次新股高弹性短线策略:年化收益率（12.5%）
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: 18.21%
- 年化收益率: 12.5%
- 基准收益率: 15.81%
- 阿尔法: 0.1
- 夏普比率: 0.45
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-27 | 东方碳素(832175.BJ) | 9.5247524752475 | 101 | 279 | 14.05 | 1419.05 | 457.05/47.51% |
| 2025-06-27 | 晟楠科技(837006.BJ) | 14.39050511509 | 4692 | 286 | 35.95 | 168677.4 | 101157.15/149.818% |
| 2025-06-27 | 铁大科技(872541.BJ) | 6.0305167464115 | 14630 | 316 | 17.06 | 249587.8 | 161361.34/182.894% |
| 2025-06-27 | 慧智微-U(688512.SH) | 13.313993530363 | 6801 | 321 | 10.65 | 72430.65 | -18117.82/-20.009% |
| 2025-06-27 | 亿道信息(001314.SZ) | 49.583114143921 | 806 | 343 | 46.6 | 37559.6 | -2404.39/-6.016% |
| 2025-06-27 | 康力源(301287.SZ) | 31.531065454897 | 10343 | 342 | 39.9 | 412685.7 | 86559.89/26.542% |
| 2025-06-27 | 艾能聚(834770.BJ) | 10.716937135655 | 12694 | 345 | 18.85 | 239281.9 | 103241.1/75.89% |
| 2025-06-26 | 东方碳素(832175.BJ) | 9.5247524752475 | 101 | 278 | 14.31 | 1445.31 | 483.31/50.24% |
| 2025-06-26 | 晟楠科技(837006.BJ) | 14.433572039333 | 4678 | 285 | 36.4 | 170279.2 | 102758.95/152.19% |
| 2025-06-26 | 铁大科技(872541.BJ) | 6.0305167464115 | 14630 | 315 | 17.03 | 249148.9 | 160922.44/182.397% |
交易详情
| 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 |
| 2024-05-31 | 铁大科技(872541.BJ) | 买 | 359 | 5.45 | -3.45 | ¥0 | 0 |
