优 growth 投资策略:年化收益率（17.14%）
本策略精选低价、营收利润双增长、高净利率且流通盘适中的优质小盘股，通过每3日轮动，追逐市场中被低估且具备成长性的投资标的。
概要
核心指标
- 累计收益率: 92.72%
- 年化收益率: 17.14%
- 基准收益率: -28.21%
- 阿尔法: 0.28
- 夏普比率: 0.6
- 最大回撤: 33.56%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 瑞达期货(002961.SZ) | 15.234568965517 | 26100 | 3 | 14.65 | 382365 | -15257.25/-3.746% |
| 2025-04-28 | 聚合顺(605166.SH) | 10.436414438503 | 36200 | 12 | 10.71 | 387702 | 9903.8/2.492% |
| 2025-04-28 | 华翔股份(603112.SH) | 12.147556748679 | 25668 | 120 | 14.66 | 376292.88 | 64489.39/19.212% |
| 2025-04-28 | 确成股份(605183.SH) | 17.061853991342 | 25500 | 138 | 15.76 | 401880 | -33197.28/-7.421% |
| 2025-04-28 | 建霖家居(603408.SH) | 11.150040812437 | 34645 | 141 | 10.91 | 377976.95 | -8316.21/-2.053% |
| 2025-04-25 | 瑞达期货(002961.SZ) | 15.234568965517 | 26100 | 2 | 15.02 | 392022 | -5600.25/-1.402% |
| 2025-04-25 | 聚合顺(605166.SH) | 10.436414438503 | 36200 | 11 | 11.25 | 407250 | 29451.8/7.964% |
| 2025-04-25 | 华翔股份(603112.SH) | 12.147556748679 | 25668 | 119 | 15.59 | 400164.12 | 88360.63/29.032% |
| 2025-04-25 | 确成股份(605183.SH) | 17.061853991342 | 25500 | 137 | 16.24 | 414120 | -20957.28/-4.968% |
| 2025-04-25 | 建霖家居(603408.SH) | 11.150040812437 | 34645 | 140 | 11.45 | 396685.25 | 10392.09/2.643% |
交易详情
| 2025-04-24 | 贵州三力(603439.SH) | 卖 | -31200 | 12.1 | -377520 | ¥490.78 | -14128.96 |
| 2025-04-24 | 建霖家居(603408.SH) | 卖 | -100 | 11.54 | -1154 | ¥6.15 | 39 |
| 2025-04-24 | 确成股份(605183.SH) | 卖 | -800 | 15.81 | -12648 | ¥17.65 | -1001.48 |
| 2025-04-24 | 华翔股份(603112.SH) | 买 | 400 | 15.48 | 6192 | ¥5 | 0 |
| 2025-04-24 | 聚合顺(605166.SH) | 卖 | -1200 | 11.04 | -13248 | ¥18.25 | 724.3 |
| 2025-04-24 | 瑞达期货(002961.SZ) | 买 | 26100 | 15.23 | 397503 | ¥119.25 | 0 |
| 2025-04-21 | 确成股份(605183.SH) | 卖 | -100 | 14.92 | -1492 | ¥6.49 | -214.19 |
| 2025-04-21 | 华翔股份(603112.SH) | 卖 | -600 | 15.53 | -9318 | ¥14.32 | 2061.24 |
| 2025-04-21 | 聚合顺(605166.SH) | 买 | 600 | 10.47 | 6282 | ¥5 | 0 |
| 2025-04-21 | 贵州三力(603439.SH) | 买 | 400 | 12.47 | 4988 | ¥5 | 0 |
