高毛利低价微盘搏击策略:年化收益率（40.53%）
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: 310%
- 年化收益率: 40.53%
- 基准收益率: -28.21%
- 阿尔法: 0.61
- 夏普比率: 0.94
- 最大回撤: 37.3%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 光格科技(688450.SH) | 22.846851997087 | 35702 | 4 | 22.84 | 815433.68 | -244.63/-0.03% |
| 2025-04-28 | 睿昂基因(688217.SH) | 21.920191219366 | 40111 | 44 | 20.5 | 822275.5 | -56965.29/-6.366% |
| 2025-04-28 | 天臣医疗(688013.SH) | 18.42222528926 | 43473 | 84 | 19.13 | 831638.49 | 30769.09/3.827% |
| 2025-04-28 | 恒誉环保(688309.SH) | 16.373917294099 | 57223 | 324 | 14.26 | 815999.98 | -120964.69/-12.762% |
| 2025-04-28 | 爱威科技(688067.SH) | 18.868146139922 | 45641 | 684 | 17.85 | 814691.85 | -46469.21/-5.314% |
| 2025-04-25 | 光格科技(688450.SH) | 22.846851997087 | 35702 | 3 | 23.04 | 822574.08 | 6895.77/0.844% |
| 2025-04-25 | 睿昂基因(688217.SH) | 21.920191219366 | 40111 | 43 | 20.89 | 837918.79 | -41322/-4.812% |
| 2025-04-25 | 天臣医疗(688013.SH) | 18.42222528926 | 43473 | 83 | 19.2 | 834681.6 | 33812.2/4.208% |
| 2025-04-25 | 恒誉环保(688309.SH) | 16.373917294099 | 57223 | 323 | 14.45 | 826872.35 | -110092.32/-11.8% |
| 2025-04-25 | 爱威科技(688067.SH) | 18.868146139922 | 45641 | 683 | 18.14 | 827927.74 | -33233.32/-3.859% |
交易详情
| 2025-04-23 | 立方控股(833030.BJ) | 卖 | -35900 | 33.88 | -1216292 | ¥1581.18 | 542978.45 |
| 2025-04-23 | 恒誉环保(688309.SH) | 买 | 3883 | 14.28 | 55449.24 | ¥16.63 | 0 |
| 2025-04-23 | 爱威科技(688067.SH) | 买 | 6172 | 18.14 | 111960.08 | ¥33.59 | 0 |
| 2025-04-23 | 天臣医疗(688013.SH) | 买 | 3990 | 18.86 | 75251.4 | ¥22.58 | 0 |
| 2025-04-23 | 睿昂基因(688217.SH) | 买 | 7586 | 20.6 | 156271.6 | ¥46.88 | 0 |
| 2025-04-23 | 光格科技(688450.SH) | 买 | 35702 | 22.84 | 815433.68 | ¥244.63 | 0 |
| 2025-02-25 | 安必平(688393.SH) | 卖 | -32869 | 33.11 | -1088292.59 | ¥1414.78 | 497459.46 |
| 2025-02-25 | 恒誉环保(688309.SH) | 买 | 8664 | 14.47 | 125368.08 | ¥37.61 | 0 |
| 2025-02-25 | 爱威科技(688067.SH) | 买 | 4664 | 19.38 | 90388.32 | ¥27.12 | 0 |
| 2025-02-25 | 天臣医疗(688013.SH) | 买 | 5798 | 19.5 | 113061 | ¥33.92 | 0 |
