低PE与高EPS的组合策略:年化收益率（35.51%）
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: 419.24%
- 年化收益率: 35.51%
- 基准收益率: -12.32%
- 阿尔法: 0.43
- 夏普比率: 0.94
- 最大回撤: 51.21%
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
|
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|---|---|---|---|---|---|---|---|
| 2026-08-21 | 浙江华业(301616.SZ) | 34.310290006662 | 150100 | 1 | 34.48 | 5175448 | 25473.47/0.495% |
| 2026-08-21 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 0 | 45 | 32.04 | 0 | 7325.5/0.142% |
| 2026-08-20 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 162300 | 44 | 31.94 | 5183862 | 7325.5/0.142% |
| 2026-08-19 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 162300 | 43 | 31.36 | 5089728 | -86808.5/-1.677% |
| 2026-08-18 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 162300 | 42 | 32.32 | 5245536 | 68999.5/1.333% |
| 2026-08-17 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 162300 | 41 | 33.03 | 5360769 | 184232.5/3.559% |
| 2026-08-14 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 162300 | 40 | 31.8 | 5161140 | -15396.5/-0.297% |
| 2026-08-13 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 162300 | 39 | 31.8 | 5161140 | -15396.5/-0.297% |
| 2026-08-12 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 162300 | 38 | 31.76 | 5154648 | -21888.5/-0.423% |
| 2026-08-11 | 毓恬冠佳(301173.SZ) | 31.894864448552 | 162300 | 37 | 31.4 | 5096220 | -80316.5/-1.552% |
交易详情
| 2026-08-21 | 毓恬冠佳(301173.SZ) | 卖 | -162300 | 31.87 | -5172501 | ¥6724.25 | -4035.5 |
| 2026-08-21 | 浙江华业(301616.SZ) | 买 | 150100 | 34.3 | 5148430 | ¥1544.53 | 0 |
| 2026-06-26 | 毓恬冠佳(301173.SZ) | 买 | 700 | 30.8 | 21560 | ¥6.47 | 0 |
| 2026-06-22 | 浙江华业(301616.SZ) | 卖 | -142035 | 36.5 | -5184277.5 | ¥6739.56 | -435016.69 |
| 2026-06-22 | 毓恬冠佳(301173.SZ) | 买 | 161600 | 31.89 | 5153424 | ¥1546.03 | 0 |
| 2026-06-18 | 浙江华业(301616.SZ) | 买 | 1535 | 36.59 | -34.35 | ¥0 | 0 |
| 2026-06-15 | 浙江华业(301616.SZ) | 买 | 100 | 36.39 | 3639 | ¥5 | 0 |
| 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 |
