盈利增长优选策略:年化收益率（23.14%）
本策略基于基本面分析，精选毛利率高且净利润持续增长的优质股票。策略严格筛选非ST、非科创板、非北交所、非停牌且流通市值大于5亿元的股票，并要求股票具备大于50%的毛利率和高于10%的净利润增长率。策略持有5只股票，每5个交易日调仓，旨在捕捉基本面稳健、盈利能力强的成长型投资机会。
概要
核心指标
- 累计收益率: 105.34%
- 年化收益率: 23.14%
- 基准收益率: -16.33%
- 阿尔法: 0.37
- 夏普比率: 0.66
- 最大回撤: 48.06%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 开普检测(003008.SZ) | 20.629468823529 | 16700 | 60 | 23.54 | 393118 | 48605.87/14.109% |
| 2025-08-07 | 众智科技(301361.SZ) | 31.456484739266 | 11734 | 65 | 32.99 | 387104.66 | 17994.27/4.875% |
| 2025-08-07 | 瑞纳智能(301129.SZ) | 21.894605100447 | 14594 | 70 | 34.06 | 497071.64 | 177541.77/55.563% |
| 2025-08-07 | 科安达(002972.SZ) | 10.720487645006 | 30049 | 85 | 13.1 | 393641.9 | 71501.97/22.196% |
| 2025-08-07 | 博通股份(600455.SH) | 24.638337495854 | 13100 | 75 | 28.91 | 378721 | 55958.78/17.337% |
| 2025-08-06 | 开普检测(003008.SZ) | 20.629468823529 | 16700 | 59 | 23.52 | 392784 | 48271.87/14.012% |
| 2025-08-06 | 众智科技(301361.SZ) | 31.456484739266 | 11734 | 64 | 32.9 | 386048.6 | 16938.21/4.589% |
| 2025-08-06 | 瑞纳智能(301129.SZ) | 21.894605100447 | 14594 | 69 | 28.38 | 414177.72 | 94647.85/29.621% |
| 2025-08-06 | 科安达(002972.SZ) | 10.720487645006 | 30049 | 84 | 13.13 | 394543.37 | 72403.44/22.476% |
| 2025-08-06 | 博通股份(600455.SH) | 24.638337495854 | 13100 | 74 | 28.95 | 379245 | 56482.78/17.5% |
交易详情
| 2025-08-01 | 众智科技(301361.SZ) | 买 | 300 | 31.27 | 9381 | ¥5 | 0 |
| 2025-08-01 | 博通股份(600455.SH) | 卖 | -100 | 28.4 | -2840 | ¥7.84 | 376.17 |
| 2025-07-25 | 开普检测(003008.SZ) | 卖 | -300 | 22.28 | -6684 | ¥11.68 | 495.16 |
| 2025-07-25 | 博通股份(600455.SH) | 卖 | -100 | 28.12 | -2812 | ¥7.81 | 348.17 |
| 2025-07-18 | 瑞纳智能(301129.SZ) | 买 | 200 | 25.26 | 5052 | ¥5 | 0 |
| 2025-07-11 | 瑞纳智能(301129.SZ) | 买 | 200 | 25.01 | 5002 | ¥5 | 0 |
| 2025-07-11 | 众智科技(301361.SZ) | 卖 | -200 | 32.45 | -6490 | ¥11.49 | 197.81 |
| 2025-07-11 | 科安达(002972.SZ) | 买 | 300 | 12.18 | 3654 | ¥5 | 0 |
| 2025-07-11 | 开普检测(003008.SZ) | 买 | 100 | 21.7 | 2170 | ¥5 | 0 |
| 2025-07-11 | 博通股份(600455.SH) | 卖 | -100 | 27.9 | -2790 | ¥7.79 | 326.17 |
