低波动窄幅震荡月度轮动策略:年化收益率（49.86%）
本策略精选行业内价格波动性较低，且近期价格波动幅度较小的股票。通过每月初调仓，轮动持有 4 只精选股票，力求在控制风险的前提下，捕捉市场中的价值洼地和潜在的反转机会。
概要
核心指标
- 累计收益率: 85.83%
- 年化收益率: 49.86%
- 基准收益率: 21.47%
- 阿尔法: 0.36
- 夏普比率: 1.69
- 最大回撤: 13.44%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 九安医疗(002432.SZ) | 38.921673043478 | 11500 | 3 | 38.97 | 448155 | 555.76/0.124% |
| 2025-08-06 | 惠而浦(600983.SH) | 10.953284951456 | 41200 | 3 | 11.27 | 464324 | 13048.66/2.892% |
| 2025-08-06 | 远光软件(002063.SZ) | 6.2418720608575 | 72300 | 3 | 6.43 | 464889 | 13601.65/3.014% |
| 2025-08-06 | 信凯科技(001335.SZ) | 37.581270833333 | 12000 | 3 | 38.76 | 465120 | 14144.75/3.136% |
| 2025-08-05 | 九安医疗(002432.SZ) | 38.921673043478 | 11500 | 2 | 39.09 | 449535 | 1935.76/0.432% |
| 2025-08-05 | 惠而浦(600983.SH) | 10.953284951456 | 41200 | 2 | 11.34 | 467208 | 15932.66/3.531% |
| 2025-08-05 | 远光软件(002063.SZ) | 6.2418720608575 | 72300 | 2 | 6.28 | 454044 | 2756.65/0.611% |
| 2025-08-05 | 信凯科技(001335.SZ) | 37.581270833333 | 12000 | 2 | 38.7 | 464400 | 13424.75/2.977% |
| 2025-08-04 | 九安医疗(002432.SZ) | 38.921673043478 | 11500 | 1 | 39.11 | 449765 | 2165.76/0.484% |
| 2025-08-04 | 惠而浦(600983.SH) | 10.953284951456 | 41200 | 1 | 11.22 | 462264 | 10988.66/2.435% |
交易详情
| 2025-08-04 | 永臻股份(603381.SH) | 卖 | -21600 | 21.18 | -457488 | ¥594.73 | -6619.19 |
| 2025-08-04 | 洪城环境(600461.SH) | 卖 | -48900 | 9.37 | -458193 | ¥595.65 | -6496.37 |
| 2025-08-04 | 罗莱生活(002293.SZ) | 卖 | -51500 | 8.47 | -436205 | ¥567.07 | -28979.51 |
| 2025-08-04 | 赛力斯(601127.SH) | 卖 | -3600 | 128 | -460800 | ¥599.04 | -6260.08 |
| 2025-08-04 | 信凯科技(001335.SZ) | 买 | 12000 | 37.57 | 450840 | ¥135.25 | 0 |
| 2025-08-04 | 远光软件(002063.SZ) | 买 | 72300 | 6.24 | 451152 | ¥135.35 | 0 |
| 2025-08-04 | 惠而浦(600983.SH) | 买 | 41200 | 10.95 | 451140 | ¥135.34 | 0 |
| 2025-08-04 | 九安医疗(002432.SZ) | 买 | 11500 | 38.91 | 447465 | ¥134.24 | 0 |
| 2025-07-28 | 地素时尚(603587.SH) | 卖 | -36700 | 12.66 | -464622 | ¥604.01 | 8671.26 |
| 2025-07-28 | 深中华A(000017.SZ) | 卖 | -71200 | 6.43 | -457816 | ¥595.16 | 2711.51 |
