均线金叉低PB轮动策略:年化收益率（29.66%）
本策略精选均线多头排列、股价站稳长期均线且低市净率的股票，力求在技术面转强和估值安全边际之间寻找平衡，通过定期轮动，捕捉市场机会。
概要
核心指标
- 累计收益率: 215.28%
- 年化收益率: 29.66%
- 基准收益率: -21.89%
- 阿尔法: 0.42
- 夏普比率: 0.83
- 最大回撤: 39.14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 万得凯(301309.SZ) | 29.117147169811 | 21200 | 8 | 29.67 | 629004 | 11720.48/1.899% |
| 2025-08-07 | 坤泰股份(001260.SZ) | 19.065717857143 | 30600 | 23 | 20.34 | 622404 | 38993.03/6.684% |
| 2025-08-07 | 利仁科技(001259.SZ) | 25.738294805195 | 22800 | 28 | 27.41 | 624948 | 38114.88/6.495% |
| 2025-08-07 | 博菲电气(001255.SZ) | 29.999798534799 | 18600 | 48 | 33.85 | 629610 | 71613.75/12.834% |
| 2025-08-07 | 科瑞思(301314.SZ) | 36.592541984518 | 14200 | 48 | 45.5 | 646100 | 126485.9/24.342% |
| 2025-08-06 | 万得凯(301309.SZ) | 29.117147169811 | 21200 | 7 | 29.67 | 629004 | 11720.48/1.899% |
| 2025-08-06 | 坤泰股份(001260.SZ) | 19.065717857143 | 30600 | 22 | 20.39 | 623934 | 40523.03/6.946% |
| 2025-08-06 | 利仁科技(001259.SZ) | 25.738294805195 | 22800 | 27 | 27.38 | 624264 | 37430.88/6.378% |
| 2025-08-06 | 博菲电气(001255.SZ) | 29.999798534799 | 18600 | 47 | 33.38 | 620868 | 62871.75/11.267% |
| 2025-08-06 | 科瑞思(301314.SZ) | 36.592541984518 | 14200 | 47 | 45.33 | 643686 | 124071.9/23.878% |
交易详情
| 2025-08-05 | 利仁科技(001259.SZ) | 卖 | -200 | 27.28 | -5456 | ¥10.46 | 308.34 |
| 2025-08-05 | 博菲电气(001255.SZ) | 买 | 200 | 32.65 | 6530 | ¥5 | 0 |
| 2025-08-05 | 坤泰股份(001260.SZ) | 卖 | -100 | 20.05 | -2005 | ¥7.01 | 98.43 |
| 2025-08-05 | 科瑞思(301314.SZ) | 卖 | -100 | 43.44 | -4344 | ¥9.34 | 684.75 |
| 2025-08-05 | 万得凯(301309.SZ) | 买 | 300 | 28.99 | 8697 | ¥5 | 0 |
| 2025-07-29 | 楚环科技(001336.SZ) | 卖 | -26949 | 22.72 | -612281.28 | ¥795.97 | 67853.83 |
| 2025-07-29 | 利仁科技(001259.SZ) | 卖 | -100 | 26.75 | -2675 | ¥7.68 | 101.17 |
| 2025-07-29 | 博菲电气(001255.SZ) | 买 | 400 | 33.13 | 13252 | ¥5 | 0 |
| 2025-07-29 | 科瑞思(301314.SZ) | 卖 | -100 | 42.84 | -4284 | ¥9.28 | 624.75 |
| 2025-07-29 | 万得凯(301309.SZ) | 买 | 20900 | 29.11 | 608399 | ¥182.52 | 0 |
