低PE高换手率轮动策略:年化收益率（54.75%）
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: 544%
- 年化收益率: 54.75%
- 基准收益率: -26.64%
- 阿尔法: 0.89
- 夏普比率: 1.01
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-13 | 南方路机(603280.SH) | 25.073762425447 | 50300 | 6 | 24.65 | 1239895 | -21315.25/-1.69% |
| 2025-06-13 | 福事特(301446.SZ) | 22.176650933786 | 57500 | 6 | 22.37 | 1286275 | 11117.57/0.872% |
| 2025-06-13 | 扬州金泉(603307.SH) | 36.982434206218 | 34300 | 27 | 37.4 | 1282820 | 14322.51/1.129% |
| 2025-06-13 | 天罡股份(832651.BJ) | 28.218798670165 | 44045 | 30 | 30.41 | 1339408.45 | 96511.46/7.765% |
| 2025-06-13 | 万得凯(301309.SZ) | 22.864174957792 | 49900 | 42 | 25.65 | 1279935 | 139012.67/12.184% |
| 2025-06-12 | 南方路机(603280.SH) | 25.073762425447 | 50300 | 5 | 25.43 | 1279129 | 17918.75/1.421% |
| 2025-06-12 | 福事特(301446.SZ) | 22.176650933786 | 57500 | 5 | 22.75 | 1308125 | 32967.57/2.585% |
| 2025-06-12 | 扬州金泉(603307.SH) | 36.982434206218 | 34300 | 26 | 38.1 | 1306830 | 38332.51/3.022% |
| 2025-06-12 | 天罡股份(832651.BJ) | 28.218798670165 | 44045 | 29 | 30.23 | 1331480.35 | 88583.36/7.127% |
| 2025-06-12 | 万得凯(301309.SZ) | 22.864174957792 | 49900 | 41 | 26.14 | 1304386 | 163463.67/14.327% |
交易详情
| 2025-06-11 | 天罡股份(832651.BJ) | 卖 | -300 | 29.48 | -8844 | ¥13.84 | 378.36 |
| 2025-06-11 | 扬州金泉(603307.SH) | 买 | 200 | 37.35 | 7470 | ¥5 | 0 |
| 2025-06-11 | 万得凯(301309.SZ) | 卖 | -1000 | 25.8 | -25800 | ¥33.54 | 2935.83 |
| 2025-06-11 | 福事特(301446.SZ) | 卖 | -1400 | 22.42 | -31388 | ¥40.8 | 340.69 |
| 2025-06-11 | 南方路机(603280.SH) | 买 | 1900 | 25.48 | 48412 | ¥14.52 | 0 |
| 2025-06-06 | 康力源(301287.SZ) | 卖 | -36082 | 41.3 | -1490186.6 | ¥1937.24 | 376146.41 |
| 2025-06-06 | 农心科技(001231.SZ) | 卖 | -63400 | 19.54 | -1238836 | ¥1610.49 | 46558.42 |
| 2025-06-06 | 天罡股份(832651.BJ) | 买 | 3000 | 29.65 | 88950 | ¥26.69 | 0 |
| 2025-06-06 | 万得凯(301309.SZ) | 买 | 3400 | 25.74 | 87516 | ¥26.25 | 0 |
| 2025-06-06 | 扬州金泉(603307.SH) | 买 | 1000 | 38.19 | 38190 | ¥11.46 | 0 |
