盈利增长低风险轮动策略:年化收益率（42.59%）
本策略精选财务稳健增长的小市值股票，每日动态轮动，旨在捕捉成长型小盘股的投资机会。
概要
核心指标
- 累计收益率: 498.69%
- 年化收益率: 42.59%
- 基准收益率: -15.7%
- 阿尔法: 0.52
- 夏普比率: 1.13
- 最大回撤: 39.88%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 海森药业(001367.SZ) | 23.964375901611 | 47300 | 6 | 26.03 | 1231219 | 97704.02/8.62% |
| 2026-04-03 | 智信精密(301512.SZ) | 48.976620044657 | 27200 | 20 | 43.51 | 1183472 | -148692.07/-11.162% |
| 2026-04-03 | 万丰股份(603172.SH) | 24.673965301802 | 57700 | 26 | 20.45 | 1179965 | -243722.8/-17.119% |
| 2026-04-03 | 众智科技(301361.SZ) | 37.101826822157 | 34300 | 4 | 34.48 | 1182664 | -89928.66/-7.067% |
| 2026-04-03 | 热威股份(603075.SH) | 23.845644987001 | 55200 | 135 | 21.85 | 1206120 | -110159.6/-8.369% |
| 2026-04-02 | 海森药业(001367.SZ) | 23.964375901611 | 47500 | 5 | 25.75 | 1223125 | 84817.14/7.451% |
| 2026-04-02 | 智信精密(301512.SZ) | 48.976620044657 | 27200 | 19 | 44.54 | 1211488 | -120676.07/-9.059% |
| 2026-04-02 | 万丰股份(603172.SH) | 24.686726920243 | 57500 | 25 | 21.04 | 1209800 | -209686.8/-14.772% |
| 2026-04-02 | 众智科技(301361.SZ) | 37.127841246291 | 33700 | 3 | 35.43 | 1193991 | -57217.25/-4.573% |
| 2026-04-02 | 热威股份(603075.SH) | 23.845644987001 | 55900 | 134 | 22.06 | 1233154 | -99817.55/-7.488% |
交易详情
| 2026-04-03 | 热威股份(603075.SH) | 卖 | -700 | 21.97 | -15379 | ¥20.38 | -1312.95 |
| 2026-04-03 | 海森药业(001367.SZ) | 卖 | -200 | 25.75 | -5150 | ¥10.15 | 357.12 |
| 2026-04-03 | 万丰股份(603172.SH) | 买 | 200 | 20.98 | 4196 | ¥5 | 0 |
| 2026-04-03 | 众智科技(301361.SZ) | 买 | 600 | 35.63 | 21378 | ¥6.41 | 0 |
| 2026-04-02 | 热威股份(603075.SH) | 买 | 100 | 21.94 | 2194 | ¥5 | 0 |
| 2026-04-02 | 万丰股份(603172.SH) | 卖 | -300 | 21.52 | -6456 | ¥11.46 | -950.02 |
| 2026-04-01 | 热威股份(603075.SH) | 卖 | -2400 | 21.95 | -52680 | ¥68.48 | -4557.53 |
| 2026-04-01 | 海森药业(001367.SZ) | 买 | 200 | 25.64 | 5128 | ¥5 | 0 |
| 2026-04-01 | 万丰股份(603172.SH) | 买 | 300 | 21.3 | 6390 | ¥5 | 0 |
| 2026-04-01 | 众智科技(301361.SZ) | 买 | 700 | 36.49 | 25543 | ¥7.66 | 0 |
