小市值低估值低股价轮动策略:年化收益率（34.52%）
本策略精选A股市场中流通市值较小、估值相对较低的股票，并每日进行轮动换仓。策略旨在捕捉被市场低估的中小盘潜力股，通过每日调仓动态跟踪市场变化，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: 242.05%
- 年化收益率: 34.52%
- 基准收益率: -28.21%
- 阿尔法: 0.43
- 夏普比率: 1.12
- 最大回撤: 34.63%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 利群股份(601366.SH) | 4.8218518288475 | 144400 | 3 | 4.68 | 675792 | -20483.4/-2.876% |
| 2025-04-28 | 毅昌科技(002420.SZ) | 5.4474431323379 | 0 | 8 | 5.47 | 0 | 19409.29/2.925% |
| 2025-04-28 | 海峡环保(603817.SH) | 5.3398204057659 | 120300 | 13 | 5.72 | 688116 | 45735.61/7.067% |
| 2025-04-28 | 迎丰股份(605055.SH) | 5.1969988846946 | 126000 | 122 | 5.37 | 676620 | 21798.14/3.272% |
| 2025-04-25 | 利群股份(601366.SH) | 4.8218518288475 | 144900 | 2 | 4.79 | 694071 | -4615.33/-0.654% |
| 2025-04-25 | 毅昌科技(002420.SZ) | 5.4474431323379 | 119400 | 7 | 5.61 | 669834 | 19409.29/2.925% |
| 2025-04-25 | 海峡环保(603817.SH) | 5.3398204057659 | 122100 | 12 | 5.75 | 702075 | 50082.93/7.784% |
| 2025-04-25 | 迎丰股份(605055.SH) | 5.1969988846946 | 127000 | 121 | 5.49 | 697230 | 37211.14/5.671% |
| 2025-04-24 | 利群股份(601366.SH) | 4.8214459859155 | 142000 | 1 | 4.78 | 678760 | -5885.33/-0.853% |
| 2025-04-24 | 毅昌科技(002420.SZ) | 5.4455624789304 | 118600 | 6 | 5.8 | 687880 | 42036.29/6.415% |
交易详情
| 2025-04-28 | 毅昌科技(002420.SZ) | 卖 | -119400 | 5.61 | -669834 | ¥870.78 | 19409.29 |
| 2025-04-28 | 迎丰股份(605055.SH) | 卖 | -1000 | 5.46 | -5460 | ¥10.46 | 263 |
| 2025-04-28 | 海峡环保(603817.SH) | 卖 | -1800 | 5.76 | -10368 | ¥15.37 | 756.32 |
| 2025-04-28 | 利群股份(601366.SH) | 卖 | -500 | 4.79 | -2395 | ¥7.4 | -15.93 |
| 2025-04-25 | 毅昌科技(002420.SZ) | 买 | 800 | 5.72 | 4576 | ¥5 | 0 |
| 2025-04-25 | 海峡环保(603817.SH) | 卖 | -1700 | 5.68 | -9656 | ¥14.66 | 578.31 |
| 2025-04-25 | 利群股份(601366.SH) | 买 | 2900 | 4.84 | 14036 | ¥5 | 0 |
| 2025-04-24 | 晋亿实业(601002.SH) | 卖 | -153800 | 4.54 | -698252 | ¥907.73 | 1249.97 |
| 2025-04-24 | 毅昌科技(002420.SZ) | 卖 | -2100 | 5.88 | -12348 | ¥17.35 | 912.32 |
| 2025-04-24 | 迎丰股份(605055.SH) | 买 | 700 | 5.44 | 3808 | ¥5 | 0 |
