价升量缩技术面快速策略:年化收益率（51.15%）
本策略精选非创业板市场中，呈现“价升量缩”健康上涨信号、换手率适中且总市值较小的股票。策略旨在捕捉市场中被低估的小市值潜力股，通过3日短周期轮动，追求快速收益。
概要
核心指标
- 累计收益率: 314.26%
- 年化收益率: 51.15%
- 基准收益率: -17.55%
- 阿尔法: 0.69
- 夏普比率: 1.13
- 最大回撤: 38.4%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 中源家居(603709.SH) | 13.534058940397 | 60400 | 2 | 13.73 | 829292 | 11834.84/1.448% |
| 2025-08-01 | 凯大催化(830974.BJ) | 9.322796031746 | 88200 | 2 | 9.12 | 804384 | -17886.61/-2.175% |
| 2025-08-01 | 丰安股份(870508.BJ) | 21.946581914894 | 37600 | 2 | 21.96 | 825696 | 504.52/0.061% |
| 2025-08-01 | 博迅生物(836504.BJ) | 28.44853183391 | 28900 | 2 | 28.4 | 820760 | -1402.57/-0.171% |
| 2025-08-01 | 龙韵股份(603729.SH) | 17.455235084034 | 47600 | 5 | 17.65 | 840140 | 9270.81/1.116% |
| 2025-07-31 | 中源家居(603709.SH) | 13.534058940397 | 60400 | 1 | 13.41 | 809964 | -7493.16/-0.917% |
| 2025-07-31 | 凯大催化(830974.BJ) | 9.322796031746 | 88200 | 1 | 9 | 793800 | -28470.61/-3.462% |
| 2025-07-31 | 丰安股份(870508.BJ) | 21.946581914894 | 37600 | 1 | 21.66 | 814416 | -10775.48/-1.306% |
| 2025-07-31 | 博迅生物(836504.BJ) | 28.44853183391 | 28900 | 1 | 27.86 | 805154 | -17008.57/-2.069% |
| 2025-07-31 | 凤竹纺织(600493.SH) | 6.7420219869707 | 0 | 4 | 6.52 | 0 | -13756.3/-1.662% |
交易详情
| 2025-07-31 | 九州一轨(688485.SH) | 卖 | -68132 | 11.9 | -810770.8 | ¥1054 | -22052.01 |
| 2025-07-31 | 凤竹纺织(600493.SH) | 卖 | -122800 | 6.64 | -815392 | ¥1060.01 | -12528.3 |
| 2025-07-31 | 美芝股份(002856.SZ) | 卖 | -71100 | 11.81 | -839691 | ¥1091.6 | 20373.27 |
| 2025-07-31 | 睿昂基因(688217.SH) | 卖 | -29117 | 28.6 | -832746.2 | ¥1082.57 | 4701.55 |
| 2025-07-31 | 博迅生物(836504.BJ) | 买 | 28900 | 28.44 | 821916 | ¥246.57 | 0 |
| 2025-07-31 | 丰安股份(870508.BJ) | 买 | 37600 | 21.94 | 824944 | ¥247.48 | 0 |
| 2025-07-31 | 凯大催化(830974.BJ) | 买 | 88200 | 9.32 | 822024 | ¥246.61 | 0 |
| 2025-07-31 | 中源家居(603709.SH) | 买 | 60400 | 13.53 | 817212 | ¥245.16 | 0 |
| 2025-07-28 | 舜宇精工(831906.BJ) | 卖 | -32700 | 24.98 | -816846 | ¥1061.9 | -9076.7 |
| 2025-07-28 | 卓锦股份(688701.SH) | 卖 | -90547 | 9.15 | -828505.05 | ¥1077.06 | 4280.16 |
