低现金比率小市值轮动策略:年化收益率（126.92%）
本策略精选连续3个季度现金比率大于0.2且市值较小的非ST、非科创板股票，构建股票组合，每5个交易日轮动调仓，动态跟踪低现金比率小市值股票，力求在控制风险的前提下，捕捉小市值股票的超额收益。
概要
核心指标
- 累计收益率: 299.56%
- 年化收益率: 126.92%
- 基准收益率: 13.55%
- 阿尔法: 1.59
- 夏普比率: 1.45
- 最大回撤: 54.73%
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 | 速达股份(001277.SZ) | 45.123532768362 | 17700 | 5 | 49.2 | 870840 | 72153.47/9.034% |
| 2025-08-01 | 舜宇精工(831906.BJ) | 24.9847909375 | 32000 | 10 | 24.09 | 770880 | -28633.31/-3.581% |
| 2025-08-01 | 太湖远大(920118.BJ) | 27.211826690391 | 28100 | 10 | 27.96 | 785676 | 21023.67/2.749% |
| 2025-08-01 | 宏海科技(920108.BJ) | 18.09441840858 | 44500 | 15 | 17.64 | 784980 | -20221.62/-2.511% |
| 2025-08-01 | 科拜尔(920066.BJ) | 33.162779583333 | 23900 | 20 | 32.24 | 770536 | -22054.43/-2.783% |
| 2025-07-31 | 速达股份(001277.SZ) | 45.123532768362 | 17700 | 4 | 47.69 | 844113 | 45426.47/5.688% |
| 2025-07-31 | 舜宇精工(831906.BJ) | 24.9847909375 | 32000 | 9 | 24.03 | 768960 | -30553.31/-3.821% |
| 2025-07-31 | 太湖远大(920118.BJ) | 27.211826690391 | 28100 | 9 | 27.71 | 778651 | 13998.67/1.831% |
| 2025-07-31 | 宏海科技(920108.BJ) | 18.09441840858 | 44500 | 14 | 17.43 | 775635 | -29566.62/-3.672% |
| 2025-07-31 | 科拜尔(920066.BJ) | 33.162779583333 | 23900 | 19 | 32.08 | 766712 | -25878.43/-3.265% |
交易详情
| 2025-07-28 | 宏海科技(920108.BJ) | 买 | 900 | 18.04 | 16236 | ¥5 | 0 |
| 2025-07-28 | 太湖远大(920118.BJ) | 买 | 1500 | 28.51 | 42765 | ¥12.83 | 0 |
| 2025-07-28 | 舜宇精工(831906.BJ) | 买 | 31800 | 24.98 | 794364 | ¥238.31 | 0 |
| 2025-07-28 | 速达股份(001277.SZ) | 买 | 17700 | 45.11 | 798447 | ¥239.53 | 0 |
| 2025-07-21 | 科拜尔(920066.BJ) | 卖 | -100 | 33.6 | -3360 | ¥8.36 | 43.72 |
| 2025-07-21 | 太湖远大(920118.BJ) | 买 | 26600 | 27.13 | 721658 | ¥216.5 | 0 |
| 2025-07-21 | 宏海科技(920108.BJ) | 卖 | -400 | 18.3 | -7320 | ¥12.32 | 81.83 |
| 2025-07-21 | 舜宇精工(831906.BJ) | 买 | 200 | 24.53 | 4906 | ¥5 | 0 |
| 2025-07-21 | 中程退(300208.SZ) | 卖 | -2768400 | 0.28 | -775152 | ¥0 | 55152.07 |
| 2025-07-21 | 退市九有(600462.SH) | 卖 | -4225400 | 0.21 | -887334 | ¥0 | 211067.18 |
