现金牛小市值精选策略:年化收益率（23.49%）
本策略精选A股市场中具备良好现金流和较小流通市值的股票。通过财务指标和市场指标的多重筛选，力求捕捉基本面稳健且被市场低估的中小市值股票，以期获得长期稳健的投资回报。
概要
核心指标
- 累计收益率: 152.25%
- 年化收益率: 23.49%
- 基准收益率: -21.65%
- 阿尔法: 0.32
- 夏普比率: 0.73
- 最大回撤: 49.7%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-25 | 科力装备(301552.SZ) | 39.21176 | 12000 | 4 | 39.98 | 479760 | 9218.88/1.959% |
| 2025-07-25 | 通达创智(001368.SZ) | 23.6688495 | 20000 | 9 | 26.04 | 520800 | 47423.01/10.018% |
| 2025-07-25 | 和泰机电(001225.SZ) | 32.913438584371 | 13025 | 49 | 41.52 | 540798 | 112100.46/26.149% |
| 2025-07-25 | 万得凯(301309.SZ) | 23.463326036165 | 16798 | 59 | 28.48 | 478407.04 | 84270.09/21.381% |
| 2025-07-25 | 扬州金泉(603307.SH) | 35.661252095636 | 12095 | 139 | 39.8 | 481381 | 50058.16/11.606% |
| 2025-07-24 | 科力装备(301552.SZ) | 39.21176 | 12000 | 3 | 39.63 | 475560 | 5018.88/1.067% |
| 2025-07-24 | 通达创智(001368.SZ) | 23.6688495 | 20000 | 8 | 23.67 | 473400 | 23.01/0.005% |
| 2025-07-24 | 和泰机电(001225.SZ) | 32.913438584371 | 13025 | 48 | 38.8 | 505370 | 76672.46/17.885% |
| 2025-07-24 | 万得凯(301309.SZ) | 23.463326036165 | 16798 | 58 | 28.33 | 475887.34 | 81750.39/20.742% |
| 2025-07-24 | 扬州金泉(603307.SH) | 35.661252095636 | 12095 | 138 | 38.89 | 470374.55 | 39051.71/9.054% |
交易详情
| 2025-07-22 | 天益医疗(301097.SZ) | 卖 | -11142 | 45.05 | -501947.1 | ¥652.53 | 114415.72 |
| 2025-07-22 | 通达创智(001368.SZ) | 买 | 700 | 23.71 | 16597 | ¥5 | 0 |
| 2025-07-22 | 科力装备(301552.SZ) | 买 | 12000 | 39.2 | 470400 | ¥141.12 | 0 |
| 2025-07-15 | 科力装备(301552.SZ) | 卖 | -12000 | 38.19 | -458280 | ¥595.76 | 5864.32 |
| 2025-07-15 | 扬州金泉(603307.SH) | 买 | 100 | 38.18 | 3818 | ¥5 | 0 |
| 2025-07-15 | 万得凯(301309.SZ) | 卖 | -200 | 27.51 | -5502 | ¥10.5 | 809.33 |
| 2025-07-15 | 和泰机电(001225.SZ) | 买 | 100 | 35 | 3500 | ¥5 | 0 |
| 2025-07-15 | 通达创智(001368.SZ) | 买 | 19300 | 23.66 | 456638 | ¥136.99 | 0 |
| 2025-07-08 | 通达创智(001368.SZ) | 卖 | -19200 | 23.94 | -459648 | ¥597.54 | 29568.83 |
| 2025-07-08 | 科力装备(301552.SZ) | 买 | 12000 | 37.69 | 452280 | ¥135.68 | 0 |
