可转债摊大饼策略最优参数配置:年化收益率（57.26%）
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: 2641.7%
- 年化收益率: 57.26%
- 基准收益率: 0.64%
- 阿尔法: 0.59
- 夏普比率: 1.74
- 最大回撤: 18.56%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 高测转债(118014.SH) | 161.04829931973 | 5880 | 1 | 164.18 | 965378.4 | 18414.4/1.945% |
| 2025-08-06 | 文科转债(128127.SZ) | 129.58886513158 | 21280 | 1 | 130 | 2766400 | 8748.95/0.317% |
| 2025-08-06 | 东材转债(113064.SH) | 142.91040398366 | 19580 | 2 | 140 | 2741200 | -56985.71/-2.037% |
| 2025-08-06 | 奇正转债(128133.SZ) | 177.52419858156 | 16920 | 2 | 156.15 | 2642058 | -361651.44/-12.04% |
| 2025-08-06 | 荣泰转债(113606.SH) | 144.41331113537 | 17620 | 3 | 159.06 | 2802637.2 | 258074.66/10.142% |
| 2025-08-06 | 豪鹏转债(127101.SZ) | 157.73207286288 | 17430 | 3 | 154.5 | 2692935 | -56335.03/-2.049% |
| 2025-08-06 | 东杰转债(123162.SZ) | 142.47101706109 | 11470 | 5 | 213.9 | 2453433 | 819290.43/50.136% |
| 2025-08-06 | 塞力转债(113601.SH) | 256.98408923077 | 0 | 3 | 240.89 | 0 | -23120.79/-2.768% |
| 2025-08-06 | 隆华转债(123120.SZ) | 140.13070613563 | 0 | 7 | 146.34 | 0 | 128519.76/5.045% |
| 2025-08-06 | 金铜转债(113068.SH) | 142.10606755268 | 19980 | 13 | 145.93 | 2915681.4 | 76402.17/2.691% |
交易详情
| 2025-08-06 | 隆华转债(123120.SZ) | 卖 | -18180 | 147.2 | -2676096 | ¥802.83 | 128519.76 |
| 2025-08-06 | 塞力转债(113601.SH) | 卖 | -3250 | 256 | -832000 | ¥249.6 | -3198.29 |
| 2025-08-06 | 东杰转债(123162.SZ) | 卖 | -1900 | 239.2 | -454480 | ¥136.34 | 183785.07 |
| 2025-08-06 | 荣泰转债(113606.SH) | 卖 | -600 | 157.5 | -94500 | ¥28.35 | 7852.01 |
| 2025-08-06 | 奇正转债(128133.SZ) | 买 | 1620 | 163.03 | 264108.6 | ¥79.23 | 0 |
| 2025-08-06 | 文科转债(128127.SZ) | 买 | 21280 | 129.55 | 2756824 | ¥827.05 | 0 |
| 2025-08-06 | 豪鹏转债(127101.SZ) | 买 | 540 | 159.7 | 86238 | ¥25.87 | 0 |
| 2025-08-06 | 高测转债(118014.SH) | 买 | 5880 | 161 | 946680 | ¥284 | 0 |
| 2025-08-06 | 金铜转债(113068.SH) | 卖 | -400 | 139.99 | -55996 | ¥16.8 | -846.43 |
| 2025-08-06 | 东材转债(113064.SH) | 买 | 410 | 141.35 | 57953.5 | ¥17.39 | 0 |
