新股博弈策略:年化收益率（16.06%）
本策略追踪市场上新上市的股票，每天选取上市天数最少的10只股票，并等权重买入持有60个交易日后卖出，每60个交易日轮动调仓，旨在捕捉新股上市初期的短期超额收益机会。
概要
核心指标
- 累计收益率: 61.59%
- 年化收益率: 16.06%
- 基准收益率: 24.99%
- 阿尔法: 0.16
- 夏普比率: 0.47
- 最大回撤: 51.76%
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 | 通宝光电(920168.BJ) | 21.916572727273 | 6600 | 31 | 21.75 | 143550 | -1099.38/-0.76% |
| 2026-05-15 | 海菲曼(920183.BJ) | 38.591572972973 | 3700 | 31 | 44.37 | 164169 | 21380.18/14.973% |
| 2026-05-15 | 通领科技(920187.BJ) | 35.960785 | 4000 | 31 | 36.02 | 144080 | 236.86/0.165% |
| 2026-05-15 | 固德电材(301680.SZ) | 107.85234615385 | 1300 | 31 | 115.38 | 149994 | 9785.95/6.98% |
| 2026-05-15 | 觅睿科技(920036.BJ) | 45.736725578406 | 3112 | 31 | 48.45 | 150776.4 | 8443.71/5.932% |
| 2026-05-15 | 族兴新材(920078.BJ) | 26.207860344828 | 5800 | 31 | 31.96 | 185368 | 33362.41/21.948% |
| 2026-05-15 | 新恒泰(920028.BJ) | 17.235168674699 | 8300 | 31 | 21.54 | 178782 | 35730.1/24.977% |
| 2026-05-15 | C视涯-U(688781.SH) | 38.611579651941 | 3735 | 31 | 46.31 | 172967.85 | 28753.6/19.938% |
| 2026-05-15 | C宏明(301682.SZ) | 122.84684545455 | 1100 | 31 | 139.2 | 153120 | 17988.47/13.312% |
| 2026-05-15 | 普昂医疗(920069.BJ) | 38.78163030303 | 3300 | 31 | 41.48 | 136884 | 8904.62/6.958% |
交易详情
| 2026-05-14 | 觅睿科技(920036.BJ) | 买 | 12 | 51.17 | -5.96 | ¥0 | 0 |
| 2026-03-30 | 昂瑞微-U(688790.SH) | 卖 | -840 | 130.1 | -109284 | ¥142.07 | -22375.09 |
| 2026-03-30 | 锡华科技(603248.SH) | 卖 | -3600 | 29.42 | -105912 | ¥137.69 | 5693.94 |
| 2026-03-30 | 天溯计量(301449.SZ) | 卖 | -1300 | 76.48 | -99424 | ¥129.25 | -7207.98 |
| 2026-03-30 | 元创股份(001325.SZ) | 卖 | -2300 | 53 | -121900 | ¥158.47 | 193.5 |
| 2026-03-30 | 百奥赛图(688796.SH) | 卖 | -2620 | 91 | -238420 | ¥309.95 | 104943.37 |
| 2026-03-30 | 优迅股份(688807.SH) | 卖 | -656 | 208.7 | -136907.2 | ¥177.98 | 5661.28 |
| 2026-03-30 | 纳百川(301667.SZ) | 卖 | -1100 | 90.01 | -99011 | ¥128.71 | 2181.96 |
| 2026-03-30 | 中国铀业(001280.SZ) | 卖 | -2100 | 78.16 | -164136 | ¥213.38 | 33392.79 |
| 2026-03-30 | 普昂医疗(920069.BJ) | 买 | 3300 | 38.77 | 127941 | ¥38.38 | 0 |
