超级价值成长小市值轮动策略:年化收益率（49.74%）
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: 455.28%
- 年化收益率: 49.74%
- 基准收益率: -26.46%
- 阿尔法: 0.68
- 夏普比率: 1.23
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 江南奕帆(301023.SZ) | 48.69712628651 | 25065 | 12 | 43.13 | 1081053.45 | -139540.02/-11.432% |
| 2025-06-06 | 麦加芯彩(603062.SH) | 47.633111768589 | 25075 | 24 | 44.27 | 1110070.25 | -84330.03/-7.06% |
| 2025-06-06 | 智迪科技(301503.SZ) | 35.50157522206 | 30436 | 24 | 36.92 | 1123697.12 | 43171.18/3.995% |
| 2025-06-06 | 智立方(301312.SZ) | 29.184840735665 | 34642 | 30 | 31.99 | 1108197.58 | 97176.33/9.612% |
| 2025-06-06 | 唯万密封(301161.SZ) | 21.54612510074 | 51200 | 45 | 21.73 | 1112576 | 9414.39/0.853% |
| 2025-06-05 | 江南奕帆(301023.SZ) | 48.69712628651 | 25065 | 11 | 44.47 | 1114640.55 | -105952.92/-8.68% |
| 2025-06-05 | 麦加芯彩(603062.SH) | 47.646617721616 | 24975 | 23 | 44.4 | 1108890 | -81084.28/-6.814% |
| 2025-06-05 | 智迪科技(301503.SZ) | 35.50157522206 | 30436 | 23 | 36.67 | 1116088.12 | 35562.18/3.291% |
| 2025-06-05 | 智立方(301312.SZ) | 29.184840735665 | 34642 | 29 | 31.93 | 1106119.06 | 95097.81/9.406% |
| 2025-06-05 | 唯万密封(301161.SZ) | 21.54612510074 | 52100 | 44 | 21.85 | 1138385 | 15831.88/1.41% |
交易详情
| 2025-06-06 | 唯万密封(301161.SZ) | 卖 | -900 | 21.93 | -19737 | ¥25.66 | 345.49 |
| 2025-06-06 | 麦加芯彩(603062.SH) | 买 | 100 | 44.21 | 4421 | ¥5 | 0 |
| 2025-06-05 | 智迪科技(301503.SZ) | 买 | 536 | 36.37 | -5.68 | ¥0 | 0 |
| 2025-06-05 | 唯万密封(301161.SZ) | 卖 | -300 | 21.33 | -6399 | ¥11.4 | -64.84 |
| 2025-06-05 | 智立方(301312.SZ) | 卖 | -800 | 31.76 | -25408 | ¥33.03 | 2060.13 |
| 2025-06-05 | 智迪科技(301503.SZ) | 卖 | -100 | 36.78 | -3678 | ¥8.68 | 127.84 |
| 2025-06-05 | 麦加芯彩(603062.SH) | 买 | 500 | 44.58 | 22290 | ¥6.69 | 0 |
| 2025-06-05 | 江南奕帆(301023.SZ) | 买 | 300 | 43.8 | 13140 | ¥5 | 0 |
| 2025-06-03 | 唯万密封(301161.SZ) | 卖 | -200 | 20.82 | -4164 | ¥9.16 | -145.23 |
| 2025-06-03 | 智立方(301312.SZ) | 卖 | -300 | 30.6 | -9180 | ¥14.18 | 424.55 |
