可转债小盘次新策略:年化收益率（3.4%）
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: 27.7%
- 年化收益率: 3.4%
- 基准收益率: 0.67%
- 阿尔法: 0.02
- 夏普比率: 0.1
- 最大回撤: 33.45%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 12 | 135.45 | 432085.5 | 19401.61/4.701% |
| 2025-08-07 | 锡振转债(111022.SH) | 136.93792805716 | 2960 | 18 | 143.18 | 423812.8 | 18476.53/4.558% |
| 2025-08-06 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 11 | 136.03 | 433935.7 | 21251.81/5.15% |
| 2025-08-06 | 锡振转债(111022.SH) | 136.9104295082 | 2950 | 17 | 144.27 | 425596.5 | 21710.73/5.375% |
| 2025-08-05 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 10 | 134.28 | 428353.2 | 15669.31/3.797% |
| 2025-08-05 | 锡振转债(111022.SH) | 136.9104295082 | 3050 | 16 | 144.69 | 441304.5 | 23727.69/5.682% |
| 2025-08-04 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 9 | 135.21 | 431319.9 | 18636.01/4.516% |
| 2025-08-04 | 锡振转债(111022.SH) | 136.9104295082 | 3050 | 15 | 141.73 | 432276.5 | 14699.69/3.52% |
| 2025-08-01 | 利柏转债(111023.SH) | 129.36799059561 | 3190 | 8 | 130.81 | 417283.9 | 4600.01/1.115% |
| 2025-08-01 | 锡振转债(111022.SH) | 136.9104295082 | 3050 | 14 | 138.45 | 422272.5 | 4695.69/1.125% |
交易详情
| 2025-08-07 | 锡振转债(111022.SH) | 买 | 10 | 144.55 | 1445.5 | ¥5 | 0 |
| 2025-08-06 | 锡振转债(111022.SH) | 卖 | -100 | 144.7 | -14470 | ¥5 | 778.96 |
| 2025-07-24 | 利柏转债(111023.SH) | 买 | 20 | 128.99 | 2579.8 | ¥5 | 0 |
| 2025-07-23 | 渝水转债(113070.SH) | 卖 | -3250 | 126.86 | -412295 | ¥123.69 | -91.18 |
| 2025-07-23 | 利柏转债(111023.SH) | 买 | 3170 | 129.33 | 409976.1 | ¥122.99 | 0 |
| 2025-07-22 | 南药转债(110098.SH) | 卖 | -3260 | 128.88 | -420148.8 | ¥126.04 | 30802.03 |
| 2025-07-22 | 渝水转债(113070.SH) | 买 | 3250 | 126.85 | 412262.5 | ¥123.68 | 0 |
| 2025-07-17 | 锡振转债(111022.SH) | 买 | 20 | 134 | 2680 | ¥5 | 0 |
| 2025-07-16 | 锡振转债(111022.SH) | 买 | 110 | 133.88 | 14726.8 | ¥5 | 0 |
| 2025-07-15 | 渝水转债(113070.SH) | 卖 | -3330 | 125.58 | -418181.4 | ¥125.45 | 5205.38 |
