小盘价值质量复合因子策略:年化收益率（36.41%）
这是在 BigQuant 的 BigTrader 回测框架里实现一个“基本面 + 低市值约束 + 简单动量过滤”的 A 股多因子选股轮动策略，并用固定权重方式做日频回测。
概要
核心指标
- 累计收益率: 506.45%
- 年化收益率: 36.41%
- 基准收益率: 14.2%
- 阿尔法: 0.36
- 夏普比率: 1.17
- 最大回撤: 22.8%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-01-14 | 瑜欣电子(301107.SZ) | 28.773058218517 | 20900 | 47 | 28.82 | 602338 | 981.08/0.163% |
| 2026-01-13 | 瑞纳智能(301129.SZ) | 23.670783265306 | 0 | 16 | 26 | 0 | 66375.81/11.445% |
| 2026-01-13 | 惠柏新材(301555.SZ) | 32.04363258834 | 0 | 31 | 35.98 | 0 | 79638.89/13.876% |
| 2026-01-13 | 瑜欣电子(301107.SZ) | 28.773058218517 | 20900 | 46 | 28.74 | 600666 | -690.92/-0.115% |
| 2026-01-12 | 瑞纳智能(301129.SZ) | 23.670783265306 | 24500 | 15 | 26.38 | 646310 | 66375.81/11.445% |
| 2026-01-12 | 惠柏新材(301555.SZ) | 32.04363258834 | 17911 | 30 | 36.49 | 653572.39 | 79638.89/13.876% |
| 2026-01-12 | 瑜欣电子(301107.SZ) | 28.773058218517 | 21000 | 45 | 29.05 | 610050 | 5815.78/0.963% |
| 2026-01-09 | 瑞纳智能(301129.SZ) | 23.670783265306 | 24500 | 14 | 25.15 | 616175 | 36240.81/6.249% |
| 2026-01-09 | 惠柏新材(301555.SZ) | 32.04363258834 | 17911 | 29 | 35.92 | 643363.12 | 69429.62/12.097% |
| 2026-01-09 | 瑜欣电子(301107.SZ) | 28.773058218517 | 21000 | 44 | 28.95 | 607950 | 3715.78/0.615% |
交易详情
| 2026-01-13 | 惠柏新材(301555.SZ) | 卖 | -17911 | 36.54 | -654467.94 | ¥850.81 | 80534.44 |
| 2026-01-13 | 瑞纳智能(301129.SZ) | 卖 | -24500 | 26.4 | -646800 | ¥840.84 | 66865.81 |
| 2026-01-13 | 瑜欣电子(301107.SZ) | 卖 | -100 | 29.06 | -2906 | ¥7.91 | 28.69 |
| 2026-01-08 | 惠柏新材(301555.SZ) | 买 | 111 | 35.13 | -16.57 | ¥0 | 0 |
| 2026-01-06 | 瑞纳智能(301129.SZ) | 买 | 100 | 24.52 | 2452 | ¥5 | 0 |
| 2026-01-06 | 惠柏新材(301555.SZ) | 卖 | -200 | 33.59 | -6718 | ¥11.72 | 269.31 |
| 2025-12-26 | 金帝股份(603270.SH) | 卖 | -24600 | 25.52 | -627792 | ¥816.13 | 48042.13 |
| 2025-12-26 | 惠柏新材(301555.SZ) | 卖 | -1000 | 33 | -33000 | ¥42.9 | 756.54 |
| 2025-12-26 | 瑜欣电子(301107.SZ) | 卖 | -200 | 28.26 | -5652 | ¥10.65 | -102.61 |
| 2025-12-19 | 瑜欣电子(301107.SZ) | 买 | 300 | 27.61 | 8283 | ¥5 | 0 |
