可转债小盘策略:年化收益率（9.31%）
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: 70.49%
- 年化收益率: 9.31%
- 基准收益率: 7.17%
- 阿尔法: 0.1
- 夏普比率: 0.35
- 最大回撤: 40%
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 | 三房转债(110092.SH) | 105.73171084337 | 2490 | 5 | 101.63 | 253058.7 | -10213.26/-3.879% |
| 2026-03-31 | 天业转债(110087.SH) | 137.19114659686 | 1910 | 5 | 132.31 | 252712.1 | -9322.99/-3.558% |
| 2026-03-30 | 三房转债(110092.SH) | 105.73171084337 | 2490 | 4 | 103.53 | 257789.7 | -5482.26/-2.082% |
| 2026-03-30 | 天业转债(110087.SH) | 137.19114659686 | 1910 | 4 | 133.32 | 254641.2 | -7393.89/-2.822% |
| 2026-03-27 | 三房转债(110092.SH) | 105.73171084337 | 2490 | 3 | 104.84 | 261051.6 | -2220.36/-0.843% |
| 2026-03-27 | 天业转债(110087.SH) | 137.19114659686 | 1910 | 3 | 135.66 | 259110.6 | -2924.49/-1.116% |
| 2026-03-26 | 三房转债(110092.SH) | 105.73171084337 | 2490 | 2 | 104.42 | 260005.8 | -3266.16/-1.241% |
| 2026-03-26 | 天业转债(110087.SH) | 137.19114659686 | 1910 | 2 | 136.06 | 259874.6 | -2160.49/-0.825% |
| 2026-03-25 | 三房转债(110092.SH) | 105.73171084337 | 2490 | 1 | 106.07 | 264114.3 | 842.34/0.32% |
| 2026-03-25 | 天业转债(110087.SH) | 137.19114659686 | 1910 | 1 | 138.87 | 265241.7 | 3206.61/1.224% |
交易详情
| 2026-03-25 | 凌钢转债(110070.SH) | 卖 | -2310 | 114 | -263340 | ¥79 | -21528.62 |
| 2026-03-25 | 洪城转债(110077.SH) | 卖 | -1250 | 214 | -267500 | ¥80.25 | -3268.71 |
| 2026-03-25 | 天业转债(110087.SH) | 买 | 1910 | 137.15 | 261956.5 | ¥78.59 | 0 |
| 2026-03-25 | 三房转债(110092.SH) | 买 | 2490 | 105.7 | 263193 | ¥78.96 | 0 |
| 2026-03-18 | 洪城转债(110077.SH) | 买 | 1250 | 216.55 | 270687.5 | ¥81.21 | 0 |
| 2026-03-11 | 凌钢转债(110070.SH) | 买 | 80 | 117.2 | 9376 | ¥5 | 0 |
| 2026-03-06 | 华安转债(110067.SH) | 卖 | -2580 | 107 | -276060 | ¥0 | -27285.71 |
| 2026-03-04 | 天业转债(110087.SH) | 卖 | -1910 | 145.57 | -278038.7 | ¥83.41 | -6560.25 |
| 2026-03-04 | 凌钢转债(110070.SH) | 买 | 2230 | 123.5 | 275405 | ¥82.62 | 0 |
| 2026-02-25 | 南航转债(110075.SH) | 卖 | -2160 | 133.4 | -288144 | ¥86.44 | -8383.33 |
