次新股高弹性短线策略:年化收益率（1.66%）
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: 3.59%
- 年化收益率: 1.66%
- 基准收益率: 31.41%
- 阿尔法: -0.07
- 夏普比率: 0.23
- 最大回撤: 52.46%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 东方碳素(920175.BJ) | 9.5247524752475 | 101 | 462 | 9.7 | 979.7 | 17.7/1.84% |
| 2026-03-31 | 晟楠科技(920006.BJ) | 14.39050511509 | 4692 | 469 | 21.88 | 102660.96 | 35140.71/52.045% |
| 2026-03-31 | 铁大科技(920541.BJ) | 6.0305167464115 | 14630 | 499 | 13.02 | 190482.6 | 102256.14/115.902% |
| 2026-03-31 | 慧智微-U(688512.SH) | 13.313993259086 | 6824 | 504 | 11.35 | 77452.4 | -13402.29/-14.751% |
| 2026-03-31 | 亿道信息(001314.SZ) | 49.530439093484 | 706 | 526 | 39.39 | 27809.34 | -7159.15/-20.473% |
| 2026-03-31 | 康力源(301287.SZ) | 31.391038886771 | 10492 | 525 | 41.7 | 437516.4 | 108161.62/32.84% |
| 2026-03-31 | 艾能聚(920770.BJ) | 10.716937135655 | 12694 | 528 | 15.64 | 198534.16 | 62493.36/45.937% |
| 2026-03-30 | 东方碳素(920175.BJ) | 9.5247524752475 | 101 | 461 | 9.82 | 991.82 | 29.82/3.1% |
| 2026-03-30 | 晟楠科技(920006.BJ) | 14.39050511509 | 4692 | 468 | 22.02 | 103317.84 | 35797.59/53.018% |
| 2026-03-30 | 铁大科技(920541.BJ) | 6.0305167464115 | 14630 | 498 | 12.19 | 178339.7 | 90113.24/102.139% |
交易详情
| 2025-09-23 | 康力源(301287.SZ) | 买 | 47 | 39.79 | -9.97 | ¥0 | 0 |
| 2025-06-30 | 亿道信息(001314.SZ) | 买 | 1 | 46.51 | -16.94 | ¥0 | 0 |
| 2025-06-27 | 晟楠科技(920006.BJ) | 买 | 14 | 36.29 | -6.52 | ¥0 | 0 |
| 2025-06-25 | 艾能聚(920770.BJ) | 买 | 80 | 18.8 | -9.68 | ¥0 | 0 |
| 2025-05-28 | 铁大科技(920541.BJ) | 买 | 124 | 17.41 | -17.06 | ¥0 | 0 |
| 2025-05-28 | 康力源(301287.SZ) | 买 | 150 | 34.2 | -17.5 | ¥0 | 0 |
| 2024-10-18 | 铁大科技(920541.BJ) | 买 | 147 | 7.78 | -5.06 | ¥0 | 0 |
| 2024-07-11 | 晟楠科技(920006.BJ) | 买 | 178 | 10.61 | -1.42 | ¥0 | 0 |
| 2024-06-19 | 东方碳素(920175.BJ) | 买 | 1 | 8.07 | -1.93 | ¥0 | 0 |
| 2024-06-19 | 艾能聚(920770.BJ) | 买 | 114 | 5.44 | -4.84 | ¥0 | 0 |
