合理PE轮动策略:年化收益率（318.84%）
本策略精选流通市值小于50亿元、市盈率在10-30倍之间，且上市超过一年的非ST、非停牌股票。策略每日在符合条件的股票中，选取市值最小的前3只股票构建投资组合，并每5个交易日进行调仓，等权重持有。旨在通过捕捉小市值股票的成长潜力，并结合合理的市盈率控制估值风险，实现稳健收益。
概要
核心指标
- 累计收益率: 1051.94%
- 年化收益率: 318.84%
- 基准收益率: 15.22%
- 阿尔法: 3.94
- 夏普比率: 2.17
- 最大回撤: 34.12%
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 | 万得凯(301309.SZ) | 25.732387496273 | 131412 | 44 | 29.67 | 3898994.04 | 517449.53/15.302% |
| 2025-08-07 | 扬州金泉(603307.SH) | 36.137382597506 | 95146 | 54 | 40.18 | 3822966.28 | 384638.88/11.187% |
| 2025-08-07 | 天罡股份(832651.BJ) | 28.291452463816 | 118849 | 69 | 31.55 | 3749685.95 | 387275.12/11.518% |
| 2025-08-06 | 万得凯(301309.SZ) | 25.732387496273 | 131412 | 43 | 29.67 | 3898994.04 | 517449.53/15.302% |
| 2025-08-06 | 扬州金泉(603307.SH) | 36.137382597506 | 95146 | 53 | 41.14 | 3914306.44 | 475979.04/13.843% |
| 2025-08-06 | 天罡股份(832651.BJ) | 28.291452463816 | 118849 | 68 | 31.84 | 3784152.16 | 421741.33/12.543% |
| 2025-08-05 | 万得凯(301309.SZ) | 25.732387496273 | 131412 | 42 | 29.75 | 3909507 | 527962.49/15.613% |
| 2025-08-05 | 扬州金泉(603307.SH) | 36.137382597506 | 95146 | 52 | 40.84 | 3885762.64 | 447435.24/13.013% |
| 2025-08-05 | 天罡股份(832651.BJ) | 28.291452463816 | 118849 | 67 | 31.88 | 3788906.12 | 426495.29/12.684% |
| 2025-08-04 | 万得凯(301309.SZ) | 25.732387496273 | 131412 | 41 | 28.9 | 3797806.8 | 416262.29/12.31% |
交易详情
| 2025-08-04 | 万得凯(301309.SZ) | 卖 | -1600 | 28.71 | -45936 | ¥59.72 | 4764.18 |
| 2025-07-28 | 天罡股份(832651.BJ) | 卖 | -200 | 31.97 | -6394 | ¥11.39 | 735.71 |
| 2025-07-28 | 扬州金泉(603307.SH) | 买 | 1000 | 39.79 | 39790 | ¥11.94 | 0 |
| 2025-07-28 | 万得凯(301309.SZ) | 买 | 2200 | 28.35 | 62370 | ¥18.71 | 0 |
| 2025-07-21 | 天罡股份(832651.BJ) | 买 | 100 | 29.78 | 2978 | ¥5 | 0 |
| 2025-07-21 | 扬州金泉(603307.SH) | 卖 | -1000 | 38.6 | -38600 | ¥50.18 | 2501.54 |
| 2025-07-21 | 万得凯(301309.SZ) | 卖 | -2100 | 27.9 | -58590 | ¥76.17 | 4644.74 |
| 2025-07-14 | 天罡股份(832651.BJ) | 买 | 3100 | 30.16 | 93496 | ¥28.05 | 0 |
| 2025-07-14 | 扬州金泉(603307.SH) | 买 | 200 | 37.69 | 7538 | ¥5 | 0 |
| 2025-07-14 | 万得凯(301309.SZ) | 买 | 100 | 27.02 | 2702 | ¥5 | 0 |
