 32.09 | 1507844.92 | 510930.46/51.251% |
| 2025-08-06 | 光格科技(688450.SH) | 23.069020028793 | 39593 | 72 | 30.5 | 1207586.5 | 294214.79/32.212% |
| 2025-08-06 | 睿昂基因(688217.SH) | 21.989149983197 | 41658 | 112 | 30.52 | 1271402.16 | 355378.15/38.796% |
| 2025-08-06 | 爱威科技(688067.SH) | 18.867212335431 | 48249 | 752 | 26.72 | 1289213.28 | 378889.15/41.621% |
| 2025-08-05 | 博汇科技(688004.SH) | 18.775631028629 | 51836 | 31 | 24.25 | 1257023 | 283769.39/29.157% |
| 2025-08-05 | 普元信息(688118.SH) | 21.216362901166 | 46988 | 31 | 30.42 | 1429374.96 | 432460.5/43.38% |
| 2025-08-05 | 光格科技(688450.SH) | 23.069020028793 | 39593 | 71 | 30.75 | 1217484.75 | 304113.04/33.296% |
| 2025-08-05 | 睿昂基因(688217.SH) | 21.989149983197 | 41658 | 111 | 30.73 | 1280150.34 | 364126.33/39.751% |
| 2025-08-05 | 爱威科技(688067.SH) | 18.867212335431 | 48249 | 751 | 26.07 | 1257851.43 | 347527.3/38.176% |
交易详情
| 2025-07-14 | 爱威科技(688067.SH) | 买 | 221 | 21.7 | -7.1 | ¥0 | 0 |
| 2025-06-24 | 恒誉环保(688309.SH) | 卖 | -57542 | 16.65 | -958074.3 | ¥1245.5 | 21109.63 |
| 2025-06-24 | 天臣医疗(688013.SH) | 卖 | -44275 | 27.07 | -1198524.25 | ¥1558.08 | 397654.85 |
| 2025-06-24 | 爱威科技(688067.SH) | 买 | 2387 | 20.59 | 49148.33 | ¥14.74 | 0 |
| 2025-06-24 | 普元信息(688118.SH) | 买 | 46988 | 21.21 | 996615.48 | ¥298.98 | 0 |
| 2025-06-24 | 睿昂基因(688217.SH) | 买 | 1547 | 23.77 | 36772.19 | ¥11.03 | 0 |
| 2025-06-24 | 光格科技(688450.SH) | 买 | 3891 | 25.1 | 97664.1 | ¥29.3 | 0 |
| 2025-06-24 | 博汇科技(688004.SH) | 买 | 51836 | 18.77 | 972961.72 | ¥291.89 | 0 |
| 2025-06-23 | 恒誉环保(688309.SH) | 买 | 319 | 16.1 | -14.17 | ¥0 | 0 |
| 2025-06-11 | 天臣医疗(688013.SH) | 买 | 802 | 26.54 | -16.69 | ¥0 | 0 |
