价值趋势精选微盘策略:年化收益率（41.77%）
本策略结合价值和趋势分析，精选流通市值适中、低估值（低市净率、低市盈率）、且股价站上240日均线的优质小市值股票，旨在捕捉价值回归与趋势共振带来的投资机会。策略定期调仓，均衡持仓，力求在控制风险的前提下，获取稳健收益。
概要
核心指标
- 累计收益率: 328.13%
- 年化收益率: 41.77%
- 基准收益率: -28.49%
- 阿尔法: 0.53
- 夏普比率: 1.28
- 最大回撤: 33.18%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 联泰环保(603797.SH) | 4.471341025641 | 191100 | 2 | 4.45 | 850395 | -4078.27/-0.477% |
| 2025-06-06 | 宁波远洋(601022.SH) | 9.7029100113766 | 87900 | 2 | 9.45 | 830655 | -22230.79/-2.607% |
| 2025-06-06 | 新巨丰(301296.SZ) | 9.4629878587196 | 90600 | 5 | 9.42 | 853452 | -3894.7/-0.454% |
| 2025-06-06 | 森赫股份(301056.SZ) | 8.4610479762283 | 93500 | 35 | 9.17 | 857395 | 66287.01/8.379% |
| 2025-06-06 | 梅轮电梯(603321.SH) | 7.1864060123006 | 107000 | 35 | 8.12 | 868840 | 99894.56/12.991% |
| 2025-06-05 | 联泰环保(603797.SH) | 4.471341025641 | 191100 | 1 | 4.42 | 844662 | -9811.27/-1.148% |
| 2025-06-05 | 宁波远洋(601022.SH) | 9.7029100113766 | 87900 | 1 | 9.54 | 838566 | -14319.79/-1.679% |
| 2025-06-05 | 顺博合金(002996.SZ) | 6.7420219762846 | 0 | 4 | 7.11 | 0 | 28839.22/3.381% |
| 2025-06-05 | 威奥股份(605001.SH) | 7.1121330275229 | 0 | 4 | 7.1 | 0 | -13444.75/-1.577% |
| 2025-06-05 | 新巨丰(301296.SZ) | 9.4629878587196 | 90600 | 4 | 9.47 | 857982 | 635.3/0.074% |
交易详情
| 2025-06-05 | 顺博合金(002996.SZ) | 卖 | -126500 | 7.03 | -889295 | ¥1156.08 | 36429.22 |
| 2025-06-05 | 威奥股份(605001.SH) | 卖 | -119900 | 7 | -839300 | ¥1091.09 | -13444.75 |
| 2025-06-05 | 森赫股份(301056.SZ) | 卖 | -200 | 9.24 | -1848 | ¥6.85 | 155.79 |
| 2025-06-05 | 宁波远洋(601022.SH) | 买 | 87900 | 9.7 | 852630 | ¥255.79 | 0 |
| 2025-06-05 | 梅轮电梯(603321.SH) | 买 | 1100 | 8.09 | 8899 | ¥5 | 0 |
| 2025-06-05 | 新巨丰(301296.SZ) | 买 | 500 | 9.48 | 4740 | ¥5 | 0 |
| 2025-06-05 | 联泰环保(603797.SH) | 买 | 191100 | 4.47 | 854217 | ¥256.27 | 0 |
| 2025-05-30 | 宁波远洋(601022.SH) | 卖 | -83200 | 9.8 | -815360 | ¥1059.97 | 20561.63 |
| 2025-05-30 | 优彩资源(002998.SZ) | 卖 | -115000 | 7.86 | -903900 | ¥1175.07 | 194412.52 |
| 2025-05-30 | 联泰环保(603797.SH) | 卖 | -190500 | 4.89 | -931545 | ¥1211.01 | 127460.85 |
