可转债小盘次新策略:年化收益率（3.22%）
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: 28.6%
- 年化收益率: 3.22%
- 基准收益率: 8.65%
- 阿尔法: 0.01
- 夏普比率: 0.09
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 龙建转债(110100.SH) | 151.391525 | 3200 | 30 | 132.71 | 424672 | -59780.88/-12.34% |
| 2026-04-03 | 澳弘转债(111024.SH) | 188.32394852941 | 2720 | 49 | 157.27 | 427774.4 | -84466.74/-16.49% |
| 2026-04-03 | 福能转债(110099.SH) | 141.0895922619 | 2960 | 103 | 146.4 | 433344 | 15718.81/3.764% |
| 2026-04-02 | 龙建转债(110100.SH) | 151.391525 | 3200 | 29 | 133.29 | 426528 | -57924.88/-11.957% |
| 2026-04-02 | 澳弘转债(111024.SH) | 188.32394852941 | 2720 | 48 | 155.41 | 422715.2 | -89525.94/-17.477% |
| 2026-04-02 | 福能转债(110099.SH) | 141.0895922619 | 2960 | 102 | 147.04 | 435238.4 | 17613.21/4.217% |
| 2026-04-01 | 龙建转债(110100.SH) | 151.391525 | 3200 | 28 | 134.5 | 430400 | -54052.88/-11.158% |
| 2026-04-01 | 澳弘转债(111024.SH) | 188.32394852941 | 2720 | 47 | 159.79 | 434628.8 | -77612.34/-15.152% |
| 2026-04-01 | 福能转债(110099.SH) | 141.0895922619 | 2960 | 101 | 147.6 | 436896 | 19270.81/4.614% |
| 2026-03-31 | 龙建转债(110100.SH) | 151.391525 | 3200 | 27 | 132.76 | 424832 | -59620.88/-12.307% |
交易详情
| 2026-03-10 | 福能转债(110099.SH) | 卖 | -100 | 150.05 | -15005 | ¥5 | 896.04 |
| 2026-03-10 | 龙建转债(110100.SH) | 买 | 80 | 139 | 11120 | ¥5 | 0 |
| 2026-03-10 | 澳弘转债(111024.SH) | 买 | 30 | 163.41 | 4902.3 | ¥5 | 0 |
| 2026-03-03 | 福能转债(110099.SH) | 卖 | -100 | 150.2 | -15020 | ¥5 | 911.04 |
| 2026-03-03 | 龙建转债(110100.SH) | 买 | 60 | 146.81 | 8808.6 | ¥5 | 0 |
| 2026-03-03 | 澳弘转债(111024.SH) | 买 | 30 | 169.44 | 5083.2 | ¥5 | 0 |
| 2026-02-24 | 福能转债(110099.SH) | 卖 | -100 | 144.97 | -14497 | ¥5 | 388.04 |
| 2026-02-24 | 龙建转债(110100.SH) | 买 | 100 | 147.8 | 14780 | ¥5 | 0 |
| 2026-02-13 | 凯众转债(113698.SH) | 卖 | -2420 | 186 | -450120 | ¥135.04 | -24342.3 |
| 2026-02-13 | 龙建转债(110100.SH) | 买 | 2960 | 151.89 | 449594.4 | ¥134.88 | 0 |
