低PE高换手率轮动策略:年化收益率（57.7%）
本策略精选市盈率小于30倍、总股本低于10亿、且5日平均换手率大于3%的股票，并按流通市值升序选取前5名构建投资组合。策略每3日调仓，动态追踪市场中具备价值洼地和交易活力的中小盘股票，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 649.16%
- 年化收益率: 57.7%
- 基准收益率: -21.89%
- 阿尔法: 0.89
- 夏普比率: 1.05
- 最大回撤: 67.09%
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 | 热威股份(603075.SH) | 21.696506973294 | 67400 | 3 | 22.14 | 1492236 | 29891.43/2.044% |
| 2025-08-07 | 通达创智(001368.SZ) | 24.96748792517 | 57700 | 6 | 25.29 | 1459233 | 18608.95/1.292% |
| 2025-08-07 | 万得凯(301309.SZ) | 26.951014921079 | 51300 | 27 | 29.67 | 1522071 | 139483.93/10.089% |
| 2025-08-07 | 浙江恒威(301222.SZ) | 30.139039059305 | 48900 | 3 | 30.58 | 1495362 | 21562.99/1.463% |
| 2025-08-07 | 天罡股份(832651.BJ) | 28.56277622576 | 47045 | 69 | 31.55 | 1484269.75 | 140533.94/10.458% |
| 2025-08-06 | 热威股份(603075.SH) | 21.696506973294 | 67400 | 2 | 22.48 | 1515152 | 52807.43/3.611% |
| 2025-08-06 | 通达创智(001368.SZ) | 24.96748792517 | 57700 | 5 | 25.55 | 1474235 | 33610.95/2.333% |
| 2025-08-06 | 万得凯(301309.SZ) | 26.951014921079 | 51300 | 26 | 29.67 | 1522071 | 139483.93/10.089% |
| 2025-08-06 | 浙江恒威(301222.SZ) | 30.139039059305 | 48900 | 2 | 30.39 | 1486071 | 12271.99/0.833% |
| 2025-08-06 | 天罡股份(832651.BJ) | 28.56277622576 | 47045 | 68 | 31.84 | 1497912.8 | 154176.99/11.474% |
交易详情
| 2025-08-05 | 太湖远大(920118.BJ) | 卖 | -52100 | 28 | -1458800 | ¥1896.44 | -41375.92 |
| 2025-08-05 | 扬州金泉(603307.SH) | 卖 | -37500 | 40.16 | -1506000 | ¥1957.8 | 73272.2 |
| 2025-08-05 | 天罡股份(832651.BJ) | 买 | 1900 | 31.66 | 60154 | ¥18.05 | 0 |
| 2025-08-05 | 万得凯(301309.SZ) | 卖 | -900 | 28.99 | -26091 | ¥33.92 | 1835.09 |
| 2025-08-05 | 通达创智(001368.SZ) | 卖 | -1100 | 25.69 | -28259 | ¥36.74 | 794.76 |
| 2025-08-05 | 浙江恒威(301222.SZ) | 买 | 48900 | 30.13 | 1473357 | ¥442.01 | 0 |
| 2025-08-05 | 热威股份(603075.SH) | 买 | 67400 | 21.69 | 1461906 | ¥438.57 | 0 |
| 2025-07-31 | 合肥高科(430718.BJ) | 卖 | -78100 | 18.57 | -1450317 | ¥1885.41 | -37934.34 |
| 2025-07-31 | 天罡股份(832651.BJ) | 卖 | -1400 | 33 | -46200 | ¥60.06 | 6395.17 |
| 2025-07-31 | 扬州金泉(603307.SH) | 买 | 200 | 39.45 | 7890 | ¥5 | 0 |
