低PE与高EPS的组合策略:年化收益率（48.54%）
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: 632.19%
- 年化收益率: 48.54%
- 基准收益率: -15.52%
- 阿尔法: 0.58
- 夏普比率: 1.19
- 最大回撤: 29.59%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 123 | 72.17 | 7315872.9 | -1270352.19/-14.795% |
| 2026-03-30 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 122 | 73.45 | 7445626.5 | -1140598.59/-13.284% |
| 2026-03-27 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 121 | 71.69 | 7267215.3 | -1319009.79/-15.362% |
| 2026-03-26 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 120 | 71.69 | 7267215.3 | -1319009.79/-15.362% |
| 2026-03-25 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 119 | 73.46 | 7446640.2 | -1139584.89/-13.272% |
| 2026-03-24 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 118 | 70.76 | 7172941.2 | -1413283.89/-16.46% |
| 2026-03-23 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 117 | 70.19 | 7115160.3 | -1471064.79/-17.133% |
| 2026-03-20 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 116 | 74.22 | 7523681.4 | -1062543.69/-12.375% |
| 2026-03-19 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 115 | 75.54 | 7657489.8 | -928735.29/-10.817% |
| 2026-03-18 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 114 | 77.77 | 7883544.9 | -702680.19/-8.184% |
交易详情
| 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 |
| 2025-05-08 | 万得凯(301309.SZ) | 卖 | -247700 | 24.5 | -6068650 | ¥7889.25 | 260820.17 |
| 2025-05-08 | 力聚热能(603391.SH) | 买 | 160500 | 38.27 | 6142335 | ¥1842.7 | 0 |
| 2025-04-29 | 扬州金泉(603307.SH) | 卖 | -165500 | 35.7 | -5908350 | ¥7680.86 | 486598.96 |
| 2025-04-29 | 万得凯(301309.SZ) | 买 | 247700 | 23.44 | 5806088 | ¥1741.83 | 0 |
