次新股高弹性短线策略:年化收益率（1.1%）
本策略精选上市 6-12 个月、小流通盘（<2亿）且当日振幅超 15% 的次新股，捕捉其短期爆发力，力求在次新股高波动中获取收益。
概要
核心指标
- 累计收益率: 2.38%
- 年化收益率: 1.1%
- 基准收益率: 32.26%
- 阿尔法: -0.08
- 夏普比率: 0.22
- 最大回撤: 52.46%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 东方碳素(920175.BJ) | 9.5247524752475 | 101 | 464 | 9.76 | 985.76 | 23.76/2.47% |
| 2026-04-02 | 晟楠科技(920006.BJ) | 14.39050511509 | 4692 | 471 | 21.9 | 102754.8 | 35234.55/52.184% |
| 2026-04-02 | 铁大科技(920541.BJ) | 6.0305167464115 | 14630 | 501 | 12.18 | 178193.4 | 89966.94/101.973% |
| 2026-04-02 | 慧智微-U(688512.SH) | 13.313993259086 | 6824 | 506 | 11.7 | 79840.8 | -11013.89/-12.123% |
| 2026-04-02 | 亿道信息(001314.SZ) | 49.530439093484 | 706 | 528 | 39.21 | 27682.26 | -7286.23/-20.837% |
| 2026-04-02 | 康力源(301287.SZ) | 31.391038886771 | 10492 | 527 | 41.25 | 432795 | 103440.22/31.407% |
| 2026-04-02 | 艾能聚(920770.BJ) | 10.716937135655 | 12694 | 530 | 15.84 | 201072.96 | 65032.16/47.803% |
| 2026-04-01 | 东方碳素(920175.BJ) | 9.5247524752475 | 101 | 463 | 9.79 | 988.79 | 26.79/2.785% |
| 2026-04-01 | 晟楠科技(920006.BJ) | 14.39050511509 | 4692 | 470 | 22.15 | 103927.8 | 36407.55/53.921% |
| 2026-04-01 | 铁大科技(920541.BJ) | 6.0305167464115 | 14630 | 500 | 12.38 | 181119.4 | 92892.94/105.289% |
交易详情
| 2025-09-23 | 康力源(301287.SZ) | 买 | 47 | 39.79 | -9.97 | ¥0 | 0 |
| 2025-06-30 | 亿道信息(001314.SZ) | 买 | 1 | 46.51 | -16.94 | ¥0 | 0 |
| 2025-06-27 | 晟楠科技(920006.BJ) | 买 | 14 | 36.29 | -6.52 | ¥0 | 0 |
| 2025-06-25 | 艾能聚(920770.BJ) | 买 | 80 | 18.8 | -9.68 | ¥0 | 0 |
| 2025-05-28 | 铁大科技(920541.BJ) | 买 | 124 | 17.41 | -17.06 | ¥0 | 0 |
| 2025-05-28 | 康力源(301287.SZ) | 买 | 150 | 34.2 | -17.5 | ¥0 | 0 |
| 2024-10-18 | 铁大科技(920541.BJ) | 买 | 147 | 7.78 | -5.06 | ¥0 | 0 |
| 2024-07-11 | 晟楠科技(920006.BJ) | 买 | 178 | 10.61 | -1.42 | ¥0 | 0 |
| 2024-06-19 | 东方碳素(920175.BJ) | 买 | 1 | 8.07 | -1.93 | ¥0 | 0 |
| 2024-06-19 | 艾能聚(920770.BJ) | 买 | 114 | 5.44 | -4.84 | ¥0 | 0 |
