三年盈增稳健轮动策略:年化收益率（298.39%）
本策略精选连续三年净利润增长率大于24%的非ST、非科创板小市值股票，构建5只股票的投资组合并每5日轮动调仓，旨在捕捉具备持续高增长潜力的小市值股票的投资机会。
概要
核心指标
- 累计收益率: 717.28%
- 年化收益率: 298.39%
- 基准收益率: 19.74%
- 阿尔法: 2.94
- 夏普比率: 2.52
- 最大回撤: 41.85%
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 | 瑞星股份(836717.BJ) | 12.793687075929 | 123800 | 17 | 12.97 | 1605686 | 21827.54/1.378% |
| 2025-08-01 | 前进科技(873679.BJ) | 19.981452487007 | 73647 | 32 | 22.39 | 1648956.33 | 177382.3/12.054% |
| 2025-08-01 | 天罡股份(832651.BJ) | 30.458063847586 | 49809 | 62 | 31.46 | 1566991.14 | 49905.44/3.29% |
| 2025-08-01 | 保丽洁(832802.BJ) | 17.082710117998 | 88847 | 62 | 18.77 | 1667658.19 | 149910.64/9.877% |
| 2025-08-01 | 博迅生物(836504.BJ) | 25.094829122684 | 57899 | 77 | 28.4 | 1644331.6 | 191366.09/13.171% |
| 2025-07-31 | 瑞星股份(836717.BJ) | 12.793687075929 | 123800 | 16 | 12.57 | 1556166 | -27692.46/-1.748% |
| 2025-07-31 | 前进科技(873679.BJ) | 19.981452487007 | 73647 | 31 | 21.95 | 1616551.65 | 144977.62/9.852% |
| 2025-07-31 | 天罡股份(832651.BJ) | 30.458063847586 | 49809 | 61 | 31.45 | 1566493.05 | 49407.35/3.257% |
| 2025-07-31 | 保丽洁(832802.BJ) | 17.082710117998 | 88847 | 61 | 18.65 | 1656996.55 | 139249/9.175% |
| 2025-07-31 | 博迅生物(836504.BJ) | 25.094829122684 | 57899 | 76 | 27.86 | 1613066.14 | 160100.63/11.019% |
交易详情
| 2025-07-31 | 保丽洁(832802.BJ) | 买 | 2700 | 18.34 | 49518 | ¥14.86 | 0 |
| 2025-07-31 | 博迅生物(836504.BJ) | 卖 | -1500 | 28.44 | -42660 | ¥55.46 | 5017.76 |
| 2025-07-31 | 天罡股份(832651.BJ) | 买 | 1300 | 33 | 42900 | ¥12.87 | 0 |
| 2025-07-31 | 前进科技(873679.BJ) | 卖 | -1700 | 22.5 | -38250 | ¥49.73 | 4281.53 |
| 2025-07-24 | 保丽洁(832802.BJ) | 买 | 3400 | 18.5 | 62900 | ¥18.87 | 0 |
| 2025-07-24 | 天罡股份(832651.BJ) | 卖 | -3400 | 32.84 | -111656 | ¥145.15 | 8331.1 |
| 2025-07-24 | 瑞星股份(836717.BJ) | 买 | 3400 | 13.12 | 44608 | ¥13.38 | 0 |
| 2025-07-24 | 前进科技(873679.BJ) | 买 | 800 | 21.65 | 17320 | ¥5.2 | 0 |
| 2025-07-17 | 保丽洁(832802.BJ) | 买 | 400 | 18.16 | 7264 | ¥5 | 0 |
| 2025-07-17 | 博迅生物(836504.BJ) | 卖 | -1700 | 26.53 | -45101 | ¥58.63 | 2439.79 |
