现金牛小市值精选策略:年化收益率（24.28%）
本策略精选A股市场中具备良好现金流和较小流通市值的股票。通过财务指标和市场指标的多重筛选，力求捕捉基本面稳健且被市场低估的中小市值股票，以期获得长期稳健的投资回报。
概要
核心指标
- 累计收益率: 160.5%
- 年化收益率: 24.28%
- 基准收益率: -23.02%
- 阿尔法: 0.34
- 夏普比率: 0.75
- 最大回撤: 49.7%
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 | 辰奕智能(301578.SZ) | 36.370907913669 | 13900 | 4 | 36.09 | 501651 | -3904.62/-0.772% |
| 2025-08-01 | 速达股份(001277.SZ) | 44.333295614035 | 11400 | 4 | 49.2 | 560880 | 55480.43/10.978% |
| 2025-08-01 | 通达创智(001368.SZ) | 23.718633658537 | 20500 | 14 | 25.02 | 512910 | 26678.01/5.487% |
| 2025-08-01 | 万得凯(301309.SZ) | 23.720419408768 | 17598 | 64 | 28.68 | 504710.64 | 87278.7/20.908% |
| 2025-08-01 | 扬州金泉(603307.SH) | 35.905296138861 | 12795 | 144 | 39.4 | 504123 | 44714.74/9.733% |
| 2025-07-31 | 辰奕智能(301578.SZ) | 36.370907913669 | 13900 | 3 | 35.63 | 495257 | -10298.62/-2.037% |
| 2025-07-31 | 速达股份(001277.SZ) | 44.333295614035 | 11400 | 3 | 47.69 | 543666 | 38266.43/7.572% |
| 2025-07-31 | 通达创智(001368.SZ) | 23.718633658537 | 20500 | 13 | 25.16 | 515780 | 29548.01/6.077% |
| 2025-07-31 | 万得凯(301309.SZ) | 23.720419408768 | 17598 | 63 | 28.15 | 495383.7 | 77951.76/18.674% |
| 2025-07-31 | 扬州金泉(603307.SH) | 35.905296138861 | 12795 | 143 | 38.96 | 498493.2 | 39084.94/8.508% |
交易详情
| 2025-07-29 | 科力装备(301552.SZ) | 卖 | -12000 | 40.09 | -481080 | ¥625.4 | 10538.88 |
| 2025-07-29 | 和泰机电(001225.SZ) | 卖 | -13025 | 45.67 | -594851.75 | ¥773.31 | 166154.21 |
| 2025-07-29 | 扬州金泉(603307.SH) | 买 | 700 | 40.11 | 28077 | ¥8.42 | 0 |
| 2025-07-29 | 万得凯(301309.SZ) | 买 | 800 | 29.11 | 23288 | ¥6.99 | 0 |
| 2025-07-29 | 通达创智(001368.SZ) | 买 | 500 | 25.7 | 12850 | ¥5 | 0 |
| 2025-07-29 | 速达股份(001277.SZ) | 买 | 11400 | 44.32 | 505248 | ¥151.57 | 0 |
| 2025-07-29 | 辰奕智能(301578.SZ) | 买 | 13900 | 36.36 | 505404 | ¥151.62 | 0 |
| 2025-07-22 | 天益医疗(301097.SZ) | 卖 | -11142 | 45.05 | -501947.1 | ¥652.53 | 114415.72 |
| 2025-07-22 | 通达创智(001368.SZ) | 买 | 700 | 23.71 | 16597 | ¥5 | 0 |
| 2025-07-22 | 科力装备(301552.SZ) | 买 | 12000 | 39.2 | 470400 | ¥141.12 | 0 |
