次新股高弹性短线策略:年化收益率（13.73%）
本策略精选上市 6-12 个月、小流通盘（<2亿）且当日振幅超 15% 的次新股，捕捉其短期爆发力，力求在次新股高波动中获取收益。
概要
核心指标
- 累计收益率: 21.03%
- 年化收益率: 13.73%
- 基准收益率: 20.65%
- 阿尔法: 0.06
- 夏普比率: 0.46
- 最大回撤: 52.36%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-21 | 东方碳素(832175.BJ) | 9.5247524752475 | 101 | 295 | 13.34 | 1347.34 | 385.34/40.056% |
| 2025-07-21 | 晟楠科技(837006.BJ) | 14.39050511509 | 4692 | 302 | 35.49 | 166519.08 | 98998.83/146.621% |
| 2025-07-21 | 铁大科技(872541.BJ) | 6.0305167464115 | 14630 | 332 | 16.75 | 245052.5 | 156826.04/177.754% |
| 2025-07-21 | 慧智微-U(688512.SH) | 13.313993530363 | 6801 | 337 | 10.96 | 74538.96 | -16009.51/-17.681% |
| 2025-07-21 | 康力源(301287.SZ) | 31.531065454897 | 10343 | 358 | 40.83 | 422304.69 | 96178.88/29.491% |
| 2025-07-21 | 亿道信息(001314.SZ) | 49.521672862454 | 807 | 359 | 46.68 | 37670.76 | -2293.23/-5.738% |
| 2025-07-21 | 艾能聚(834770.BJ) | 10.716937135655 | 12694 | 361 | 20.67 | 262384.98 | 126344.18/92.872% |
| 2025-07-18 | 东方碳素(832175.BJ) | 9.5247524752475 | 101 | 294 | 13.38 | 1351.38 | 389.38/40.476% |
| 2025-07-18 | 晟楠科技(837006.BJ) | 14.39050511509 | 4692 | 301 | 35.8 | 167973.6 | 100453.35/148.775% |
| 2025-07-18 | 铁大科技(872541.BJ) | 6.0305167464115 | 14630 | 331 | 16.24 | 237591.2 | 149364.74/169.297% |
交易详情
| 2025-06-30 | 亿道信息(001314.SZ) | 买 | 1 | 46.51 | -26.03 | ¥0 | 0 |
| 2025-06-27 | 晟楠科技(837006.BJ) | 买 | 14 | 36.29 | -6.52 | ¥0 | 0 |
| 2025-06-25 | 艾能聚(834770.BJ) | 买 | 80 | 18.8 | -9.68 | ¥0 | 0 |
| 2025-05-28 | 铁大科技(872541.BJ) | 买 | 124 | 17.41 | -17.06 | ¥0 | 0 |
| 2025-05-28 | 康力源(301287.SZ) | 买 | 149 | 34.2 | -1.2 | ¥0 | 0 |
| 2024-10-18 | 铁大科技(872541.BJ) | 买 | 147 | 7.78 | -5.06 | ¥0 | 0 |
| 2024-07-11 | 晟楠科技(837006.BJ) | 买 | 178 | 10.61 | -1.42 | ¥0 | 0 |
| 2024-06-19 | 东方碳素(832175.BJ) | 买 | 1 | 8.07 | -1.93 | ¥0 | 0 |
| 2024-06-19 | 艾能聚(834770.BJ) | 买 | 114 | 5.44 | -4.84 | ¥0 | 0 |
| 2024-06-17 | 亿道信息(001314.SZ) | 买 | 6 | 40.46 | -21.24 | ¥0 | 0 |
