低PE与高EPS的组合策略:年化收益率（37.94%）
该策略以风险控制和价值投资为核心，通过多维度筛选构建投资组合。在基本面指标上，剔除 ST 股票、科创板及北交所股票，规避高风险与流动性、信息不对称问题；同时筛选具有流动性、成长性与稳定性的高成长股票。
概要
核心指标
- 累计收益率: 435.02%
- 年化收益率: 37.94%
- 基准收益率: -8.84%
- 阿尔法: 0.45
- 夏普比率: 0.99
- 最大回撤: 43.27%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-09 | 浙江华业(301616.SZ) | 39.997508475783 | 140400 | 9 | 38.08 | 5346432 | -269218.19/-4.794% |
| 2026-06-08 | 浙江华业(301616.SZ) | 39.997508475783 | 140400 | 8 | 37.15 | 5215860 | -399790.19/-7.119% |
| 2026-06-05 | 浙江华业(301616.SZ) | 39.997508475783 | 140400 | 7 | 38.36 | 5385744 | -229906.19/-4.094% |
| 2026-06-04 | 浙江华业(301616.SZ) | 39.997508475783 | 140400 | 6 | 38 | 5335200 | -280450.19/-4.994% |
| 2026-06-03 | 浙江华业(301616.SZ) | 39.997508475783 | 140400 | 5 | 38.59 | 5418036 | -197614.19/-3.519% |
| 2026-06-02 | 浙江华业(301616.SZ) | 40.001996997856 | 139900 | 4 | 39.1 | 5470090 | -126189.38/-2.255% |
| 2026-06-01 | 浙江华业(301616.SZ) | 40.001996997856 | 139900 | 3 | 39.77 | 5563823 | -32456.38/-0.58% |
| 2026-05-29 | 浙江华业(301616.SZ) | 40.001996997856 | 139900 | 2 | 38.66 | 5408534 | -187745.38/-3.355% |
| 2026-05-28 | 浙江华业(301616.SZ) | 40.001996997856 | 139900 | 1 | 40.14 | 5615586 | 19306.62/0.345% |
| 2026-05-28 | 博隆技术(603325.SH) | 84.675619296344 | 0 | 161 | 55.25 | 0 | -2976685.29/-34.645% |
交易详情
| 2026-06-03 | 浙江华业(301616.SZ) | 买 | 500 | 38.73 | 19365 | ¥5.81 | 0 |
| 2026-05-28 | 博隆技术(603325.SH) | 卖 | -101470 | 55.45 | -5626511.5 | ¥7314.46 | -2965523.59 |
| 2026-05-28 | 浙江华业(301616.SZ) | 买 | 139900 | 39.99 | 5594601 | ¥1678.38 | 0 |
| 2026-05-22 | 博隆技术(603325.SH) | 买 | 100 | 58.05 | 5805 | ¥5 | 0 |
| 2025-12-25 | 博隆技术(603325.SH) | 买 | 770 | 78.31 | -61.3 | ¥0 | 0 |
| 2025-09-26 | 博隆技术(603325.SH) | 买 | 1200 | 86.53 | 103836 | ¥31.15 | 0 |
| 2025-09-22 | 力聚热能(603391.SH) | 卖 | -166062 | 51.79 | -8600350.98 | ¥11180.46 | 2448486.28 |
| 2025-09-22 | 博隆技术(603325.SH) | 买 | 99400 | 85.31 | 8479814 | ¥2543.94 | 0 |
| 2025-05-19 | 力聚热能(603391.SH) | 买 | 5362 | 37.46 | -14.48 | ¥0 | 0 |
| 2025-05-14 | 力聚热能(603391.SH) | 买 | 200 | 38.41 | 7682 | ¥5 | 0 |
