小市值低估值低股价轮动策略:年化收益率（35.16%）
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: 278.88%
- 年化收益率: 35.16%
- 基准收益率: -21.89%
- 阿尔法: 0.42
- 夏普比率: 1.16
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 海峡环保(603817.SH) | 5.4347430451787 | 126900 | 82 | 5.97 | 757593 | 67924.11/9.849% |
| 2025-08-06 | 海峡环保(603817.SH) | 5.4290596531303 | 125600 | 81 | 5.97 | 749832 | 67942.11/9.964% |
| 2025-08-05 | 海峡环保(603817.SH) | 5.4290596531303 | 126300 | 80 | 6.05 | 764115 | 78424.77/11.437% |
| 2025-08-04 | 海峡环保(603817.SH) | 5.4290596531303 | 127300 | 79 | 6.01 | 765073 | 73953.71/10.701% |
| 2025-08-01 | 海峡环保(603817.SH) | 5.4290596531303 | 128400 | 78 | 5.95 | 763980 | 66888.74/9.595% |
| 2025-07-31 | 海峡环保(603817.SH) | 5.4202401544598 | 126000 | 77 | 5.88 | 740880 | 57929.74/8.482% |
| 2025-07-30 | 海峡环保(603817.SH) | 5.4197240624459 | 125900 | 76 | 6.02 | 757918 | 75574.74/11.076% |
| 2025-07-29 | 海峡环保(603817.SH) | 5.4138112226298 | 124700 | 75 | 6.03 | 751941 | 76838.74/11.382% |
| 2025-07-28 | 海峡环保(603817.SH) | 5.4126526864413 | 124500 | 74 | 6.1 | 759450 | 85574.74/12.699% |
| 2025-07-25 | 海峡环保(603817.SH) | 5.4109521695808 | 124200 | 73 | 6.11 | 758862 | 86821.74/12.919% |
交易详情
| 2025-08-07 | 海峡环保(603817.SH) | 买 | 1300 | 5.98 | 7774 | ¥5 | 0 |
| 2025-08-06 | 海峡环保(603817.SH) | 卖 | -700 | 6.07 | -4249 | ¥9.25 | 448.66 |
| 2025-08-05 | 海峡环保(603817.SH) | 卖 | -1000 | 6.02 | -6020 | ¥11.02 | 590.94 |
| 2025-08-04 | 海峡环保(603817.SH) | 卖 | -1100 | 5.94 | -6534 | ¥11.53 | 562.03 |
| 2025-08-01 | 海峡环保(603817.SH) | 买 | 2400 | 5.89 | 14136 | ¥5 | 0 |
| 2025-07-31 | 海峡环保(603817.SH) | 买 | 100 | 6.02 | 602 | ¥5 | 0 |
| 2025-07-30 | 海峡环保(603817.SH) | 买 | 1200 | 6.03 | 7236 | ¥5 | 0 |
| 2025-07-29 | 海峡环保(603817.SH) | 买 | 200 | 6.11 | 1222 | ¥5 | 0 |
| 2025-07-28 | 海峡环保(603817.SH) | 买 | 300 | 6.1 | 1830 | ¥5 | 0 |
| 2025-07-25 | 海峡环保(603817.SH) | 卖 | -500 | 6.11 | -3055 | ¥8.06 | 349.52 |
