高股息策略优化:年化收益率（33.04%）
基于高股息选票，过滤掉黑名单的股票池（例如新股、st、北交所、科创板等），基于财务基本面进行二次筛选
概要
核心指标
- 累计收益率: 251.61%
- 年化收益率: 33.04%
- 基准收益率: -23.02%
- 阿尔法: 0.38
- 夏普比率: 1.4
- 最大回撤: 17.82%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 渤海轮渡(603167.SH) | 10.733219354839 | 12400 | 4 | 10.11 | 125364 | -7727.92/-5.806% |
| 2025-08-01 | 中集车辆(301039.SZ) | 8.8326493333333 | 15000 | 4 | 8.61 | 129150 | -3339.74/-2.521% |
| 2025-08-01 | 三角轮胎(601163.SH) | 14.034209473684 | 9500 | 4 | 13.95 | 132525 | -799.99/-0.6% |
| 2025-08-01 | 景津装备(603279.SH) | 15.464637647059 | 8500 | 9 | 15.58 | 132430 | 980.58/0.746% |
| 2025-08-01 | 奥普科技(603551.SH) | 11.45311965812 | 11700 | 9 | 11.24 | 131508 | -2493.5/-1.861% |
| 2025-08-01 | 江河集团(601886.SH) | 7.262178021978 | 18200 | 9 | 7.55 | 137410 | 5238.36/3.963% |
| 2025-08-01 | 蓝天燃气(605368.SH) | 9.9516805970149 | 13400 | 44 | 9.98 | 133732 | 379.48/0.285% |
| 2025-08-01 | 华旺科技(605377.SH) | 9.6394941808096 | 14268 | 134 | 9.04 | 128982.72 | -8553.58/-6.219% |
| 2025-07-31 | 渤海轮渡(603167.SH) | 10.733219354839 | 12400 | 3 | 10.18 | 126232 | -6859.92/-5.154% |
| 2025-07-31 | 中集车辆(301039.SZ) | 8.8326493333333 | 15000 | 3 | 8.64 | 129600 | -2889.74/-2.181% |
交易详情
| 2025-07-29 | 招商轮船(601872.SH) | 卖 | -21500 | 6.16 | -132440 | ¥105.95 | -48.36 |
| 2025-07-29 | 元祖股份(603886.SH) | 卖 | -10300 | 12.78 | -131634 | ¥105.31 | 1299.91 |
| 2025-07-29 | 中国外运(601598.SH) | 卖 | -25100 | 5.38 | -135038 | ¥108.03 | 2721.32 |
| 2025-07-29 | 华旺科技(605377.SH) | 卖 | -300 | 9.61 | -2883 | ¥6.44 | -8.85 |
| 2025-07-29 | 蓝天燃气(605368.SH) | 买 | 200 | 10.01 | 2002 | ¥5 | 0 |
| 2025-07-29 | 三角轮胎(601163.SH) | 买 | 9500 | 14.03 | 133285 | ¥39.99 | 0 |
| 2025-07-29 | 奥普科技(603551.SH) | 买 | 200 | 11.41 | 2282 | ¥5 | 0 |
| 2025-07-29 | 中集车辆(301039.SZ) | 买 | 15000 | 8.83 | 132450 | ¥39.74 | 0 |
| 2025-07-29 | 渤海轮渡(603167.SH) | 买 | 12400 | 10.73 | 133052 | ¥39.92 | 0 |
| 2025-07-22 | 中国银行(601988.SH) | 卖 | -22700 | 5.64 | -128028 | ¥102.42 | -2990.29 |
