现金牛小市值精选策略:年化收益率（25.5%）
本策略精选A股市场中具备良好现金流和较小流通市值的股票。通过财务指标和市场指标的多重筛选，力求捕捉基本面稳健且被市场低估的中小市值股票，以期获得长期稳健的投资回报。
概要
核心指标
- 累计收益率: 172.7%
- 年化收益率: 25.5%
- 基准收益率: -21.91%
- 阿尔法: 0.35
- 夏普比率: 0.78
- 最大回撤: 49.7%
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 | 天益医疗(301097.SZ) | 45.643688695652 | 11500 | 2 | 46.23 | 531645 | 6742.58/1.285% |
| 2025-08-06 | 辰奕智能(301578.SZ) | 36.38337739726 | 14600 | 7 | 37.72 | 550712 | 19514.69/3.674% |
| 2025-08-06 | 通达创智(001368.SZ) | 23.747307211538 | 20800 | 17 | 25.55 | 531440 | 37496.01/7.591% |
| 2025-08-06 | 万得凯(301309.SZ) | 23.977228389853 | 18498 | 67 | 29.67 | 548835.66 | 105304.89/23.742% |
| 2025-08-06 | 扬州金泉(603307.SH) | 36.096416132641 | 13395 | 147 | 41.14 | 551070.3 | 67558.81/13.973% |
| 2025-08-05 | 天益医疗(301097.SZ) | 45.643688695652 | 11500 | 1 | 46.4 | 533600 | 8697.58/1.657% |
| 2025-08-05 | 辰奕智能(301578.SZ) | 36.38337739726 | 14600 | 6 | 37.37 | 545602 | 14404.69/2.712% |
| 2025-08-05 | 速达股份(001277.SZ) | 44.333295614035 | 0 | 6 | 53.8 | 0 | 96748.43/19.143% |
| 2025-08-05 | 通达创智(001368.SZ) | 23.747307211538 | 20800 | 16 | 25.69 | 534352 | 40408.01/8.181% |
| 2025-08-05 | 万得凯(301309.SZ) | 23.977228389853 | 18498 | 66 | 29.75 | 550315.5 | 106784.73/24.076% |
交易详情
| 2025-08-05 | 速达股份(001277.SZ) | 卖 | -11400 | 52.79 | -601806 | ¥782.35 | 96406.43 |
| 2025-08-05 | 扬州金泉(603307.SH) | 买 | 600 | 40.16 | 24096 | ¥7.23 | 0 |
| 2025-08-05 | 万得凯(301309.SZ) | 买 | 900 | 28.99 | 26091 | ¥7.83 | 0 |
| 2025-08-05 | 通达创智(001368.SZ) | 买 | 300 | 25.69 | 7707 | ¥5 | 0 |
| 2025-08-05 | 天益医疗(301097.SZ) | 买 | 11500 | 45.63 | 524745 | ¥157.42 | 0 |
| 2025-08-05 | 辰奕智能(301578.SZ) | 买 | 700 | 36.62 | 25634 | ¥7.69 | 0 |
| 2025-07-29 | 和泰机电(001225.SZ) | 卖 | -13025 | 45.67 | -594851.75 | ¥773.31 | 166154.21 |
| 2025-07-29 | 科力装备(301552.SZ) | 卖 | -12000 | 40.09 | -481080 | ¥625.4 | 10538.88 |
| 2025-07-29 | 扬州金泉(603307.SH) | 买 | 700 | 40.11 | 28077 | ¥8.42 | 0 |
| 2025-07-29 | 万得凯(301309.SZ) | 买 | 800 | 29.11 | 23288 | ¥6.99 | 0 |
