次新股高弹性短线策略:年化收益率（13.97%）
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: 22.18%
- 年化收益率: 13.97%
- 基准收益率: 21.47%
- 阿尔法: 0.06
- 夏普比率: 0.47
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 东方碳素(832175.BJ) | 9.5247524752475 | 101 | 307 | 13.09 | 1322.09 | 360.09/37.431% |
| 2025-08-06 | 晟楠科技(837006.BJ) | 14.39050511509 | 4692 | 314 | 35.65 | 167269.8 | 99749.55/147.733% |
| 2025-08-06 | 慧智微-U(688512.SH) | 13.313993530363 | 6801 | 349 | 12.18 | 82836.18 | -7712.29/-8.517% |
| 2025-08-06 | 康力源(301287.SZ) | 31.531065454897 | 10343 | 370 | 41.8 | 432337.4 | 106211.59/32.568% |
| 2025-08-06 | 铁大科技(872541.BJ) | 6.0305167464115 | 14630 | 344 | 17.35 | 253830.5 | 165604.04/187.703% |
| 2025-08-06 | 亿道信息(001314.SZ) | 49.521672862454 | 807 | 371 | 48.06 | 38784.42 | -1179.57/-2.952% |
| 2025-08-06 | 艾能聚(834770.BJ) | 10.716937135655 | 12694 | 373 | 19.29 | 244867.26 | 108826.46/79.995% |
| 2025-08-05 | 东方碳素(832175.BJ) | 9.5247524752475 | 101 | 306 | 12.9 | 1302.9 | 340.9/35.437% |
| 2025-08-05 | 晟楠科技(837006.BJ) | 14.39050511509 | 4692 | 313 | 34.76 | 163093.92 | 95573.67/141.548% |
| 2025-08-05 | 慧智微-U(688512.SH) | 13.313993530363 | 6801 | 348 | 11.62 | 79027.62 | -11520.85/-12.723% |
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 |
