=================

收益汇总表 - 日期: 2026-03-13

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债中波 |普通策略 |-1.80% |-0.10% |0.40% |12.56% |14.74% |1.90% |4.86% |
|转债高波 |普通策略 |-2.34% |-0.28% |0.76% |10.37% |13.49% |2.75% |5.81% |
|组合低波 |普通策略 |-1.28% |-2.30% |-4.39% |-0.80% |4.48% |5.05% |5.05% |

|实盘表现 |实盘策略 |-1.67% |-1.05% |-1.63% |5.83% |8.47% |2.44% |4.35% |

今日 -1.67，满怀期待，结果拉了一坨大的！
跑输等权；本月翻绿！
主微策略吃了个涨停，可惜仓位不大。周末继续研究策略组合。

=================

收益汇总表 - 日期: 2026-03-12

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债中波 |普通策略 |-0.10% |1.73% |2.24% |14.62% |14.74% |0.10% |4.86% |
|转债高波 |普通策略 |-0.42% |2.11% |3.17% |13.01% |13.49% |0.42% |5.81% |
|组合低波 |普通策略 |-1.44% |-1.03% |-3.15% |0.49% |4.48% |3.82% |3.82% |

|实盘表现 |实盘策略 |-0.78% |0.63% |0.04% |7.63% |8.47% |0.78% |4.35% |

今日 -0.78, 组合账户表现不佳，高波账户本月连红记录也被终结，好的方面是跑赢指数，今日有止盈，继续观察，期待明天。

=================

收益汇总表 - 日期: 2026-03-11

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债中波 |普通策略 |0.31% |1.83% |2.35% |14.74% |14.74% |0.00% |4.86% |
|转债高波 |普通策略 |0.42% |2.54% |3.61% |13.49% |13.49% |0.00% |5.81% |
|组合低波 |普通策略 |-0.35% |0.42% |-1.73% |1.95% |4.48% |2.42% |3.50% |

|实盘表现 |实盘策略 |0.04% |1.42% |0.83% |8.47% |8.47% |0.00% |4.35% |

今日微红，昨晚吃坏了肚子，一整天都肚子痛，浑身无力，这时候账户涨跌都不在乎了，太难受；
身体是前面那个1，有多少钱都不如有个好身体！以后管住嘴，迈开腿！

=================

收益汇总表 - 日期: 2026-03-10

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债中波 |普通策略 |0.95% |1.52% |2.03% |14.38% |14.38% |0.00% |4.86% |
|转债高波 |普通策略 |0.70% |2.11% |3.18% |13.01% |13.01% |0.00% |5.81% |
|组合低波 |普通策略 |1.48% |0.77% |-1.39% |2.31% |4.48% |2.08% |3.50% |

|实盘表现 |实盘策略 |1.24% |1.38% |0.79% |8.43% |8.43% |0.00% |4.35% |

今日+1.24，实盘、中波、高波纷纷新高！
低波换完策略后立竿见影，就像自由泳弱侧也进行了补强，左右均衡才能游得快，游得远；祝愿它早日新高；
同时要注意隐患，低波的波动目前是增高了，大概比中波还要大！

=================

收益汇总表 - 日期: 2026-03-09

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债中波 |普通策略 |0.56% |0.56% |1.07% |13.31% |13.31% |0.00% |4.86% |
|转债高波 |普通策略 |1.40% |1.40% |2.46% |12.23% |12.23% |0.00% |5.81% |
|组合低波 |普通策略 |-0.70% |-0.70% |-2.82% |0.82% |4.48% |3.50% |3.50% |

|实盘表现 |实盘策略 |0.14% |0.14% |-0.44% |7.10% |8.14% |0.96% |4.35% |

今日+0.14%，大奇迹日，最低-1.2，午后翻红最高+0.35；
防守策略回测是红的，实盘-0.7，属实拉跨，已经换了策略，希望低波能支棱起来；
高波策略也创新高！

=================

收益汇总表 - 日期: 2026-03-06

|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 |
---------- ---------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
|转债中波 |普通策略 |0.67% |0.52% |0.52% |12.69% |12.69% |0.00% |4.86% |
|转债高波 |普通策略 |0.18% |1.01% |1.01% |10.64% |10.87% |0.21% |5.81% |
|组合低波 |普通策略 |0.30% |-2.32% |-2.32% |1.35% |4.48% |3.00% |3.47% |
|实盘表现 |实盘策略 |0.41% |-0.65% |-0.65% |6.88% |8.14% |1.17% |4.35% |
==========================================================周五 0.41，中波已创新高，低波本周还是负的，考虑了一天，决定下周低波换个主策略。坚定相信国家！

