# 稳健价值策略
name: quality_value
display_name: 稳健价值
description: 估值合理、流动性充足、波动不过热，并要求有温和活跃度确认的稳健候选
version: "1.1"
category: value
tags: [value, quality, stability, dynamic_signal]

screening:
  enabled: true
  market_scope: [cn]
  hard_filters:
    exclude_st: true
    amount_min: 80000000
    pe_ttm_min: 0
    pe_ttm_max: 25
    pb_min: 0
    pb_max: 4.0
    market_cap_min: 10000000000
    market_cap_max: 800000000000
    change_pct_min: -3.5
    change_pct_max: 5.0
    price_min: 3
    price_max: 180
  tech_weight: 0.15
  factor_weights:
    value: 0.32
    stability: 0.24
    liquidity: 0.18
    momentum: 0.08
    activity: 0.08
    reversal: 0.04
    size: 0.06
  scoring_profile:
    momentum_chase_start_pct: 3.0
    momentum_chase_penalty_slope: 16.0
    activity_ideal_volume_ratio: 1.4
    activity_ideal_turnover_rate: 2.5
    stability_hot_change_pct: 4.5
    stability_high_turnover_rate: 8.0
    stability_high_volume_ratio: 4.0
  risk_profile:
    chase_change_pct: 5.5
    abnormal_volume_ratio: 4.5
    high_turnover_rate: 10.0
    low_llm_confidence: 0.45
  portfolio_profile:
    max_same_bucket: 1
    concentration_penalty: 4.5
    buckets:
      金融: [券商, 银行, 保险]
      消费: [白酒, 食品, 家电, 零售, 消费]
      公用事业: [电力, 燃气, 水务, 公用事业]
  scorecard_profile:
    value_quality_value_min: 72.0
    value_quality_stability_min: 68.0
    value_quality_bonus: 2.8
    volume_spike_ratio: 4.0
  ranking_hints: |
    优先关注：
    1. 估值合理且不是依赖单日情绪推动的标的
    2. 成交额足够、涨跌幅不过热，适合后续深度分析
    3. 兼顾行业地位、现金流质量、分红或经营稳定性线索
  max_output: 5