可转债小盘策略:年化收益率（9.05%）
选取流通盘小的可转债，结合转股溢价率的限制，利用短线资金的介入导致的价格上涨，与其进行博弈
概要
核心指标
- 累计收益率: 68.27%
- 年化收益率: 9.05%
- 基准收益率: 7.87%
- 阿尔法: 0.1
- 夏普比率: 0.35
- 最大回撤: 40%
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 | 洪城转债(110077.SH) | 211.78351239669 | 1210 | 2 | 210.43 | 254620.3 | -1637.75/-0.639% |
| 2026-04-02 | 天业转债(110087.SH) | 137.14222279793 | 1930 | 7 | 129.27 | 249491.1 | -15193.39/-5.74% |
| 2026-04-01 | 洪城转债(110077.SH) | 211.78351239669 | 1210 | 1 | 214.14 | 259109.4 | 2851.35/1.113% |
| 2026-04-01 | 三房转债(110092.SH) | 105.73171084337 | 0 | 6 | 104.45 | 0 | -10213.26/-3.879% |
| 2026-04-01 | 天业转债(110087.SH) | 137.14222279793 | 1930 | 6 | 132.31 | 255358.3 | -9326.19/-3.524% |
| 2026-03-31 | 三房转债(110092.SH) | 105.73171084337 | 2490 | 5 | 101.63 | 253058.7 | -10213.26/-3.879% |
| 2026-03-31 | 天业转债(110087.SH) | 137.19114659686 | 1910 | 5 | 132.31 | 252712.1 | -9322.99/-3.558% |
| 2026-03-30 | 三房转债(110092.SH) | 105.73171084337 | 2490 | 4 | 103.53 | 257789.7 | -5482.26/-2.082% |
| 2026-03-30 | 天业转债(110087.SH) | 137.19114659686 | 1910 | 4 | 133.32 | 254641.2 | -7393.89/-2.822% |
| 2026-03-27 | 三房转债(110092.SH) | 105.73171084337 | 2490 | 3 | 104.84 | 261051.6 | -2220.36/-0.843% |
交易详情
| 2026-04-01 | 三房转债(110092.SH) | 卖 | -2490 | 102 | -253980 | ¥76.19 | -9291.96 |
| 2026-04-01 | 洪城转债(110077.SH) | 买 | 1210 | 211.72 | 256181.2 | ¥76.85 | 0 |
| 2026-04-01 | 天业转债(110087.SH) | 买 | 20 | 132.22 | 2644.4 | ¥5 | 0 |
| 2026-03-25 | 洪城转债(110077.SH) | 卖 | -1250 | 214 | -267500 | ¥80.25 | -3268.71 |
| 2026-03-25 | 凌钢转债(110070.SH) | 卖 | -2310 | 114 | -263340 | ¥79 | -21528.62 |
| 2026-03-25 | 天业转债(110087.SH) | 买 | 1910 | 137.15 | 261956.5 | ¥78.59 | 0 |
| 2026-03-25 | 三房转债(110092.SH) | 买 | 2490 | 105.7 | 263193 | ¥78.96 | 0 |
| 2026-03-18 | 洪城转债(110077.SH) | 买 | 1250 | 216.55 | 270687.5 | ¥81.21 | 0 |
| 2026-03-11 | 凌钢转债(110070.SH) | 买 | 80 | 117.2 | 9376 | ¥5 | 0 |
| 2026-03-06 | 华安转债(110067.SH) | 卖 | -2580 | 107 | -276060 | ¥0 | -27285.71 |