=================

收益汇总表 - 日期: 2026-03-05

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债中波 |普通策略 |0.28% |-0.15% |-0.15% |11.94% |12.30% |0.32% |4.86% |
|转债高波 |普通策略 |0.52% |0.83% |0.83% |10.44% |10.87% |0.39% |5.81% |
|组合低波 |普通策略 |0.19% |-2.61% |-2.61% |1.05% |4.48% |3.29% |3.47% |

|实盘表现 |实盘策略 |0.29% |-1.06% |-1.06% |6.44% |8.14% |1.57% |4.35% |

今日+0.29%，跑赢转债指数；
盘中最高1.29，收盘只剩个零头，盘中没止盈就不是自己的哎；
微盘策略减仓后又反弹了，踩不准节奏还不如不动，以后大跌之后先不动，等平稳再说；
今天补充了新的洞见，又有新的研究目标了；

=================

收益汇总表 - 日期: 2026-03-05

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债中波 |普通策略 |-0.10% |-0.53% |-0.53% |11.51% |12.30% |0.70% |4.86% |
|转债高波 |普通策略 |0.03% |0.34% |0.34% |9.91% |10.87% |0.87% |5.81% |
|组合低波 |普通策略 |0.18% |-2.62% |-2.62% |1.04% |4.48% |3.30% |3.47% |

|实盘表现 |实盘策略 |0.01% |-1.34% |-1.34% |6.14% |8.14% |1.85% |4.35% |

微盘收红，跑赢指数。

大跌的时候才体现出转债的好，小市值波动还是太大了，继续降低股票仓位；

=================

收益汇总表 - 日期: 2026-03-03

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债中波 |普通策略 |-0.39% |-0.43% |-0.43% |11.62% |12.30% |0.60% |4.86% |
|转债高波 |普通策略 |0.31% |0.31% |0.31% |9.87% |10.87% |0.90% |5.81% |
|组合低波 |普通策略 |-1.86% |-2.79% |-2.79% |0.85% |4.48% |3.47% |3.47% |

|实盘表现 |实盘策略 |-0.84% |-1.35% |-1.35% |6.13% |8.14% |1.86% |4.35% |

今天-0.84%，跑赢指数；
北微昨天清仓，今天又买回来并入了低波账户，与主微构成组合策略；
今天小市值大跌，北微涨，乱操作左右打脸，还好没有大动；
微盘策略还要继续深研，做到无惧涨跌才行！

=================

收益汇总表 - 日期: 2026-03-02

|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 |-0.95% |-0.95% |-0.95% |2.77% |4.48% |1.64% |2.69% |
|转债中波 |普通策略 |-0.04% |-0.04% |-0.04% |12.06% |12.30% |0.21% |4.86% |
|转债高波 |普通策略 |0.00% |0.00% |0.00% |9.53% |10.87% |1.21% |5.81% |
|北交微盘 |普通策略 |-2.80% |-2.80% |-2.80% |-3.28% |3.25% |6.32% |6.32% |

|实盘表现 |实盘策略 |-0.51% |-0.51% |-0.51% |7.03% |8.14% |1.03% |4.35% |

补一下昨天的数据；

低波表现不佳，高波、中波回测有一个止盈，但是实盘没有捉到，可惜，不然中波应该+1%；

=================

收益汇总表 - 日期: 2026-02-27

|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 |
+----------+----------+----------+----------+----------+----------+----------+----------+----------+
|转债低波 |普通策略 |-0.26% |0.61% |1.16% |3.75% |4.48% |0.70% |2.69% |
|转债中波 |普通策略 |-0.12% |0.60% |3.12% |12.11% |12.30% |0.17% |4.86% |
|转债高波 |普通策略 |-0.15% |-0.02% |3.51% |9.53% |10.87% |1.21% |5.81% |
|北交微盘 |普通策略 |-0.37% |1.15% |-0.21% |-0.50% |3.25% |3.63% |5.76% |

|实盘表现 |实盘策略 |-0.20% |0.56% |2.07% |7.58% |8.14% |0.52% |4.35% |

本月收官，实盘将近2个点，中规中矩；
下个月准备增加主板微盘策略仓位；

=================

收益汇总表 - 日期: 2026-02-26

|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 |-0.44% |0.87% |1.42% |4.02% |4.48% |0.44% |2.69% |
|转债中波 |普通策略 |0.12% |0.72% |3.25% |12.24% |12.30% |0.05% |4.86% |
|转债高波 |普通策略 |-0.25% |0.13% |3.67% |9.70% |10.87% |1.06% |5.81% |
|北交微盘 |普通策略 |0.07% |1.53% |0.16% |-0.13% |3.25% |3.27% |5.76% |

