价值掘金者：低波动稳健反弹策略:年化收益率（14.74%）
本策略精选基本面稳健、现金流充沛、估值洼地、近期波动性低的股票，并捕捉其弱势反弹的契机。每日动态轮动，力求在控制风险的前提下，获取长期稳健收益。
概要
核心指标
- 累计收益率: 83.58%
- 年化收益率: 14.74%
- 基准收益率: -21.91%
- 阿尔法: 0.28
- 夏普比率: 0.48
- 最大回撤: 52.82%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 明月镜片(301101.SZ) | 44.413319753086 | 8100 | 1 | 44.92 | 363852 | 4104.11/1.141% |
| 2025-08-06 | 国芳集团(601086.SH) | 10.343101994302 | 35100 | 1 | 10.44 | 366444 | 3401.12/0.937% |
| 2025-08-06 | 若羽臣(003010.SZ) | 48.21446 | 7500 | 1 | 48.9 | 366750 | 5141.55/1.422% |
| 2025-08-06 | 招商南油(601975.SH) | 2.8408519716088 | 0 | 2 | 2.9 | 0 | 2427.97/0.674% |
| 2025-08-06 | 兴通股份(603209.SH) | 15.114533193277 | 0 | 2 | 15.19 | 0 | 1320.11/0.367% |
| 2025-08-06 | 南 京 港(002040.SZ) | 9.4935744125326 | 38300 | 2 | 9.59 | 367297 | 3693.1/1.016% |
| 2025-08-06 | 金陵体育(300651.SZ) | 21.341224117647 | 16900 | 3 | 21.38 | 361322 | 655.31/0.182% |
| 2025-08-06 | 苏州龙杰(603332.SH) | 14.391281027668 | 0 | 5 | 14.68 | 0 | 1991.59/0.547% |
| 2025-08-05 | 招商南油(601975.SH) | 2.8408519716088 | 126800 | 1 | 2.86 | 362648 | 2427.97/0.674% |
| 2025-08-05 | 兴通股份(603209.SH) | 15.114533193277 | 23800 | 1 | 15.17 | 361046 | 1320.11/0.367% |
交易详情
| 2025-08-06 | 苏州龙杰(603332.SH) | 卖 | -25300 | 14.47 | -366091 | ¥475.92 | 1991.59 |
| 2025-08-06 | 招商南油(601975.SH) | 卖 | -126800 | 2.85 | -361380 | ¥469.79 | 1159.97 |
| 2025-08-06 | 兴通股份(603209.SH) | 卖 | -23800 | 15.2 | -361760 | ¥470.29 | 2034.11 |
| 2025-08-06 | 金陵体育(300651.SZ) | 卖 | -100 | 21.65 | -2165 | ¥7.17 | 30.88 |
| 2025-08-06 | 若羽臣(003010.SZ) | 买 | 7500 | 48.2 | 361500 | ¥108.45 | 0 |
| 2025-08-06 | 南 京 港(002040.SZ) | 买 | 400 | 9.55 | 3820 | ¥5 | 0 |
| 2025-08-06 | 国芳集团(601086.SH) | 买 | 35100 | 10.34 | 362934 | ¥108.88 | 0 |
| 2025-08-06 | 明月镜片(301101.SZ) | 买 | 8100 | 44.4 | 359640 | ¥107.89 | 0 |
| 2025-08-05 | 豪悦护理(605009.SH) | 卖 | -9200 | 39.8 | -366160 | ¥476.01 | 18663.78 |
| 2025-08-05 | 赤峰黄金(600988.SH) | 卖 | -15400 | 24.75 | -381150 | ¥495.5 | 21232.43 |
