小市值价值选股轮动策略:年化收益率（39.9%）
本策略精选市值适中、市盈率合理且基本面健康的股票，并结合定期轮动机制，力求在控制风险的前提下，获取长期稳健的投资回报。策略避免了高风险股票，专注于价值挖掘和市场机会的捕捉。
概要
核心指标
- 累计收益率: 60.05%
- 年化收益率: 39.9%
- 基准收益率: 28.01%
- 阿尔法: 0.23
- 夏普比率: 0.94
- 最大回撤: 23.33%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-22 | 科拜尔(920066.BJ) | 33.790134408602 | 9300 | 7 | 34.72 | 322896 | 8647.75/2.752% |
| 2025-07-22 | 太湖远大(920118.BJ) | 27.467365765766 | 11100 | 12 | 29.06 | 322566 | 17678.24/5.798% |
| 2025-07-22 | 扬州金泉(603307.SH) | 34.62233742555 | 8127 | 22 | 38.88 | 315977.76 | 34602.02/12.297% |
| 2025-07-22 | 楚环科技(001336.SZ) | 18.244831982143 | 14078 | 67 | 22.19 | 312390.82 | 55540.08/21.623% |
| 2025-07-22 | 坤泰股份(001260.SZ) | 16.172741367946 | 16009 | 122 | 19.66 | 314736.94 | 55827.52/21.563% |
| 2025-07-21 | 科拜尔(920066.BJ) | 33.790134408602 | 9300 | 6 | 33.81 | 314433 | 184.75/0.059% |
| 2025-07-21 | 太湖远大(920118.BJ) | 27.467365765766 | 11100 | 11 | 27.9 | 309690 | 4802.24/1.575% |
| 2025-07-21 | 扬州金泉(603307.SH) | 34.62233742555 | 8127 | 21 | 39.21 | 318659.67 | 37283.93/13.251% |
| 2025-07-21 | 楚环科技(001336.SZ) | 18.244831982143 | 14078 | 66 | 22.47 | 316332.66 | 59481.92/23.158% |
| 2025-07-21 | 坤泰股份(001260.SZ) | 16.172741367946 | 16009 | 121 | 19.62 | 314096.58 | 55187.16/21.315% |
交易详情
| 2025-07-21 | 楚环科技(001336.SZ) | 卖 | -300 | 22.26 | -6678 | ¥11.68 | 1204.55 |
| 2025-07-21 | 扬州金泉(603307.SH) | 卖 | -100 | 38.6 | -3860 | ¥8.86 | 397.77 |
| 2025-07-14 | 五洲医疗(301234.SZ) | 卖 | -9402 | 34.54 | -324745.08 | ¥422.17 | 58407.12 |
| 2025-07-14 | 科拜尔(920066.BJ) | 买 | 9300 | 33.78 | 314154 | ¥94.25 | 0 |
| 2025-07-14 | 太湖远大(920118.BJ) | 买 | 200 | 27.94 | 5588 | ¥5 | 0 |
| 2025-07-14 | 楚环科技(001336.SZ) | 买 | 100 | 21.66 | 2166 | ¥5 | 0 |
| 2025-07-14 | 扬州金泉(603307.SH) | 买 | 200 | 37.69 | 7538 | ¥5 | 0 |
| 2025-07-11 | 楚环科技(001336.SZ) | 买 | 78 | 21.64 | -16.08 | ¥0 | 0 |
| 2025-07-07 | 拓山重工(001226.SZ) | 卖 | -10500 | 27.52 | -288960 | ¥375.65 | -3447.7 |
| 2025-07-07 | 五洲医疗(301234.SZ) | 卖 | -600 | 32 | -19200 | ¥24.96 | 2203.32 |
