低PE与高EPS的组合策略:年化收益率（33.78%）
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: 409.02%
- 年化收益率: 33.78%
- 基准收益率: -23.27%
- 阿尔法: 0.43
- 夏普比率: 0.9
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-29 | 毓恬冠佳(301173.SZ) | 31.978506674082 | 179800 | 12 | 28.31 | 5090138 | -659597.5/-11.472% |
| 2026-10-28 | 毓恬冠佳(301173.SZ) | 31.978506674082 | 179800 | 11 | 29.31 | 5269938 | -479797.5/-8.345% |
| 2026-10-27 | 毓恬冠佳(301173.SZ) | 31.978506674082 | 179800 | 10 | 28.9 | 5196220 | -553515.5/-9.627% |
| 2026-10-26 | 毓恬冠佳(301173.SZ) | 31.978506674082 | 179800 | 9 | 29.92 | 5379616 | -370119.5/-6.437% |
| 2026-10-23 | 毓恬冠佳(301173.SZ) | 31.978506674082 | 179800 | 8 | 29.99 | 5392202 | -357533.5/-6.218% |
| 2026-10-22 | 毓恬冠佳(301173.SZ) | 31.978506674082 | 179800 | 7 | 29.3 | 5268140 | -481595.5/-8.376% |
| 2026-10-21 | 毓恬冠佳(301173.SZ) | 31.978506674082 | 179800 | 6 | 29.67 | 5334666 | -415069.5/-7.219% |
| 2026-10-20 | 毓恬冠佳(301173.SZ) | 31.978506674082 | 179800 | 5 | 30.43 | 5471314 | -278421.5/-4.842% |
| 2026-10-19 | 毓恬冠佳(301173.SZ) | 31.979590984975 | 179700 | 4 | 29.9 | 5373030 | -373702.5/-6.503% |
| 2026-10-16 | 毓恬冠佳(301173.SZ) | 31.979590984975 | 179700 | 3 | 30.33 | 5450301 | -296431.5/-5.158% |
交易详情
| 2026-10-20 | 毓恬冠佳(301173.SZ) | 买 | 100 | 29.98 | 2998 | ¥5 | 0 |
| 2026-10-14 | 浙江华业(301616.SZ) | 卖 | -155600 | 36.99 | -5755644 | ¥7482.34 | 158589.39 |
| 2026-10-14 | 毓恬冠佳(301173.SZ) | 买 | 179700 | 31.97 | 5745009 | ¥1723.5 | 0 |
| 2026-09-02 | 毓恬冠佳(301173.SZ) | 卖 | -162800 | 34.42 | -5603576 | ¥7284.65 | 403812.54 |
| 2026-09-02 | 浙江华业(301616.SZ) | 买 | 155600 | 35.96 | 5595376 | ¥1678.61 | 0 |
| 2026-08-27 | 浙江华业(301616.SZ) | 卖 | -150100 | 34.59 | -5191959 | ¥6749.55 | 41984.47 |
| 2026-08-27 | 毓恬冠佳(301173.SZ) | 买 | 162800 | 31.93 | 5198204 | ¥1559.46 | 0 |
| 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 |
