低营运资本周转率轮动策略:年化收益率（9.97%）
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: 38.68%
- 年化收益率: 9.97%
- 基准收益率: -17.55%
- 阿尔法: 0.2
- 夏普比率: 0.37
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 漱玉平民(301017.SZ) | 11.539690362534 | 21200 | 61 | 13.29 | 281748 | 37106.56/15.168% |
| 2025-08-01 | 沧州大化(600230.SH) | 10.60972281027 | 19119 | 306 | 14.44 | 276078.36 | 73231.07/36.102% |
| 2025-08-01 | 海辰药业(300584.SZ) | 22.15182943413 | 7753 | 306 | 34.39 | 266625.67 | 94882.54/55.247% |
| 2025-08-01 | 聚力文化(002247.SZ) | 2.0808464091885 | 103800 | 311 | 2.71 | 281298 | 65306.14/30.235% |
| 2025-08-01 | 日出东方(603366.SH) | 8.0947816570903 | 29101 | 306 | 9.55 | 277914.55 | 42348.31/17.977% |
| 2025-07-31 | 漱玉平民(301017.SZ) | 11.517915583049 | 20900 | 60 | 13.08 | 273372 | 32647.56/13.562% |
| 2025-07-31 | 沧州大化(600230.SH) | 10.502298212017 | 18619 | 305 | 14.43 | 268672.17 | 73129.88/37.398% |
| 2025-07-31 | 海辰药业(300584.SZ) | 21.043027205761 | 7153 | 305 | 35.66 | 255075.98 | 104555.21/69.462% |
| 2025-07-31 | 聚力文化(002247.SZ) | 2.0709878283425 | 102100 | 310 | 2.67 | 272607 | 61159.14/28.924% |
| 2025-07-31 | 日出东方(603366.SH) | 8.0646026807124 | 28501 | 305 | 9.52 | 271329.52 | 41480.28/18.047% |
交易详情
| 2025-08-01 | 聚力文化(002247.SZ) | 买 | 1700 | 2.67 | 4539 | ¥5 | 0 |
| 2025-08-01 | 日出东方(603366.SH) | 买 | 600 | 9.52 | 5712 | ¥5 | 0 |
| 2025-08-01 | 海辰药业(300584.SZ) | 买 | 600 | 35.36 | 21216 | ¥6.36 | 0 |
| 2025-08-01 | 漱玉平民(301017.SZ) | 买 | 300 | 13.04 | 3912 | ¥5 | 0 |
| 2025-08-01 | 沧州大化(600230.SH) | 买 | 500 | 14.6 | 7300 | ¥5 | 0 |
| 2025-07-25 | 聚力文化(002247.SZ) | 买 | 3600 | 2.77 | 9972 | ¥5 | 0 |
| 2025-07-25 | 日出东方(603366.SH) | 买 | 2200 | 9.85 | 21670 | ¥6.5 | 0 |
| 2025-07-25 | 海辰药业(300584.SZ) | 买 | 100 | 34.01 | 3401 | ¥5 | 0 |
| 2025-07-25 | 漱玉平民(301017.SZ) | 买 | 200 | 13 | 2600 | ¥5 | 0 |
| 2025-07-25 | 沧州大化(600230.SH) | 卖 | -3000 | 15.09 | -45270 | ¥58.85 | 13763.11 |
