价值反转精选:年化收益率（14.07%）
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: 22.4%
- 年化收益率: 14.07%
- 基准收益率: 21.51%
- 阿尔法: 0.04
- 夏普比率: 0.47
- 最大回撤: 28.2%
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 | 浙商银行(601916.SH) | 3.4810440543601 | 88300 | 2 | 3.42 | 301986 | -5390.19/-1.754% |
| 2025-08-07 | 兴业银行(601166.SH) | 23.096927272727 | 13200 | 2 | 23.07 | 304524 | -355.44/-0.117% |
| 2025-08-07 | 重庆银行(601963.SH) | 10.742313220339 | 29500 | 14 | 10.48 | 309160 | -7738.24/-2.442% |
| 2025-08-07 | 四川路桥(600039.SH) | 8.722615890411 | 36500 | 14 | 8.39 | 306235 | -12140.48/-3.813% |
| 2025-08-06 | 浙商银行(601916.SH) | 3.4810440543601 | 88300 | 1 | 3.44 | 303752 | -3624.19/-1.179% |
| 2025-08-06 | 兴业银行(601166.SH) | 23.096927272727 | 13200 | 1 | 22.98 | 303336 | -1543.44/-0.506% |
| 2025-08-06 | 重庆银行(601963.SH) | 10.742313220339 | 29500 | 13 | 10.33 | 304735 | -12163.24/-3.838% |
| 2025-08-06 | 齐鲁银行(601665.SH) | 6.2418720321932 | 0 | 13 | 6.24 | 0 | 900.96/0.29% |
| 2025-08-06 | 招商轮船(601872.SH) | 6.0818240234375 | 0 | 13 | 6.25 | 0 | 1954.61/0.628% |
| 2025-08-06 | 四川路桥(600039.SH) | 8.722615890411 | 36500 | 13 | 8.34 | 304410 | -13965.48/-4.386% |
交易详情
| 2025-08-06 | 齐鲁银行(601665.SH) | 卖 | -49700 | 6.25 | -310625 | ¥403.81 | 403.96 |
| 2025-08-06 | 招商轮船(601872.SH) | 卖 | -51200 | 6.12 | -313344 | ¥407.35 | 1954.61 |
| 2025-08-06 | 兴业银行(601166.SH) | 买 | 13200 | 23.09 | 304788 | ¥91.44 | 0 |
| 2025-08-06 | 重庆银行(601963.SH) | 买 | 900 | 10.39 | 9351 | ¥5 | 0 |
| 2025-08-06 | 浙商银行(601916.SH) | 买 | 88300 | 3.48 | 307284 | ¥92.19 | 0 |
| 2025-07-21 | 大商股份(600694.SH) | 卖 | -16100 | 19 | -305900 | ¥397.67 | -5933.52 |
| 2025-07-21 | 良品铺子(603719.SH) | 卖 | -25000 | 13.34 | -333500 | ¥433.55 | 31909.55 |
| 2025-07-21 | 好想你(002582.SZ) | 卖 | -30500 | 9.77 | -297985 | ¥387.38 | -3140.31 |
| 2025-07-21 | 新疆众和(600888.SH) | 卖 | -43700 | 7.04 | -307648 | ¥399.94 | 15644.43 |
| 2025-07-21 | 四川路桥(600039.SH) | 买 | 36500 | 8.72 | 318280 | ¥95.48 | 0 |
