低价成长策略:年化收益率（20.05%）
本策略精选总市值小于100亿、市盈率小于28、每股收益在0.3-2元、净利润环比增长、营业收入大于2亿、净利润大于1亿且毛利率大于30%的股票。策略每日在符合条件的股票中，选取股价最低的5只股票买入并等权重持有3个交易日，到期轮换股票，旨在捕捉低价优质成长股的短期轮动机会。
概要
核心指标
- 累计收益率: 151.31%
- 年化收益率: 20.05%
- 基准收益率: -15.7%
- 阿尔法: 0.23
- 夏普比率: 0.81
- 最大回撤: 21.07%
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 | 创业环保(600874.SH) | 6.2480464150943 | 79500 | 4 | 5.91 | 469845 | -26874.69/-5.41% |
| 2026-04-03 | 苏农银行(603323.SH) | 4.9314789900812 | 105700 | 7 | 4.83 | 510531 | -10726.33/-2.058% |
| 2026-04-03 | 宝立食品(603170.SH) | 14.695214081146 | 40600 | 34 | 13.12 | 532672 | -63953.69/-10.719% |
| 2026-04-03 | 龙版传媒(605577.SH) | 13.898063844852 | 38900 | 103 | 12.22 | 475358 | -65276.68/-12.074% |
| 2026-04-03 | 海峡环保(603817.SH) | 6.5175623053446 | 72731 | 142 | 6.74 | 490206.94 | 16178.12/3.413% |
| 2026-04-02 | 创业环保(600874.SH) | 6.251875032175 | 77700 | 3 | 6.06 | 470862 | -14908.69/-3.069% |
| 2026-04-02 | 苏农银行(603323.SH) | 4.9314789900812 | 107800 | 6 | 4.9 | 528220 | -3393.44/-0.638% |
| 2026-04-02 | 宝立食品(603170.SH) | 14.695214081146 | 41300 | 33 | 12.76 | 526988 | -79924.34/-13.169% |
| 2026-04-02 | 龙版传媒(605577.SH) | 13.898063844852 | 40800 | 102 | 13.34 | 544272 | -22769/-4.015% |
| 2026-04-02 | 海峡环保(603817.SH) | 6.4783772361664 | 67931 | 141 | 7.11 | 482989.41 | 42906.77/9.75% |
交易详情
| 2026-04-03 | 海峡环保(603817.SH) | 买 | 4800 | 7.07 | 33936 | ¥10.18 | 0 |
| 2026-04-03 | 苏农银行(603323.SH) | 卖 | -2100 | 4.91 | -10311 | ¥15.31 | -45.11 |
| 2026-04-03 | 创业环保(600874.SH) | 买 | 1800 | 6.08 | 10944 | ¥5 | 0 |
| 2026-04-03 | 宝立食品(603170.SH) | 卖 | -700 | 12.71 | -8897 | ¥13.9 | -1389.65 |
| 2026-04-03 | 龙版传媒(605577.SH) | 卖 | -1900 | 13.29 | -25251 | ¥32.83 | -1155.32 |
| 2026-03-31 | 山西高速(000755.SZ) | 卖 | -100000 | 5.26 | -526000 | ¥683.8 | -30796.69 |
| 2026-03-31 | 海峡环保(603817.SH) | 买 | 7100 | 7.71 | 54741 | ¥16.42 | 0 |
| 2026-03-31 | 苏农银行(603323.SH) | 卖 | -3100 | 4.89 | -15159 | ¥20.16 | -128.58 |
| 2026-03-31 | 创业环保(600874.SH) | 买 | 77700 | 6.25 | 485625 | ¥145.69 | 0 |
| 2026-03-31 | 龙版传媒(605577.SH) | 卖 | -2100 | 12.89 | -27069 | ¥35.19 | -2116.93 |
