超级价值成长小市值轮动策略:年化收益率（53.34%）
本策略精选基本面稳健增长、估值合理的低市值股票，每日动态轮动。
概要
核心指标
- 累计收益率: 557.32%
- 年化收益率: 53.34%
- 基准收益率: -23.02%
- 阿尔法: 0.7
- 夏普比率: 1.3
- 最大回撤: 42.63%
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 | 君禾股份(603617.SH) | 8.4065615779675 | 169500 | 9 | 7.68 | 1301760 | -123152.19/-8.643% |
| 2025-08-01 | 麦加芯彩(603062.SH) | 43.945174712491 | 27900 | 25 | 47.09 | 1313811 | 87740.63/7.156% |
| 2025-08-01 | 新宏泽(002836.SZ) | 8.8449511632495 | 135400 | 31 | 9.76 | 1321504 | 123897.61/10.345% |
| 2025-08-01 | 江南奕帆(301023.SZ) | 47.346444515982 | 30965 | 52 | 41.82 | 1294956.3 | -171126.35/-11.672% |
| 2025-08-01 | 智迪科技(301503.SZ) | 36.030205765538 | 32836 | 64 | 40.49 | 1329529.64 | 146441.8/12.378% |
| 2025-07-31 | 君禾股份(603617.SH) | 8.4065615779675 | 170400 | 8 | 7.66 | 1305264 | -127214.09/-8.881% |
| 2025-07-31 | 麦加芯彩(603062.SH) | 43.945174712491 | 27900 | 24 | 46.6 | 1300140 | 74069.63/6.041% |
| 2025-07-31 | 新宏泽(002836.SZ) | 8.8449511632495 | 135700 | 30 | 9.59 | 1301363 | 101103.13/8.423% |
| 2025-07-31 | 江南奕帆(301023.SZ) | 47.383899055335 | 30765 | 51 | 41.35 | 1272132.75 | -185632.9/-12.734% |
| 2025-07-31 | 智迪科技(301503.SZ) | 36.030205765538 | 32936 | 63 | 39.65 | 1305912.4 | 119221.54/10.047% |
交易详情
| 2025-08-01 | 智迪科技(301503.SZ) | 卖 | -100 | 39.86 | -3986 | ¥8.99 | 382.98 |
| 2025-08-01 | 江南奕帆(301023.SZ) | 买 | 200 | 41.56 | 8312 | ¥5 | 0 |
| 2025-08-01 | 新宏泽(002836.SZ) | 卖 | -300 | 9.67 | -2901 | ¥7.9 | 247.51 |
| 2025-08-01 | 君禾股份(603617.SH) | 卖 | -900 | 7.69 | -6921 | ¥11.92 | -644.91 |
| 2025-07-31 | 智迪科技(301503.SZ) | 卖 | -100 | 40.02 | -4002 | ¥9 | 398.98 |
| 2025-07-31 | 江南奕帆(301023.SZ) | 买 | 100 | 41.5 | 4150 | ¥5 | 0 |
| 2025-07-31 | 麦加芯彩(603062.SH) | 卖 | -300 | 47.49 | -14247 | ¥19.25 | 1063.45 |
| 2025-07-31 | 新宏泽(002836.SZ) | 卖 | -400 | 9.74 | -3896 | ¥8.9 | 358.02 |
| 2025-07-31 | 君禾股份(603617.SH) | 买 | 1700 | 7.72 | 13124 | ¥5 | 0 |
| 2025-07-30 | 智迪科技(301503.SZ) | 卖 | -200 | 40.33 | -8066 | ¥13.07 | 859.96 |
