五年高现金比率基本面股票策略:年化收益率（324.53%）
本策略精选股息率高且现金流稳健的小市值股票，通过五年连续现金比率大于0.3的严格筛选，确保标的财务健康。结合小市值优势，力求在控制风险的前提下，实现长期稳健收益，并采用五日轮动机制，提升资金利用效率。
概要
核心指标
- 累计收益率: 331.9%
- 年化收益率: 324.53%
- 基准收益率: 15.99%
- 阿尔法: 3.05
- 夏普比率: 2.35
- 最大回撤: 27.82%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-17 | 通达创智(001368.SZ) | 23.417023076923 | 36400 | 4 | 23.68 | 861952 | 9572.36/1.123% |
| 2025-07-17 | 前进科技(873679.BJ) | 20.230578042959 | 41100 | 14 | 20.83 | 856113 | 24636.24/2.963% |
| 2025-07-17 | 和泰机电(001225.SZ) | 32.351031634974 | 24900 | 39 | 35.58 | 885942 | 80401.31/9.981% |
| 2025-07-17 | 雷特科技(832110.BJ) | 38.587459908228 | 22300 | 29 | 37.58 | 838034 | -22466.36/-2.611% |
| 2025-07-17 | 扬州金泉(603307.SH) | 33.830596428146 | 22767 | 64 | 38.43 | 874935.81 | 104714.62/13.595% |
| 2025-07-16 | 通达创智(001368.SZ) | 23.417023076923 | 36400 | 3 | 23.6 | 859040 | 6660.36/0.781% |
| 2025-07-16 | 前进科技(873679.BJ) | 20.230578042959 | 41100 | 13 | 20.89 | 858579 | 27102.24/3.26% |
| 2025-07-16 | 和泰机电(001225.SZ) | 32.351031634974 | 24900 | 38 | 35.13 | 874737 | 69196.31/8.59% |
| 2025-07-16 | 雷特科技(832110.BJ) | 38.587459908228 | 22300 | 28 | 37.41 | 834243 | -26257.36/-3.051% |
| 2025-07-16 | 扬州金泉(603307.SH) | 33.830596428146 | 22767 | 63 | 38.42 | 874708.14 | 104486.95/13.566% |
交易详情
| 2025-07-14 | 美能能源(001299.SZ) | 卖 | -75400 | 11.5 | -867100 | ¥1127.23 | 39713.86 |
| 2025-07-14 | 前进科技(873679.BJ) | 卖 | -800 | 21.05 | -16840 | ¥21.89 | 655.54 |
| 2025-07-14 | 雷特科技(832110.BJ) | 买 | 1000 | 38.41 | 38410 | ¥11.52 | 0 |
| 2025-07-14 | 扬州金泉(603307.SH) | 买 | 100 | 37.69 | 3769 | ¥5 | 0 |
| 2025-07-14 | 和泰机电(001225.SZ) | 买 | 300 | 34.4 | 10320 | ¥5 | 0 |
| 2025-07-14 | 通达创智(001368.SZ) | 买 | 36400 | 23.41 | 852124 | ¥255.64 | 0 |
| 2025-07-07 | 前进科技(873679.BJ) | 买 | 1000 | 20 | 20000 | ¥6 | 0 |
| 2025-07-07 | 雷特科技(832110.BJ) | 买 | 200 | 38.44 | 7688 | ¥5 | 0 |
| 2025-07-07 | 扬州金泉(603307.SH) | 卖 | -300 | 37.1 | -11130 | ¥16.13 | 986 |
| 2025-07-07 | 和泰机电(001225.SZ) | 卖 | -100 | 34.2 | -3420 | ¥8.42 | 187.42 |
