可转债摊大饼策略最优参数配置:年化收益率（53.26%）
以当期收益率为正的前提，将资金分散到较多的可转债上，避免系统性风险的可转债策略
概要
核心指标
- 累计收益率: 3386.18%
- 年化收益率: 53.26%
- 基准收益率: 13%
- 阿尔法: 0.54
- 夏普比率: 1.58
- 最大回撤: 21%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-21 | 冠中转债(123207.SZ) | 229.19873862623 | 0 | 2 | 223.5 | 0 | -22742.16/-0.885% |
| 2026-08-21 | 镇洋转债(113681.SH) | 139.74207491857 | 24560 | 2 | 140 | 3438400 | 6334.64/0.185% |
| 2026-08-21 | 金田转债(113046.SH) | 136.33775723919 | 25210 | 2 | 140.01 | 3529652.1 | 92577.24/2.693% |
| 2026-08-21 | 金诚转债(113615.SH) | 751.72839112051 | 4730 | 3 | 742.54 | 3512214.2 | -43461.09/-1.222% |
| 2026-08-21 | 声迅转债(127080.SZ) | 280.35588108108 | 12950 | 3 | 274 | 3548300 | -82308.66/-2.267% |
| 2026-08-21 | 宏图转债(118027.SH) | 79.025448732331 | 0 | 4 | 77 | 0 | -22704.49/-2.601% |
| 2026-08-21 | 万讯转债(123112.SZ) | 148.76192218542 | 23000 | 10 | 145.4 | 3344200 | -77324.21/-2.26% |
| 2026-08-21 | 严牌转债(123243.SZ) | 205.06150029533 | 16930 | 1 | 212 | 3589160 | 117468.8/3.384% |
| 2026-08-21 | 重银转债(113056.SH) | 127.45464028472 | 27130 | 25 | 127.82 | 3467756.6 | 9912.21/0.287% |
| 2026-08-21 | 美锦转债(127061.SZ) | 104.64662160136 | 31320 | 25 | 110.62 | 3464618.4 | 187086.21/5.708% |
交易详情
| 2026-08-21 | 冠中转债(123207.SZ) | 卖 | -11210 | 227.17 | -2546575.7 | ¥763.97 | -22742.16 |
| 2026-08-21 | 宏图转债(118027.SH) | 卖 | -11046 | 76.98 | -850321.08 | ¥255.1 | -22594.03 |
| 2026-08-21 | 万讯转债(123112.SZ) | 卖 | -2200 | 151.8 | -333960 | ¥100.19 | 6683.77 |
| 2026-08-21 | 上银转债(113042.SH) | 买 | 330 | 118.99 | 39266.7 | ¥11.78 | 0 |
| 2026-08-21 | 重银转债(113056.SH) | 买 | 260 | 128.45 | 33397 | ¥10.02 | 0 |
| 2026-08-21 | 美锦转债(127061.SZ) | 买 | 1090 | 111 | 120990 | ¥36.3 | 0 |
| 2026-08-21 | 常银转债(113062.SH) | 买 | 300 | 129.96 | 38988 | ¥11.7 | 0 |
| 2026-08-21 | 金田转债(113046.SH) | 买 | 110 | 137.86 | 15164.6 | ¥5 | 0 |
| 2026-08-21 | 严牌转债(123243.SZ) | 买 | 16930 | 205 | 3470650 | ¥1041.2 | 0 |
| 2026-08-21 | 镇洋转债(113681.SH) | 买 | 80 | 139.73 | 11178.4 | ¥5 | 0 |
