低估值小市值轮动策略:年化收益率（24.32%）
本策略精选非ST、非科创板、非北交所上市的低市盈率、低市净率小市值股票，并进行等权重配置，旨在捕捉市场中被低估的价值洼地。策略定期轮动持仓，动态跟踪市场变化，追求稳健收益。
概要
核心指标
- 累计收益率: 156.43%
- 年化收益率: 24.32%
- 基准收益率: -25.15%
- 阿尔法: 0.33
- 夏普比率: 0.81
- 最大回撤: 29.88%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 七 匹 狼(002029.SZ) | 6.9620879679144 | 74800 | 4 | 6.77 | 506396 | -14368.18/-2.759% |
| 2025-08-01 | 联发股份(002394.SZ) | 9.9029700381679 | 52400 | 4 | 9.67 | 506708 | -12207.63/-2.353% |
| 2025-08-01 | 浙商中拓(000906.SZ) | 6.4543986163522 | 79100 | 19 | 6.48 | 512568 | 2025.07/0.397% |
| 2025-08-01 | 龙建股份(600853.SH) | 3.6934221316819 | 137710 | 59 | 3.76 | 517789.6 | 9168.44/1.803% |
| 2025-08-01 | 鲁 泰Ａ(000726.SZ) | 6.3537566319563 | 75297 | 144 | 6.81 | 512772.57 | 34353.76/7.181% |
| 2025-07-31 | 七 匹 狼(002029.SZ) | 6.9620879679144 | 74800 | 3 | 6.74 | 504152 | -16612.18/-3.19% |
| 2025-07-31 | 联发股份(002394.SZ) | 9.9029700381679 | 52400 | 3 | 9.58 | 501992 | -16923.63/-3.261% |
| 2025-07-31 | 浙商中拓(000906.SZ) | 6.4543986163522 | 79100 | 18 | 6.4 | 506240 | -4302.93/-0.843% |
| 2025-07-31 | 龙建股份(600853.SH) | 3.6934221316819 | 137710 | 58 | 3.75 | 516412.5 | 7791.34/1.532% |
| 2025-07-31 | 鲁 泰Ａ(000726.SZ) | 6.3537566319563 | 75297 | 143 | 6.77 | 509760.69 | 31341.88/6.551% |
交易详情
| 2025-07-29 | 浙农股份(002758.SZ) | 卖 | -55600 | 9.35 | -519860 | ¥675.82 | -6273.79 |
| 2025-07-29 | 大商股份(600694.SH) | 卖 | -25800 | 19.84 | -511872 | ¥665.43 | 16105.31 |
| 2025-07-29 | 联发股份(002394.SZ) | 买 | 52400 | 9.9 | 518760 | ¥155.63 | 0 |
| 2025-07-29 | 龙建股份(600853.SH) | 卖 | -1700 | 3.81 | -6477 | ¥11.48 | 198.18 |
| 2025-07-29 | 鲁 泰Ａ(000726.SZ) | 卖 | -1000 | 6.97 | -6970 | ¥11.97 | 616.24 |
| 2025-07-29 | 七 匹 狼(002029.SZ) | 买 | 74800 | 6.96 | 520608 | ¥156.18 | 0 |
| 2025-07-29 | 浙商中拓(000906.SZ) | 卖 | -400 | 6.65 | -2660 | ¥7.66 | 78.24 |
| 2025-07-22 | 七 匹 狼(002029.SZ) | 卖 | -71800 | 7 | -502600 | ¥653.38 | 5621.95 |
| 2025-07-22 | 联发股份(002394.SZ) | 卖 | -56267 | 10.51 | -591366.17 | ¥768.78 | 149190.42 |
| 2025-07-22 | 龙建股份(600853.SH) | 买 | 4000 | 3.8 | 15200 | ¥5 | 0 |
