财务稳健利润流轮动策略:年化收益率（22.73%）
本策略通过筛选满足多项财务稳健（毛利率、净利润增长率、净资产收益率、资产负债率）和估值（动态市盈率>0）条件的非限制类小市值股票。策略选取非ST、非科创北交所、非停牌、上市满一年、流通市值大于5亿元的股票池，并在此基础上进行财务指标过滤。最终按流通市值升序排列选取前N只，等权重持有并在固定交易日周期进行调仓，交易在开盘价撮合。旨在捕捉财务基本面良好且市值相对较小的股票的投资机会。
概要
核心指标
- 累计收益率: 146.52%
- 年化收益率: 22.73%
- 基准收益率: -23.02%
- 阿尔法: 0.33
- 夏普比率: 0.72
- 最大回撤: 29.92%
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 | 思进智能(003025.SZ) | 13.404362088876 | 35209 | 41 | 13.85 | 487644.65 | 15690.47/3.325% |
| 2025-08-01 | 诚意药业(603811.SH) | 9.0895097754638 | 40544 | 62 | 12.23 | 495853.12 | 127328.04/34.551% |
| 2025-08-01 | 新宏泽(002836.SZ) | 8.3642779924723 | 50255 | 65 | 9.76 | 490488.8 | 70142.01/16.687% |
| 2025-08-01 | 伟隆股份(002871.SZ) | 9.4919786119054 | 45656 | 65 | 10.55 | 481670.8 | 48305.02/11.146% |
| 2025-08-01 | 天地数码(300743.SZ) | 15.727872192468 | 24304 | 68 | 20.53 | 498961.12 | 116710.91/30.533% |
| 2025-07-31 | 思进智能(003025.SZ) | 13.404362088876 | 35209 | 40 | 13.71 | 482715.39 | 10761.21/2.28% |
| 2025-07-31 | 诚意药业(603811.SH) | 9.0895097754638 | 40544 | 61 | 12.7 | 514908.8 | 146383.72/39.722% |
| 2025-07-31 | 新宏泽(002836.SZ) | 8.3642779924723 | 50255 | 64 | 9.59 | 481945.45 | 61598.66/14.654% |
| 2025-07-31 | 伟隆股份(002871.SZ) | 9.4919786119054 | 45656 | 64 | 10.42 | 475735.52 | 42369.74/9.777% |
| 2025-07-31 | 天地数码(300743.SZ) | 15.727872192468 | 24304 | 67 | 20.03 | 486809.12 | 104558.91/27.354% |
交易详情
| 2025-07-31 | 伟隆股份(002871.SZ) | 买 | 700 | 10.59 | 7413 | ¥5 | 0 |
| 2025-07-31 | 诚意药业(603811.SH) | 卖 | -800 | 12.1 | -9680 | ¥14.68 | 2408.39 |
| 2025-07-28 | 新宏泽(002836.SZ) | 卖 | -100 | 9.83 | -983 | ¥5.98 | 146.57 |
| 2025-07-28 | 天地数码(300743.SZ) | 卖 | -100 | 20.36 | -2036 | ¥7.04 | 463.21 |
| 2025-07-28 | 诚意药业(603811.SH) | 卖 | -400 | 11.85 | -4740 | ¥9.74 | 1104.2 |
| 2025-07-23 | 伟隆股份(002871.SZ) | 卖 | -1400 | 10.99 | -15386 | ¥20.39 | 2121.32 |
| 2025-07-23 | 新宏泽(002836.SZ) | 买 | 1600 | 9.79 | 15664 | ¥5 | 0 |
| 2025-07-23 | 天地数码(300743.SZ) | 买 | 400 | 20.22 | 8088 | ¥5 | 0 |
| 2025-07-23 | 思进智能(003025.SZ) | 买 | 900 | 14.01 | 12609 | ¥5 | 0 |
| 2025-07-23 | 诚意药业(603811.SH) | 买 | 1500 | 11.66 | 17490 | ¥5.25 | 0 |
