价值反转精选策略:年化收益率（23.12%）
本策略精选低市净率、高股息率、营收高增长的价值型股票，结合短期股价反转信号，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: 37.18%
- 年化收益率: 23.12%
- 基准收益率: 19.74%
- 阿尔法: 0.11
- 夏普比率: 0.75
- 最大回撤: 19.82%
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 | 四川美丰(000731.SZ) | 7.1521450413223 | 48400 | 2 | 7.01 | 339284 | -6879.82/-1.987% |
| 2025-08-01 | 紫江企业(600210.SH) | 6.3919169741697 | 54200 | 2 | 6.29 | 340918 | -5523.9/-1.594% |
| 2025-08-01 | 军信股份(301109.SZ) | 15.182860080645 | 24800 | 12 | 13.82 | 342736 | -33798.93/-8.976% |
| 2025-08-01 | 楚天高速(600035.SH) | 4.3713110429448 | 80500 | 12 | 4.29 | 345345 | -6545.54/-1.86% |
| 2025-07-31 | 四川美丰(000731.SZ) | 7.1521450413223 | 48400 | 1 | 6.95 | 336380 | -9783.82/-2.826% |
| 2025-07-31 | 紫江企业(600210.SH) | 6.3919169741697 | 54200 | 1 | 6.29 | 340918 | -5523.9/-1.594% |
| 2025-07-31 | 军信股份(301109.SZ) | 15.182860080645 | 24800 | 11 | 13.84 | 343232 | -33302.93/-8.845% |
| 2025-07-31 | 楚天高速(600035.SH) | 4.3713110429448 | 80500 | 11 | 4.27 | 343735 | -8155.54/-2.318% |
| 2025-07-31 | 美盈森(002303.SZ) | 3.7211159707724 | 0 | 11 | 3.7 | 0 | 1809.09/0.507% |
| 2025-07-31 | 招商公路(001965.SZ) | 12.05851205533 | 0 | 41 | 11.21 | 0 | -27740.39/-7.366% |
交易详情
| 2025-07-31 | 招商公路(001965.SZ) | 买 | 1131 | 11.17 | -8.73 | ¥0 | 0 |
| 2025-07-31 | 招商公路(001965.SZ) | 卖 | -31231 | 11.2 | -349787.2 | ¥454.72 | -26812.19 |
| 2025-07-31 | 美盈森(002303.SZ) | 卖 | -95800 | 3.73 | -357334 | ¥464.53 | 851.09 |
| 2025-07-31 | 军信股份(301109.SZ) | 买 | 1400 | 13.98 | 19572 | ¥5.87 | 0 |
| 2025-07-31 | 楚天高速(600035.SH) | 卖 | -1000 | 4.32 | -4320 | ¥9.32 | -51.31 |
| 2025-07-31 | 紫江企业(600210.SH) | 买 | 54200 | 6.39 | 346338 | ¥103.9 | 0 |
| 2025-07-31 | 四川美丰(000731.SZ) | 买 | 48400 | 7.15 | 346060 | ¥103.82 | 0 |
| 2025-07-17 | 中远海控(601919.SH) | 卖 | -22900 | 15.44 | -353576 | ¥459.65 | 4017.16 |
| 2025-07-17 | 高能环境(603588.SH) | 卖 | -61400 | 5.96 | -365944 | ¥475.73 | 29985.24 |
| 2025-07-17 | 长虹美菱(000521.SZ) | 卖 | -48897 | 7.3 | -356948.1 | ¥464.03 | 7714.81 |
