高股息策略优化:年化收益率（33.28%）
基于高股息选票，过滤掉黑名单的股票池（例如新股、st、北交所、科创板等），基于财务基本面进行二次筛选
概要
核心指标
- 累计收益率: 255.68%
- 年化收益率: 33.28%
- 基准收益率: -21.91%
- 阿尔法: 0.38
- 夏普比率: 1.41
- 最大回撤: 17.82%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 渤海轮渡(603167.SH) | 10.730073015873 | 12600 | 7 | 10.53 | 132678 | -2520.92/-1.865% |
| 2025-08-06 | 中集车辆(301039.SZ) | 8.8293947712418 | 15300 | 7 | 8.68 | 132804 | -2285.74/-1.692% |
| 2025-08-06 | 三角轮胎(601163.SH) | 14.034208510638 | 9400 | 7 | 14.08 | 132352 | 430.44/0.326% |
| 2025-08-06 | 景津装备(603279.SH) | 15.464637647059 | 8500 | 12 | 15.8 | 134300 | 2850.58/2.169% |
| 2025-08-06 | 奥普科技(603551.SH) | 11.45311965812 | 11400 | 12 | 11.51 | 131214 | 648.44/0.497% |
| 2025-08-06 | 江河集团(601886.SH) | 7.262178021978 | 17900 | 12 | 7.5 | 134250 | 4257.01/3.275% |
| 2025-08-06 | 蓝天燃气(605368.SH) | 9.9512421052632 | 13300 | 47 | 10.09 | 134197 | 1845.48/1.394% |
| 2025-08-06 | 华旺科技(605377.SH) | 9.6283156899912 | 14568 | 137 | 9.18 | 133734.24 | -6531.06/-4.656% |
| 2025-08-05 | 渤海轮渡(603167.SH) | 10.730073015873 | 12600 | 6 | 10.55 | 132930 | -2268.92/-1.678% |
| 2025-08-05 | 中集车辆(301039.SZ) | 8.8293947712418 | 15300 | 6 | 8.67 | 132651 | -2438.74/-1.805% |
交易详情
| 2025-08-05 | 华旺科技(605377.SH) | 买 | 300 | 9.08 | 2724 | ¥5 | 0 |
| 2025-08-05 | 江河集团(601886.SH) | 卖 | -300 | 7.41 | -2223 | ¥6.11 | 44.35 |
| 2025-08-05 | 奥普科技(603551.SH) | 卖 | -300 | 11.69 | -3507 | ¥6.75 | 71.06 |
| 2025-08-05 | 中集车辆(301039.SZ) | 买 | 300 | 8.65 | 2595 | ¥5 | 0 |
| 2025-08-05 | 渤海轮渡(603167.SH) | 买 | 200 | 10.51 | 2102 | ¥5 | 0 |
| 2025-07-29 | 华电国际(600027.SH) | 卖 | -24300 | 5.32 | -129276 | ¥103.42 | -3198.73 |
| 2025-07-29 | 招商轮船(601872.SH) | 卖 | -21500 | 6.16 | -132440 | ¥105.95 | -48.36 |
| 2025-07-29 | 中国外运(601598.SH) | 卖 | -25100 | 5.38 | -135038 | ¥108.03 | 2721.32 |
| 2025-07-29 | 华旺科技(605377.SH) | 卖 | -300 | 9.61 | -2883 | ¥6.44 | -8.85 |
| 2025-07-29 | 蓝天燃气(605368.SH) | 买 | 100 | 10.01 | 1001 | ¥5 | 0 |
