价值反转精选:年化收益率（6.56%）
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: 14.69%
- 年化收益率: 6.56%
- 基准收益率: 31.14%
- 阿尔法: -0.03
- 夏普比率: 0.26
- 最大回撤: 28.3%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 锦江航运(601083.SH) | 12.563767811159 | 23300 | 3 | 12.99 | 302667 | 9931.21/3.393% |
| 2026-04-03 | 海尔智家(600690.SH) | 21.666497727273 | 13200 | 3 | 21.15 | 279180 | -6817.77/-2.384% |
| 2026-04-03 | 东吴证券(601555.SH) | 7.9223759668508 | 36200 | 3 | 8 | 289600 | 2809.99/0.98% |
| 2026-04-03 | 新华保险(601336.SH) | 62.608776086957 | 4600 | 3 | 59.8 | 275080 | -12920.37/-4.486% |
| 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% |
交易详情
| 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 | 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 | 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 | 农业银行(601288.SH) | 卖 | -45800 | 6.6 | -302280 | ¥392.96 | -5842.65 |
| 2026-03-16 | 硕世生物(688399.SH) | 卖 | -4705 | 63.68 | -299614.4 | ¥389.5 | 2781.03 |
