高毛利低价微盘搏击策略:年化收益率（52.04%）
本策略精选总股本小于1亿、毛利率大于50%的小市值优质公司，并结合股价由低到高排序，选取5只低价股构建投资组合，每40日调仓，旨在发掘并轮动投资于盈利能力强、股价被低估的小盘潜力股。
概要
核心指标
- 累计收益率: 533.11%
- 年化收益率: 52.04%
- 基准收益率: -23.02%
- 阿尔法: 0.71
- 夏普比率: 1.14
- 最大回撤: 37.3%
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 | 博汇科技(688004.SH) | 18.775631028629 | 51836 | 29 | 24.5 | 1269982 | 296728.39/30.488% |
| 2025-08-01 | 普元信息(688118.SH) | 21.216362901166 | 46988 | 29 | 29.44 | 1383326.72 | 386412.26/38.761% |
| 2025-08-01 | 光格科技(688450.SH) | 23.069020028793 | 39593 | 69 | 30.16 | 1194124.88 | 280753.17/30.738% |
| 2025-08-01 | 睿昂基因(688217.SH) | 21.989149983197 | 41658 | 109 | 30.34 | 1263903.72 | 347879.71/37.977% |
| 2025-08-01 | 爱威科技(688067.SH) | 18.867212335431 | 48249 | 749 | 25.28 | 1219734.72 | 309410.59/33.989% |
| 2025-07-31 | 博汇科技(688004.SH) | 18.775631028629 | 51836 | 28 | 23.24 | 1204668.64 | 231415.03/23.777% |
| 2025-07-31 | 普元信息(688118.SH) | 21.216362901166 | 46988 | 28 | 26.69 | 1254109.72 | 257195.26/25.799% |
| 2025-07-31 | 光格科技(688450.SH) | 23.069020028793 | 39593 | 68 | 30.16 | 1194124.88 | 280753.17/30.738% |
| 2025-07-31 | 睿昂基因(688217.SH) | 21.989149983197 | 41658 | 108 | 28.79 | 1199333.82 | 283309.81/30.928% |
| 2025-07-31 | 爱威科技(688067.SH) | 18.867212335431 | 48249 | 748 | 24.4 | 1177275.6 | 266951.47/29.325% |
交易详情
| 2025-07-14 | 爱威科技(688067.SH) | 买 | 221 | 21.7 | -7.1 | ¥0 | 0 |
| 2025-06-24 | 恒誉环保(688309.SH) | 卖 | -57542 | 16.65 | -958074.3 | ¥1245.5 | 21109.63 |
| 2025-06-24 | 天臣医疗(688013.SH) | 卖 | -44275 | 27.07 | -1198524.25 | ¥1558.08 | 397654.85 |
| 2025-06-24 | 爱威科技(688067.SH) | 买 | 2387 | 20.59 | 49148.33 | ¥14.74 | 0 |
| 2025-06-24 | 普元信息(688118.SH) | 买 | 46988 | 21.21 | 996615.48 | ¥298.98 | 0 |
| 2025-06-24 | 睿昂基因(688217.SH) | 买 | 1547 | 23.77 | 36772.19 | ¥11.03 | 0 |
| 2025-06-24 | 光格科技(688450.SH) | 买 | 3891 | 25.1 | 97664.1 | ¥29.3 | 0 |
| 2025-06-24 | 博汇科技(688004.SH) | 买 | 51836 | 18.77 | 972961.72 | ¥291.89 | 0 |
| 2025-06-23 | 恒誉环保(688309.SH) | 买 | 319 | 16.1 | -14.17 | ¥0 | 0 |
| 2025-06-11 | 天臣医疗(688013.SH) | 买 | 802 | 26.54 | -16.69 | ¥0 | 0 |
