低PE高换手率轮动策略:年化收益率（55.24%）
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: 547.07%
- 年化收益率: 55.24%
- 基准收益率: -26.46%
- 阿尔法: 0.9
- 夏普比率: 1.01
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 南方路机(603280.SH) | 25.057515082645 | 48400 | 1 | 25.75 | 1246300 | 33516.27/2.764% |
| 2025-06-06 | 福事特(301446.SZ) | 22.176650933786 | 58900 | 1 | 22.46 | 1322894 | 16689.26/1.278% |
| 2025-06-06 | 农心科技(001231.SZ) | 18.805640063091 | 0 | 4 | 19.79 | 0 | 52264.42/4.384% |
| 2025-06-06 | 扬州金泉(603307.SH) | 36.980131767545 | 34100 | 22 | 37.11 | 1265451 | 4428.51/0.351% |
| 2025-06-06 | 天罡股份(832651.BJ) | 28.218798670165 | 44345 | 25 | 29.6 | 1312612 | 61249.37/4.895% |
| 2025-06-06 | 康力源(301287.SZ) | 30.875233991373 | 0 | 28 | 40.5 | 0 | 475371.91/42.671% |
| 2025-06-06 | 万得凯(301309.SZ) | 22.864174957792 | 50900 | 37 | 25.97 | 1321873 | 158086.49/13.584% |
| 2025-06-05 | 农心科技(001231.SZ) | 18.805640063091 | 63400 | 3 | 19.63 | 1244542 | 52264.42/4.384% |
| 2025-06-05 | 扬州金泉(603307.SH) | 36.943233633634 | 33100 | 21 | 38.43 | 1272033 | 49211.97/4.024% |
| 2025-06-05 | 天罡股份(832651.BJ) | 28.114304922686 | 41345 | 24 | 29.53 | 1220917.85 | 58531.91/5.035% |
交易详情
| 2025-06-06 | 康力源(301287.SZ) | 卖 | -36082 | 41.3 | -1490186.6 | ¥1937.24 | 376146.41 |
| 2025-06-06 | 农心科技(001231.SZ) | 卖 | -63400 | 19.54 | -1238836 | ¥1610.49 | 46558.42 |
| 2025-06-06 | 天罡股份(832651.BJ) | 买 | 3000 | 29.65 | 88950 | ¥26.69 | 0 |
| 2025-06-06 | 万得凯(301309.SZ) | 买 | 3400 | 25.74 | 87516 | ¥26.25 | 0 |
| 2025-06-06 | 扬州金泉(603307.SH) | 买 | 1000 | 38.19 | 38190 | ¥11.46 | 0 |
| 2025-06-06 | 福事特(301446.SZ) | 买 | 58900 | 22.17 | 1305813 | ¥391.74 | 0 |
| 2025-06-06 | 南方路机(603280.SH) | 买 | 48400 | 25.05 | 1212420 | ¥363.73 | 0 |
| 2025-06-03 | 太湖远大(920118.BJ) | 卖 | -42800 | 27.69 | -1185132 | ¥1540.67 | 119092.28 |
| 2025-06-03 | 天罡股份(832651.BJ) | 卖 | -500 | 28.91 | -14455 | ¥19.46 | 397.85 |
| 2025-06-03 | 康力源(301287.SZ) | 买 | 900 | 34.31 | 30879 | ¥9.26 | 0 |
