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收益汇总表 - 日期: 2026-02-03

|策略名称 |类型 |日收益 |周收益 |月收益 |年收益 |前高 |当前回撤 |最大回撤 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债低波 |普通策略 |1.74% |0.33% |0.33% |2.90% |3.93% |0.99% |2.69% |
|转债中波 |普通策略 |1.94% |-0.11% |-0.11% |8.59% |11.96% |3.01% |4.86% |
|转债高波 |普通策略 |2.40% |0.24% |0.24% |6.07% |9.98% |3.55% |5.81% |
|北交微盘 |普通策略 |0.81% |-1.63% |-1.63% |-1.91% |3.25% |4.99% |5.76% |

|实盘表现 |实盘策略 |1.81% |-0.09% |-0.09% |5.30% |8.14% |2.62% |4.35% |

本日跑输可转债指数，转债以反包昨日亏损，北交策略没反包，减仓一半（减完就又涨了1个点，被量化监控了！），准备明天加仓微盘；

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收益汇总表 - 日期: 2026-02-02

|策略名称 |类型 |日收益 |周收益 |月收益 |年收益 |前高 |当前回撤 |最大回撤 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债低波 |普通策略 |-1.39% |-1.39% |1.14% |1.14% |3.93% |2.69% |2.69% |
|转债中波 |普通策略 |-2.01% |-2.01% |6.52% |6.52% |11.96% |4.86% |4.86% |
|转债高波 |普通策略 |-2.11% |-2.11% |3.59% |3.59% |9.98% |5.81% |5.81% |
|北交微盘 |普通策略 |-2.42% |-2.42% |-2.70% |-2.70% |3.25% |5.76% |5.76% |

|实盘表现 |实盘策略 |-1.87% |-1.87% |-1.87% |3.43% |8.14% |4.35% |4.35% |

转债指数-2.57%，大跌的时候才知道低波的重要性，低波占比一定要调高，才能起到压舱石的作用，助力稳步航行。

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收益汇总表 - 日期: 2026-01-30

|策略名称 |类型 |日收益 |周收益 |月收益 |年收益 |前高 |当前回撤 |最大回撤 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债低波 |普通策略 |-0.72% |-1.32% |2.56% |2.56% |3.93% |1.32% |1.32% |
|转债中波 |普通策略 |-1.75% |-2.90% |8.71% |8.71% |11.96% |2.90% |2.90% |
|转债高波 |普通策略 |-1.99% |-3.78% |5.82% |5.82% |9.98% |3.78% |3.78% |
|北交微盘 |普通策略 |-0.54% |-3.42% |-0.29% |-0.29% |3.25% |3.42% |3.42% |

|实盘表现 |实盘策略 |-1.27% |-2.53% |5.40% |5.40% |8.14% |2.53% |2.53% |

今日大亏-1.27%跟转债指数相当，本月收官，总收益5.4%，中规中矩，最后一周一红四绿；

指数降温，长期看对量化是有利的，只不过没超额收益，不太理想；

本月策略整体大体都是按照计划来，没有过多人工干预，有进步；唯一失误就是北交仓位过大，高位加仓，一把亏光；

下月计划，把北交仓位移出一半加到主板微盘，看好几个大佬还是主要持有微盘股的。

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收益汇总表 - 日期: 2026-01-29

|策略名称 |类型 |日收益 |周收益 |月收益 |年收益 |前高 |当前回撤 |最大回撤 |
---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
|组合收益 |组合策略 |-0.57% |-1.33% |6.31% |6.31% |7.74% |1.33% |1.33% |
|转债低波 |普通策略 |-0.10% |-0.60% |3.31% |3.31% |3.93% |0.60% |0.71% |
|转债中波 |普通策略 |-0.83% |-1.17% |10.64% |10.64% |11.96% |1.17% |1.22% |
|转债高波 |普通策略 |-0.64% |-1.83% |7.97% |7.97% |9.98% |1.83% |1.83% |
|北交微盘 |普通策略 |-0.99% |-2.90% |0.26% |0.26% |3.25% |2.90% |2.90% |

|实盘表现 |实盘策略 |-0.58% |-1.28% |6.76% |6.76% |8.14% |1.28% |1.28% |

今天继续回调，北交还是低迷，仓位有点高，持有不舒服，计划逐步减一半的仓位到低波。
有群友吃满了这波铜-银-金-石油周期链条，石油今晚继续暴涨，我只能靠套利赚点蝇头小利，超出我认知了； 据说这种异常波动预示着将有大事发生？

