低市净率均线反转策略:年化收益率（43.37%）
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: 78.93%
- 年化收益率: 43.37%
- 基准收益率: 30.19%
- 阿尔法: 0.22
- 夏普比率: 1.19
- 最大回撤: 18.14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 居然智家(000785.SZ) | 2.4707409405256 | 72300 | 1 | 2.45 | 177135 | -1499.57/-0.839% |
| 2026-03-31 | 保利发展(600048.SH) | 5.8517548701299 | 30800 | 1 | 5.82 | 179256 | -978.05/-0.543% |
| 2026-03-31 | 田野股份(920023.BJ) | 3.6310891025641 | 0 | 6 | 3.7 | 0 | 5565.03/3.275% |
| 2026-03-31 | 大东方(600327.SH) | 3.761128 | 0 | 6 | 3.96 | 0 | 10871.42/6.085% |
| 2026-03-31 | 苏交科(300284.SZ) | 6.4219259927798 | 27700 | 6 | 6.52 | 180604 | 2716.65/1.527% |
| 2026-03-31 | 珍宝岛(603567.SH) | 7.6213079545455 | 25300 | 16 | 7.08 | 179124 | -13695.09/-7.103% |
| 2026-03-31 | 信达地产(600657.SH) | 3.3403840965622 | 59900 | 21 | 3.01 | 180299 | -19790.01/-9.891% |
| 2026-03-31 | 华发股份(600325.SH) | 4.2353920321285 | 49800 | 26 | 3.59 | 178782 | -32140.52/-15.238% |
| 2026-03-31 | 华夏幸福(600340.SH) | 1.4453123801985 | 127800 | 46 | 1.39 | 177642 | -7068.92/-3.827% |
| 2026-03-31 | 金地集团(600383.SH) | 3.7725504519257 | 65500 | 101 | 2.73 | 178815 | -68287.05/-27.635% |
交易详情
| 2026-03-31 | 大东方(600327.SH) | 卖 | -47500 | 3.99 | -189525 | ¥246.38 | 10871.42 |
| 2026-03-31 | 田野股份(920023.BJ) | 卖 | -46800 | 3.76 | -175968 | ¥228.76 | 6033.03 |
| 2026-03-31 | 华夏幸福(600340.SH) | 买 | 4600 | 1.4 | 6440 | ¥5 | 0 |
| 2026-03-31 | 万 科Ａ(000002.SZ) | 买 | 1400 | 4.02 | 5628 | ¥5 | 0 |
| 2026-03-31 | 国中水务(600187.SH) | 卖 | -4200 | 1.91 | -8022 | ¥13.02 | 417.72 |
| 2026-03-31 | 珍宝岛(603567.SH) | 卖 | -1100 | 7.08 | -7788 | ¥12.79 | -595.44 |
| 2026-03-31 | 金地集团(600383.SH) | 买 | 1900 | 2.75 | 5225 | ¥5 | 0 |
| 2026-03-31 | 华发股份(600325.SH) | 买 | 1000 | 3.63 | 3630 | ¥5 | 0 |
| 2026-03-31 | 信达地产(600657.SH) | 卖 | -200 | 3.01 | -602 | ¥5.6 | -66.08 |
| 2026-03-31 | 保利发展(600048.SH) | 买 | 30800 | 5.85 | 180180 | ¥54.05 | 0 |
