低估值主力资金轮动策略:年化收益率（23.41%）
本策略精选低估值、低负债且近期主力资金流入明显的股票构建投资组合。策略每日从满足股价低于每股净资产、负债率低于30%等基本面条件的股票中，选取主力资金流向比例最高的5只股票进行轮动，旨在捕捉低估值股票的价值回归机会。
概要
核心指标
- 累计收益率: 148.16%
- 年化收益率: 23.41%
- 基准收益率: -24.67%
- 阿尔法: 0.25
- 夏普比率: 1.05
- 最大回撤: 20.78%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-03 | 退市海越(600387.SH) | 0.98137614760252 | 542700 | 13 | 0.93 | 504711 | -27881.84/-5.235% |
| 2025-07-03 | 中铁特货(001213.SZ) | 3.9878364621321 | 121364 | 119 | 4.08 | 495165.12 | 11185.34/2.311% |
| 2025-07-02 | 退市海越(600387.SH) | 0.98263847581374 | 533200 | 12 | 0.91 | 485212 | -38730.84/-7.392% |
| 2025-07-02 | 退市龙宇(603003.SH) | 2.553229617918 | 197800 | 16 | 2.44 | 482632 | -22396.82/-4.435% |
| 2025-07-02 | 中铁特货(001213.SZ) | 3.9878364621321 | 122064 | 118 | 4.07 | 496800.48 | 10029.21/2.06% |
| 2025-07-01 | 退市海越(600387.SH) | 0.98263847581374 | 537800 | 11 | 0.93 | 500154 | -28308.97/-5.357% |
| 2025-07-01 | 退市龙宇(603003.SH) | 2.553229617918 | 197800 | 15 | 2.44 | 482632 | -22396.82/-4.435% |
| 2025-07-01 | 中铁特货(001213.SZ) | 3.9876605881449 | 121864 | 117 | 4.06 | 494767.84 | 8815.57/1.814% |
| 2025-06-30 | 惠达卫浴(603385.SH) | 6.5927983807061 | 0 | 12 | 6.64 | 0 | 4979.64/1.019% |
| 2025-06-30 | 退市海越(600387.SH) | 0.98263847581374 | 541600 | 10 | 0.92 | 498272 | -33925/-6.375% |
交易详情
| 2025-07-03 | 退市海越(600387.SH) | 买 | 9500 | 0.91 | 8645 | ¥5 | 0 |
| 2025-07-03 | 中铁特货(001213.SZ) | 卖 | -700 | 4.07 | -2849 | ¥7.85 | 57.51 |
| 2025-07-03 | 退市龙宇(603003.SH) | 卖 | -197800 | 2.44 | -482632 | ¥0 | -22396.82 |
| 2025-07-02 | 退市海越(600387.SH) | 卖 | -4600 | 0.93 | -4278 | ¥9.28 | -242.14 |
| 2025-07-02 | 中铁特货(001213.SZ) | 买 | 200 | 4.07 | 814 | ¥5 | 0 |
| 2025-07-01 | 退市海越(600387.SH) | 卖 | -3800 | 0.91 | -3458 | ¥8.46 | -276.03 |
| 2025-07-01 | 中铁特货(001213.SZ) | 卖 | -800 | 4.07 | -3256 | ¥8.26 | 65.87 |
| 2025-06-30 | 惠达卫浴(603385.SH) | 卖 | -74100 | 6.65 | -492765 | ¥640.59 | 4238.64 |
| 2025-06-30 | 退市海越(600387.SH) | 卖 | -19400 | 0.91 | -17654 | ¥22.95 | -1409.19 |
| 2025-06-30 | 退市龙宇(603003.SH) | 卖 | -2200 | 2.52 | -5544 | ¥10.54 | -73.11 |
