新股博弈策略:年化收益率（8.73%）
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: 29.82%
- 年化收益率: 8.73%
- 基准收益率: 14.22%
- 阿尔法: 0.14
- 夏普比率: 0.34
- 最大回撤: 51.7%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 通宝光电(920168.BJ) | 21.9165734375 | 6400 | 5 | 20.86 | 133504 | -6762.07/-4.821% |
| 2026-04-03 | 海菲曼(920183.BJ) | 38.591575 | 3600 | 5 | 36.16 | 130176 | -8753.67/-6.301% |
| 2026-04-03 | 通领科技(920187.BJ) | 35.960784615385 | 3900 | 5 | 35.15 | 137085 | -3162.06/-2.255% |
| 2026-04-03 | 固德电材(301680.SZ) | 107.85235 | 1200 | 5 | 97.35 | 116820 | -12602.82/-9.738% |
| 2026-04-03 | 觅睿科技(920036.BJ) | 45.91377 | 3000 | 5 | 41.32 | 123960 | -13781.31/-10.005% |
| 2026-04-03 | 族兴新材(920078.BJ) | 26.207860714286 | 5600 | 5 | 24.2 | 135520 | -11244.02/-7.661% |
| 2026-04-03 | 新恒泰(920028.BJ) | 17.235169135802 | 8100 | 5 | 15.48 | 125388 | -14216.87/-10.184% |
| 2026-04-03 | C宏明(301682.SZ) | 122.84684545455 | 1100 | 5 | 106.47 | 117117 | -18014.53/-13.331% |
| 2026-04-03 | C视涯-U(688781.SH) | 38.611580396476 | 3632 | 5 | 35 | 127120 | -13117.26/-9.354% |
| 2026-04-03 | 普昂医疗(920069.BJ) | 38.78163125 | 3200 | 5 | 34.86 | 111552 | -12549.22/-10.112% |
交易详情
| 2026-03-30 | 百奥赛图(688796.SH) | 卖 | -2548 | 91 | -231868 | ¥301.43 | 102059.43 |
| 2026-03-30 | 优迅股份(688807.SH) | 卖 | -638 | 208.7 | -133150.6 | ¥173.1 | 5505.94 |
| 2026-03-30 | 昂瑞微-U(688790.SH) | 卖 | -817 | 130.1 | -106291.7 | ¥138.18 | -21762.43 |
| 2026-03-30 | 天溯计量(301449.SZ) | 卖 | -1200 | 76.48 | -91776 | ¥119.31 | -6653.52 |
| 2026-03-30 | 中国铀业(001280.SZ) | 卖 | -2000 | 78.16 | -156320 | ¥203.22 | 31802.66 |
| 2026-03-30 | 元创股份(001325.SZ) | 卖 | -2300 | 53 | -121900 | ¥158.47 | 193.5 |
| 2026-03-30 | 锡华科技(603248.SH) | 卖 | -3500 | 29.42 | -102970 | ¥133.86 | 5535.78 |
| 2026-03-30 | 纳百川(301667.SZ) | 卖 | -1100 | 90.01 | -99011 | ¥128.71 | 2181.96 |
| 2026-03-30 | 普昂医疗(920069.BJ) | 买 | 3200 | 38.77 | 124064 | ¥37.22 | 0 |
| 2026-03-30 | C视涯-U(688781.SH) | 买 | 3632 | 38.6 | 140195.2 | ¥42.06 | 0 |