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收益汇总表 - 日期: 2026-01-28

|策略名称 |类型 |日收益 |周收益 |月收益 |年收益 |前高 |当前回撤 |最大回撤 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|组合收益 |组合策略 |0.40% |-0.76% |6.92% |6.92% |7.74% |0.76% |1.16% |
|转债低波 |普通策略 |0.21% |-0.50% |3.41% |3.41% |3.93% |0.50% |0.71% |
|转债中波 |普通策略 |0.88% |-0.35% |11.57% |11.57% |11.96% |0.35% |1.22% |
|转债高波 |普通策略 |0.23% |-1.20% |8.66% |8.66% |9.98% |1.20% |1.42% |
|北交微盘 |普通策略 |-0.15% |-1.93% |1.26% |1.26% |3.25% |1.93% |1.93% |

|实盘表现 |实盘策略 |0.40% |-0.70% |7.38% |7.38% |8.14% |0.70% |1.10% |

今日收红，止住下跌，低波策略因止盈点设置有点高，错过一个标的止盈，痛失3000大洋，后续计划调整策略，降低止盈点。

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收益汇总表 - 日期: 2026-01-27

|策略名称 |类型 |日收益 |周收益 |月收益 |年收益 |前高 |当前回撤 |最大回撤 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|组合收益 |组合策略 |-0.34% |-1.16% |6.49% |6.49% |7.74% |1.16% |1.16% |
|转债低波 |普通策略 |-0.06% |-0.71% |3.19% |3.19% |3.93% |0.71% |0.71% |
|转债中波 |普通策略 |-0.47% |-1.22% |10.60% |10.60% |11.96% |1.22% |1.22% |
|转债高波 |普通策略 |-0.74% |-1.42% |8.41% |8.41% |9.98% |1.42% |1.42% |
|北交微盘 |普通策略 |-0.11% |-1.78% |1.41% |1.41% |3.25% |1.78% |1.78% |

|实盘表现 |实盘策略 |-0.29% |-1.10% |6.95% |6.95% |8.14% |1.10% |1.10% |

前几周的收益更新完毕，今天开始每日更新。

昨天使用AI开发了一个投资账本，十分钟初版，调试一小时后完成，效率非常高，以后不用再手动编辑了，AI应用时代真的要来了！对程序员冲击会很大，我选择拥抱变化，感觉非常适合我这种水平一般但思想天马行空的INTJ性格。

回到股票，今天还是回调，上午最高-1.77%，收盘-0.29%，没跑过指数，涨的还是高价债，继续轮动；

北交策略，冲高止盈一个，挽回些损失，一直想减一半仓位到主板微盘，但主板微盘策略还没调好，且这两天跌幅也挺大，还是先不动为好。

2026第3周
策略____占比_____周_______月________年
低波____33.4____2.54_____4.01______4.01
中波____34.0____3.21_____11.96____11.96
高波____18.9____2.81_____10.14____10.14
北交____12.6____2.61_____8.82______8.82
合计____120_____2.80_____8.22______8.22

本周实现4红1绿，收益2.8%，本来预期这周调整，结果还是红多绿少，果然主观预测不太靠谱，还是坚持满仓轮动不择时。

2026第2周
策略____占比___周_______月______年
低波____33.5___0.72____1.53____1.53
中波____33.9___3.42____8.47____8.47
高波____18.5___4.55____7.31____7.31
北交____12.6___0.62____6.05____6.05
合计____120____2.36____5.27____5.27

北交策略资金来自消费贷，今年加了20%杠杆。

运行三个转债策略，按照回测波动率分为低波 、中波、高波，采用442阵型进行仓位管理

2026第1周
策略----占比----日-----周------月------年
低波____40_____0.81___0.72___0.72___ 0.72
中波____40_____0.8____4.89___4.89____4.89
高波____20_____0.12___2.32___2.32____2.32
合计___100____0.74____2.77___2.77___2.77