盈利增长反弹预期策略:年化收益率（-8.78%）
本策略精选盈利能力快速增长的股票，通过跟踪归母净利润同比增长率，每日优选3只成长性突出的股票进行投资，力求捕捉市场中的成长机会。
概要
核心指标
- 累计收益率: -12.21%
- 年化收益率: -8.78%
- 基准收益率: 16.53%
- 阿尔法: -0.15
- 夏普比率: -0.41
- 最大回撤: 28.76%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 恒瑞医药(600276.SH) | 54.416319230769 | 5200 | 11 | 52.08 | 270816 | -12148.86/-4.293% |
| 2025-06-26 | 浦发银行(600000.SH) | 12.353705194805 | 23100 | 11 | 13.62 | 314622 | 29251.41/10.25% |
| 2025-06-26 | 美的集团(000333.SZ) | 72.531754054054 | 3700 | 11 | 73.1 | 270470 | 2102.51/0.783% |
| 2025-06-25 | 恒瑞医药(600276.SH) | 54.416319230769 | 5200 | 10 | 52.95 | 275340 | -7624.86/-2.695% |
| 2025-06-25 | 浦发银行(600000.SH) | 12.353705194805 | 23100 | 10 | 13.46 | 310926 | 25555.41/8.955% |
| 2025-06-25 | 美的集团(000333.SZ) | 72.531754054054 | 3700 | 10 | 73.18 | 270766 | 2398.51/0.894% |
| 2025-06-24 | 恒瑞医药(600276.SH) | 54.416319230769 | 5200 | 9 | 52.15 | 271180 | -11784.86/-4.165% |
| 2025-06-24 | 浦发银行(600000.SH) | 12.353705194805 | 23100 | 9 | 13.31 | 307461 | 22090.41/7.741% |
| 2025-06-24 | 美的集团(000333.SZ) | 72.531754054054 | 3700 | 9 | 72.8 | 269360 | 992.51/0.37% |
| 2025-06-23 | 恒瑞医药(600276.SH) | 54.416319230769 | 5200 | 8 | 51.96 | 270192 | -12772.86/-4.514% |
交易详情
| 2025-06-12 | 北方华创(002371.SZ) | 卖 | -600 | 415 | -249000 | ¥323.7 | -10163.73 |
| 2025-06-12 | 立讯精密(002475.SZ) | 卖 | -8900 | 31.65 | -281685 | ¥366.19 | -6761.51 |
| 2025-06-12 | 中国中车(601766.SH) | 卖 | -40000 | 7.15 | -286000 | ¥371.8 | -6087.6 |
| 2025-06-12 | 美的集团(000333.SZ) | 买 | 3700 | 72.51 | 268287 | ¥80.49 | 0 |
| 2025-06-12 | 浦发银行(600000.SH) | 买 | 23100 | 12.35 | 285285 | ¥85.59 | 0 |
| 2025-06-12 | 恒瑞医药(600276.SH) | 买 | 5200 | 54.4 | 282880 | ¥84.86 | 0 |
| 2025-05-21 | 贵州茅台(600519.SH) | 卖 | -100 | 1585 | -158500 | ¥206.05 | 2743.29 |
| 2025-05-21 | 山西汾酒(600809.SH) | 卖 | -1300 | 198.23 | -257699 | ¥335.01 | -20454.42 |
| 2025-05-21 | 紫金矿业(601899.SH) | 卖 | -16900 | 17.69 | -298961 | ¥388.65 | -1949.25 |
| 2025-05-21 | 立讯精密(002475.SZ) | 买 | 8900 | 32.4 | 288360 | ¥86.51 | 0 |
