可转债摊大饼策略最优参数配置:年化收益率（50%）
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: 3023.19%
- 年化收益率: 50%
- 基准收益率: -1.11%
- 阿尔法: 0.53
- 夏普比率: 1.51
- 最大回撤: 28.01%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-29 | 国泰转债(127040.SZ) | 115.58466493891 | 27010 | 1 | 114 | 3079140 | -42801.8/-1.371% |
| 2026-10-29 | 温氏转债(123107.SZ) | 111.75651684588 | 0 | 2 | 110.758 | 0 | -17758.82/-0.57% |
| 2026-10-29 | 万凯转债(123247.SZ) | 176.05279977815 | 18030 | 1 | 175 | 3155250 | -18981.98/-0.598% |
| 2026-10-29 | 皖天转债(113631.SH) | 128.66917241098 | 24488 | 3 | 128.947 | 3157654.14 | 6803.44/0.216% |
| 2026-10-29 | 运机转债(127092.SZ) | 275.43697735545 | 10350 | 5 | 289.998 | 3001479.3 | 150706.58/5.287% |
| 2026-10-29 | 常银转债(113062.SH) | 125.33171329561 | 24980 | 18 | 125.803 | 3142558.94 | 11772.74/0.376% |
| 2026-10-29 | 宏图转债(118027.SH) | 91.670783294227 | 0 | 21 | 75.53 | 0 | -618043.52/-17.247% |
| 2026-10-29 | 镇洋转债(113681.SH) | 135.75495236337 | 23469 | 14 | 133.521 | 3133604.35 | -52428.63/-1.646% |
| 2026-10-29 | 重银转债(113056.SH) | 127.32025733984 | 25350 | 68 | 125.093 | 3171107.55 | -56460.97/-1.749% |
| 2026-10-29 | 美锦转债(127061.SZ) | 109.30700018643 | 29710 | 14 | 105.05 | 3121035.5 | -126475.48/-3.895% |
交易详情
| 2026-10-29 | 温氏转债(123107.SZ) | 卖 | -27900 | 110.904 | -3094221.6 | ¥928.27 | -23785.22 |
| 2026-10-29 | 宏图转债(118027.SH) | 卖 | -39090 | 76.488 | -2989915.92 | ¥896.97 | -593495 |
| 2026-10-29 | 严牌转债(123243.SZ) | 卖 | -500 | 247.901 | -123950.5 | ¥37.19 | 14388.29 |
| 2026-10-29 | 重银转债(113056.SH) | 买 | 10 | 124.184 | 1241.84 | ¥5 | 0 |
| 2026-10-29 | 常银转债(113062.SH) | 买 | 50 | 126.181 | 6309.05 | ¥5 | 0 |
| 2026-10-29 | 镇洋转债(113681.SH) | 买 | 20 | 134 | 2680 | ¥5 | 0 |
| 2026-10-29 | 运机转债(127092.SZ) | 卖 | -400 | 302.999 | -121199.6 | ¥36.36 | 11024.81 |
| 2026-10-29 | 万凯转债(123247.SZ) | 买 | 18030 | 176 | 3173280 | ¥951.98 | 0 |
| 2026-10-29 | 美锦转债(127061.SZ) | 买 | 200 | 106.195 | 21239 | ¥6.37 | 0 |
| 2026-10-29 | 国泰转债(127040.SZ) | 买 | 27010 | 115.55 | 3121005.5 | ¥936.3 | 0 |
