高股息策略优化:年化收益率（33.26%）
基于高股息选票，过滤掉黑名单的股票池（例如新股、st、北交所、科创板等），基于财务基本面进行二次筛选
概要
核心指标
- 累计收益率: 249.77%
- 年化收益率: 33.26%
- 基准收益率: -23.41%
- 阿尔法: 0.38
- 夏普比率: 1.4
- 最大回撤: 17.82%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-17 | 元祖股份(603886.SH) | 12.653795145631 | 10300 | 3 | 12.7 | 130810 | 475.91/0.365% |
| 2025-07-17 | 招商轮船(601872.SH) | 6.1618478873239 | 21300 | 3 | 6.08 | 129504 | -1743.36/-1.328% |
| 2025-07-17 | 中国银行(601988.SH) | 5.7717308370044 | 22700 | 3 | 5.67 | 128709 | -2309.29/-1.763% |
| 2025-07-17 | 欧普照明(603515.SH) | 16.935078666667 | 7500 | 8 | 18.08 | 135600 | 8586.91/6.761% |
| 2025-07-17 | 陕天然气(002267.SZ) | 7.6276114457831 | 16600 | 18 | 7.81 | 129646 | 3027.65/2.391% |
| 2025-07-17 | 蓝天燃气(605368.SH) | 9.9491236641221 | 13100 | 33 | 10.03 | 131393 | 1059.48/0.813% |
| 2025-07-17 | 中国石化(600028.SH) | 5.6628657894737 | 22800 | 18 | 5.73 | 130644 | 1530.66/1.186% |
| 2025-07-17 | 华旺科技(605377.SH) | 9.6463774517006 | 14368 | 123 | 9.01 | 129455.68 | -9143.47/-6.597% |
| 2025-07-16 | 元祖股份(603886.SH) | 12.653795145631 | 10300 | 2 | 12.74 | 131222 | 887.91/0.681% |
| 2025-07-16 | 招商轮船(601872.SH) | 6.1618478873239 | 21300 | 2 | 6.09 | 129717 | -1530.36/-1.166% |
交易详情
| 2025-07-15 | 邮储银行(601658.SH) | 卖 | -22300 | 5.73 | -127779 | ¥102.22 | 10426.28 |
| 2025-07-15 | 江河集团(601886.SH) | 卖 | -20100 | 7.3 | -146730 | ¥117.38 | 37228.94 |
| 2025-07-15 | 交通银行(601328.SH) | 卖 | -15500 | 8.16 | -126480 | ¥101.18 | 8982.32 |
| 2025-07-15 | 陕天然气(002267.SZ) | 买 | 300 | 7.94 | 2382 | ¥5 | 0 |
| 2025-07-15 | 蓝天燃气(605368.SH) | 买 | 300 | 10 | 3000 | ¥5 | 0 |
| 2025-07-15 | 中国石化(600028.SH) | 买 | 300 | 5.76 | 1728 | ¥5 | 0 |
| 2025-07-15 | 中国银行(601988.SH) | 买 | 22700 | 5.77 | 130979 | ¥39.29 | 0 |
| 2025-07-15 | 招商轮船(601872.SH) | 买 | 21300 | 6.16 | 131208 | ¥39.36 | 0 |
| 2025-07-15 | 元祖股份(603886.SH) | 买 | 10300 | 12.65 | 130295 | ¥39.09 | 0 |
| 2025-07-08 | 地素时尚(603587.SH) | 卖 | -10000 | 12.3 | -123000 | ¥98.4 | -1137.23 |
