次新股高弹性短线策略:年化收益率（3.21%）
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: 7.41%
- 年化收益率: 3.21%
- 基准收益率: 43.51%
- 阿尔法: -0.1
- 夏普比率: 0.26
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 东方碳素(920175.BJ) | 9.5247524752475 | 101 | 491 | 10.02 | 1012.02 | 50.02/5.2% |
| 2026-05-15 | 晟楠科技(920006.BJ) | 14.39050511509 | 4692 | 498 | 19.94 | 93558.48 | 26038.23/38.564% |
| 2026-05-15 | 铁大科技(920541.BJ) | 6.0305167464115 | 14630 | 528 | 12.59 | 184191.7 | 95965.24/108.771% |
| 2026-05-15 | 慧智微-U(688512.SH) | 13.313993259086 | 6824 | 533 | 15.46 | 105499.04 | 14644.35/16.118% |
| 2026-05-15 | 康力源(301287.SZ) | 31.391038886771 | 10492 | 554 | 44.17 | 463431.64 | 134076.86/40.709% |
| 2026-05-15 | 亿道信息(001314.SZ) | 49.530439093484 | 706 | 555 | 54.83 | 38709.98 | 3741.49/10.7% |
| 2026-05-15 | 艾能聚(920770.BJ) | 10.716937135655 | 12694 | 557 | 14.75 | 187236.5 | 51195.7/37.633% |
| 2026-05-14 | 东方碳素(920175.BJ) | 9.5247524752475 | 101 | 490 | 10.51 | 1061.51 | 99.51/10.344% |
| 2026-05-14 | 晟楠科技(920006.BJ) | 14.39050511509 | 4692 | 497 | 20.07 | 94168.44 | 26648.19/39.467% |
| 2026-05-14 | 铁大科技(920541.BJ) | 6.0305167464115 | 14630 | 527 | 12.98 | 189897.4 | 101670.94/115.239% |
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 |
