低市净率均线反转策略:年化收益率（76.75%）
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: 60.38%
- 年化收益率: 76.75%
- 基准收益率: 13.34%
- 阿尔法: 0.51
- 夏普比率: 1.56
- 最大回撤: 18.1%
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 | 东方日升(300118.SZ) | 9.4528351190476 | 16800 | 3 | 9.41 | 158088 | -719.63/-0.453% |
| 2025-06-06 | 恒林股份(603661.SH) | 27.15835 | 5800 | 8 | 27.52 | 159616 | 2097.57/1.332% |
| 2025-06-06 | 玲珑轮胎(601966.SH) | 14.680596363636 | 11000 | 13 | 14.51 | 159610 | -1876.56/-1.162% |
| 2025-06-06 | 中文传媒(600373.SH) | 10.483143708609 | 15100 | 13 | 10.67 | 161117 | 2821.53/1.782% |
| 2025-06-06 | 天合光能(688599.SH) | 13.845848943632 | 11391 | 13 | 14.13 | 160954.83 | 3236.76/2.052% |
| 2025-06-06 | 兰花科创(600123.SH) | 6.7887199186992 | 24600 | 18 | 6.53 | 160638 | -6364.51/-3.811% |
| 2025-06-06 | 山西焦煤(000983.SZ) | 6.4485856589147 | 25800 | 18 | 6.27 | 161766 | -4607.51/-2.769% |
| 2025-06-06 | 山煤国际(600546.SH) | 8.808269506156 | 17657 | 23 | 8.82 | 155734.74 | 207.13/0.133% |
| 2025-06-06 | 恒源煤电(600971.SH) | 7.2561067580803 | 24504 | 28 | 6.61 | 161971.44 | -15832.2/-8.904% |
| 2025-06-06 | 潞安环能(601699.SH) | 13.971035714168 | 14900 | 143 | 10.84 | 161516 | -46652.43/-22.411% |
交易详情
| 2025-06-04 | 山煤国际(600546.SH) | 买 | 1257 | 9.11 | -2.73 | ¥0 | 0 |
| 2025-06-04 | 东方生物(688298.SH) | 卖 | -6781 | 25 | -169525 | ¥220.38 | 13219.61 |
| 2025-06-04 | 恒源煤电(600971.SH) | 买 | 400 | 6.49 | 2596 | ¥5 | 0 |
| 2025-06-04 | 潞安环能(601699.SH) | 买 | 500 | 10.73 | 5365 | ¥5 | 0 |
| 2025-06-04 | 天合光能(688599.SH) | 卖 | -300 | 14.3 | -4290 | ¥9.29 | 136.25 |
| 2025-06-04 | 山西焦煤(000983.SZ) | 买 | 200 | 6.18 | 1236 | ¥5 | 0 |
| 2025-06-04 | 兰花科创(600123.SH) | 买 | 600 | 6.47 | 3882 | ¥5 | 0 |
| 2025-06-04 | XD山煤国(600546.SH) | 卖 | -200 | 9.15 | -1830 | ¥6.83 | 68.35 |
| 2025-06-04 | 东方日升(300118.SZ) | 买 | 16800 | 9.45 | 158760 | ¥47.63 | 0 |
| 2025-06-04 | 恒林股份(603661.SH) | 买 | 100 | 27.12 | 2712 | ¥5 | 0 |
