价值反转精选:年化收益率（6.96%）
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: 15.6%
- 年化收益率: 6.96%
- 基准收益率: 32.26%
- 阿尔法: -0.03
- 夏普比率: 0.28
- 最大回撤: 28.3%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 锦江航运(601083.SH) | 12.563767811159 | 23300 | 2 | 13.16 | 306628 | 13892.21/4.746% |
| 2026-04-02 | 海尔智家(600690.SH) | 21.666497727273 | 13200 | 2 | 21.38 | 282216 | -3781.77/-1.322% |
| 2026-04-02 | 东吴证券(601555.SH) | 7.9223759668508 | 36200 | 2 | 7.95 | 287790 | 999.99/0.349% |
| 2026-04-02 | 新华保险(601336.SH) | 62.608776086957 | 4600 | 2 | 60.65 | 278990 | -9010.37/-3.129% |
| 2026-04-01 | 锦江航运(601083.SH) | 12.563767811159 | 23300 | 1 | 12.93 | 301269 | 8533.21/2.915% |
| 2026-04-01 | 海尔智家(600690.SH) | 21.666497727273 | 13200 | 1 | 21.79 | 287628 | 1630.23/0.57% |
| 2026-04-01 | 东吴证券(601555.SH) | 7.9223759668508 | 36200 | 1 | 7.95 | 287790 | 999.99/0.349% |
| 2026-04-01 | 新华保险(601336.SH) | 62.608776086957 | 4600 | 1 | 62.38 | 286948 | -1052.37/-0.365% |
| 2026-04-01 | 尚品宅配(300616.SZ) | 13.083923788546 | 0 | 13 | 12.19 | 0 | -25059.07/-8.437% |
| 2026-04-01 | 索菲亚(002572.SZ) | 13.033908810573 | 0 | 13 | 12.81 | 0 | -8260.73/-2.792% |
交易详情
| 2026-04-01 | 科顺股份(300737.SZ) | 卖 | -45500 | 6.35 | -288925 | ¥375.6 | -17837 |
| 2026-04-01 | 尚品宅配(300616.SZ) | 卖 | -22700 | 12.3 | -279210 | ¥362.97 | -17795.07 |
| 2026-04-01 | 好想你(002582.SZ) | 卖 | -26100 | 11.35 | -296235 | ¥385.11 | -15256.42 |
| 2026-04-01 | 索菲亚(002572.SZ) | 卖 | -22700 | 12.8 | -290560 | ¥377.73 | -5309.73 |
| 2026-04-01 | 新华保险(601336.SH) | 买 | 4600 | 62.59 | 287914 | ¥86.37 | 0 |
| 2026-04-01 | 东吴证券(601555.SH) | 买 | 36200 | 7.92 | 286704 | ¥86.01 | 0 |
| 2026-04-01 | 海尔智家(600690.SH) | 买 | 13200 | 21.66 | 285912 | ¥85.77 | 0 |
| 2026-04-01 | 锦江航运(601083.SH) | 买 | 23300 | 12.56 | 292648 | ¥87.79 | 0 |
| 2026-03-16 | 浦发银行(600000.SH) | 卖 | -30400 | 10.22 | -310688 | ¥403.89 | 4572.37 |
| 2026-03-16 | 硕世生物(688399.SH) | 卖 | -4705 | 63.68 | -299614.4 | ¥389.5 | 2781.03 |
