可转债小盘次新策略:年化收益率（3.61%）
本策略利用可转债上市不足6个月时，董监高和持股5%以上股东需要锁定而造成的流通盘小的情况，考虑当期收益率限制，与短线资金展开博弈，赚取收益
概要
核心指标
- 累计收益率: 33.02%
- 年化收益率: 3.61%
- 基准收益率: 18.89%
- 阿尔法: 0.01
- 夏普比率: 0.12
- 最大回撤: 33.48%
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 | 海天转债(113700.SH) | 139.07096273292 | 3220 | 10 | 136.08 | 438177.6 | -9630.9/-2.151% |
| 2026-05-15 | 龙建转债(110100.SH) | 151.23058024691 | 3240 | 56 | 137.02 | 443944.8 | -46042.28/-9.397% |
| 2026-05-15 | 澳弘转债(111024.SH) | 187.42699082917 | 2610 | 75 | 171.34 | 447197.4 | -41987.05/-8.583% |
| 2026-05-14 | 海天转债(113700.SH) | 139.07096273292 | 3220 | 9 | 136.65 | 440013 | -7795.5/-1.741% |
| 2026-05-14 | 龙建转债(110100.SH) | 151.23058024691 | 3240 | 55 | 138.18 | 447703.2 | -42283.88/-8.63% |
| 2026-05-14 | 澳弘转债(111024.SH) | 187.42699082917 | 2610 | 74 | 174.95 | 456619.5 | -32564.95/-6.657% |
| 2026-05-13 | 海天转债(113700.SH) | 139.07096273292 | 3220 | 8 | 139.06 | 447773.2 | -35.3/-0.008% |
| 2026-05-13 | 龙建转债(110100.SH) | 151.23058024691 | 3240 | 54 | 138.96 | 450230.4 | -39756.68/-8.114% |
| 2026-05-13 | 澳弘转债(111024.SH) | 187.42699082917 | 2610 | 73 | 181.49 | 473688.9 | -15495.55/-3.168% |
| 2026-05-12 | 海天转债(113700.SH) | 139.07096273292 | 3220 | 7 | 137.21 | 441816.2 | -5992.3/-1.338% |
交易详情
| 2026-05-07 | 澳弘转债(111024.SH) | 卖 | -100 | 173.49 | -17349 | ¥5.2 | -1393.7 |
| 2026-05-07 | 海天转债(113700.SH) | 买 | 120 | 139.01 | 16681.2 | ¥5 | 0 |
| 2026-04-29 | 福能转债(110099.SH) | 卖 | -3030 | 146.74 | -444622.2 | ¥133.39 | 16588.91 |
| 2026-04-29 | 澳弘转债(111024.SH) | 买 | 90 | 161.26 | 14513.4 | ¥5 | 0 |
| 2026-04-29 | 海天转债(113700.SH) | 买 | 3100 | 139.03 | 430993 | ¥129.3 | 0 |
| 2026-04-23 | 福能转债(110099.SH) | 买 | 10 | 148.21 | 1482.1 | ¥5 | 0 |
| 2026-04-22 | 福能转债(110099.SH) | 买 | 60 | 148.6 | 8916 | ¥5 | 0 |
| 2026-04-22 | 龙建转债(110100.SH) | 买 | 40 | 138.23 | 5529.2 | ¥5 | 0 |
| 2026-04-21 | 澳弘转债(111024.SH) | 卖 | -100 | 171.01 | -17101 | ¥5.13 | -1731.39 |
| 2026-03-10 | 福能转债(110099.SH) | 卖 | -100 | 150.05 | -15005 | ¥5 | 896.04 |
