新股博弈策略:年化收益率（12.68%）
本策略追踪市场上新上市的股票，每天选取上市天数最少的10只股票，并等权重买入持有60个交易日后卖出，每60个交易日轮动调仓，旨在捕捉新股上市初期的短期超额收益机会。
概要
核心指标
- 累计收益率: 34.72%
- 年化收益率: 12.68%
- 基准收益率: 5.83%
- 阿尔法: 0.24
- 夏普比率: 0.41
- 最大回撤: 51.39%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 太力科技(301595.SZ) | 38.091422580645 | 3100 | 28 | 40.31 | 124961 | 6877.59/5.824% |
| 2025-08-07 | 古麒绒材(001390.SZ) | 22.906869230769 | 5200 | 28 | 24.69 | 128388 | 9272.28/7.784% |
| 2025-08-07 | 优优绿能(301590.SZ) | 157.50255319149 | 705 | 28 | 156.09 | 110043.45 | -995.85/-0.897% |
| 2025-08-07 | 中策橡胶(603049.SH) | 43.592729992521 | 2674 | 28 | 45.31 | 121158.94 | 4591.98/3.939% |
| 2025-08-07 | 交大铁发(920027.BJ) | 29.59887804878 | 4100 | 28 | 29.08 | 119228 | -2127.4/-1.753% |
| 2025-08-07 | 影石创新(688775.SH) | 168.51054317549 | 718 | 28 | 167.89 | 120545.02 | -445.55/-0.368% |
| 2025-08-07 | 海阳科技(603382.SH) | 31.539457894737 | 3800 | 28 | 32.72 | 124336 | 4486.06/3.743% |
| 2025-08-07 | 新恒汇(301678.SZ) | 61.0183 | 2000 | 28 | 94.92 | 189840 | 67803.4/55.56% |
| 2025-08-07 | 华之杰(603400.SH) | 57.597276190476 | 2100 | 28 | 66.82 | 140322 | 19367.72/16.012% |
| 2025-08-07 | 广信科技(920037.BJ) | 71.41141875 | 1600 | 28 | 87.95 | 140720 | 26461.73/23.16% |
交易详情
| 2025-07-18 | 优优绿能(301590.SZ) | 买 | 5 | 153.05 | -74.75 | ¥0 | 0 |
| 2025-07-16 | 中策橡胶(603049.SH) | 买 | 74 | 45.1 | -42.6 | ¥0 | 0 |
| 2025-07-01 | 新亚电缆(001382.SZ) | 卖 | -4653 | 21.13 | -98317.89 | ¥127.81 | -7559.86 |
| 2025-07-01 | 浙江华业(301616.SZ) | 卖 | -2000 | 42.06 | -84120 | ¥109.36 | -15910 |
| 2025-07-01 | 恒鑫生活(301501.SZ) | 卖 | -3062 | 49.4 | -151262.8 | ¥196.64 | 42114.07 |
| 2025-07-01 | 矽电股份(301629.SZ) | 卖 | -704 | 158.59 | -111647.36 | ¥145.14 | 306.97 |
| 2025-07-01 | 开发科技(920029.BJ) | 卖 | -1319 | 99.89 | -131754.91 | ¥171.28 | 27723.71 |
| 2025-07-01 | 弘景光电(301479.SZ) | 卖 | -1273 | 84 | -106932 | ¥139.01 | 2680.73 |
| 2025-07-01 | 永杰新材(603271.SH) | 卖 | -2825 | 36.16 | -102152 | ¥132.8 | -8229.1 |
| 2025-07-01 | 浙江华远(301535.SZ) | 卖 | -4626 | 20.72 | -95850.72 | ¥124.61 | -9981.02 |
