低营运资本周转率轮动策略:年化收益率（12.5%）
本策略选取两年营运资本周转率最低的5只非ST、非科创板股票，每10日调仓，等权重持有，旨在捕捉低运营资本周转率股票的投资机会。
概要
核心指标
- 累计收益率: 50.2%
- 年化收益率: 12.5%
- 基准收益率: -16.35%
- 阿尔法: 0.22
- 夏普比率: 0.44
- 最大回撤: 45.42%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 漱玉平民(301017.SZ) | 11.534510074114 | 21800 | 64 | 13.32 | 290376 | 38923.68/15.48% |
| 2025-08-06 | 沧州大化(600230.SH) | 10.62630622989 | 19725 | 309 | 13.27 | 261750.75 | 52146.86/24.879% |
| 2025-08-06 | 海辰药业(300584.SZ) | 22.086141384477 | 7954 | 309 | 44.72 | 355702.88 | 180029.71/102.48% |
| 2025-08-06 | 聚力文化(002247.SZ) | 2.0826251745439 | 106900 | 314 | 2.81 | 300389 | 77756.37/34.926% |
| 2025-08-06 | 日出东方(603366.SH) | 8.1147723431643 | 29924 | 309 | 9.68 | 289664.32 | 46837.87/19.289% |
| 2025-08-05 | 漱玉平民(301017.SZ) | 11.534510074114 | 21800 | 63 | 13.54 | 295172 | 43719.68/17.387% |
| 2025-08-05 | 沧州大化(600230.SH) | 10.62630622989 | 19725 | 308 | 13.48 | 265893 | 56289.11/26.855% |
| 2025-08-05 | 海辰药业(300584.SZ) | 22.086141384477 | 7954 | 308 | 42.9 | 341226.6 | 165553.43/94.239% |
| 2025-08-05 | 聚力文化(002247.SZ) | 2.0826251745439 | 106900 | 313 | 2.78 | 297182 | 74549.37/33.485% |
| 2025-08-05 | 日出东方(603366.SH) | 8.1147723431643 | 29924 | 308 | 9.63 | 288168.12 | 45341.67/18.672% |
交易详情
| 2025-08-01 | 聚力文化(002247.SZ) | 买 | 1800 | 2.67 | 4806 | ¥5 | 0 |
| 2025-08-01 | 日出东方(603366.SH) | 买 | 600 | 9.52 | 5712 | ¥5 | 0 |
| 2025-08-01 | 海辰药业(300584.SZ) | 买 | 600 | 35.36 | 21216 | ¥6.36 | 0 |
| 2025-08-01 | 漱玉平民(301017.SZ) | 买 | 300 | 13.04 | 3912 | ¥5 | 0 |
| 2025-08-01 | 沧州大化(600230.SH) | 买 | 600 | 14.6 | 8760 | ¥5 | 0 |
| 2025-07-25 | 聚力文化(002247.SZ) | 买 | 4500 | 2.77 | 12465 | ¥5 | 0 |
| 2025-07-25 | 日出东方(603366.SH) | 买 | 2300 | 9.85 | 22655 | ¥6.8 | 0 |
| 2025-07-25 | 漱玉平民(301017.SZ) | 买 | 200 | 13 | 2600 | ¥5 | 0 |
| 2025-07-25 | 沧州大化(600230.SH) | 卖 | -3200 | 15.09 | -48288 | ¥62.77 | 14683.58 |
| 2025-07-18 | 沧州大化(600230.SH) | 买 | 40 | 12.5 | -3.7 | ¥0 | 0 |
