价值趋势精选微盘策略:年化收益率（43.42%）
本策略结合价值和趋势分析，精选流通市值适中、低估值（低市净率、低市盈率）、且股价站上240日均线的优质小市值股票，旨在捕捉价值回归与趋势共振带来的投资机会。策略定期调仓，均衡持仓，力求在控制风险的前提下，获取稳健收益。
概要
核心指标
- 累计收益率: 377.86%
- 年化收益率: 43.42%
- 基准收益率: -24.07%
- 阿尔法: 0.53
- 夏普比率: 1.33
- 最大回撤: 33.18%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 顺博合金(002996.SZ) | 7.4022199681782 | 125700 | 3 | 7.71 | 969147 | 38687.95/4.158% |
| 2025-08-06 | 宁波远洋(601022.SH) | 9.50285 | 97400 | 3 | 9.6 | 935040 | 9462.41/1.022% |
| 2025-08-06 | 倍杰特(300774.SZ) | 9.10273 | 102000 | 3 | 9.24 | 942480 | 14001.54/1.508% |
| 2025-08-06 | 优彩资源(002998.SZ) | 7.1970530130183 | 123300 | 33 | 7.86 | 969138 | 81741.36/9.211% |
| 2025-08-06 | 新巨丰(301296.SZ) | 9.4291515113024 | 98650 | 48 | 9.58 | 945067 | 14881.2/1.6% |
| 2025-08-05 | 顺博合金(002996.SZ) | 7.4022199681782 | 125700 | 2 | 7.64 | 960348 | 29888.95/3.212% |
| 2025-08-05 | 宁波远洋(601022.SH) | 9.50285 | 97400 | 2 | 9.61 | 936014 | 10436.41/1.128% |
| 2025-08-05 | 倍杰特(300774.SZ) | 9.10273 | 102000 | 2 | 9.25 | 943500 | 15021.54/1.618% |
| 2025-08-05 | 优彩资源(002998.SZ) | 7.1970530130183 | 123300 | 32 | 7.93 | 977769 | 90372.36/10.184% |
| 2025-08-05 | 新巨丰(301296.SZ) | 9.4291515113024 | 98650 | 47 | 9.57 | 944080.5 | 13894.7/1.494% |
交易详情
| 2025-08-04 | 中科环保(301175.SZ) | 卖 | -172200 | 5.44 | -936768 | ¥1217.8 | 16702.34 |
| 2025-08-04 | 嘉美包装(002969.SZ) | 卖 | -264600 | 3.54 | -936684 | ¥1217.69 | 3718.47 |
| 2025-08-04 | 海峡环保(603817.SH) | 卖 | -155400 | 5.94 | -923076 | ¥1200 | -14267.12 |
| 2025-08-04 | 倍杰特(300774.SZ) | 买 | 102000 | 9.1 | 928200 | ¥278.46 | 0 |
| 2025-08-04 | 优彩资源(002998.SZ) | 卖 | -600 | 7.6 | -4560 | ¥9.56 | 241.77 |
| 2025-08-04 | 宁波远洋(601022.SH) | 买 | 97400 | 9.5 | 925300 | ¥277.59 | 0 |
| 2025-08-04 | 新巨丰(301296.SZ) | 买 | 800 | 9.41 | 7528 | ¥5 | 0 |
| 2025-08-04 | 顺博合金(002996.SZ) | 买 | 125700 | 7.4 | 930180 | ¥279.05 | 0 |
| 2025-07-30 | 梅轮电梯(603321.SH) | 卖 | -111600 | 8.82 | -984312 | ¥1279.61 | 53288.78 |
| 2025-07-30 | 优彩资源(002998.SZ) | 买 | 500 | 7.59 | 3795 | ¥5 | 0 |