|实盘表现 |实盘策略 |-0.19% |0.76% |2.27% |7.80% |8.14% |0.32% |4.35% |

今日微亏，跑赢指数，ETF动量策略已经实现，设置了每日定时执行脚本，企业微信机器人通知调仓信息，AI实现起来就是快~

=================

收益汇总表 - 日期: 2026-02-25

|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 |0.52% |1.31% |1.87% |4.48% |4.48% |0.00% |2.69% |
|转债中波 |普通策略 |-0.17% |0.60% |3.12% |12.11% |12.30% |0.17% |4.86% |
|转债高波 |普通策略 |-0.14% |0.38% |3.92% |9.97% |10.87% |0.81% |5.81% |
|北交微盘 |普通策略 |0.57% |1.46% |0.09% |-0.20% |3.25% |3.34% |5.76% |

|实盘表现 |实盘策略 |0.16% |0.95% |2.46% |8.00% |8.14% |0.13% |4.35% |

今日微红，跑输平均值，涨的还是高价债，继续坚守低价

收益汇总表 - 日期: 2026-02-24

|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 |0.79% |0.79% |1.34% |3.94% |3.94% |0.00% |2.69% |
|转债中波 |普通策略 |0.77% |0.77% |3.30% |12.30% |12.30% |0.00% |4.86% |
|转债高波 |普通策略 |0.52% |0.52% |4.07% |10.13% |10.87% |0.67% |5.81% |
|北交微盘 |普通策略 |0.88% |0.88% |-0.48% |-0.76% |3.25% |3.88% |5.76% |

|实盘表现 |实盘策略 |0.79% |0.79% |2.30% |7.83% |8.14% |0.29% |4.35% |

新年第一天开门红，没跑赢等权；

日内策略终于跑通了，原来是有个小BUG导致买不进，交易了5个全部亏损出局- -

收益汇总表 - 日期: 2026-02-13

|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 |0.41% |0.43% |0.55% |3.13% |3.93% |0.77% |2.69% |
|转债中波 |普通策略 |0.26% |1.21% |2.51% |11.44% |11.96% |0.47% |4.86% |
|转债高波 |普通策略 |0.97% |1.02% |3.53% |9.56% |10.87% |1.19% |5.81% |
|北交微盘 |普通策略 |-0.15% |0.53% |-1.35% |-1.63% |3.25% |4.72% |5.76% |

|实盘表现 |实盘策略 |0.42% |0.80% |1.50% |6.98% |8.14% |1.07% |4.35% |

年前最后一天收益0.42%，跑赢指数，看春节大家都在卷AI，我是光喝酒看亲戚了，落后了，新年开始追赶~

=================

收益汇总表 - 日期: 2026-02-12

|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 |-0.45% |0.38% |1.22% |6.31% |7.65% |1.24% |4.17% |
|转债低波 |普通策略 |-1.16% |0.02% |0.14% |2.71% |3.93% |1.18% |2.69% |
|转债中波 |普通策略 |0.46% |0.94% |2.25% |11.15% |11.96% |0.72% |4.86% |
|转债高波 |普通策略 |-0.58% |0.05% |2.54% |8.51% |10.87% |2.13% |5.81% |
|北交微盘 |普通策略 |-0.42% |0.68% |-1.20% |-1.48% |3.25% |4.58% |5.76% |

|实盘表现 |实盘策略 |-0.45% |0.38% |1.07% |6.54% |8.14% |1.48% |4.35% |

今日-0.45%，大幅跑输等权，早盘好几个标的都是差口气没止盈，低波策略跌的多，好像都是烂公司跌幅较大，这个现象有待观察。

收益汇总表 - 日期: 2026-02-11

|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 |-0.24% |0.83% |1.67% |6.79% |7.65% |0.80% |4.17% |
|转债低波 |普通策略 |0.18% |1.19% |1.31% |3.91% |3.93% |0.02% |2.69% |
|转债中波 |普通策略 |-0.65% |0.48% |1.78% |10.64% |11.96% |1.18% |4.86% |
|转债高波 |普通策略 |-0.73% |0.63% |3.14% |9.14% |10.87% |1.56% |5.81% |
|北交微盘 |普通策略 |0.77% |1.11% |-0.78% |-1.07% |3.25% |4.18% |5.76% |

