价值反转精选策略:年化收益率（13.13%）
本策略精选低市净率、高股息率、营收高增长的价值型股票，结合短期股价反转信号，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: 30.46%
- 年化收益率: 13.13%
- 基准收益率: 32.26%
- 阿尔法: 0.02
- 夏普比率: 0.49
- 最大回撤: 22.46%
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 | 东吴证券(601555.SH) | 8.5525649758454 | 41400 | 12 | 7.95 | 329130 | -24946.19/-7.045% |
| 2026-04-02 | 华发股份(600325.SH) | 4.0965269495413 | 87200 | 12 | 3.5 | 305200 | -52017.15/-14.562% |
| 2026-04-02 | 南京高科(600064.SH) | 8.685376119403 | 39300 | 22 | 8.33 | 327369 | -13966.28/-4.092% |
| 2026-04-02 | 长久物流(603569.SH) | 7.4103823170732 | 47800 | 42 | 6.81 | 325518 | -28698.27/-8.102% |
| 2026-04-01 | 东吴证券(601555.SH) | 8.5525649758454 | 41400 | 11 | 7.95 | 329130 | -24946.19/-7.045% |
| 2026-04-01 | 华发股份(600325.SH) | 4.0965269495413 | 87200 | 11 | 3.6 | 313920 | -43297.15/-12.121% |
| 2026-04-01 | 南京高科(600064.SH) | 8.685376119403 | 39300 | 21 | 8.4 | 330120 | -11215.28/-3.286% |
| 2026-04-01 | 长久物流(603569.SH) | 7.4103823170732 | 47800 | 41 | 6.99 | 334122 | -20094.27/-5.673% |
| 2026-03-31 | 东吴证券(601555.SH) | 8.5525649758454 | 41400 | 10 | 7.84 | 324576 | -29500.19/-8.332% |
| 2026-03-31 | 华发股份(600325.SH) | 4.1012300115875 | 86300 | 10 | 3.59 | 309817 | -44119.15/-12.465% |
交易详情
| 2026-04-01 | 华发股份(600325.SH) | 买 | 900 | 3.64 | 3276 | ¥5 | 0 |
| 2026-04-01 | 长久物流(603569.SH) | 卖 | -1400 | 6.97 | -9758 | ¥14.76 | -616.54 |
| 2026-04-01 | 南京高科(600064.SH) | 卖 | -900 | 8.42 | -7578 | ¥12.58 | -238.84 |
| 2026-03-18 | 楚天高速(600035.SH) | 卖 | -88600 | 4.03 | -357058 | ¥464.18 | 4324.21 |
| 2026-03-18 | 宁沪高速(600377.SH) | 卖 | -29100 | 12.49 | -363459 | ¥472.5 | 10961.37 |
| 2026-03-18 | 华发股份(600325.SH) | 买 | 86300 | 4.1 | 353830 | ¥106.15 | 0 |
| 2026-03-18 | 东吴证券(601555.SH) | 买 | 41400 | 8.55 | 353970 | ¥106.19 | 0 |
| 2026-03-18 | 长久物流(603569.SH) | 买 | 1600 | 7.22 | 11552 | ¥5 | 0 |
| 2026-03-18 | 南京高科(600064.SH) | 买 | 600 | 8.86 | 5316 | ¥5 | 0 |
| 2026-03-04 | 江苏金租(600901.SH) | 卖 | -54500 | 6.38 | -347710 | ¥452.02 | -4465.62 |
