低营运资本周转率轮动策略:年化收益率（7.75%）
本策略选取两年营运资本周转率最低的5只非ST、非科创板股票，每10日调仓，等权重持有，旨在捕捉低运营资本周转率股票的投资机会。
概要
核心指标
- 累计收益率: 27.75%
- 年化收益率: 7.75%
- 基准收益率: -21.22%
- 阿尔法: 0.2
- 夏普比率: 0.3
- 最大回撤: 47.01%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 漱玉平民(301017.SZ) | 11.386928 | 19000 | 21 | 12.42 | 235980 | 19628.37/9.072% |
| 2025-06-06 | 沧州大化(600230.SH) | 10.546894720963 | 23980 | 266 | 10.38 | 248912.4 | -4002.14/-1.582% |
| 2025-06-06 | 日出东方(603366.SH) | 7.721648107889 | 23385 | 266 | 10.39 | 242970.15 | 62399.41/34.557% |
| 2025-06-06 | 聚力文化(002247.SZ) | 1.9611569579351 | 92300 | 271 | 2.7 | 249210 | 68195.21/37.674% |
| 2025-06-06 | 海辰药业(300584.SZ) | 19.115392694071 | 8628 | 266 | 34.32 | 296112.96 | 131185.35/79.541% |
| 2025-06-05 | 漱玉平民(301017.SZ) | 11.386928 | 20000 | 20 | 13.02 | 260400 | 32661.44/14.342% |
| 2025-06-05 | 沧州大化(600230.SH) | 10.557475537638 | 23080 | 265 | 10.26 | 236800.8 | -6865.74/-2.818% |
| 2025-06-05 | 日出东方(603366.SH) | 7.6776045683265 | 22985 | 265 | 10.27 | 236055.95 | 59586.21/33.766% |
| 2025-06-05 | 聚力文化(002247.SZ) | 1.9611569579351 | 93900 | 270 | 2.67 | 250713 | 66560.36/36.144% |
| 2025-06-05 | 海辰药业(300584.SZ) | 19.115392694071 | 8628 | 265 | 28.6 | 246760.8 | 81833.19/49.618% |
交易详情
| 2025-06-06 | 聚力文化(002247.SZ) | 卖 | -1600 | 2.68 | -4288 | ¥9.29 | 1150.15 |
| 2025-06-06 | 日出东方(603366.SH) | 买 | 400 | 10.24 | 4096 | ¥5 | 0 |
| 2025-06-06 | 漱玉平民(301017.SZ) | 卖 | -1000 | 13.02 | -13020 | ¥18.02 | 1633.07 |
| 2025-06-06 | 沧州大化(600230.SH) | 买 | 900 | 10.27 | 9243 | ¥5 | 0 |
| 2025-05-29 | 聚力文化(002247.SZ) | 买 | 8300 | 2.6 | 21580 | ¥6.47 | 0 |
| 2025-05-29 | 日出东方(603366.SH) | 买 | 1400 | 10.6 | 14840 | ¥5 | 0 |
| 2025-05-29 | 海辰药业(300584.SZ) | 卖 | -200 | 27.33 | -5466 | ¥10.47 | 1642.92 |
| 2025-05-29 | 漱玉平民(301017.SZ) | 买 | 500 | 12.1 | 6050 | ¥5 | 0 |
| 2025-05-29 | 沧州大化(600230.SH) | 买 | 100 | 10.46 | 1046 | ¥5 | 0 |
| 2025-05-22 | 聚力文化(002247.SZ) | 买 | 700 | 2.66 | 1862 | ¥5 | 0 |
