裸卖看跌上证50ETF期权策略:年化收益率（38.02%）
每隔五天换仓,卖出虚值一档上证50ETF看跌期权
概要
核心指标
- 累计收益率: 19.15%
- 年化收益率: 38.02%
- 基准收益率: 7.37%
- 阿尔法: 0.09
- 夏普比率: 0.86
- 最大回撤: 37.1%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-28 | 华夏上证50ETF期权2508认沽2.90(10009523.SHO) | 0.0436 | -92 | 1 | 0.0375 | 34500 | 5612/0% |
| 2025-07-28 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.046197 | 0 | 11 | 0.0199 | 0 | 0/0% |
| 2025-07-25 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.046197 | -100 | 10 | 0.024 | 24000 | 22197/0% |
| 2025-07-24 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.046197 | -100 | 9 | 0.0209 | 20900 | 25297/0% |
| 2025-07-23 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.046197 | -100 | 8 | 0.027 | 27000 | 19197/0% |
| 2025-07-22 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.046197 | -100 | 7 | 0.024 | 24000 | 22197/0% |
| 2025-07-21 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.046197 | -100 | 6 | 0.0311 | 31100 | 15097/0% |
| 2025-07-18 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.0477 | -91 | 5 | 0.033 | 30030 | 13377/0% |
| 2025-07-17 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.0477 | -91 | 4 | 0.0474 | 43134 | 273/0% |
| 2025-07-16 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 0.0477 | -91 | 3 | 0.0511 | 46501 | -3094/0% |
交易详情
| 2025-07-28 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 买 | 100 | 0.0255 | 2.55 | ¥15.3 | 20697 |
| 2025-07-28 | 华夏上证50ETF期权2508认沽2.90(10009523.SHO) | 卖 | -92 | 0.0436 | -4.011 | ¥12.03 | 0 |
| 2025-07-21 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 卖 | -9 | 0.031 | -0.279 | ¥0.84 | 0 |
| 2025-07-14 | 华夏上证50ETF期权2508认沽2.80(10009521.SHO) | 买 | 96 | 0.0289 | 2.774 | ¥8.32 | 11616 |
| 2025-07-14 | 华夏上证50ETF期权2508认沽2.85(10009522.SHO) | 卖 | -91 | 0.0477 | -4.341 | ¥13.02 | 0 |
| 2025-07-07 | 华夏上证50ETF期权2507认沽2.75(10009336.SHO) | 买 | 103 | 0.0065 | 0.67 | ¥2.01 | 10300 |
| 2025-07-07 | 华夏上证50ETF期权2508认沽2.80(10009521.SHO) | 卖 | -96 | 0.041 | -3.936 | ¥11.81 | 0 |
| 2025-06-30 | 华夏上证50ETF期权2507认沽2.70(10009335.SHO) | 买 | 104 | 0.006 | 0.624 | ¥3.74 | 27383 |
| 2025-06-30 | 华夏上证50ETF期权2507认沽2.75(10009336.SHO) | 卖 | -103 | 0.0165 | -1.7 | ¥5.1 | 0 |
| 2025-06-23 | 华夏上证50ETF期权2507认沽2.70(10009335.SHO) | 卖 | -5 | 0.025 | -0.125 | ¥0.38 | 0 |
