行业精选小盘股策略:年化收益率（64.84%）
本策略精选银行、房地产、电子行业的小市值股票，通过定期调仓，力求在特定行业中获取小市值股票带来的超额收益。
概要
核心指标
- 累计收益率: 768.66%
- 年化收益率: 64.84%
- 基准收益率: -25.15%
- 阿尔法: 0.97
- 夏普比率: 1.17
- 最大回撤: 45.96%
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 | 贝隆精密(301567.SZ) | 42.322743902439 | 8200 | 14 | 42.52 | 348664 | 1617.5/0.466% |
| 2025-08-01 | 鑫汇科(831167.BJ) | 26.817750005916 | 11874 | 49 | 28.52 | 338646.48 | 20212.52/6.347% |
| 2025-08-01 | 晶华微(688130.SH) | 20.050122410494 | 15802 | 64 | 22.7 | 358705.4 | 41873.37/13.216% |
| 2025-08-01 | 耐科装备(688419.SH) | 24.054208322444 | 12322 | 104 | 27.8 | 342551.6 | 46155.65/15.572% |
| 2025-08-01 | 东南电子(301359.SZ) | 16.226286918825 | 16027 | 199 | 21.36 | 342336.72 | 82278.02/31.638% |
| 2025-07-31 | 贝隆精密(301567.SZ) | 42.322743902439 | 8200 | 13 | 41.99 | 344318 | -2728.5/-0.786% |
| 2025-07-31 | 鑫汇科(831167.BJ) | 26.817750005916 | 11874 | 48 | 28.17 | 334490.58 | 16056.62/5.042% |
| 2025-07-31 | 晶华微(688130.SH) | 20.050122410494 | 15802 | 63 | 22.65 | 357915.3 | 41083.27/12.967% |
| 2025-07-31 | 耐科装备(688419.SH) | 24.054208322444 | 12322 | 103 | 27.77 | 342181.94 | 45785.99/15.448% |
| 2025-07-31 | 东南电子(301359.SZ) | 16.226286918825 | 16027 | 198 | 21.12 | 338490.24 | 78431.54/30.159% |
交易详情
| 2025-07-29 | 鑫汇科(831167.BJ) | 卖 | -200 | 29.8 | -5960 | ¥10.96 | 596.45 |
| 2025-07-29 | 耐科装备(688419.SH) | 卖 | -300 | 28.8 | -8640 | ¥13.64 | 1423.74 |
| 2025-07-29 | 贝隆精密(301567.SZ) | 买 | 200 | 43.1 | 8620 | ¥5 | 0 |
| 2025-07-22 | 鑫汇科(831167.BJ) | 买 | 100 | 27.91 | 2791 | ¥5 | 0 |
| 2025-07-15 | 骏成科技(301106.SZ) | 卖 | -11100 | 30.93 | -343323 | ¥446.32 | 27988.43 |
| 2025-07-15 | 东南电子(301359.SZ) | 卖 | -100 | 21.2 | -2120 | ¥7.12 | 497.37 |
| 2025-07-15 | 晶华微(688130.SH) | 买 | 523 | 21.79 | 11396.17 | ¥5 | 0 |
| 2025-07-15 | 贝隆精密(301567.SZ) | 买 | 8000 | 42.29 | 338320 | ¥101.5 | 0 |
| 2025-07-11 | 耐科装备(688419.SH) | 买 | 3683 | 26.43 | -4.02 | ¥0 | 0 |
| 2025-07-08 | 东南电子(301359.SZ) | 卖 | -300 | 20.8 | -6240 | ¥11.24 | 1372.11 |
