低市净均线反转策略:年化收益率（26.64%）
本策略结合低市净率估值和长期均线动量，筛选价格低于每股净资产且股价相对长期均线动量较弱的股票，捕捉价值回归机会。
概要
核心指标
- 累计收益率: 63.87%
- 年化收益率: 26.64%
- 基准收益率: 36.67%
- 阿尔法: 0.11
- 夏普比率: 0.73
- 最大回撤: 25.01%
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 | 西王食品(000639.SZ) | 2.5007500738552 | 67700 | 1 | 2.4 | 162480 | -6820.78/-4.029% |
| 2026-04-02 | 国中水务(600187.SH) | 1.90057 | 89000 | 1 | 1.86 | 165540 | -3610.73/-2.135% |
| 2026-04-02 | 居然智家(000785.SZ) | 2.5267177325581 | 68800 | 6 | 2.41 | 165808 | -8030.18/-4.619% |
| 2026-04-02 | 苏交科(300284.SZ) | 6.5919770428016 | 0 | 6 | 6.71 | 0 | 11514.19/6.796% |
| 2026-04-02 | 珍宝岛(603567.SH) | 7.2921871485944 | 23400 | 11 | 7.18 | 168012 | -2625.18/-1.538% |
| 2026-04-02 | 保利发展(600048.SH) | 6.3736472258517 | 28700 | 16 | 5.7 | 163590 | -19333.68/-10.569% |
| 2026-04-02 | 华发股份(600325.SH) | 4.1105855319149 | 47000 | 21 | 3.5 | 164500 | -28697.52/-14.854% |
| 2026-04-02 | 信达地产(600657.SH) | 3.2384952638752 | 0 | 21 | 3 | 0 | -8345.43/-4.585% |
| 2026-04-02 | 华夏幸福(600340.SH) | 1.546869653623 | 121800 | 46 | 1.32 | 160776 | -27632.72/-14.666% |
| 2026-04-02 | 中国银河(601881.SH) | 12.793837301587 | 12600 | 1 | 12.63 | 159138 | -2064.35/-1.281% |
交易详情
| 2026-04-02 | 苏交科(300284.SZ) | 卖 | -25700 | 6.87 | -176559 | ¥229.53 | 7145.19 |
| 2026-04-02 | 瑞茂通(600180.SH) | 卖 | -48200 | 3.45 | -166290 | ¥216.18 | -9692.78 |
| 2026-04-02 | 信达地产(600657.SH) | 卖 | -56200 | 3.06 | -171972 | ¥223.56 | -10031.43 |
| 2026-04-02 | 华夏幸福(600340.SH) | 买 | 6100 | 1.39 | 8479 | ¥5 | 0 |
| 2026-04-02 | 国中水务(600187.SH) | 买 | 89000 | 1.9 | 169100 | ¥50.73 | 0 |
| 2026-04-02 | 万 科Ａ(000002.SZ) | 买 | 700 | 4.01 | 2807 | ¥5 | 0 |
| 2026-04-02 | 珍宝岛(603567.SH) | 卖 | -1400 | 7.22 | -10108 | ¥15.11 | -101.06 |
| 2026-04-02 | 金地集团(600383.SH) | 买 | 1300 | 2.74 | 3562 | ¥5 | 0 |
| 2026-04-02 | 华发股份(600325.SH) | 买 | 700 | 3.6 | 2520 | ¥5 | 0 |
| 2026-04-02 | 西王食品(000639.SZ) | 买 | 67700 | 2.5 | 169250 | ¥50.78 | 0 |
