低PB低价轮动策略:年化收益率（-4.55%）
本策略精选市净率低于1的低估值股票，并进一步聚焦于其中价格最低的10只股票。策略每10个交易日轮动调仓，结合10%止盈和15%止损机制，力求在控制风险的前提下，捕捉低估值股票的价格回归机会。
概要
核心指标
- 累计收益率: -18.78%
- 年化收益率: -4.55%
- 基准收益率: -7.44%
- 阿尔法: -0.07
- 夏普比率: -1.85
- 最大回撤: 20.25%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | *ST清越(688496.SH) | 0.95028499291388 | 83967 | 4 | 0.92 | 77249.64 | -2542.94/-3.187% |
| 2026-08-24 | *ST清越(688496.SH) | 0.95028499291388 | 83967 | 3 | 0.92 | 77249.64 | -2542.94/-3.187% |
| 2026-08-21 | *ST清越(688496.SH) | 0.95028499291388 | 83967 | 2 | 0.9 | 75570.3 | -4222.28/-5.292% |
| 2026-08-20 | *ST清越(688496.SH) | 0.95028499291388 | 83967 | 1 | 0.9 | 75570.3 | -4222.28/-5.292% |
| 2026-08-06 | *ST清越(688496.SH) | 0.82024597553123 | 0 | 11 | 0.88 | 0 | 7041.32/8.504% |
| 2026-08-05 | *ST清越(688496.SH) | 0.82024597553123 | 100945 | 10 | 0.89 | 89841.05 | 7041.32/8.504% |
| 2026-08-04 | *ST清越(688496.SH) | 0.82024597553123 | 100945 | 9 | 0.92 | 92869.4 | 10069.67/12.161% |
| 2026-08-03 | *ST清越(688496.SH) | 0.82024597553123 | 100945 | 8 | 0.93 | 93878.85 | 11079.12/13.381% |
| 2026-07-31 | *ST清越(688496.SH) | 0.82024597553123 | 100945 | 7 | 0.88 | 88831.6 | 6031.87/7.285% |
| 2026-07-30 | *ST清越(688496.SH) | 0.82024597553123 | 100945 | 6 | 0.9 | 90850.5 | 8050.77/9.723% |
交易详情
| 2026-08-20 | *ST清越(688496.SH) | 买 | 83967 | 0.95 | 79768.65 | ¥23.93 | 0 |
| 2026-08-06 | *ST清越(688496.SH) | 卖 | -100945 | 0.89 | -89841.05 | ¥116.79 | 7041.32 |
| 2026-07-23 | *ST清越(688496.SH) | 买 | 100945 | 0.82 | 82774.9 | ¥24.83 | 0 |
| 2026-07-10 | 天龙退(300029.SZ) | 卖 | -35100 | 0.12 | -4212 | ¥0 | -356 |
| 2026-07-09 | 天龙退(300029.SZ) | 卖 | -546000 | 0.13 | -70980 | ¥92.27 | -10944.57 |
| 2026-07-09 | 天龙退(300029.SZ) | 买 | 35100 | 0.13 | 4563 | ¥5 | 0 |
| 2026-06-25 | 退市太和(605081.SH) | 卖 | -188200 | 0.36 | -67752 | ¥88.08 | -9433.15 |
| 2026-06-25 | 天龙退(300029.SZ) | 买 | 546000 | 0.15 | 81900 | ¥24.57 | 0 |
| 2026-06-10 | 退市太和(605081.SH) | 买 | 188200 | 0.41 | 77162 | ¥23.15 | 0 |
| 2026-06-10 | 退市观典(688287.SH) | 卖 | -213529 | 0.37 | -79005.73 | ¥0 | -4295.56 |
