优 growth 投资策略:年化收益率（19.39%）
本策略精选低价、营收利润双增长、高净利率且流通盘适中的优质小盘股，通过每3日轮动，追逐市场中被低估且具备成长性的投资标的。
概要
核心指标
- 累计收益率: 112.24%
- 年化收益率: 19.39%
- 基准收益率: -26.46%
- 阿尔法: 0.29
- 夏普比率: 0.67
- 最大回撤: 33.56%
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 | 锦江航运(601083.SH) | 11.318911413501 | 36500 | 22 | 11.46 | 418290 | 5149.73/1.246% |
| 2025-06-06 | 新疆火炬(603080.SH) | 16.075980626464 | 24932 | 25 | 17.12 | 426835.84 | 26029.49/6.494% |
| 2025-06-06 | 聚合顺(605166.SH) | 10.554864103007 | 35800 | 37 | 11.92 | 426736 | 48871.87/12.934% |
| 2025-06-06 | 华翔股份(603112.SH) | 12.336903085603 | 24368 | 145 | 17.06 | 415718.08 | 115092.43/38.284% |
| 2025-06-06 | 确成股份(605183.SH) | 16.946534043354 | 25400 | 163 | 16.96 | 430784 | 342.04/0.079% |
| 2025-06-05 | 锦江航运(601083.SH) | 11.31159395447 | 35300 | 21 | 11.52 | 406656 | 7356.73/1.842% |
| 2025-06-05 | 新疆火炬(603080.SH) | 16.075980626464 | 25132 | 24 | 16.93 | 425484.76 | 21463.21/5.312% |
| 2025-06-05 | 聚合顺(605166.SH) | 10.554864103007 | 36200 | 36 | 11.76 | 425712 | 43625.92/11.418% |
| 2025-06-05 | 华翔股份(603112.SH) | 12.336903085603 | 24868 | 144 | 17.31 | 430465.08 | 123670.97/40.311% |
| 2025-06-05 | 确成股份(605183.SH) | 16.946534043354 | 25400 | 162 | 16.36 | 415544 | -14897.96/-3.461% |
交易详情
| 2025-06-06 | 新疆火炬(603080.SH) | 卖 | -200 | 16.9 | -3380 | ¥8.38 | 164.8 |
| 2025-06-06 | 华翔股份(603112.SH) | 卖 | -500 | 17.4 | -8700 | ¥13.7 | 2531.55 |
| 2025-06-06 | 聚合顺(605166.SH) | 卖 | -400 | 11.78 | -4712 | ¥9.71 | 490.05 |
| 2025-06-06 | 锦江航运(601083.SH) | 买 | 1200 | 11.53 | 13836 | ¥5 | 0 |
| 2025-06-03 | 新疆火炬(603080.SH) | 卖 | -300 | 16.45 | -4935 | ¥9.94 | 112.21 |
| 2025-06-03 | 华翔股份(603112.SH) | 卖 | -400 | 16.5 | -6600 | ¥11.6 | 1665.24 |
| 2025-06-03 | 聚合顺(605166.SH) | 买 | 700 | 11.45 | 8015 | ¥5 | 0 |
| 2025-06-03 | 锦江航运(601083.SH) | 买 | 300 | 11.56 | 3468 | ¥5 | 0 |
| 2025-05-29 | 新疆火炬(603080.SH) | 买 | 832 | 16.55 | -6.4 | ¥0 | 0 |
| 2025-05-28 | 确成股份(605183.SH) | 卖 | -500 | 16.5 | -8250 | ¥13.25 | -223.27 |
