价升量缩技术面快速策略:年化收益率（53.2%）
本策略精选非创业板市场中，呈现“价升量缩”健康上涨信号、换手率适中且总市值较小的股票。策略旨在捕捉市场中被低估的小市值潜力股，通过3日短周期轮动，追求快速收益。
概要
核心指标
- 累计收益率: 336.79%
- 年化收益率: 53.2%
- 基准收益率: -16.33%
- 阿尔法: 0.71
- 夏普比率: 1.16
- 最大回撤: 38.4%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 力源科技(688565.SH) | 10.393116943146 | 77884 | 3 | 11.5 | 895666 | 86208.48/10.65% |
| 2025-08-07 | 元琛科技(688659.SH) | 10.003 | 86200 | 3 | 11.13 | 959406 | 97147.4/11.267% |
| 2025-08-07 | 卓锦股份(688701.SH) | 9.5328589671318 | 86923 | 3 | 9.81 | 852714.63 | 24089.93/2.907% |
| 2025-08-07 | 旭杰科技(836149.BJ) | 16.044811969112 | 51800 | 3 | 16.42 | 850556 | 19434.74/2.338% |
| 2025-08-07 | 大禹生物(871970.BJ) | 10.423126005025 | 79600 | 3 | 10.17 | 809532 | -20148.83/-2.429% |
| 2025-08-06 | 力源科技(688565.SH) | 10.393116943146 | 77884 | 2 | 11.36 | 884762.24 | 75304.72/9.303% |
| 2025-08-06 | 元琛科技(688659.SH) | 10.003 | 86200 | 2 | 12.08 | 1041296 | 179037.4/20.764% |
| 2025-08-06 | 卓锦股份(688701.SH) | 9.5328589671318 | 86923 | 2 | 9.67 | 840545.41 | 11920.71/1.439% |
| 2025-08-06 | 旭杰科技(836149.BJ) | 16.044811969112 | 51800 | 2 | 16.23 | 840714 | 9592.74/1.154% |
| 2025-08-06 | 大禹生物(871970.BJ) | 10.423126005025 | 79600 | 2 | 10.12 | 805552 | -24128.83/-2.908% |
交易详情
| 2025-08-05 | 龙韵股份(603729.SH) | 卖 | -47600 | 17.65 | -840140 | ¥1092.18 | 9270.81 |
| 2025-08-05 | 凯大催化(830974.BJ) | 卖 | -88200 | 9.19 | -810558 | ¥1053.73 | -11712.61 |
| 2025-08-05 | 中源家居(603709.SH) | 卖 | -60400 | 13.8 | -833520 | ¥1083.58 | 16062.84 |
| 2025-08-05 | 博迅生物(836504.BJ) | 卖 | -28900 | 28.88 | -834632 | ¥1085.02 | 12469.43 |
| 2025-08-05 | 丰安股份(870508.BJ) | 卖 | -37600 | 21.95 | -825320 | ¥1072.92 | 128.52 |
| 2025-08-05 | 大禹生物(871970.BJ) | 买 | 79600 | 10.42 | 829432 | ¥248.83 | 0 |
| 2025-08-05 | 旭杰科技(836149.BJ) | 买 | 51800 | 16.04 | 830872 | ¥249.26 | 0 |
| 2025-08-05 | 卓锦股份(688701.SH) | 买 | 86923 | 9.53 | 828376.19 | ¥248.51 | 0 |
| 2025-08-05 | 元琛科技(688659.SH) | 买 | 86200 | 10 | 862000 | ¥258.6 | 0 |
| 2025-08-05 | 力源科技(688565.SH) | 买 | 77884 | 10.39 | 809214.76 | ¥242.76 | 0 |
