低PE与高EPS的组合策略:年化收益率（51.07%）
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: 676.69%
- 年化收益率: 51.07%
- 基准收益率: -12.38%
- 阿尔法: 0.6
- 夏普比率: 1.24
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-09 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 107 | 76.56 | 7760887.2 | -825337.89/-9.612% |
| 2026-03-06 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 106 | 77.55 | 7861243.5 | -724981.59/-8.444% |
| 2026-03-05 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 105 | 76.31 | 7735544.7 | -850680.39/-9.908% |
| 2026-03-04 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 104 | 76.3 | 7734531 | -851694.09/-9.919% |
| 2026-03-03 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 103 | 77.3 | 7835901 | -750324.09/-8.739% |
| 2026-03-02 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 102 | 80.01 | 8110613.7 | -475611.39/-5.539% |
| 2026-02-27 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 101 | 81.04 | 8215024.8 | -371200.29/-4.323% |
| 2026-02-26 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 100 | 81.5 | 8261655 | -324570.09/-3.78% |
| 2026-02-25 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 99 | 80.36 | 8146093.2 | -440131.89/-5.126% |
| 2026-02-24 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 98 | 79.75 | 8084257.5 | -501967.59/-5.846% |
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 |
