低市净均线反转策略:年化收益率（43.98%）
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: 60.48%
- 年化收益率: 43.98%
- 基准收益率: 18.21%
- 阿尔法: 0.29
- 夏普比率: 0.97
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 玲珑轮胎(601966.SH) | 14.514352727273 | 11000 | 1 | 14.51 | 159610 | -47.88/-0.03% |
| 2025-06-06 | 东方生物(688298.SH) | 22.846852314475 | 0 | 6 | 25.28 | 0 | 12746.77/8.199% |
| 2025-06-06 | 恒林股份(603661.SH) | 27.468237931034 | 0 | 11 | 27.52 | 0 | -163.78/-0.103% |
| 2025-06-06 | 中泰化学(002092.SZ) | 4.8692181008902 | 33700 | 11 | 4.74 | 159738 | -4354.65/-2.654% |
| 2025-06-06 | 天合光能(688599.SH) | 13.654095351406 | 11567 | 11 | 14.13 | 163441.71 | 5504.79/3.485% |
| 2025-06-06 | TCL中环(002129.SZ) | 7.5322589622642 | 21200 | 1 | 7.5 | 159000 | -683.89/-0.428% |
| 2025-06-06 | 兰花科创(600123.SH) | 6.8113365853659 | 24600 | 16 | 6.53 | 160638 | -6920.88/-4.13% |
| 2025-06-06 | 中文传媒(600373.SH) | 10.592808496732 | 0 | 16 | 10.67 | 0 | 1757.87/1.106% |
| 2025-06-06 | 山西焦煤(000983.SZ) | 6.4475521400778 | 25700 | 21 | 6.27 | 161139 | -4563.09/-2.754% |
| 2025-06-06 | 山煤国际(600546.SH) | 8.938953264948 | 17927 | 21 | 8.82 | 158116.14 | -2132.48/-1.331% |
交易详情
| 2025-06-06 | 中文传媒(600373.SH) | 卖 | -15000 | 10.72 | -160800 | ¥209.04 | 1907.87 |
| 2025-06-06 | 东方生物(688298.SH) | 卖 | -6805 | 24.73 | -168287.65 | ¥218.77 | 12814.82 |
| 2025-06-06 | 恒林股份(603661.SH) | 卖 | -5800 | 27.46 | -159268 | ¥207.05 | -47.78 |
| 2025-06-06 | 恒源煤电(600971.SH) | 买 | 200 | 6.6 | 1320 | ¥5 | 0 |
| 2025-06-06 | 潞安环能(601699.SH) | 买 | 400 | 10.81 | 4324 | ¥5 | 0 |
| 2025-06-06 | 天合光能(688599.SH) | 卖 | -200 | 14.09 | -2818 | ¥7.82 | 87.18 |
| 2025-06-06 | 山煤国际(600546.SH) | 买 | 500 | 8.99 | 4495 | ¥5 | 0 |
| 2025-06-06 | 兰花科创(600123.SH) | 买 | 500 | 6.55 | 3275 | ¥5 | 0 |
| 2025-06-06 | 东方日升(300118.SZ) | 买 | 16800 | 9.53 | 160104 | ¥48.03 | 0 |
| 2025-06-06 | 玲珑轮胎(601966.SH) | 买 | 11000 | 14.51 | 159610 | ¥47.88 | 0 |
