三年盈增稳健轮动策略:年化收益率（292.33%）
本策略精选连续三年净利润增长率大于24%的非ST、非科创板小市值股票，构建5只股票的投资组合并每5日轮动调仓，旨在捕捉具备持续高增长潜力的小市值股票的投资机会。
概要
核心指标
- 累计收益率: 715.96%
- 年化收益率: 292.33%
- 基准收益率: 21.51%
- 阿尔法: 2.82
- 夏普比率: 2.5
- 最大回撤: 41.85%
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 | 瑞星股份(836717.BJ) | 12.798225298329 | 125700 | 21 | 13.07 | 1642899 | 34162.08/2.124% |
| 2025-08-07 | 前进科技(873679.BJ) | 19.987474525852 | 73847 | 36 | 22.05 | 1628326.35 | 152311.32/10.319% |
| 2025-08-07 | 天罡股份(832651.BJ) | 30.502122130571 | 51209 | 66 | 31.55 | 1615643.95 | 53660.78/3.435% |
| 2025-08-07 | 保丽洁(832802.BJ) | 17.082710117998 | 87147 | 66 | 18.66 | 1626163.02 | 137456.08/9.233% |
| 2025-08-07 | 博迅生物(836504.BJ) | 25.094829122684 | 57699 | 81 | 28.49 | 1643844.51 | 195897.96/13.529% |
| 2025-08-06 | 瑞星股份(836717.BJ) | 12.793687075929 | 123800 | 20 | 12.99 | 1608162 | 24303.54/1.534% |
| 2025-08-06 | 前进科技(873679.BJ) | 19.981452487007 | 73647 | 35 | 22.1 | 1627598.7 | 156024.67/10.603% |
| 2025-08-06 | 天罡股份(832651.BJ) | 30.458063847586 | 49809 | 65 | 31.84 | 1585918.56 | 68832.86/4.537% |
| 2025-08-06 | 保丽洁(832802.BJ) | 17.082710117998 | 88847 | 65 | 18.76 | 1666769.72 | 149022.17/9.819% |
| 2025-08-06 | 博迅生物(836504.BJ) | 25.094829122684 | 57899 | 80 | 28.35 | 1641436.65 | 188471.14/12.971% |
交易详情
| 2025-08-07 | 保丽洁(832802.BJ) | 卖 | -1700 | 18.89 | -32113 | ¥41.75 | 3072.39 |
| 2025-08-07 | 博迅生物(836504.BJ) | 卖 | -200 | 28.65 | -5730 | ¥10.73 | 711.03 |
| 2025-08-07 | 天罡股份(832651.BJ) | 买 | 1400 | 32.06 | 44884 | ¥13.47 | 0 |
| 2025-08-07 | 瑞星股份(836717.BJ) | 买 | 1900 | 13.09 | 24871 | ¥7.46 | 0 |
| 2025-08-07 | 前进科技(873679.BJ) | 买 | 200 | 22.18 | 4436 | ¥5 | 0 |
| 2025-07-31 | 保丽洁(832802.BJ) | 买 | 2700 | 18.34 | 49518 | ¥14.86 | 0 |
| 2025-07-31 | 博迅生物(836504.BJ) | 卖 | -1500 | 28.44 | -42660 | ¥55.46 | 5017.76 |
| 2025-07-31 | 天罡股份(832651.BJ) | 买 | 1300 | 33 | 42900 | ¥12.87 | 0 |
| 2025-07-31 | 前进科技(873679.BJ) | 卖 | -1700 | 22.5 | -38250 | ¥49.73 | 4281.53 |
| 2025-07-24 | 保丽洁(832802.BJ) | 买 | 3400 | 18.5 | 62900 | ¥18.87 | 0 |
