低换手率高流通盘策略:年化收益率（-27.38%）
本策略精选换手率低于1%且自由流通股占比超过60%的非次新股，旨在捕捉市场关注度较低但股权结构健康的潜力股，通过每日调仓，动态跟踪市场变化，追求长期稳健收益。
概要
核心指标
- 累计收益率: -54.94%
- 年化收益率: -27.38%
- 基准收益率: 5.8%
- 阿尔法: -0.25
- 夏普比率: -0.71
- 最大回撤: 68.82%
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 | 坤恒顺维(688283.SH) | 28.728616085756 | 15579 | 1 | 28.9 | 450233.1 | 2669.99/0.597% |
| 2025-08-06 | 昆工科技(831152.BJ) | 20.956285116279 | 0 | 2 | 20.63 | 0 | -3575.13/-0.793% |
| 2025-08-06 | 冠城新材(600067.SH) | 3.07 | 0 | 3 | 3.11 | 0 | 0/0% |
| 2025-08-05 | 昆工科技(831152.BJ) | 20.956285116279 | 21500 | 1 | 20.79 | 446985 | -3575.13/-0.793% |
| 2025-08-05 | 冠城新材(600067.SH) | 3.07 | 100 | 2 | 3.07 | 307 | 0/0% |
| 2025-08-05 | 赛象科技(002337.SZ) | 5.7333333333333 | 0 | 2 | 6.05 | 0 | 220/2.558% |
| 2025-08-05 | 派斯林(600215.SH) | 7.2821839797639 | 0 | 2 | 7.48 | 0 | 9358.49/2.167% |
| 2025-08-04 | 冠城新材(600067.SH) | 3.07 | 100 | 1 | 3.03 | 303 | -4/-1.303% |
| 2025-08-04 | 赛象科技(002337.SZ) | 5.7333333333333 | 1500 | 1 | 5.88 | 8820 | 220/2.558% |
| 2025-08-04 | 派斯林(600215.SH) | 7.2821839797639 | 59300 | 1 | 7.44 | 441192 | 9358.49/2.167% |
交易详情
| 2025-08-06 | 冠城新材(600067.SH) | 卖 | -100 | 3.06 | -306 | ¥5.31 | -1 |
| 2025-08-06 | 昆工科技(831152.BJ) | 卖 | -21500 | 20.83 | -447845 | ¥582.2 | -2715.13 |
| 2025-08-06 | 坤恒顺维(688283.SH) | 买 | 15579 | 28.72 | 447428.88 | ¥134.23 | 0 |
| 2025-08-05 | 赛象科技(002337.SZ) | 卖 | -1500 | 5.9 | -8850 | ¥13.85 | 250 |
| 2025-08-05 | 派斯林(600215.SH) | 卖 | -59300 | 7.46 | -442378 | ¥575.09 | 10544.49 |
| 2025-08-05 | 昆工科技(831152.BJ) | 买 | 21500 | 20.95 | 450425 | ¥135.13 | 0 |
| 2025-08-04 | 东望时代(600052.SH) | 卖 | -300 | 4.43 | -1329 | ¥6.33 | 46 |
| 2025-08-04 | 坤恒顺维(688283.SH) | 卖 | -15512 | 28.36 | -439920.32 | ¥571.9 | 1109.36 |
| 2025-08-04 | 派斯林(600215.SH) | 买 | 59300 | 7.28 | 431704 | ¥129.51 | 0 |
| 2025-08-04 | 赛象科技(002337.SZ) | 买 | 1500 | 5.73 | 8595 | ¥5 | 0 |
