小市值高增长潜力策略:年化收益率（60.27%）
本策略精选流通市值小于55亿且归母净利润同比增长超过100%的潜力小盘股，结合非ST、非科创板/北交所、上市时长等严格筛选条件，构建5只股票的投资组合，每5个交易日调仓，捕捉小市值高成长股票的投资机会。
概要
核心指标
- 累计收益率: 393.69%
- 年化收益率: 60.27%
- 基准收益率: -18.3%
- 阿尔法: 0.81
- 夏普比率: 1.31
- 最大回撤: 45.94%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-14 | 智立方(301312.SZ) | 40.682200847458 | 23600 | 2 | 41.05 | 968780 | 8680.06/0.904% |
| 2025-07-14 | 艾可蓝(300816.SZ) | 31.649492105263 | 30400 | 2 | 33.89 | 1030256 | 68111.44/7.079% |
| 2025-07-14 | 中兰环保(300854.SZ) | 16.784088586957 | 55200 | 12 | 17.42 | 961584 | 35102.31/3.789% |
| 2025-07-14 | 华业香料(300886.SZ) | 30.186946146179 | 34400 | 17 | 29.19 | 1004136 | -34294.95/-3.303% |
| 2025-07-14 | 金房能源(001210.SZ) | 12.759342007357 | 66693 | 47 | 14.52 | 968382.36 | 117423.56/13.799% |
| 2025-07-11 | 智立方(301312.SZ) | 40.682200847458 | 23600 | 1 | 41.28 | 974208 | 14108.06/1.469% |
| 2025-07-11 | 艾可蓝(300816.SZ) | 31.649492105263 | 30400 | 1 | 32 | 972800 | 10655.44/1.107% |
| 2025-07-11 | 中兰环保(300854.SZ) | 16.784088586957 | 55200 | 11 | 17.6 | 971520 | 45038.31/4.861% |
| 2025-07-11 | 华业香料(300886.SZ) | 30.186946146179 | 34400 | 16 | 28.71 | 987624 | -50806.95/-4.893% |
| 2025-07-11 | 鑫磊股份(301317.SZ) | 31.683836860068 | 0 | 21 | 34.25 | 0 | 110055.58/11.855% |
交易详情
| 2025-07-11 | 鑫磊股份(301317.SZ) | 卖 | -29300 | 34.9 | -1022570 | ¥1329.34 | 94233.58 |
| 2025-07-11 | 华斯股份(002494.SZ) | 卖 | -183600 | 5.18 | -951048 | ¥1236.36 | 92489.97 |
| 2025-07-11 | 华业香料(300886.SZ) | 买 | 4000 | 28.3 | 113200 | ¥33.96 | 0 |
| 2025-07-11 | 金房能源(001210.SZ) | 卖 | -1400 | 14.6 | -20440 | ¥26.57 | 2576.92 |
| 2025-07-11 | 中兰环保(300854.SZ) | 买 | 600 | 17.6 | 10560 | ¥5 | 0 |
| 2025-07-11 | 艾可蓝(300816.SZ) | 买 | 30400 | 31.64 | 961856 | ¥288.56 | 0 |
| 2025-07-11 | 智立方(301312.SZ) | 买 | 23600 | 40.67 | 959812 | ¥287.94 | 0 |
| 2025-07-04 | 金房能源(001210.SZ) | 卖 | -900 | 13.85 | -12465 | ¥17.47 | 981.59 |
| 2025-07-04 | 鑫磊股份(301317.SZ) | 买 | 900 | 30.02 | 27018 | ¥8.11 | 0 |
| 2025-07-04 | 华业香料(300886.SZ) | 卖 | -1100 | 30.6 | -33660 | ¥43.76 | 182.48 |
