价值反转精选策略:年化收益率（16.61%）
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: 39.34%
- 年化收益率: 16.61%
- 基准收益率: 31.14%
- 阿尔法: 0.05
- 夏普比率: 0.6
- 最大回撤: 19.89%
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 | 东吴证券(601555.SH) | 8.5525649667406 | 45100 | 13 | 8 | 360800 | -24920.68/-6.461% |
| 2026-04-03 | 华发股份(600325.SH) | 4.0978699788584 | 94600 | 13 | 3.37 | 318802 | -68856.5/-17.762% |
| 2026-04-03 | 南京高科(600064.SH) | 8.6851540045767 | 42700 | 23 | 8.2 | 350140 | -20716.08/-5.586% |
| 2026-04-03 | 长久物流(603569.SH) | 7.4104244859813 | 52000 | 43 | 6.63 | 344760 | -40582.07/-10.531% |
| 2026-04-02 | 东吴证券(601555.SH) | 8.5525649667406 | 45100 | 12 | 7.95 | 358545 | -27175.68/-7.045% |
| 2026-04-02 | 华发股份(600325.SH) | 4.0978699788584 | 94600 | 12 | 3.5 | 331100 | -56558.5/-14.59% |
| 2026-04-02 | 南京高科(600064.SH) | 8.6851540045767 | 42700 | 22 | 8.33 | 355691 | -15165.08/-4.089% |
| 2026-04-02 | 长久物流(603569.SH) | 7.4104244859813 | 52000 | 42 | 6.81 | 354120 | -31222.07/-8.102% |
| 2026-04-01 | 东吴证券(601555.SH) | 8.5525649667406 | 45100 | 11 | 7.95 | 358545 | -27175.68/-7.045% |
| 2026-04-01 | 华发股份(600325.SH) | 4.0978699788584 | 94600 | 11 | 3.6 | 340560 | -47098.5/-12.149% |
交易详情
| 2026-04-01 | 华发股份(600325.SH) | 买 | 700 | 3.64 | 2548 | ¥5 | 0 |
| 2026-04-01 | 长久物流(603569.SH) | 卖 | -1500 | 6.97 | -10455 | ¥15.46 | -660.64 |
| 2026-04-01 | 南京高科(600064.SH) | 卖 | -1000 | 8.42 | -8420 | ¥13.42 | -265.15 |
| 2026-03-18 | 楚天高速(600035.SH) | 卖 | -96300 | 4.03 | -388089 | ¥504.52 | 4700.02 |
| 2026-03-18 | 宁沪高速(600377.SH) | 卖 | -31700 | 12.49 | -395933 | ¥514.71 | 11933.36 |
| 2026-03-18 | 华发股份(600325.SH) | 买 | 93900 | 4.1 | 384990 | ¥115.5 | 0 |
| 2026-03-18 | 东吴证券(601555.SH) | 买 | 45100 | 8.55 | 385605 | ¥115.68 | 0 |
| 2026-03-18 | 长久物流(603569.SH) | 买 | 1700 | 7.22 | 12274 | ¥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 | -59400 | 6.38 | -378972 | ¥492.66 | -4867.12 |
