高毛利低价微盘搏击策略:年化收益率（45.86%）
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: 396.69%
- 年化收益率: 45.86%
- 基准收益率: -26.46%
- 阿尔法: 0.66
- 夏普比率: 1.03
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 光格科技(688450.SH) | 22.846851997087 | 35702 | 29 | 24.79 | 885052.58 | 69374.27/8.505% |
| 2025-06-06 | 睿昂基因(688217.SH) | 21.920191219366 | 40111 | 69 | 23.96 | 961059.56 | 81818.77/9.306% |
| 2025-06-06 | 天臣医疗(688013.SH) | 18.42222528926 | 43473 | 109 | 27.06 | 1176379.38 | 375509.98/46.888% |
| 2025-06-06 | 恒誉环保(688309.SH) | 16.373917294099 | 57223 | 349 | 17.31 | 990530.13 | 53565.46/5.717% |
| 2025-06-06 | 爱威科技(688067.SH) | 18.868146139922 | 45641 | 709 | 20.9 | 953896.9 | 92735.84/10.769% |
| 2025-06-05 | 光格科技(688450.SH) | 22.846851997087 | 35702 | 28 | 24.74 | 883267.48 | 67589.17/8.286% |
| 2025-06-05 | 睿昂基因(688217.SH) | 21.920191219366 | 40111 | 68 | 23.63 | 947822.93 | 68582.14/7.8% |
| 2025-06-05 | 天臣医疗(688013.SH) | 18.42222528926 | 43473 | 108 | 27.2 | 1182465.6 | 381596.2/47.648% |
| 2025-06-05 | 恒誉环保(688309.SH) | 16.373917294099 | 57223 | 348 | 17.04 | 975079.92 | 38115.25/4.068% |
| 2025-06-05 | 爱威科技(688067.SH) | 18.868146139922 | 45641 | 708 | 20.75 | 947050.75 | 85889.69/9.974% |
交易详情
| 2025-04-23 | 立方控股(833030.BJ) | 卖 | -35900 | 33.88 | -1216292 | ¥1581.18 | 542978.45 |
| 2025-04-23 | 恒誉环保(688309.SH) | 买 | 3883 | 14.28 | 55449.24 | ¥16.63 | 0 |
| 2025-04-23 | 爱威科技(688067.SH) | 买 | 6172 | 18.14 | 111960.08 | ¥33.59 | 0 |
| 2025-04-23 | 天臣医疗(688013.SH) | 买 | 3990 | 18.86 | 75251.4 | ¥22.58 | 0 |
| 2025-04-23 | 睿昂基因(688217.SH) | 买 | 7586 | 20.6 | 156271.6 | ¥46.88 | 0 |
| 2025-04-23 | 光格科技(688450.SH) | 买 | 35702 | 22.84 | 815433.68 | ¥244.63 | 0 |
| 2025-02-25 | 安必平(688393.SH) | 卖 | -32869 | 33.11 | -1088292.59 | ¥1414.78 | 497459.46 |
| 2025-02-25 | 恒誉环保(688309.SH) | 买 | 8664 | 14.47 | 125368.08 | ¥37.61 | 0 |
| 2025-02-25 | 爱威科技(688067.SH) | 买 | 4664 | 19.38 | 90388.32 | ¥27.12 | 0 |
| 2025-02-25 | 天臣医疗(688013.SH) | 买 | 5798 | 19.5 | 113061 | ¥33.92 | 0 |
