超级价值成长小市值轮动策略:年化收益率（54.55%）
本策略精选基本面稳健增长、估值合理的低市值股票，每日动态轮动。
概要
核心指标
- 累计收益率: 585.09%
- 年化收益率: 54.55%
- 基准收益率: -21.89%
- 阿尔法: 0.7
- 夏普比率: 1.33
- 最大回撤: 42.63%
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 | 君禾股份(603617.SH) | 8.3932843801562 | 173000 | 13 | 7.8 | 1349400 | -102638.2/-7.069% |
| 2025-08-07 | 麦加芯彩(603062.SH) | 44.019454359456 | 28000 | 29 | 49.61 | 1389080 | 156535.28/12.7% |
| 2025-08-07 | 新宏泽(002836.SZ) | 8.8816379949193 | 139800 | 35 | 9.86 | 1378428 | 136775.01/11.016% |
| 2025-08-07 | 江南奕帆(301023.SZ) | 47.242552640486 | 30165 | 56 | 45.6 | 1375524 | -49547.6/-3.477% |
| 2025-08-07 | 智迪科技(301503.SZ) | 36.030205765538 | 32136 | 68 | 42.2 | 1356139.2 | 198272.51/17.124% |
| 2025-08-06 | 君禾股份(603617.SH) | 8.3985567120879 | 171000 | 12 | 7.96 | 1361160 | -74993.2/-5.222% |
| 2025-08-06 | 麦加芯彩(603062.SH) | 43.945174712491 | 27600 | 28 | 49 | 1352400 | 139513.18/11.503% |
| 2025-08-06 | 新宏泽(002836.SZ) | 8.8617212377076 | 137100 | 34 | 9.85 | 1350435 | 135493.02/11.152% |
| 2025-08-06 | 江南奕帆(301023.SZ) | 47.242552640486 | 31065 | 55 | 45.76 | 1421534.4 | -46055.5/-3.138% |
| 2025-08-06 | 智迪科技(301503.SZ) | 36.030205765538 | 32536 | 67 | 42.87 | 1394818.32 | 222539.55/18.984% |
交易详情
| 2025-08-07 | 智迪科技(301503.SZ) | 卖 | -400 | 42.99 | -17196 | ¥22.35 | 2783.92 |
| 2025-08-07 | 麦加芯彩(603062.SH) | 买 | 400 | 49.13 | 19652 | ¥5.9 | 0 |
| 2025-08-07 | 江南奕帆(301023.SZ) | 卖 | -900 | 45.76 | -41184 | ¥53.54 | -1334.3 |
| 2025-08-07 | 新宏泽(002836.SZ) | 买 | 2700 | 9.89 | 26703 | ¥8.01 | 0 |
| 2025-08-07 | 君禾股份(603617.SH) | 买 | 2000 | 7.94 | 15880 | ¥5 | 0 |
| 2025-08-06 | 江南奕帆(301023.SZ) | 买 | 300 | 43.94 | 13182 | ¥5 | 0 |
| 2025-08-06 | 君禾股份(603617.SH) | 卖 | -700 | 7.89 | -5523 | ¥10.52 | -355.99 |
| 2025-08-05 | 江南奕帆(301023.SZ) | 卖 | -600 | 43.69 | -26214 | ¥34.08 | -2150.76 |
| 2025-08-05 | 麦加芯彩(603062.SH) | 卖 | -300 | 48.69 | -14607 | ¥19.61 | 1423.45 |
| 2025-08-05 | 新宏泽(002836.SZ) | 买 | 2400 | 9.8 | 23520 | ¥7.06 | 0 |
