小市值高增长潜力策略:年化收益率（59.85%）
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: 611.36%
- 年化收益率: 59.85%
- 基准收益率: -1.18%
- 阿尔法: 0.69
- 夏普比率: 1.35
- 最大回撤: 45.91%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 洁雅股份(301108.SZ) | 26.207859925788 | 53900 | 3 | 25.28 | 1362592 | -50011.65/-3.54% |
| 2026-05-15 | 宏德股份(301163.SZ) | 30.950492237443 | 43800 | 8 | 30.68 | 1343784 | -11847.56/-0.874% |
| 2026-05-15 | 恒兴新材(603276.SH) | 18.151454274611 | 77200 | 8 | 17.91 | 1382652 | -18640.27/-1.33% |
| 2026-05-15 | 天振股份(301356.SZ) | 23.411014475874 | 60100 | 8 | 24.51 | 1473051 | 66049.03/4.694% |
| 2026-05-15 | 浙江华业(301616.SZ) | 51.113981371545 | 31100 | 53 | 44.37 | 1379907 | -209737.82/-13.194% |
| 2026-05-14 | 洁雅股份(301108.SZ) | 26.207859925788 | 53900 | 2 | 25.7 | 1385230 | -27373.65/-1.938% |
| 2026-05-14 | 宏德股份(301163.SZ) | 30.950492237443 | 43800 | 7 | 30.62 | 1341156 | -14475.56/-1.068% |
| 2026-05-14 | 恒兴新材(603276.SH) | 18.151454274611 | 77200 | 7 | 17.99 | 1388828 | -12464.27/-0.889% |
| 2026-05-14 | 天振股份(301356.SZ) | 23.411014475874 | 60100 | 7 | 23.85 | 1433385 | 26383.03/1.875% |
| 2026-05-14 | 浙江华业(301616.SZ) | 51.113981371545 | 31100 | 52 | 43.8 | 1362180 | -227464.82/-14.309% |
交易详情
| 2026-05-13 | 利仁科技(001259.SZ) | 卖 | -38200 | 50 | -1910000 | ¥2483 | 591704.63 |
| 2026-05-13 | 浙江华业(301616.SZ) | 买 | 2000 | 45.02 | 90040 | ¥27.01 | 0 |
| 2026-05-13 | 天振股份(301356.SZ) | 买 | 4000 | 23.46 | 93840 | ¥28.15 | 0 |
| 2026-05-13 | 恒兴新材(603276.SH) | 买 | 4400 | 18.08 | 79552 | ¥23.87 | 0 |
| 2026-05-13 | 洁雅股份(301108.SZ) | 买 | 53900 | 26.2 | 1412180 | ¥423.65 | 0 |
| 2026-05-13 | 宏德股份(301163.SZ) | 买 | 1900 | 31.85 | 60515 | ¥18.15 | 0 |
| 2026-05-06 | 万丰股份(603172.SH) | 卖 | -60500 | 21.58 | -1305590 | ¥1697.27 | 94451.01 |
| 2026-05-06 | 智信精密(301512.SZ) | 卖 | -26300 | 50.5 | -1328150 | ¥1726.6 | 117384.04 |
| 2026-05-06 | 拓山重工(001226.SZ) | 卖 | -28200 | 47.83 | -1348806 | ¥1753.45 | 19563.58 |
| 2026-05-06 | 中天服务(002188.SZ) | 卖 | -198000 | 7.21 | -1427580 | ¥1855.85 | 125403.46 |
