盈利增长反弹预期策略:年化收益率（-9.93%）
本策略精选盈利能力快速增长的股票，通过跟踪归母净利润同比增长率，每日优选3只成长性突出的股票进行投资，力求捕捉市场中的成长机会。
概要
核心指标
- 累计收益率: -13.27%
- 年化收益率: -9.93%
- 基准收益率: 14.4%
- 阿尔法: -0.16
- 夏普比率: -0.45
- 最大回撤: 28.76%
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 | 中国中车(601766.SH) | 7.30219 | 40000 | 12 | 7.18 | 287200 | -4887.6/-1.673% |
| 2025-06-06 | 北方华创(002371.SZ) | 431.93955 | 600 | 12 | 430.49 | 258294 | -869.73/-0.336% |
| 2025-06-06 | 立讯精密(002475.SZ) | 32.409720224719 | 8900 | 12 | 31.32 | 278748 | -9698.51/-3.362% |
| 2025-06-05 | 中国中车(601766.SH) | 7.30219 | 40000 | 11 | 7.17 | 286800 | -5287.6/-1.81% |
| 2025-06-05 | 北方华创(002371.SZ) | 431.93955 | 600 | 11 | 429.63 | 257778 | -1385.73/-0.535% |
| 2025-06-05 | 立讯精密(002475.SZ) | 32.409720224719 | 8900 | 11 | 31.63 | 281507 | -6939.51/-2.406% |
| 2025-06-04 | 中国中车(601766.SH) | 7.30219 | 40000 | 10 | 7.15 | 286000 | -6087.6/-2.084% |
| 2025-06-04 | 北方华创(002371.SZ) | 431.93955 | 600 | 10 | 425.33 | 255198 | -3965.73/-1.53% |
| 2025-06-04 | 立讯精密(002475.SZ) | 32.409720224719 | 8900 | 10 | 30.8 | 274120 | -14326.51/-4.967% |
| 2025-06-03 | 中国中车(601766.SH) | 7.30219 | 40000 | 9 | 7.21 | 288400 | -3687.6/-1.262% |
交易详情
| 2025-05-21 | 贵州茅台(600519.SH) | 卖 | -100 | 1585 | -158500 | ¥206.05 | 2743.29 |
| 2025-05-21 | 山西汾酒(600809.SH) | 卖 | -1300 | 198.23 | -257699 | ¥335.01 | -20454.42 |
| 2025-05-21 | 紫金矿业(601899.SH) | 卖 | -16900 | 17.69 | -298961 | ¥388.65 | -1949.25 |
| 2025-05-21 | 立讯精密(002475.SZ) | 买 | 8900 | 32.4 | 288360 | ¥86.51 | 0 |
| 2025-05-21 | 北方华创(002371.SZ) | 买 | 600 | 431.81 | 259086 | ¥77.73 | 0 |
| 2025-05-21 | 中国中车(601766.SH) | 买 | 40000 | 7.3 | 292000 | ¥87.6 | 0 |
| 2025-04-25 | 比亚迪(002594.SZ) | 卖 | -800 | 370 | -296000 | ¥384.8 | 11514.68 |
| 2025-04-25 | 宁德时代(300750.SZ) | 卖 | -1224 | 237.2 | -290332.8 | ¥377.43 | -3755.4 |
| 2025-04-25 | 中国人寿(601628.SH) | 卖 | -8000 | 36.85 | -294800 | ¥383.24 | -21168.29 |
| 2025-04-25 | 贵州茅台(600519.SH) | 买 | 100 | 1557.1 | 155710 | ¥46.71 | 0 |
