裸卖看涨上证50ETF期权策略:年化收益率（-5.47%）
每隔五天换仓,卖出虚值一档上证50ETF期权
概要
核心指标
- 累计收益率: -3.01%
- 年化收益率: -5.47%
- 基准收益率: 7.37%
- 阿尔法: 0.11
- 夏普比率: -0.21
- 最大回撤: 13.79%
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
|
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|---|---|---|---|---|---|---|---|
| 2025-07-28 | 华夏上证50ETF期权2508认购2.95(10009515.SHO) | 0.0445 | -81 | 1 | 0.0461 | 37341 | -1296/0% |
| 2025-07-28 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | 0 | 11 | 0.0698 | 0 | 0/0% |
| 2025-07-25 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | -79 | 10 | 0.0648 | 51192 | -9717/0% |
| 2025-07-24 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | -79 | 9 | 0.0757 | 59803 | -18328/0% |
| 2025-07-23 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | -79 | 8 | 0.0696 | 54984 | -13509/0% |
| 2025-07-22 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | -79 | 7 | 0.0599 | 47321 | -5846/0% |
| 2025-07-21 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | -79 | 6 | 0.0492 | 38868 | 2607/0% |
| 2025-07-18 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | -82 | 5 | 0.0472 | 38704 | 4346/0% |
| 2025-07-17 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | -82 | 4 | 0.0384 | 31488 | 11562/0% |
| 2025-07-16 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 0.0525 | -82 | 3 | 0.0345 | 28290 | 14760/0% |
交易详情
| 2025-07-28 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 买 | 79 | 0.0638 | 5.04 | ¥15.12 | -8927 |
| 2025-07-28 | 华夏上证50ETF期权2508认购2.95(10009515.SHO) | 卖 | -81 | 0.0445 | -3.605 | ¥10.81 | 0 |
| 2025-07-21 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 买 | 3 | 0.0491 | 0.147 | ¥0.44 | 102 |
| 2025-07-14 | 华夏上证50ETF期权2508认购2.85(10009513.SHO) | 买 | 82 | 0.0741 | 6.076 | ¥18.23 | -20336 |
| 2025-07-14 | 华夏上证50ETF期权2508认购2.90(10009514.SHO) | 卖 | -82 | 0.0525 | -4.305 | ¥12.92 | 0 |
| 2025-07-07 | 华夏上证50ETF期权2507认购2.80(10009328.SHO) | 买 | 88 | 0.0503 | 4.426 | ¥13.28 | -11792 |
| 2025-07-07 | 华夏上证50ETF期权2508认购2.85(10009513.SHO) | 卖 | -82 | 0.0493 | -4.043 | ¥12.13 | 0 |
| 2025-06-30 | 华夏上证50ETF期权2507认购2.75(10009327.SHO) | 买 | 88 | 0.0669 | 5.887 | ¥35.32 | -20196 |
| 2025-06-30 | 华夏上证50ETF期权2507认购2.80(10009328.SHO) | 卖 | -88 | 0.0369 | -3.247 | ¥9.74 | 0 |
| 2025-06-23 | 华夏上证50ETF期权2507认购2.75(10009327.SHO) | 卖 | -1 | 0.0396 | -0.04 | ¥0.12 | 0 |
