可转债小盘次新策略:年化收益率（2.39%）
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: 21.7%
- 年化收益率: 2.39%
- 基准收益率: 11.37%
- 阿尔法: 0.01
- 夏普比率: 0.04
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 申能转债(110103.SH) | 163.57509191176 | 2720 | 8 | 147.03 | 399921.6 | -45002.65/-10.115% |
| 2026-08-25 | 江农转债(110102.SH) | 169.84656179775 | 2670 | 14 | 153.91 | 410939.7 | -42550.62/-9.383% |
| 2026-08-25 | 宝钛转债(110101.SH) | 136.4084599428 | 2590 | 28 | 156.67 | 405775.3 | 52477.39/14.854% |
| 2026-08-24 | 申能转债(110103.SH) | 163.57509191176 | 2720 | 7 | 145.94 | 396956.8 | -47967.45/-10.781% |
| 2026-08-24 | 江农转债(110102.SH) | 169.84656179775 | 2670 | 13 | 150.93 | 402983.1 | -50507.22/-11.137% |
| 2026-08-24 | 宝钛转债(110101.SH) | 136.4084599428 | 2590 | 27 | 155.78 | 403470.2 | 50172.29/14.201% |
| 2026-08-21 | 申能转债(110103.SH) | 163.57509191176 | 2720 | 6 | 143.39 | 390020.8 | -54903.45/-12.34% |
| 2026-08-21 | 江农转债(110102.SH) | 169.84656179775 | 2670 | 12 | 149.54 | 399271.8 | -54218.52/-11.956% |
| 2026-08-21 | 宝钛转债(110101.SH) | 136.4084599428 | 2590 | 26 | 155.65 | 403133.5 | 49835.59/14.106% |
| 2026-08-20 | 申能转债(110103.SH) | 163.57509191176 | 2720 | 5 | 143.1 | 389232 | -55692.25/-12.517% |
交易详情
| 2026-08-19 | 宝钛转债(110101.SH) | 卖 | -100 | 156.7 | -15670 | ¥5 | 2029.15 |
| 2026-08-19 | 申能转债(110103.SH) | 买 | 110 | 144 | 15840 | ¥5 | 0 |
| 2026-08-17 | 宝钛转债(110101.SH) | 卖 | -100 | 151 | -15100 | ¥5 | 1459.15 |
| 2026-08-17 | 申能转债(110103.SH) | 买 | 100 | 148 | 14800 | ¥5 | 0 |
| 2026-08-14 | 圣泉转债(111025.SH) | 卖 | -2470 | 169.7 | -419159 | ¥125.75 | -19361.39 |
| 2026-08-14 | 江农转债(110102.SH) | 买 | 30 | 154.27 | 4628.1 | ¥5 | 0 |
| 2026-08-14 | 申能转债(110103.SH) | 买 | 2510 | 165 | 414150 | ¥124.25 | 0 |
| 2026-08-13 | 圣泉转债(111025.SH) | 买 | 10 | 175.9 | 1759 | ¥5 | 0 |
| 2026-08-12 | 龙建转债(110100.SH) | 卖 | -3550 | 125.18 | -444389 | ¥133.32 | -81117.85 |
| 2026-08-12 | 宝钛转债(110101.SH) | 买 | 20 | 156.6 | 3132 | ¥5 | 0 |
