优 growth 投资策略:年化收益率（20.28%）
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: 121.3%
- 年化收益率: 20.28%
- 基准收益率: -25.09%
- 阿尔法: 0.3
- 夏普比率: 0.69
- 最大回撤: 33.55%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-26 | 瑞达期货(002961.SZ) | 16.504950197628 | 25300 | 3 | 20.66 | 522698 | 105122.76/25.175% |
| 2025-06-26 | 锦江航运(601083.SH) | 11.049233325034 | 35939 | 36 | 11.1 | 398922.9 | 1824.5/0.459% |
| 2025-06-26 | 聚合顺(605166.SH) | 10.474948247868 | 37839 | 51 | 11.26 | 426067.14 | 29705.57/7.495% |
| 2025-06-26 | 华翔股份(603112.SH) | 12.621448998506 | 25661 | 159 | 16.64 | 426999.04 | 103120.04/31.839% |
| 2025-06-26 | 确成股份(605183.SH) | 16.954229471661 | 25100 | 177 | 17.18 | 431218 | 5666.84/1.332% |
| 2025-06-25 | 瑞达期货(002961.SZ) | 16.504950197628 | 25300 | 2 | 18.78 | 475134 | 57558.76/13.784% |
| 2025-06-25 | 锦江航运(601083.SH) | 11.049233325034 | 35939 | 35 | 11.15 | 400719.85 | 3621.45/0.912% |
| 2025-06-25 | 聚合顺(605166.SH) | 10.474948247868 | 37839 | 50 | 11.36 | 429851.04 | 33489.47/8.449% |
| 2025-06-25 | 华翔股份(603112.SH) | 12.621448998506 | 25661 | 158 | 16.59 | 425715.99 | 101836.99/31.443% |
| 2025-06-25 | 确成股份(605183.SH) | 16.954229471661 | 25100 | 176 | 17.34 | 435234 | 9682.84/2.275% |
交易详情
| 2025-06-24 | 三祥科技(831195.BJ) | 卖 | -24489 | 17.48 | -428067.72 | ¥556.49 | -1426.02 |
| 2025-06-24 | 确成股份(605183.SH) | 买 | 200 | 16.71 | 3342 | ¥5 | 0 |
| 2025-06-24 | 华翔股份(603112.SH) | 买 | 1100 | 16.32 | 17952 | ¥5.39 | 0 |
| 2025-06-24 | 聚合顺(605166.SH) | 买 | 100 | 11.12 | 1112 | ¥5 | 0 |
| 2025-06-24 | 锦江航运(601083.SH) | 卖 | -1500 | 11 | -16500 | ¥21.5 | -73.85 |
| 2025-06-24 | 瑞达期货(002961.SZ) | 买 | 25300 | 16.5 | 417450 | ¥125.24 | 0 |
| 2025-06-20 | 三祥科技(831195.BJ) | 买 | 289 | 16.73 | -5.03 | ¥0 | 0 |
| 2025-06-20 | 聚合顺(605166.SH) | 买 | 439 | 11.03 | -6.83 | ¥0 | 0 |
| 2025-06-19 | 华翔股份(603112.SH) | 卖 | -300 | 17.42 | -5226 | ¥10.23 | 1489.32 |
| 2025-06-19 | 聚合顺(605166.SH) | 买 | 700 | 11.25 | 7875 | ¥5 | 0 |
