策略档案 / 冻结历史记录
沪深300稳健中波精选50
50只沪深300历史成分股；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 | +28.42% | 2015-01-05 — 2015-12-31 |
| 2016 | +0.00% | 2015-12-31 — 2016-12-30 |
| 2017 | +21.48% | 2016-12-30 — 2017-12-29 |
| 2018 | -5.29% | 2017-12-29 — 2018-12-28 |
| 2019 | +10.18% | 2018-12-28 — 2019-12-31 |
| 2020 | +16.15% | 2019-12-31 — 2020-12-31 |
| 2021 | -4.19% | 2020-12-31 — 2021-12-31 |
| 2022 | -3.05% | 2021-12-31 — 2022-12-30 |
| 2023 | +2.51% | 2022-12-30 — 2023-12-29 |
| 2024 | +9.91% | 2023-12-29 — 2024-12-31 |
| 2025 | +8.41% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.97% | 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 | +0.66% |
| sh600926 | 杭州银行 | +0.65% |
| sh601328 | 交通银行 | +0.61% |
| sh601838 | 成都银行 | +0.61% |
| sh601018 | 宁波港 | +0.60% |
| sh600025 | 华能水电 | +0.59% |
| sh600887 | 伊利股份 | +0.59% |
| sh601009 | 南京银行 | +0.58% |
| sh601398 | 工商银行 | +0.57% |
| sh600015 | 华夏银行 | +0.55% |
| sz000333 | 美的集团 | +0.55% |
| sh600886 | 国投电力 | +0.54% |
| sh601939 | 建设银行 | +0.54% |
| sh600019 | 宝钢股份 | +0.54% |
| sh601059 | 信达证券 | +0.54% |
| sh601998 | 中信银行 | +0.54% |
| sh601919 | 中远海控 | +0.53% |
| sh600674 | 川投能源 | +0.53% |
| sz000895 | 双汇发展 | +0.52% |
| sh601988 | 中国银行 | +0.52% |
| sz002142 | 宁波银行 | +0.52% |
| sh601766 | 中国中车 | +0.52% |
| sh600741 | 华域汽车 | +0.52% |
| sh601825 | 沪农商行 | +0.51% |
| sh601901 | 方正证券 | +0.51% |
| sh600519 | 贵州茅台 | +0.51% |
| sh600795 | 国电电力 | +0.51% |
| sh600690 | 海尔智家 | +0.50% |
| sz000999 | 华润三九 | +0.50% |
| sh600028 | 中国石化 | +0.50% |
| sh688009 | 中国通号 | +0.50% |
| sh601377 | 兴业证券 | +0.50% |
| sh601077 | 渝农商行 | +0.49% |
| sh601288 | 农业银行 | +0.49% |
| sh600221 | 海航控股 | +0.47% |
| sh600660 | 福耀玻璃 | +0.46% |
| sh603288 | 海天味业 | +0.46% |
| sz001965 | 招商公路 | +0.46% |
| sz002236 | 大华股份 | +0.45% |
| sz003816 | 中国广核 | +0.45% |
| sz000708 | 中信特钢 | +0.44% |
| sh600406 | 国电南瑞 | +0.43% |
| sh601318 | 中国平安 | +0.43% |
| sh601088 | 中国神华 | +0.41% |
| sh600039 | 四川路桥 | +0.39% |
| sz002415 | 海康威视 | +0.38% |
| sh601857 | 中国石油 | +0.36% |
| sh600309 | 万华化学 | +0.34% |
| sh600089 | 特变电工 | +0.32% |
| sz300750 | 宁德时代 | +0.31% |
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 3 页
| 日期 | 连续金额总收益代理（元） |
|---|---|
| 2015-06-03 | 1,551,526.51 |
| 2015-06-04 | 1,552,734.97 |
| 2015-06-05 | 1,569,000.19 |
| 2015-06-08 | 1,583,680.80 |
| 2015-06-09 | 1,584,713.33 |
| 2015-06-10 | 1,590,765.33 |
| 2015-06-11 | 1,595,823.91 |
| 2015-06-12 | 1,608,349.20 |
| 2015-06-15 | 1,596,812.06 |
| 2015-06-16 | 1,569,170.28 |
| 2015-06-17 | 1,581,562.06 |
| 2015-06-18 | 1,552,892.03 |
| 2015-06-19 | 1,503,634.99 |
| 2015-06-23 | 1,523,205.27 |
| 2015-06-24 | 1,540,431.38 |
| 2015-06-25 | 1,505,619.89 |
| 2015-06-26 | 1,444,877.14 |
| 2015-06-29 | 1,420,248.40 |
| 2015-06-30 | 1,465,899.92 |
| 2015-07-01 | 1,426,876.28 |
| 2015-07-02 | 1,398,930.53 |
| 2015-07-03 | 1,363,553.94 |
| 2015-07-06 | 1,382,260.07 |
| 2015-07-07 | 1,357,811.60 |
| 2015-07-08 | 1,312,638.73 |
| 2015-07-09 | 1,353,995.22 |
| 2015-07-10 | 1,395,446.36 |
| 2015-07-13 | 1,419,882.10 |
| 2015-07-14 | 1,396,714.78 |
| 2015-07-15 | 1,361,591.87 |
| 2015-07-16 | 1,369,127.79 |
| 2015-07-17 | 1,395,361.74 |
| 2015-07-20 | 1,391,729.95 |
| 2015-07-21 | 1,395,170.22 |
| 2015-07-22 | 1,390,416.21 |
| 2015-07-23 | 1,406,411.61 |
| 2015-07-24 | 1,393,589.97 |
| 2015-07-27 | 1,338,768.24 |
| 2015-07-28 | 1,346,885.13 |
| 2015-07-29 | 1,361,694.67 |
| 2015-07-30 | 1,340,799.29 |
| 2015-07-31 | 1,345,961.94 |
| 2015-08-03 | 1,361,115.79 |
| 2015-08-04 | 1,374,762.84 |
| 2015-08-05 | 1,355,634.17 |
| 2015-08-06 | 1,347,311.94 |
| 2015-08-07 | 1,356,703.55 |
| 2015-08-10 | 1,386,013.00 |
| 2015-08-11 | 1,380,838.88 |
| 2015-08-12 | 1,370,460.21 |
数据来源、版本与可追溯信息
日度来源：research/experiments/csi300_steady_midvol_50_v1/website_daily_nav.csv
日度 SHA-256：488aa918fed5818bda6ddb4fbbaef47d2ed3b2329be69c4833f37ad3fced9505
持仓/选股来源：research/experiments/csi300_steady_midvol_50_v1/latest_50.csv
持仓/选股 SHA-256：e182664a3e4d647f8c5aa52280a4958e3f67dc8211a676ad5fe95d3421f0ad20
交易来源：research/experiments/csi300_steady_midvol_50_v1/results/trades.csv
交易 SHA-256：2c698ae29002bb38f88bd6f2b660538367981511c5b0e77ffc0488e4a1bf8e46
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。