创业板盈利增长冲锋轮动策略:年化收益率（29.74%）
本策略精选创业板市场中符合盈利增长、估值合理和盈利能力强等基本面标准的的小市值股票，并每日进行轮动调仓，旨在捕捉创业板市场中优质成长型公司的投资机会。
概要
核心指标
- 累计收益率: 216.13%
- 年化收益率: 29.74%
- 基准收益率: -21.89%
- 阿尔法: 0.43
- 夏普比率: 0.84
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 江南奕帆(301023.SZ) | 43.735281632653 | 14100 | 8 | 45.6 | 642960 | 26292.53/4.264% |
| 2025-08-07 | 新天地(301277.SZ) | 16.539348657561 | 40900 | 43 | 15.38 | 629042 | -47417.36/-7.01% |
| 2025-08-07 | 丰茂股份(301459.SZ) | 41.893305492026 | 12938 | 66 | 48.35 | 625552.3 | 83536.71/15.412% |
| 2025-08-07 | 智迪科技(301503.SZ) | 35.890795347293 | 15066 | 68 | 42.2 | 635785.2 | 95054.48/17.579% |
| 2025-08-07 | 珠城科技(301280.SZ) | 40.844654154092 | 13646 | 87 | 45.33 | 618573.18 | 61207.03/10.981% |
| 2025-08-06 | 江南奕帆(301023.SZ) | 43.735281632653 | 14300 | 7 | 45.76 | 654368 | 28953.47/4.629% |
| 2025-08-06 | 新天地(301277.SZ) | 16.58251060844 | 39600 | 42 | 15.29 | 605484 | -51183.42/-7.794% |
| 2025-08-06 | 丰茂股份(301459.SZ) | 41.893305492026 | 13238 | 65 | 49.87 | 660179.06 | 105595.48/19.04% |
| 2025-08-06 | 智迪科技(301503.SZ) | 35.890795347293 | 15066 | 67 | 42.87 | 645879.42 | 105148.7/19.446% |
| 2025-08-06 | 珠城科技(301280.SZ) | 40.844654154092 | 13646 | 86 | 46.94 | 640543.24 | 83177.09/14.923% |
交易详情
| 2025-08-07 | 丰茂股份(301459.SZ) | 卖 | -300 | 48.88 | -14664 | ¥19.66 | 2096.01 |
| 2025-08-07 | 新天地(301277.SZ) | 买 | 1300 | 15.22 | 19786 | ¥5.94 | 0 |
| 2025-08-07 | 江南奕帆(301023.SZ) | 卖 | -200 | 45.76 | -9152 | ¥14.15 | 404.94 |
| 2025-08-06 | 丰茂股份(301459.SZ) | 买 | 100 | 47.8 | 4780 | ¥5 | 0 |
| 2025-08-06 | 智迪科技(301503.SZ) | 卖 | -200 | 41.57 | -8314 | ¥13.31 | 1135.84 |
| 2025-08-06 | 新天地(301277.SZ) | 买 | 1700 | 15.5 | 26350 | ¥7.91 | 0 |
| 2025-08-06 | 珠城科技(301280.SZ) | 卖 | -100 | 46.3 | -4630 | ¥9.63 | 545.53 |
| 2025-08-05 | 智迪科技(301503.SZ) | 买 | 200 | 40.6 | 8120 | ¥5 | 0 |
| 2025-08-05 | 珠城科技(301280.SZ) | 卖 | -200 | 45.72 | -9144 | ¥14.14 | 975.07 |
| 2025-08-05 | 江南奕帆(301023.SZ) | 卖 | -300 | 43.69 | -13107 | ¥18.11 | -13.58 |
