策略档案 / 冻结历史记录
沪深主板稳健低波20
20只沪深300历史成分中的沪深主板股票；逐月前一交易日信号、次日开盘执行。
累计收益路径
与策略对比页相同的交互曲线
首个归档交易日归一化为 0%；可滚轮缩放、拖拽平移或使用底部滑块。精确净值仍以日度表和 CSV 为准。
正在读取归档曲线…
当前查看的是 单一归档区间：源文件只覆盖 2015-01-05 至 2026-09-04，并非完整策略回测。
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2015 | +15.76% | 2015-01-05 — 2015-12-31 |
| 2016 | +1.21% | 2015-12-31 — 2016-12-30 |
| 2017 | +17.38% | 2016-12-30 — 2017-12-29 |
| 2018 | -3.42% | 2017-12-29 — 2018-12-28 |
| 2019 | +6.04% | 2018-12-28 — 2019-12-31 |
| 2020 | +2.93% | 2019-12-31 — 2020-12-31 |
| 2021 | +8.30% | 2020-12-31 — 2021-12-31 |
| 2022 | -1.10% | 2021-12-31 — 2022-12-30 |
| 2023 | +7.98% | 2022-12-30 — 2023-12-29 |
| 2024 | +11.10% | 2023-12-29 — 2024-12-31 |
| 2025 | +1.73% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | +3.82% | 2025-12-31 — 2026-09-04 |
股票持仓
最新选股目标
截至 2026-09-01 的冻结快照；不是当前实盘组合。
该已验证策略的执行账本采用连续金额，不能还原逐股数量或成本批次；这里展示最后一次冻结信号的选股目标和目标权重，不能把它当作 2026-09-04 的实际持仓明细。
| 股票标的 | 名称 | 目标组合权重 |
|---|---|---|
| sh600919 | 江苏银行 | +1.46% |
| sh600926 | 杭州银行 | +1.44% |
| sh601838 | 成都银行 | +1.34% |
| sh600905 | 三峡能源 | +1.34% |
| sh601018 | 宁波港 | +1.33% |
| sh600025 | 华能水电 | +1.31% |
| sh600887 | 伊利股份 | +1.31% |
| sh601009 | 南京银行 | +1.27% |
| sh601398 | 工商银行 | +1.27% |
| sh600015 | 华夏银行 | +1.22% |
| sz000333 | 美的集团 | +1.22% |
| sh600886 | 国投电力 | +1.20% |
| sh601939 | 建设银行 | +1.19% |
| sh601059 | 信达证券 | +1.18% |
| sh601919 | 中远海控 | +1.18% |
| sh600674 | 川投能源 | +1.18% |
| sz000895 | 双汇发展 | +1.15% |
| sh601988 | 中国银行 | +1.15% |
| sz002142 | 宁波银行 | +1.15% |
| sh600795 | 国电电力 | +1.12% |
可追溯明细
日度净值
连续金额总收益代理 · 人民币元。 当前显示第 34 页
| 日期 | 连续金额总收益代理（元） |
|---|---|
| 2021-10-18 | 1,588,853.23 |
| 2021-10-19 | 1,591,394.76 |
| 2021-10-20 | 1,589,268.67 |
| 2021-10-21 | 1,589,697.18 |
| 2021-10-22 | 1,587,892.10 |
| 2021-10-25 | 1,589,370.95 |
| 2021-10-26 | 1,588,742.60 |
| 2021-10-27 | 1,582,706.91 |
| 2021-10-28 | 1,577,733.63 |
| 2021-10-29 | 1,580,157.01 |
| 2021-11-01 | 1,579,880.68 |
| 2021-11-02 | 1,575,378.77 |
| 2021-11-03 | 1,573,870.71 |
| 2021-11-04 | 1,575,511.48 |
| 2021-11-05 | 1,573,767.89 |
| 2021-11-08 | 1,574,677.87 |
| 2021-11-09 | 1,574,596.57 |
| 2021-11-10 | 1,573,556.67 |
| 2021-11-11 | 1,576,069.87 |
| 2021-11-12 | 1,575,089.17 |
| 2021-11-15 | 1,575,831.92 |
| 2021-11-16 | 1,573,019.62 |
| 2021-11-17 | 1,574,076.90 |
| 2021-11-18 | 1,571,593.76 |
| 2021-11-19 | 1,575,101.24 |
| 2021-11-22 | 1,574,277.94 |
| 2021-11-23 | 1,576,030.69 |
| 2021-11-24 | 1,575,529.25 |
| 2021-11-25 | 1,573,764.80 |
| 2021-11-26 | 1,569,192.47 |
| 2021-11-29 | 1,567,133.67 |
| 2021-11-30 | 1,568,298.30 |
| 2021-12-01 | 1,571,803.52 |
| 2021-12-02 | 1,575,277.19 |
| 2021-12-03 | 1,578,141.20 |
| 2021-12-06 | 1,579,139.86 |
| 2021-12-07 | 1,584,590.18 |
| 2021-12-08 | 1,586,658.37 |
| 2021-12-09 | 1,591,682.83 |
| 2021-12-10 | 1,589,116.31 |
| 2021-12-13 | 1,590,169.28 |
| 2021-12-14 | 1,586,929.73 |
| 2021-12-15 | 1,586,253.03 |
| 2021-12-16 | 1,590,332.85 |
| 2021-12-17 | 1,589,535.41 |
| 2021-12-20 | 1,587,580.28 |
| 2021-12-21 | 1,591,375.06 |
| 2021-12-22 | 1,589,751.66 |
| 2021-12-23 | 1,590,870.61 |
| 2021-12-24 | 1,590,626.79 |
数据来源、版本与可追溯信息
日度来源：research/experiments/csi300_mainboard_steady20_v1/website_daily_nav.csv
日度 SHA-256：a04ab6123044762eb58b5724fa80b501b33c17f4a179f1252e86cb82491c02db
持仓/选股来源：research/experiments/csi300_mainboard_steady20_v1/latest_20.csv
持仓/选股 SHA-256：6084dfcce614440e4b463a8bbd7003d8156001f4221dda465884a7c399458a60
交易来源：research/experiments/csi300_mainboard_steady20_v1/results/trades.csv
交易 SHA-256：7bf8de16dc3d25956039e55427d65ab3ed68bc6c01988d23b9527473c376c590
归档保留原始路径与校验值，以便复核；重复版本不应视为独立的策略验证。