次新股高弹性短线策略:年化收益率（12.24%）
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: 19.19%
- 年化收益率: 12.24%
- 基准收益率: 19.74%
- 阿尔法: 0.06
- 夏普比率: 0.44
- 最大回撤: 52.36%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 东方碳素(832175.BJ) | 9.5247524752475 | 101 | 304 | 13.29 | 1342.29 | 380.29/39.531% |
| 2025-08-01 | 晟楠科技(837006.BJ) | 14.39050511509 | 4692 | 311 | 33.5 | 157182 | 89661.75/132.792% |
| 2025-08-01 | 慧智微-U(688512.SH) | 13.313993530363 | 6801 | 346 | 11.48 | 78075.48 | -12472.99/-13.775% |
| 2025-08-01 | 康力源(301287.SZ) | 31.531065454897 | 10343 | 367 | 41.55 | 429751.65 | 103625.84/31.775% |
| 2025-08-01 | 铁大科技(872541.BJ) | 6.0305167464115 | 14630 | 341 | 16.6 | 242858 | 154631.54/175.267% |
| 2025-08-01 | 亿道信息(001314.SZ) | 49.521672862454 | 807 | 368 | 46.51 | 37533.57 | -2430.42/-6.082% |
| 2025-08-01 | 艾能聚(834770.BJ) | 10.716937135655 | 12694 | 370 | 19.27 | 244613.38 | 108572.58/79.809% |
| 2025-07-31 | 东方碳素(832175.BJ) | 9.5247524752475 | 101 | 303 | 12.79 | 1291.79 | 329.79/34.282% |
| 2025-07-31 | 晟楠科技(837006.BJ) | 14.39050511509 | 4692 | 310 | 34.77 | 163140.84 | 95620.59/141.618% |
| 2025-07-31 | 慧智微-U(688512.SH) | 13.313993530363 | 6801 | 345 | 11.49 | 78143.49 | -12404.98/-13.7% |
交易详情
| 2025-06-30 | 亿道信息(001314.SZ) | 买 | 1 | 46.51 | -26.03 | ¥0 | 0 |
| 2025-06-27 | 晟楠科技(837006.BJ) | 买 | 14 | 36.29 | -6.52 | ¥0 | 0 |
| 2025-06-25 | 艾能聚(834770.BJ) | 买 | 80 | 18.8 | -9.68 | ¥0 | 0 |
| 2025-05-28 | 康力源(301287.SZ) | 买 | 149 | 34.2 | -1.2 | ¥0 | 0 |
| 2025-05-28 | 铁大科技(872541.BJ) | 买 | 124 | 17.41 | -17.06 | ¥0 | 0 |
| 2024-10-18 | 铁大科技(872541.BJ) | 买 | 147 | 7.78 | -5.06 | ¥0 | 0 |
| 2024-07-11 | 晟楠科技(837006.BJ) | 买 | 178 | 10.61 | -1.42 | ¥0 | 0 |
| 2024-06-19 | 东方碳素(832175.BJ) | 买 | 1 | 8.07 | -1.93 | ¥0 | 0 |
| 2024-06-19 | 艾能聚(834770.BJ) | 买 | 114 | 5.44 | -4.84 | ¥0 | 0 |
| 2024-06-17 | 亿道信息(001314.SZ) | 买 | 6 | 40.46 | -21.24 | ¥0 | 0 |
