小市值盈利增长潜力股轮动策略:年化收益率（19.17%）
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: 110.58%
- 年化收益率: 19.17%
- 基准收益率: -26.46%
- 阿尔法: 0.32
- 夏普比率: 0.6
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 智迪科技(301503.SZ) | 35.441068689132 | 11603 | 24 | 36.92 | 428382.76 | 17160.04/4.173% |
| 2025-06-06 | 远翔新材(301300.SZ) | 33.009900399009 | 11120 | 24 | 34.94 | 388532.8 | 21462.71/5.847% |
| 2025-06-06 | 矩阵股份(301365.SZ) | 16.5275179222 | 25527 | 24 | 16.7 | 426300.9 | 4402.95/1.044% |
| 2025-06-06 | 锡装股份(001332.SZ) | 34.743510430248 | 10672 | 34 | 36.4 | 388460.8 | 17678.06/4.768% |
| 2025-06-06 | 唯万密封(301161.SZ) | 20.677490182061 | 20000 | 144 | 21.73 | 434600 | 21050.2/5.09% |
| 2025-06-05 | 智迪科技(301503.SZ) | 35.441068689132 | 11603 | 23 | 36.67 | 425482.01 | 14259.29/3.468% |
| 2025-06-05 | 远翔新材(301300.SZ) | 33.009900399009 | 11120 | 23 | 34.76 | 386531.2 | 19461.11/5.302% |
| 2025-06-05 | 矩阵股份(301365.SZ) | 16.5275179222 | 25527 | 23 | 16.7 | 426300.9 | 4402.95/1.044% |
| 2025-06-05 | 锡装股份(001332.SZ) | 34.743510430248 | 10672 | 33 | 37.08 | 395717.76 | 24935.02/6.725% |
| 2025-06-05 | 唯万密封(301161.SZ) | 20.677490182061 | 20000 | 143 | 21.85 | 437000 | 23450.2/5.67% |
交易详情
| 2025-06-05 | 智迪科技(301503.SZ) | 买 | 203 | 36.37 | -26.89 | ¥0 | 0 |
| 2025-06-03 | 矩阵股份(301365.SZ) | 买 | 200 | 16.2 | 3240 | ¥5 | 0 |
| 2025-06-03 | 锡装股份(001332.SZ) | 卖 | -1600 | 38.44 | -61504 | ¥79.96 | 5914.38 |
| 2025-06-03 | 唯万密封(301161.SZ) | 买 | 900 | 20.82 | 18738 | ¥5.62 | 0 |
| 2025-06-03 | 智迪科技(301503.SZ) | 买 | 100 | 36.5 | 3650 | ¥5 | 0 |
| 2025-05-29 | 远翔新材(301300.SZ) | 买 | 120 | 35.63 | -14.4 | ¥0 | 0 |
| 2025-05-26 | 矩阵股份(301365.SZ) | 买 | 527 | 16.27 | -0.71 | ¥0 | 0 |
| 2025-05-26 | 矩阵股份(301365.SZ) | 买 | 300 | 16.32 | 4896 | ¥5 | 0 |
| 2025-05-26 | 锡装股份(001332.SZ) | 买 | 200 | 36 | 7200 | ¥5 | 0 |
| 2025-05-26 | 唯万密封(301161.SZ) | 买 | 200 | 21.45 | 4290 | ¥5 | 0 |
