均线金叉低PB轮动策略:年化收益率（27.7%）
本策略精选均线多头排列、股价站稳长期均线且低市净率的股票，力求在技术面转强和估值安全边际之间寻找平衡，通过定期轮动，捕捉市场机会。
概要
核心指标
- 累计收益率: 186.55%
- 年化收益率: 27.7%
- 基准收益率: -25.55%
- 阿尔法: 0.42
- 夏普比率: 0.78
- 最大回撤: 39.14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-27 | 万得凯(301309.SZ) | 25.999199307706 | 21856 | 14 | 25.97 | 567600.32 | -638.18/-0.112% |
| 2025-06-27 | 欣灵电气(301388.SZ) | 22.57034710648 | 23603 | 19 | 24.77 | 584646.31 | 51918.41/9.746% |
| 2025-06-27 | 博菲电气(001255.SZ) | 29.900236263736 | 18200 | 19 | 31.07 | 565474 | 21289.7/3.912% |
| 2025-06-27 | 科瑞思(301314.SZ) | 36.567837414966 | 14400 | 19 | 39.7 | 571680 | 45103.14/8.565% |
| 2025-06-27 | 楚环科技(001336.SZ) | 20.289383400586 | 26600 | 24 | 21.2 | 563920 | 24222.4/4.488% |
| 2025-06-26 | 万得凯(301309.SZ) | 25.999199307706 | 21856 | 13 | 25.68 | 561262.08 | -6976.42/-1.228% |
| 2025-06-26 | 欣灵电气(301388.SZ) | 22.57034710648 | 23603 | 18 | 23.9 | 564111.7 | 31383.8/5.891% |
| 2025-06-26 | 博菲电气(001255.SZ) | 29.900236263736 | 18200 | 18 | 31.28 | 569296 | 25111.7/4.615% |
| 2025-06-26 | 科瑞思(301314.SZ) | 36.567837414966 | 14400 | 18 | 39.08 | 562752 | 36175.14/6.87% |
| 2025-06-26 | 楚环科技(001336.SZ) | 20.289383400586 | 26600 | 23 | 20.88 | 555408 | 15710.4/2.911% |
交易详情
| 2025-06-24 | 博菲电气(001255.SZ) | 买 | 100 | 30.02 | 3002 | ¥5 | 0 |
| 2025-06-24 | 科瑞思(301314.SZ) | 卖 | -200 | 38.66 | -7732 | ¥12.73 | 418.43 |
| 2025-06-24 | 万得凯(301309.SZ) | 卖 | -100 | 25.28 | -2528 | ¥7.53 | -71.92 |
| 2025-06-23 | 欣灵电气(301388.SZ) | 买 | 103 | 22.73 | -8.81 | ¥0 | 0 |
| 2025-06-19 | 万得凯(301309.SZ) | 买 | 256 | 25.34 | -22.96 | ¥0 | 0 |
| 2025-06-17 | 楚环科技(001336.SZ) | 买 | 200 | 20.98 | 4196 | ¥5 | 0 |
| 2025-06-17 | 科瑞思(301314.SZ) | 卖 | -100 | 38.54 | -3854 | ¥8.85 | 197.22 |
| 2025-06-17 | 万得凯(301309.SZ) | 买 | 100 | 25.83 | 2583 | ¥5 | 0 |
| 2025-06-17 | 欣灵电气(301388.SZ) | 卖 | -100 | 24.21 | -2421 | ¥7.42 | 154.07 |
| 2025-06-10 | 森鹰窗业(301227.SZ) | 卖 | -29500 | 21.31 | -628645 | ¥817.24 | 101395.99 |
