可转债低价潜伏策略:年化收益率（16.55%）
该策略选取溢价率最低的可转债，其具有较强的股性，能紧跟股票涨幅的同时，具有较低的风险性。通过每日调仓，选取最具性价比的低溢价标的
概要
核心指标
- 累计收益率: 41.41%
- 年化收益率: 16.55%
- 基准收益率: 43.51%
- 阿尔法: 0.05
- 夏普比率: 0.61
- 最大回撤: 18.53%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 超声转债(127026.SZ) | 143.7031 | 600 | 3 | 138 | 82800 | -3421.86/-3.969% |
| 2026-05-15 | 宙邦转债(123158.SZ) | 219.52272727273 | 440 | 4 | 183.06 | 80546.4 | -16043.6/-16.61% |
| 2026-05-15 | 海顺转债(123183.SZ) | 142.58275409836 | 610 | 10 | 142.88 | 87156.8 | 181.32/0.208% |
| 2026-05-15 | 神马转债(110093.SH) | 124.0371971831 | 710 | 2 | 121.34 | 86151.4 | -1915.01/-2.175% |
| 2026-05-15 | 九强转债(123150.SZ) | 137.74475806452 | 620 | 8 | 138.53 | 85888.6 | 486.85/0.57% |
| 2026-05-14 | 超声转债(127026.SZ) | 143.7031 | 600 | 2 | 142.43 | 85458 | -763.86/-0.886% |
| 2026-05-14 | 宙邦转债(123158.SZ) | 220.1976744186 | 430 | 3 | 188.51 | 81059.3 | -13625.7/-14.391% |
| 2026-05-14 | 海顺转债(123183.SZ) | 142.58275409836 | 610 | 9 | 142.81 | 87114.1 | 138.62/0.159% |
| 2026-05-14 | 神马转债(110093.SH) | 124.0371971831 | 710 | 1 | 122.22 | 86776.2 | -1290.21/-1.465% |
| 2026-05-14 | 九强转债(123150.SZ) | 137.74475806452 | 620 | 7 | 138.02 | 85572.4 | 170.65/0.2% |
交易详情
| 2026-05-15 | 宙邦转债(123158.SZ) | 买 | 10 | 190 | 1900 | ¥5 | 0 |
| 2026-05-14 | 瑞科转债(118018.SH) | 卖 | -640 | 157.5 | -100800 | ¥30.24 | 10550.07 |
| 2026-05-14 | 宙邦转债(123158.SZ) | 买 | 50 | 204.49 | 10224.5 | ¥5 | 0 |
| 2026-05-14 | 神马转债(110093.SH) | 买 | 710 | 124 | 88040 | ¥26.41 | 0 |
| 2026-05-13 | 神马转债(110093.SH) | 卖 | -710 | 123.39 | -87606.9 | ¥26.28 | -8817.34 |
| 2026-05-13 | 超声转债(127026.SZ) | 买 | 600 | 143.66 | 86196 | ¥25.86 | 0 |
| 2026-05-13 | 宙邦转债(123158.SZ) | 买 | 10 | 208.6 | 2086 | ¥5 | 0 |
| 2026-05-12 | 闻泰转债(110081.SH) | 卖 | -970 | 89.12 | -86446.4 | ¥25.93 | -19340.63 |
| 2026-05-12 | 九强转债(123150.SZ) | 买 | 20 | 143.3 | 2866 | ¥5 | 0 |
| 2026-05-12 | 宙邦转债(123158.SZ) | 买 | 370 | 222.54 | 82339.8 | ¥24.7 | 0 |
