低PE高换手率轮动策略:年化收益率（48.73%）
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: 639.21%
- 年化收益率: 48.73%
- 基准收益率: -14.97%
- 阿尔法: 0.72
- 夏普比率: 0.96
- 最大回撤: 67.12%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 海圣医疗(920166.BJ) | 27.228166044776 | 53600 | 3 | 28.42 | 1523312 | 63882.3/4.377% |
| 2026-04-02 | 农大科技(920159.BJ) | 43.212959940653 | 33700 | 3 | 41.61 | 1402257 | -54019.75/-3.709% |
| 2026-04-02 | 通宝光电(920168.BJ) | 21.99659704142 | 67600 | 3 | 21.83 | 1475708 | -11261.96/-0.757% |
| 2026-04-02 | 天罡股份(920651.BJ) | 29.368807936508 | 50400 | 3 | 28.7 | 1446480 | -33707.92/-2.277% |
| 2026-04-02 | 爱得科技(920180.BJ) | 18.985089791886 | 88700 | 24 | 17.1 | 1516770 | -167207.46/-9.929% |
| 2026-04-01 | 海圣医疗(920166.BJ) | 27.228166044776 | 53600 | 2 | 27.78 | 1489008 | 29578.3/2.027% |
| 2026-04-01 | 农大科技(920159.BJ) | 43.212959940653 | 33700 | 2 | 42.06 | 1417422 | -38854.75/-2.668% |
| 2026-04-01 | 通宝光电(920168.BJ) | 21.99659704142 | 67600 | 2 | 21.99 | 1486524 | -445.96/-0.03% |
| 2026-04-01 | 天罡股份(920651.BJ) | 29.368807936508 | 50400 | 2 | 28.58 | 1440432 | -39755.92/-2.686% |
| 2026-04-01 | 爱得科技(920180.BJ) | 18.985089791886 | 88700 | 23 | 17.04 | 1511448 | -172529.46/-10.245% |
交易详情
| 2026-03-31 | 国亮新材(920076.BJ) | 卖 | -70400 | 21.44 | -1509376 | ¥1962.19 | -252637.25 |
| 2026-03-31 | 中诚咨询(920003.BJ) | 卖 | -53900 | 27.23 | -1467697 | ¥1908.01 | -57722.49 |
| 2026-03-31 | 世昌股份(920022.BJ) | 卖 | -56400 | 25.86 | -1458504 | ¥1896.06 | -223446.04 |
| 2026-03-31 | 江天科技(920121.BJ) | 卖 | -41100 | 36.04 | -1481244 | ¥1925.62 | -215872.98 |
| 2026-03-31 | 天罡股份(920651.BJ) | 买 | 50400 | 29.36 | 1479744 | ¥443.92 | 0 |
| 2026-03-31 | 爱得科技(920180.BJ) | 买 | 200 | 16.69 | 3338 | ¥5 | 0 |
| 2026-03-31 | 通宝光电(920168.BJ) | 买 | 67600 | 21.99 | 1486524 | ¥445.96 | 0 |
| 2026-03-31 | 农大科技(920159.BJ) | 买 | 33700 | 43.2 | 1455840 | ¥436.75 | 0 |
| 2026-03-31 | 海圣医疗(920166.BJ) | 买 | 53600 | 27.22 | 1458992 | ¥437.7 | 0 |
| 2026-03-26 | 中诚咨询(920003.BJ) | 买 | 800 | 27.79 | 22232 | ¥6.67 | 0 |
