盈利增长均线金叉轮动策略:年化收益率（-16.3%）
本策略结合均线金叉技术指标和每股收益同比增长率财务指标，筛选盈利能力稳健增长且近期股价呈现强势的股票构建投资组合。策略在均线金叉出现时，买入过去三年每股收益增长率最高的6只股票，并每3日进行调仓，以期获取超额收益。
概要
核心指标
- 累计收益率: -23.69%
- 年化收益率: -16.3%
- 基准收益率: 19.74%
- 阿尔法: -0.23
- 夏普比率: -0.37
- 最大回撤: 45.25%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 福斯达(603173.SH) | 45.403618518519 | 2700 | 1 | 43.8 | 118260 | -4329.77/-3.532% |
| 2025-08-01 | 华东医药(000963.SZ) | 44.313289285714 | 2800 | 1 | 43.73 | 122444 | -1633.21/-1.316% |
| 2025-08-01 | 达 意 隆(002209.SZ) | 15.68470375 | 8000 | 1 | 15.71 | 125680 | 202.37/0.161% |
| 2025-08-01 | 长盈精密(300115.SZ) | 22.436729090909 | 5500 | 1 | 22.33 | 122815 | -587.01/-0.476% |
| 2025-08-01 | 安德利(605198.SH) | 43.563064285714 | 0 | 4 | 48.39 | 0 | 23091.42/18.931% |
| 2025-08-01 | 海信视像(600060.SH) | 23.627086538462 | 0 | 4 | 22.85 | 0 | -4612.85/-3.755% |
| 2025-08-01 | 常熟银行(601128.SH) | 7.5922768292683 | 0 | 4 | 7.42 | 0 | -3317.34/-2.664% |
| 2025-08-01 | 宝鼎科技(002552.SZ) | 16.309036842105 | 7600 | 4 | 17.5 | 133000 | 9051.32/7.302% |
| 2025-08-01 | 惠柏新材(301555.SZ) | 32.979891891892 | 3700 | 1 | 33.46 | 123802 | 1776.4/1.456% |
| 2025-08-01 | 恒铭达(002947.SZ) | 34.200258333333 | 0 | 4 | 34 | 0 | -1800.93/-1.463% |
交易详情
| 2025-08-01 | 海信视像(600060.SH) | 卖 | -5200 | 22.72 | -118144 | ¥153.59 | -4716.85 |
| 2025-08-01 | 常熟银行(601128.SH) | 卖 | -16400 | 7.39 | -121196 | ¥157.55 | -3317.34 |
| 2025-08-01 | 恒铭达(002947.SZ) | 卖 | -3600 | 33.79 | -121644 | ¥158.14 | -1476.93 |
| 2025-08-01 | 方正科技(600601.SH) | 卖 | -20500 | 6.01 | -123205 | ¥160.17 | 578.22 |
| 2025-08-01 | 安德利(605198.SH) | 卖 | -2800 | 51.1 | -143080 | ¥186 | 21103.42 |
| 2025-08-01 | 长盈精密(300115.SZ) | 买 | 5500 | 22.43 | 123365 | ¥37.01 | 0 |
| 2025-08-01 | 达 意 隆(002209.SZ) | 买 | 8000 | 15.68 | 125440 | ¥37.63 | 0 |
| 2025-08-01 | 宝鼎科技(002552.SZ) | 买 | 100 | 16.57 | 1657 | ¥5 | 0 |
| 2025-08-01 | 华东医药(000963.SZ) | 买 | 2800 | 44.3 | 124040 | ¥37.21 | 0 |
| 2025-08-01 | 惠柏新材(301555.SZ) | 买 | 3700 | 32.97 | 121989 | ¥36.6 | 0 |
