# 双低选股策略（低 PE + 低 PB）
name: dual_low
display_name: 双低选股
description: 偏稳健的低估值筛选策略，叠加当日活跃度与形态确认，避免长期只命中静态低估值票
version: "1.2"
category: value
tags: [value, defensive, low_valuation, dynamic_signal]

screening:
  enabled: true
  market_scope: [cn]
  hard_filters:
    exclude_st: true
    amount_min: 50000000
    pe_ttm_min: 0
    pe_ttm_max: 15
    pb_min: 0
    pb_max: 2.0
    market_cap_min: 5000000000
    market_cap_max: 300000000000
    price_min: 3
    price_max: 80
    change_pct_min: -4.5
    change_pct_max: 4.5
  tech_weight: 0.2
  factor_weights:
    value: 0.34
    stability: 0.20
    liquidity: 0.14
    momentum: 0.10
    activity: 0.10
    reversal: 0.06
    size: 0.06
  scoring_profile:
    momentum_chase_start_pct: 2.5
    momentum_chase_penalty_slope: 18.0
    momentum_downside_start_pct: -2.5
    activity_ideal_volume_ratio: 1.2
    activity_ideal_turnover_rate: 2.0
    activity_high_volume_ratio: 4.0
    activity_high_turnover_rate: 8.0
    stability_hot_change_pct: 4.0
    stability_high_turnover_rate: 8.0
    stability_high_volume_ratio: 4.0
  risk_profile:
    chase_change_pct: 5.0
    abnormal_volume_ratio: 4.0
    high_turnover_rate: 8.0
    low_llm_confidence: 0.45
  portfolio_profile:
    max_same_bucket: 2
    concentration_penalty: 3.0
    buckets:
      金融: [券商, 银行, 保险]
      地产链: [地产, 房地产, 建材, 家居, 物业]
      周期: [钢铁, 煤炭, 有色, 化工]
  scorecard_profile:
    value_quality_value_min: 72.0
    value_quality_stability_min: 65.0
    value_quality_bonus: 3.0
    volume_spike_ratio: 4.0
  ranking_hints: |
    优先考虑：
    1. 低 PE / 低 PB 仍是基础，但不要只因为便宜反复选择同一批银行、地产、周期股
    2. 优先选择当日成交活跃度适中、没有追高或破位风险的低估值修复候选
    3. 行业地位、现金流、分红稳定性和近期催化能解释估值修复逻辑
  max_output: 5