小市值高增长潜力策略:年化收益率（57.75%）
本策略精选流通市值小于55亿且归母净利润同比增长超过100%的潜力小盘股，结合非ST、非科创板/北交所、上市时长等严格筛选条件，构建5只股票的投资组合，每5个交易日调仓，捕捉小市值高成长股票的投资机会。
概要
核心指标
- 累计收益率: 540.84%
- 年化收益率: 57.75%
- 基准收益率: -8.92%
- 阿尔法: 0.71
- 夏普比率: 1.31
- 最大回撤: 45.91%
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 | 惠柏新材(301555.SZ) | 33.189953984576 | 38900 | 1 | 32.34 | 1258026 | -33063.21/-2.561% |
| 2026-04-02 | 瑞纳智能(301129.SZ) | 25.0075 | 0 | 6 | 24.4 | 0 | -11875.5/-0.91% |
| 2026-04-02 | 拓山重工(001226.SZ) | 47.021801303763 | 31000 | 26 | 43.74 | 1355940 | -101735.84/-6.979% |
| 2026-04-02 | 雅艺科技(301113.SZ) | 25.082040613699 | 50659 | 76 | 24.85 | 1258876.15 | -11754.95/-0.925% |
| 2026-04-02 | 智信精密(301512.SZ) | 46.174654584371 | 28400 | 101 | 44.54 | 1264936 | -46424.19/-3.54% |
| 2026-04-02 | 万丰股份(603172.SH) | 20.138763138256 | 60200 | 101 | 21.04 | 1266608 | 54254.46/4.475% |
| 2026-04-01 | 瑞纳智能(301129.SZ) | 25.0075 | 52200 | 5 | 24.78 | 1293516 | -11875.5/-0.91% |
| 2026-04-01 | 拓山重工(001226.SZ) | 47.209030448718 | 29900 | 25 | 41.67 | 1245933 | -165617.01/-11.733% |
| 2026-04-01 | 雅艺科技(301113.SZ) | 25.082040613699 | 50659 | 75 | 25.55 | 1294337.45 | 23706.35/1.866% |
| 2026-04-01 | 智信精密(301512.SZ) | 46.174654584371 | 28700 | 100 | 45.6 | 1308720 | -16492.59/-1.245% |
交易详情
| 2026-04-02 | 瑞纳智能(301129.SZ) | 卖 | -52200 | 24.85 | -1297170 | ¥1686.32 | -8221.5 |
| 2026-04-02 | 万丰股份(603172.SH) | 卖 | -1400 | 21.52 | -30128 | ¥39.17 | 1933.73 |
| 2026-04-02 | 智信精密(301512.SZ) | 卖 | -300 | 45.72 | -13716 | ¥18.72 | -136.4 |
| 2026-04-02 | 拓山重工(001226.SZ) | 买 | 1100 | 41.92 | 46112 | ¥13.83 | 0 |
| 2026-04-02 | 惠柏新材(301555.SZ) | 买 | 38900 | 33.18 | 1290702 | ¥387.21 | 0 |
| 2026-03-26 | 远翔新材(301300.SZ) | 卖 | -29400 | 42.97 | -1263318 | ¥1642.31 | -102427.6 |
| 2026-03-26 | 万丰股份(603172.SH) | 卖 | -700 | 21 | -14700 | ¥19.7 | 602.87 |
| 2026-03-26 | 智信精密(301512.SZ) | 买 | 500 | 45.2 | 22600 | ¥6.78 | 0 |
| 2026-03-26 | 拓山重工(001226.SZ) | 卖 | -1200 | 44.69 | -53628 | ¥69.72 | -3022.84 |
| 2026-03-26 | 瑞纳智能(301129.SZ) | 买 | 52200 | 25 | 1305000 | ¥391.5 | 0 |
