低市净均线反转策略:年化收益率（45.76%）
本策略结合低市净率估值和长期均线动量，筛选价格低于每股净资产且股价相对长期均线动量较弱的股票，捕捉价值回归机会。
概要
核心指标
- 累计收益率: 73.1%
- 年化收益率: 45.76%
- 基准收益率: 23.73%
- 阿尔法: 0.27
- 夏普比率: 1.02
- 最大回撤: 25%
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 | 新集能源(601918.SH) | 6.4519348314607 | 26700 | 1 | 6.45 | 172215 | -51.66/-0.03% |
| 2025-08-01 | 荣安地产(000517.SZ) | 1.9902131808279 | 91800 | 6 | 1.87 | 171666 | -11035.57/-6.04% |
| 2025-08-01 | 林洋能源(601222.SH) | 5.9717911184211 | 0 | 6 | 5.8 | 0 | -6134.45/-3.379% |
| 2025-08-01 | 万 科Ａ(000002.SZ) | 6.8094628252788 | 26900 | 6 | 6.39 | 171891 | -11283.55/-6.16% |
| 2025-08-01 | 世荣兆业(002016.SZ) | 5.891766984127 | 31400 | 6 | 5.55 | 174270 | -10731.48/-5.801% |
| 2025-08-01 | 金地集团(600383.SH) | 3.842353362256 | 46100 | 11 | 3.74 | 172414 | -4718.49/-2.664% |
| 2025-08-01 | 华发股份(600325.SH) | 4.8279966850829 | 36200 | 11 | 4.78 | 173036 | -1737.48/-0.994% |
| 2025-08-01 | 中文传媒(600373.SH) | 10.187829608939 | 17400 | 21 | 10.01 | 174174 | -3094.24/-1.746% |
| 2025-08-01 | 中泰化学(002092.SZ) | 4.8615207758729 | 37100 | 51 | 4.67 | 173257 | -7105.42/-3.94% |
| 2025-08-01 | 兰花科创(600123.SH) | 6.6681886722314 | 25851 | 56 | 6.71 | 173460.21 | 1080.86/0.627% |
交易详情
| 2025-08-01 | 林洋能源(601222.SH) | 卖 | -30400 | 5.77 | -175408 | ¥228.03 | -6134.45 |
| 2025-08-01 | 恒源煤电(600971.SH) | 买 | 200 | 6.84 | 1368 | ¥5 | 0 |
| 2025-08-01 | 金地集团(600383.SH) | 买 | 1100 | 3.76 | 4136 | ¥5 | 0 |
| 2025-08-01 | 中文传媒(600373.SH) | 卖 | -500 | 9.99 | -4995 | ¥10 | -98.91 |
| 2025-08-01 | 万 科Ａ(000002.SZ) | 买 | 200 | 6.44 | 1288 | ¥5 | 0 |
| 2025-08-01 | 世荣兆业(002016.SZ) | 卖 | -100 | 5.54 | -554 | ¥5.55 | -35.18 |
| 2025-08-01 | 兰花科创(600123.SH) | 买 | 300 | 6.69 | 2007 | ¥5 | 0 |
| 2025-08-01 | 新集能源(601918.SH) | 买 | 26700 | 6.45 | 172215 | ¥51.66 | 0 |
| 2025-08-01 | 荣安地产(000517.SZ) | 买 | 400 | 1.89 | 756 | ¥5 | 0 |
| 2025-07-25 | 潞安环能(601699.SH) | 卖 | -15164 | 14.19 | -215177.16 | ¥279.73 | 8848.4 |