|实盘表现 |实盘策略 |-0.24% |0.83% |1.53% |7.02% |8.14% |1.04% |4.35% |

今日-0.24，继续回调，高、中波关键标的没有止盈，大亏，止盈策略亟待优化；

日内策略从回测转到实盘，调了一天到收盘才跑通，没触发买卖，明天继续。

=================

收益汇总表 - 日期: 2026-02-10

|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 |-0.32% |1.07% |1.91% |7.04% |7.65% |0.57% |4.17% |
|转债低波 |普通策略 |-0.17% |1.01% |1.13% |3.72% |3.93% |0.20% |2.69% |
|转债中波 |普通策略 |-0.08% |1.14% |2.44% |11.36% |11.96% |0.53% |4.86% |
|转债高波 |普通策略 |-0.84% |1.37% |3.89% |9.94% |10.87% |0.84% |5.81% |
|北交微盘 |普通策略 |-1.09% |0.33% |-1.54% |-1.82% |3.25% |4.91% |5.76% |

|实盘表现 |实盘策略 |-0.32% |1.08% |1.78% |7.27% |8.14% |0.80% |4.35% |

今日小幅回调 -0.32%，跑输等权，跑赢金老师；

用bigquant跑通了日内策略，下面就是复现，回测，调优，实盘验证。

=================

收益汇总表 - 日期: 2026-02-09

|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 |1.18% |1.18% |1.30% |3.90% |3.93% |0.03% |2.69% |
|转债中波 |普通策略 |1.22% |1.22% |2.52% |11.45% |11.96% |0.45% |4.86% |
|转债高波 |普通策略 |2.23% |2.23% |4.77% |10.87% |10.87% |0.00% |5.81% |
|北交微盘 |普通策略 |1.44% |1.44% |-0.46% |-0.74% |3.25% |3.86% |5.76% |

|实盘表现 |实盘策略 |1.40% |1.40% |2.10% |7.62% |8.14% |0.48% |4.35% |

今日1.4%， 略微跑输等权，高波策略已率先创出新高；
日内转债策略调通了，但是跑的结果全是负收益。

======================================

收益汇总表 - 日期: 2026-02-06

|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 |0.41% |0.12% |0.12% |2.69% |3.93% |1.19% |2.69% |
|转债中波 |普通策略 |1.42% |1.29% |1.29% |10.11% |11.96% |1.65% |4.86% |
|转债高波 |普通策略 |2.03% |2.49% |2.49% |8.45% |9.98% |1.39% |5.81% |
|北交微盘 |普通策略 |0.38% |-1.87% |-1.87% |-2.15% |3.25% |5.23% |5.76% |

|实盘表现 |实盘策略 |1.05% |0.69% |0.69% |6.13% |8.14% |1.86% |4.35% |

本日1.05%，本月翻红，有大佬说已经调整到位，看好年前最后一周！

======================================

收益汇总表 - 日期: 2026-02-05

|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 |-0.52% |-0.29% |-0.29% |2.27% |3.93% |1.60% |2.69% |
|转债中波 |普通策略 |-0.04% |-0.13% |-0.13% |8.57% |11.96% |3.03% |4.86% |
|转债高波 |普通策略 |0.27% |0.45% |0.45% |6.30% |9.98% |3.35% |5.81% |
|北交微盘 |普通策略 |-0.77% |-2.24% |-2.24% |-2.52% |3.25% |5.58% |5.76% |

|实盘表现 |实盘策略 |-0.22% |-0.35% |-0.35% |5.03% |8.14% |2.88% |4.35% |

今天表现还可以-0.22， 跑赢了转债指数。

=================

收益汇总表 - 日期: 2026-02-04

|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 |-0.09% |0.24% |0.24% |2.80% |3.93% |1.08% |2.69% |
|转债中波 |普通策略 |0.02% |-0.09% |-0.09% |8.61% |11.96% |2.99% |4.86% |
|转债高波 |普通策略 |-0.06% |0.18% |0.18% |6.01% |9.98% |3.61% |5.81% |
|北交微盘 |普通策略 |0.15% |-1.48% |-1.48% |-1.76% |3.25% |4.85% |5.76% |

|实盘表现 |实盘策略 |-0.04% |-0.13% |-0.13% |5.26% |8.14% |2.66% |4.35% |

今日-0.04，微亏，跑赢可转债指数，最低-0.8，午后V回来了，虽然没跑过封基老师，但还算满意；主板微盘正式建仓，和北微一样的仓位，看这个月表现吧。

=================

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；

=================

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。

=================

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。

=================

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？

=================

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。

============================================

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