可转债小盘策略:年化收益率（3%）
选取流通盘小的可转债，结合转股溢价率的限制，利用短线资金的介入导致的价格上涨，与其进行博弈
概要
核心指标
- 累计收益率: 20.81%
- 年化收益率: 3%
- 基准收益率: 9.63%
- 阿尔法: 0.04
- 夏普比率: 0.14
- 最大回撤: 52.9%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 特纸转债(111002.SH) | 146.62397674419 | 1290 | 10 | 140.17 | 180819.3 | -8325.63/-4.402% |
| 2026-08-25 | 华海转债(110076.SH) | 119.60753164557 | 1580 | 15 | 114.2 | 180436 | -8543.9/-4.521% |
| 2026-08-24 | 特纸转债(111002.SH) | 146.62397674419 | 1290 | 9 | 139.46 | 179903.4 | -9241.53/-4.886% |
| 2026-08-24 | 华海转债(110076.SH) | 119.60753164557 | 1580 | 14 | 113.02 | 178571.6 | -10408.3/-5.508% |
| 2026-08-21 | 特纸转债(111002.SH) | 146.62397674419 | 1290 | 8 | 139.87 | 180432.3 | -8712.63/-4.606% |
| 2026-08-21 | 华海转债(110076.SH) | 119.60753164557 | 1580 | 13 | 114.71 | 181241.8 | -7738.1/-4.095% |
| 2026-08-20 | 特纸转债(111002.SH) | 146.62397674419 | 1290 | 7 | 140.51 | 181257.9 | -7887.03/-4.17% |
| 2026-08-20 | 华海转债(110076.SH) | 119.60753164557 | 1580 | 12 | 116.03 | 183327.4 | -5652.5/-2.991% |
| 2026-08-19 | 特纸转债(111002.SH) | 146.62397674419 | 1290 | 6 | 140.24 | 180909.6 | -8235.33/-4.354% |
| 2026-08-19 | 华海转债(110076.SH) | 119.60753164557 | 1580 | 11 | 115.88 | 183090.4 | -5889.5/-3.116% |
交易详情
| 2026-08-19 | 华海转债(110076.SH) | 买 | 10 | 115.68 | 1156.8 | ¥5 | 0 |
| 2026-08-12 | 嘉泽转债(113039.SH) | 卖 | -1130 | 170.69 | -192879.7 | ¥57.86 | 14060.07 |
| 2026-08-12 | 华海转债(110076.SH) | 买 | 20 | 121.2 | 2424 | ¥5 | 0 |
| 2026-08-12 | 特纸转债(111002.SH) | 买 | 1290 | 146.58 | 189088.2 | ¥56.73 | 0 |
| 2026-08-05 | 洪城转债(110077.SH) | 卖 | -880 | 208.23 | -183242.4 | ¥54.97 | -2083.6 |
| 2026-08-05 | 华海转债(110076.SH) | 买 | 1550 | 119.57 | 185333.5 | ¥55.6 | 0 |
| 2026-07-29 | 洪城转债(110077.SH) | 买 | 20 | 206.02 | 4120.4 | ¥5 | 0 |
| 2026-07-29 | 嘉泽转债(113039.SH) | 买 | 1130 | 158.2 | 178766 | ¥53.63 | 0 |
| 2026-07-27 | 精达转债(110074.SH) | 卖 | -820 | 222.81 | -182704.2 | ¥0 | 3070.33 |
| 2026-07-22 | 华海转债(110076.SH) | 卖 | -1570 | 122.83 | -192843.1 | ¥57.85 | 6129.8 |
