低PE高换手率轮动策略:年化收益率（57.24%）
本策略精选市盈率小于30倍、总股本低于10亿、且5日平均换手率大于3%的股票，并按流通市值升序选取前5名构建投资组合。策略每3日调仓，动态追踪市场中具备价值洼地和交易活力的中小盘股票，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 634.23%
- 年化收益率: 57.24%
- 基准收益率: -23.02%
- 阿尔法: 0.89
- 夏普比率: 1.04
- 最大回撤: 67.09%
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 | 通达创智(001368.SZ) | 24.96748792517 | 58800 | 2 | 25.02 | 1471176 | 3087.71/0.21% |
| 2025-08-01 | 太湖远大(920118.BJ) | 28.79416353167 | 52100 | 8 | 27.96 | 1456716 | -43459.92/-2.897% |
| 2025-08-01 | 扬州金泉(603307.SH) | 38.206074645161 | 37500 | 14 | 39.4 | 1477500 | 44772.2/3.125% |
| 2025-08-01 | 万得凯(301309.SZ) | 26.951014921079 | 52200 | 23 | 28.68 | 1497096 | 90253.02/6.415% |
| 2025-08-01 | 天罡股份(832651.BJ) | 28.432024754477 | 45145 | 65 | 31.46 | 1420261.7 | 136697.94/10.65% |
| 2025-07-31 | 通达创智(001368.SZ) | 24.96748792517 | 58800 | 1 | 25.16 | 1479408 | 11319.71/0.771% |
| 2025-07-31 | 合肥高科(430718.BJ) | 19.055714980794 | 0 | 4 | 18.3 | 0 | -37934.34/-2.549% |
| 2025-07-31 | 太湖远大(920118.BJ) | 28.79416353167 | 52100 | 7 | 27.71 | 1443691 | -56484.92/-3.765% |
| 2025-07-31 | 扬州金泉(603307.SH) | 38.206074645161 | 37500 | 13 | 38.96 | 1461000 | 28272.2/1.973% |
| 2025-07-31 | 万得凯(301309.SZ) | 26.951014921079 | 52200 | 22 | 28.15 | 1469430 | 62587.02/4.449% |
交易详情
| 2025-07-31 | 合肥高科(430718.BJ) | 卖 | -78100 | 18.57 | -1450317 | ¥1885.41 | -37934.34 |
| 2025-07-31 | 天罡股份(832651.BJ) | 卖 | -1400 | 33 | -46200 | ¥60.06 | 6395.17 |
| 2025-07-31 | 扬州金泉(603307.SH) | 买 | 200 | 39.45 | 7890 | ¥5 | 0 |
| 2025-07-31 | 通达创智(001368.SZ) | 买 | 58800 | 24.96 | 1467648 | ¥440.29 | 0 |
| 2025-07-28 | 通达创智(001368.SZ) | 卖 | -61500 | 25.95 | -1595925 | ¥2074.7 | 141941.49 |
| 2025-07-28 | 天罡股份(832651.BJ) | 买 | 200 | 31.97 | 6394 | ¥5 | 0 |
| 2025-07-28 | 太湖远大(920118.BJ) | 买 | 2600 | 28.51 | 74126 | ¥22.24 | 0 |
| 2025-07-28 | 扬州金泉(603307.SH) | 买 | 100 | 39.79 | 3979 | ¥5 | 0 |
| 2025-07-28 | 万得凯(301309.SZ) | 买 | 1600 | 28.35 | 45360 | ¥13.61 | 0 |
| 2025-07-28 | 合肥高科(430718.BJ) | 买 | 78100 | 19.05 | 1487805 | ¥446.34 | 0 |
