小市值盈利增长潜力股轮动策略:年化收益率（20.43%）
本策略精选A股市场中流通市值小于5亿元且归母净利润同比增长率介于50%-100%的优质小盘股，每日动态轮动，追求高成长性小市值股票的超额收益。
概要
核心指标
- 累计收益率: 124.44%
- 年化收益率: 20.43%
- 基准收益率: -23.73%
- 阿尔法: 0.32
- 夏普比率: 0.63
- 最大回撤: 47.17%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-14 | 智迪科技(301503.SZ) | 35.441068689132 | 11403 | 50 | 38.89 | 443462.67 | 39328.16/9.731% |
| 2025-07-14 | 远翔新材(301300.SZ) | 33.191293776394 | 11820 | 50 | 37.83 | 447150.6 | 54829.51/13.976% |
| 2025-07-14 | 矩阵股份(301365.SZ) | 16.525375727046 | 25127 | 50 | 18.09 | 454547.43 | 39314.31/9.468% |
| 2025-07-14 | 锡装股份(001332.SZ) | 34.937632522878 | 11872 | 60 | 37.08 | 440213.76 | 25434.19/6.132% |
| 2025-07-14 | 唯万密封(301161.SZ) | 20.625633629201 | 19173 | 170 | 23.69 | 454208.37 | 58753.1/14.857% |
| 2025-07-11 | 智迪科技(301503.SZ) | 35.441068689132 | 11403 | 49 | 38.58 | 439927.74 | 35793.23/8.857% |
| 2025-07-11 | 远翔新材(301300.SZ) | 33.191293776394 | 11820 | 49 | 37.2 | 439704 | 47382.91/12.078% |
| 2025-07-11 | 矩阵股份(301365.SZ) | 16.525375727046 | 25127 | 49 | 18.14 | 455803.78 | 40570.66/9.771% |
| 2025-07-11 | 锡装股份(001332.SZ) | 34.937632522878 | 11872 | 59 | 36.5 | 433328 | 18548.43/4.472% |
| 2025-07-11 | 唯万密封(301161.SZ) | 20.625633629201 | 19173 | 169 | 22.79 | 436952.67 | 41497.4/10.494% |
交易详情
| 2025-07-08 | 锡装股份(001332.SZ) | 买 | 100 | 36.74 | 3674 | ¥5 | 0 |
| 2025-07-08 | 远翔新材(301300.SZ) | 买 | 100 | 36.87 | 3687 | ¥5 | 0 |
| 2025-07-08 | 唯万密封(301161.SZ) | 买 | 200 | 22.96 | 4592 | ¥5 | 0 |
| 2025-07-01 | 矩阵股份(301365.SZ) | 卖 | -200 | 17.22 | -3444 | ¥8.44 | 138.92 |
| 2025-07-01 | 锡装股份(001332.SZ) | 买 | 200 | 35.98 | 7196 | ¥5 | 0 |
| 2025-07-01 | 唯万密封(301161.SZ) | 卖 | -500 | 22.7 | -11350 | ¥16.35 | 1049.62 |
| 2025-07-01 | 智迪科技(301503.SZ) | 卖 | -100 | 38.04 | -3804 | ¥8.8 | 259.89 |
| 2025-06-24 | 矩阵股份(301365.SZ) | 买 | 300 | 16.33 | 4899 | ¥5 | 0 |
| 2025-06-24 | 智迪科技(301503.SZ) | 卖 | -100 | 35.83 | -3583 | ¥8.58 | 38.89 |
| 2025-06-17 | 矩阵股份(301365.SZ) | 卖 | -300 | 17.14 | -5142 | ¥10.14 | 183.74 |
