价值反转精选:年化收益率（12.63%）
本策略精选高股息、低市盈率股票，结合过去20日股价弱势反转信号，构建稳健投资组合，力求在控制风险的前提下获取超额收益。
概要
核心指标
- 累计收益率: 19.81%
- 年化收益率: 12.63%
- 基准收益率: 19.74%
- 阿尔法: 0.03
- 夏普比率: 0.43
- 最大回撤: 28.2%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 重庆银行(601963.SH) | 10.753225174825 | 28600 | 10 | 10.01 | 286286 | -21256.24/-6.912% |
| 2025-08-01 | 齐鲁银行(601665.SH) | 6.2418720321932 | 49700 | 10 | 6.03 | 299691 | -10530.04/-3.394% |
| 2025-08-01 | 招商轮船(601872.SH) | 6.0818240234375 | 51200 | 10 | 6.05 | 309760 | -1629.39/-0.523% |
| 2025-08-01 | 四川路桥(600039.SH) | 8.722615890411 | 36500 | 10 | 8.27 | 301855 | -16520.48/-5.189% |
| 2025-07-31 | 重庆银行(601963.SH) | 10.753225174825 | 28600 | 9 | 10.11 | 289146 | -18396.24/-5.982% |
| 2025-07-31 | 齐鲁银行(601665.SH) | 6.2418720321932 | 49700 | 9 | 6.03 | 299691 | -10530.04/-3.394% |
| 2025-07-31 | 招商轮船(601872.SH) | 6.0818240234375 | 51200 | 9 | 6.06 | 310272 | -1117.39/-0.359% |
| 2025-07-31 | 四川路桥(600039.SH) | 8.722615890411 | 36500 | 9 | 8.31 | 303315 | -15060.48/-4.73% |
| 2025-07-30 | 重庆银行(601963.SH) | 10.753225174825 | 28600 | 8 | 10.17 | 290862 | -16680.24/-5.424% |
| 2025-07-30 | 齐鲁银行(601665.SH) | 6.2418720321932 | 49700 | 8 | 6.18 | 307146 | -3075.04/-0.991% |
交易详情
| 2025-07-21 | 新疆众和(600888.SH) | 卖 | -43700 | 7.04 | -307648 | ¥399.94 | 15644.43 |
| 2025-07-21 | 良品铺子(603719.SH) | 卖 | -25000 | 13.34 | -333500 | ¥433.55 | 31909.55 |
| 2025-07-21 | 大商股份(600694.SH) | 卖 | -16100 | 19 | -305900 | ¥397.67 | -5933.52 |
| 2025-07-21 | 好想你(002582.SZ) | 卖 | -30500 | 9.77 | -297985 | ¥387.38 | -3140.31 |
| 2025-07-21 | 四川路桥(600039.SH) | 买 | 36500 | 8.72 | 318280 | ¥95.48 | 0 |
| 2025-07-21 | 招商轮船(601872.SH) | 买 | 51200 | 6.08 | 311296 | ¥93.39 | 0 |
| 2025-07-21 | 齐鲁银行(601665.SH) | 买 | 49700 | 6.24 | 310128 | ¥93.04 | 0 |
| 2025-07-21 | 重庆银行(601963.SH) | 买 | 28600 | 10.75 | 307450 | ¥92.24 | 0 |
| 2025-07-03 | 高测股份(688556.SH) | 卖 | -44914 | 7.28 | -326973.92 | ¥425.07 | 34659.05 |
| 2025-07-03 | 京基智农(000048.SZ) | 卖 | -18300 | 16.04 | -293532 | ¥381.59 | 3573.04 |
