低市净率均线反转策略:年化收益率（42.01%）
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: 76.69%
- 年化收益率: 42.01%
- 基准收益率: 31.03%
- 阿尔法: 0.2
- 夏普比率: 1.16
- 最大回撤: 18.14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 居然智家(000785.SZ) | 2.4707409405256 | 72300 | 3 | 2.41 | 174243 | -4391.57/-2.458% |
| 2026-04-02 | 保利发展(600048.SH) | 5.8517548701299 | 30800 | 3 | 5.7 | 175560 | -4674.05/-2.593% |
| 2026-04-02 | 苏交科(300284.SZ) | 6.4219259927798 | 27700 | 8 | 6.71 | 185867 | 7979.65/4.486% |
| 2026-04-02 | 珍宝岛(603567.SH) | 7.6213079545455 | 25300 | 18 | 7.18 | 181654 | -11165.09/-5.79% |
| 2026-04-02 | 信达地产(600657.SH) | 3.3403840965622 | 59900 | 23 | 3 | 179700 | -20389.01/-10.19% |
| 2026-04-02 | 华发股份(600325.SH) | 4.2353920321285 | 49800 | 28 | 3.5 | 174300 | -36622.52/-17.363% |
| 2026-04-02 | 华夏幸福(600340.SH) | 1.4453123801985 | 127800 | 48 | 1.32 | 168696 | -16014.92/-8.67% |
| 2026-04-02 | 金地集团(600383.SH) | 3.7725504519257 | 65500 | 103 | 2.66 | 174230 | -72872.05/-29.491% |
| 2026-04-02 | 国中水务(600187.SH) | 1.8105429735234 | 94000 | 8 | 1.86 | 174840 | 4648.96/2.732% |
| 2026-04-02 | 万 科Ａ(000002.SZ) | 5.8484864737513 | 44900 | 113 | 3.92 | 176008 | -86589.04/-32.974% |
交易详情
| 2026-03-31 | 大东方(600327.SH) | 卖 | -47500 | 3.99 | -189525 | ¥246.38 | 10871.42 |
| 2026-03-31 | 田野股份(920023.BJ) | 卖 | -46800 | 3.76 | -175968 | ¥228.76 | 6033.03 |
| 2026-03-31 | 华夏幸福(600340.SH) | 买 | 4600 | 1.4 | 6440 | ¥5 | 0 |
| 2026-03-31 | 万 科Ａ(000002.SZ) | 买 | 1400 | 4.02 | 5628 | ¥5 | 0 |
| 2026-03-31 | 国中水务(600187.SH) | 卖 | -4200 | 1.91 | -8022 | ¥13.02 | 417.72 |
| 2026-03-31 | 珍宝岛(603567.SH) | 卖 | -1100 | 7.08 | -7788 | ¥12.79 | -595.44 |
| 2026-03-31 | 金地集团(600383.SH) | 买 | 1900 | 2.75 | 5225 | ¥5 | 0 |
| 2026-03-31 | 华发股份(600325.SH) | 买 | 1000 | 3.63 | 3630 | ¥5 | 0 |
| 2026-03-31 | 信达地产(600657.SH) | 卖 | -200 | 3.01 | -602 | ¥5.6 | -66.08 |
| 2026-03-31 | 保利发展(600048.SH) | 买 | 30800 | 5.85 | 180180 | ¥54.05 | 0 |
