低市净均线反转策略:年化收益率（41.28%）
本策略结合低市净率估值和长期均线动量，筛选价格低于每股净资产且股价相对长期均线动量较弱的股票，捕捉价值回归机会。
概要
核心指标
- 累计收益率: 63.17%
- 年化收益率: 41.28%
- 基准收益率: 23.85%
- 阿尔法: 0.22
- 夏普比率: 0.95
- 最大回撤: 25%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-18 | 淮北矿业(600985.SH) | 11.393416901408 | 14200 | 1 | 11.52 | 163584 | 1797.48/1.111% |
| 2025-07-18 | 华发股份(600325.SH) | 4.8114428571429 | 33600 | 1 | 4.81 | 161616 | -48.48/-0.03% |
| 2025-07-18 | 平煤股份(601666.SH) | 7.712024537037 | 21600 | 6 | 7.55 | 163080 | -3499.73/-2.101% |
| 2025-07-18 | 玲珑轮胎(601966.SH) | 14.894466666667 | 0 | 6 | 15.09 | 0 | 1948.42/1.179% |
| 2025-07-18 | 新集能源(601918.SH) | 6.7020100806452 | 0 | 6 | 6.53 | 0 | -5009.85/-3.014% |
| 2025-07-18 | 中文传媒(600373.SH) | 10.187280864198 | 16200 | 11 | 10 | 162000 | -3033.95/-1.838% |
| 2025-07-18 | 中泰化学(002092.SZ) | 4.8543178692602 | 35300 | 41 | 4.6 | 162380 | -8977.42/-5.239% |
| 2025-07-18 | 金地集团(600383.SH) | 3.8311490521327 | 42200 | 1 | 3.82 | 161204 | -470.49/-0.291% |
| 2025-07-18 | 兰花科创(600123.SH) | 6.6577120819869 | 25051 | 46 | 6.55 | 164084.05 | -2698.3/-1.618% |
| 2025-07-18 | 山煤国际(600546.SH) | 8.9311618196536 | 18327 | 51 | 8.96 | 164209.92 | 528.52/0.323% |
交易详情
| 2025-07-18 | 新集能源(601918.SH) | 卖 | -24800 | 6.52 | -161696 | ¥210.2 | -4513.85 |
| 2025-07-18 | 玲珑轮胎(601966.SH) | 卖 | -11100 | 15.08 | -167388 | ¥217.6 | 2059.42 |
| 2025-07-18 | 中泰化学(002092.SZ) | 买 | 600 | 4.59 | 2754 | ¥5 | 0 |
| 2025-07-18 | 恒源煤电(600971.SH) | 买 | 300 | 6.71 | 2013 | ¥5 | 0 |
| 2025-07-18 | 山煤国际(600546.SH) | 卖 | -100 | 8.92 | -892 | ¥5.89 | -1.12 |
| 2025-07-18 | 华发股份(600325.SH) | 买 | 33600 | 4.81 | 161616 | ¥48.48 | 0 |
| 2025-07-18 | 金地集团(600383.SH) | 买 | 42200 | 3.83 | 161626 | ¥48.49 | 0 |
| 2025-07-18 | 淮北矿业(600985.SH) | 买 | 14200 | 11.39 | 161738 | ¥48.52 | 0 |
| 2025-07-18 | 平煤股份(601666.SH) | 买 | 100 | 7.6 | 760 | ¥5 | 0 |
| 2025-07-16 | 恒立退(000622.SZ) | 卖 | -1042700 | 0.15 | -156405 | ¥0 | -10855.81 |
