均线金叉低PB轮动策略:年化收益率（28.83%）
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: 202.45%
- 年化收益率: 28.83%
- 基准收益率: -22.44%
- 阿尔法: 0.41
- 夏普比率: 0.81
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-21 | 坤泰股份(001260.SZ) | 19.065717857143 | 30700 | 10 | 19.62 | 602334 | 17016.46/2.907% |
| 2025-07-21 | 利仁科技(001259.SZ) | 25.734131441048 | 22900 | 15 | 26.15 | 598835 | 9523.39/1.616% |
| 2025-07-21 | 博菲电气(001255.SZ) | 29.900236263736 | 18000 | 35 | 33.29 | 599220 | 61015.75/11.337% |
| 2025-07-21 | 科瑞思(301314.SZ) | 36.592541984518 | 14500 | 35 | 42.06 | 609870 | 79278.14/14.941% |
| 2025-07-21 | 楚环科技(001336.SZ) | 20.202139064678 | 27049 | 40 | 22.47 | 607791.03 | 61343.37/11.226% |
| 2025-07-18 | 坤泰股份(001260.SZ) | 19.065717857143 | 30700 | 9 | 19.54 | 599878 | 14560.46/2.488% |
| 2025-07-18 | 利仁科技(001259.SZ) | 25.734131441048 | 22900 | 14 | 25.85 | 591965 | 2653.39/0.45% |
| 2025-07-18 | 博菲电气(001255.SZ) | 29.900236263736 | 18000 | 34 | 31.96 | 575280 | 37075.75/6.889% |
| 2025-07-18 | 科瑞思(301314.SZ) | 36.592541984518 | 14500 | 34 | 41.15 | 596675 | 66083.14/12.455% |
| 2025-07-18 | 楚环科技(001336.SZ) | 20.202139064678 | 27049 | 39 | 22.23 | 601299.27 | 54851.61/10.038% |
交易详情
| 2025-07-15 | 利仁科技(001259.SZ) | 买 | 300 | 26.1 | 7830 | ¥5 | 0 |
| 2025-07-15 | 坤泰股份(001260.SZ) | 卖 | -100 | 19.53 | -1953 | ¥6.95 | 46.43 |
| 2025-07-15 | 楚环科技(001336.SZ) | 卖 | -100 | 22.58 | -2258 | ¥7.26 | 237.79 |
| 2025-07-11 | 楚环科技(001336.SZ) | 买 | 149 | 21.64 | -15.64 | ¥0 | 0 |
| 2025-07-08 | 万得凯(301309.SZ) | 卖 | -21956 | 27.14 | -595885.84 | ¥774.65 | 24994.34 |
| 2025-07-08 | 利仁科技(001259.SZ) | 买 | 100 | 25.98 | 2598 | ¥5 | 0 |
| 2025-07-08 | 坤泰股份(001260.SZ) | 买 | 30800 | 19.06 | 587048 | ¥176.11 | 0 |
| 2025-07-08 | 楚环科技(001336.SZ) | 卖 | -200 | 21.95 | -4390 | ¥9.39 | 327.28 |
| 2025-07-08 | 科瑞思(301314.SZ) | 买 | 100 | 40.1 | 4010 | ¥5 | 0 |
| 2025-07-01 | 欣灵电气(301388.SZ) | 卖 | -23603 | 24.61 | -580869.83 | ¥755.13 | 48141.93 |
