低市净均线反转策略:年化收益率（46.48%）
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: 75.41%
- 年化收益率: 46.48%
- 基准收益率: 25.56%
- 阿尔法: 0.26
- 夏普比率: 1.04
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 新集能源(601918.SH) | 6.4519348314607 | 26700 | 5 | 6.61 | 176487 | 4220.34/2.45% |
| 2025-08-07 | 荣安地产(000517.SZ) | 1.9902131808279 | 91800 | 10 | 1.87 | 171666 | -11035.57/-6.04% |
| 2025-08-07 | 万 科Ａ(000002.SZ) | 6.8094628252788 | 26900 | 10 | 6.47 | 174043 | -9131.55/-4.985% |
| 2025-08-07 | 世荣兆业(002016.SZ) | 5.891766984127 | 31400 | 10 | 5.6 | 175840 | -9161.48/-4.952% |
| 2025-08-07 | 金地集团(600383.SH) | 3.842353362256 | 46100 | 15 | 3.81 | 175641 | -1491.49/-0.842% |
| 2025-08-07 | 华发股份(600325.SH) | 4.8279966850829 | 36200 | 15 | 4.82 | 174484 | -289.48/-0.166% |
| 2025-08-07 | 中文传媒(600373.SH) | 10.187829608939 | 17400 | 25 | 9.99 | 173826 | -3442.24/-1.942% |
| 2025-08-07 | 中泰化学(002092.SZ) | 4.8615207758729 | 37100 | 55 | 4.67 | 173257 | -7105.42/-3.94% |
| 2025-08-07 | 兰花科创(600123.SH) | 6.6681886722314 | 25851 | 60 | 6.9 | 178371.9 | 5992.55/3.476% |
| 2025-08-07 | 恒源煤电(600971.SH) | 6.8731302888074 | 25320 | 70 | 7.07 | 179012.4 | 4984.74/2.864% |
交易详情
| 2025-08-01 | 林洋能源(601222.SH) | 卖 | -30400 | 5.77 | -175408 | ¥228.03 | -6134.45 |
| 2025-08-01 | 恒源煤电(600971.SH) | 买 | 200 | 6.84 | 1368 | ¥5 | 0 |
| 2025-08-01 | 金地集团(600383.SH) | 买 | 1100 | 3.76 | 4136 | ¥5 | 0 |
| 2025-08-01 | 中文传媒(600373.SH) | 卖 | -500 | 9.99 | -4995 | ¥10 | -98.91 |
| 2025-08-01 | 万 科Ａ(000002.SZ) | 买 | 200 | 6.44 | 1288 | ¥5 | 0 |
| 2025-08-01 | 世荣兆业(002016.SZ) | 卖 | -100 | 5.54 | -554 | ¥5.55 | -35.18 |
| 2025-08-01 | 兰花科创(600123.SH) | 买 | 300 | 6.69 | 2007 | ¥5 | 0 |
| 2025-08-01 | 新集能源(601918.SH) | 买 | 26700 | 6.45 | 172215 | ¥51.66 | 0 |
| 2025-08-01 | 荣安地产(000517.SZ) | 买 | 400 | 1.89 | 756 | ¥5 | 0 |
| 2025-07-25 | 山煤国际(600546.SH) | 卖 | -18327 | 10.38 | -190234.26 | ¥247.3 | 26552.86 |
