价值趋势精选微盘策略:年化收益率（45.86%）
本策略结合价值和趋势分析，精选流通市值适中、低估值（低市净率、低市盈率）、且股价站上240日均线的优质小市值股票，旨在捕捉价值回归与趋势共振带来的投资机会。策略定期调仓，均衡持仓，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: 550.3%
- 年化收益率: 45.86%
- 基准收益率: -17.33%
- 阿尔法: 0.52
- 夏普比率: 1.41
- 最大回撤: 33.24%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 鹏鹞环保(300664.SZ) | 5.6516950214592 | 233000 | 1 | 5.52 | 1286160 | -30684.94/-2.33% |
| 2026-04-02 | 东贝集团(601956.SH) | 6.6119829935356 | 201100 | 1 | 6.51 | 1309161 | -20508.78/-1.542% |
| 2026-04-02 | 海峡环保(603817.SH) | 7.8558934937124 | 182900 | 4 | 7.11 | 1300419 | -136423.92/-9.495% |
| 2026-04-02 | 江盐集团(601065.SH) | 8.4125230193387 | 0 | 4 | 8.33 | 0 | -404.44/-0.03% |
| 2026-04-02 | 顺博合金(002996.SZ) | 7.282183991684 | 185300 | 10 | 7.13 | 1321189 | -28199.69/-2.09% |
| 2026-04-02 | 中科环保(301175.SZ) | 7.3640217287488 | 209400 | 16 | 6.14 | 1285716 | -256310.15/-16.622% |
| 2026-04-02 | 出版传媒(601999.SH) | 7.4979650069499 | 0 | 28 | 7.59 | 0 | 77524/6.029% |
| 2026-04-01 | 海峡环保(603817.SH) | 7.8923669976636 | 171200 | 3 | 7.27 | 1244624 | -106549.23/-7.886% |
| 2026-04-01 | 江盐集团(601065.SH) | 8.4125230193387 | 160300 | 3 | 8.41 | 1348123 | -404.44/-0.03% |
| 2026-04-01 | 顺博合金(002996.SZ) | 7.282183991684 | 190700 | 9 | 7.18 | 1369226 | -19486.49/-1.403% |
交易详情
| 2026-04-02 | 江盐集团(601065.SH) | 卖 | -160300 | 8.39 | -1344917 | ¥1748.39 | -3610.44 |
| 2026-04-02 | 出版传媒(601999.SH) | 卖 | -171500 | 7.92 | -1358280 | ¥1765.76 | 72379 |
| 2026-04-02 | 顺博合金(002996.SZ) | 卖 | -5400 | 7.18 | -38772 | ¥50.4 | -551.79 |
| 2026-04-02 | 中科环保(301175.SZ) | 买 | 1000 | 6.3 | 6300 | ¥5 | 0 |
| 2026-04-02 | 东贝集团(601956.SH) | 买 | 201100 | 6.61 | 1329271 | ¥398.78 | 0 |
| 2026-04-02 | 海峡环保(603817.SH) | 买 | 11700 | 7.32 | 85644 | ¥25.69 | 0 |
| 2026-04-02 | 鹏鹞环保(300664.SZ) | 买 | 233000 | 5.65 | 1316450 | ¥394.94 | 0 |
| 2026-03-30 | 华鼎股份(601113.SH) | 卖 | -307700 | 4.28 | -1316956 | ¥1712.04 | 5760.76 |
| 2026-03-30 | 鹏鹞环保(300664.SZ) | 卖 | -224300 | 5.95 | -1334585 | ¥1734.96 | 10817.99 |
| 2026-03-30 | 顺博合金(002996.SZ) | 卖 | -1500 | 7.39 | -11085 | ¥16.09 | 161.72 |
