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3年1000倍,算出来我都不敢相信。

3年1000倍,算出来我都不敢相信。

作者: 止一量化养家 | 来源:发表于2020-11-08 18:36 被阅读0次

    废话不多说,先上策略:

    序号 绿鞋保护倍数区间 股票跌幅 买入后满意涨幅 新股数量 胜率 盈亏
    1 [2,…) (…,-15%) 最大跌幅 4 100.00% 78.10%
    2 [2,…) [-15%,-10%) 最大跌幅 2 50.00% -5.74%
    3 [2,…) [-10%,-5%) 最大跌幅 6 100.00% 43.44%
    4 [1,2) (…,-15%) 最大跌幅 7 100.00% 148.70%
    5 [1,2) [-15%,-10%) 最大跌幅 10 90.00% 110.19%
    6 [1,2) [-10%,-5%) 最大跌幅 21 85.71% 124.02%
    7 (0.5,1) (…,-15%) 10% 6 100.00% 60.00%
    8 (0.5,1) [-15%,-10%) 8% 3 100.00% 24.00%
    9 (0.5,1) [-10%,-5%) 3% 3 66.67% -29.11%
    10 (0,0.5] (…,-15%) 9% 26 92.31% 176.58%
    11 (0,0.5] [-15%,-10%) 7% 12 83.33% 32.67%
    12 (0,0.5] [-10%,-5%) 2% 12 100.00% 24.00%

    交易策略:

    根据绿鞋保护倍数区间,以及股票跌幅区间,确定暗盘最低价买入后满意的涨幅,如果后续暗盘或者首日上涨达到,就按照这个涨幅卖出,如果暗盘和首日都无法达到,就首日收盘卖出。

    这个表格我稍微解释下。

    以序号1为例,当新股达到条件绿鞋保护区间在[2,…),股票跌幅区间在(…,-15%)时,我们便可以买入,当价格在暗盘或者首日回到发行价时(最大跌幅涨回来时),便可以卖出,如果无法达到回到发行价,便首日收盘卖出。历史统计的新股数量共4个,胜率100%,总盈亏78%。

    以序号11为例,当新股达到条件绿鞋保护区间在(0,0.5],股票跌幅区间在[-15%,-10%)时,我们可以买入,以暗盘最低价为基准,当价格在暗盘或者首日上涨7%就应该卖出,如果无法达到7%,便首日收盘卖出。历史统计的新股数量共12个,胜率83.33%,总盈亏32.67%。

    也许有人会问了,按照这个盈亏加总,全部盈亏也才7.86倍,哪里有1000倍呢?

    需要注意的是,每个新股的盈亏,是独立的。

    如果我们使用同样一笔资金参与,假设是4万(由于个别新股价格较高,便以这个为基础),最终的收益就是4万的7.86倍,也就是31.44万。

    这种投资方式每次下注的筹码一致,是风险较低的。

    另外一种方式,是以一笔资金作为初始基金,不论盈亏每次all in,结果如何呢?

    序号1到12全部参与的话,累积涨幅1294.66倍。

    稳妥起见,只参与序号1到6的话,累积涨幅101.50倍

    详情见下面附录。

    当然,以4万作为初始资金,考虑到市场容量,想要达到上千倍,可能有些困难,但上百甚至几百倍却肯定可以。

    1· 附录1:全部参与

    代码 名称 绿鞋保护倍数 暗盘最大跌幅 暗盘最大涨幅 首日最大涨幅 20日最大涨幅 首日收盘涨幅 盈亏幅度 累积净值
    02448 恒宇集团 0.5 -20.83% 25.26% 16.84% 32.63% 4.21% 9.00% 1.09
    02292 晋安实业 0.5 -14.52% 16.98% 31.13% 50.94% 23.58% 7.00% 1.17
    01183 澳能建设 0.3 -16.80% 5.77% 38.46% 90.38% 31.73% 9.00% 1.27
    02779 中国新华教育 0.5 -8.28% 2.01% 16.05% 16.05% 9.03% 2.00% 1.3
    08151 宝申控股 0.3 -6.25% 4.44% 17.78% 24.44% 13.33% 2.00% 1.32
    01742 HPC HOLDINGS 0.38 -13.33% 10.26% 11.54% 14.10% 3.85% 7.00% 1.42
    01806 汇付天下 1.5 -9.33% 8.09% 2.65% 8.24% -2.65% -2.65% 1.38
    02003 维信金科 1.72 -9.80% 12.80% 16.41% 25.55% 13.36% 9.80% 1.51
    01916 江西银行 6.79 -8.76% 3.77% 11.15% 13.38% 9.95% 8.76% 1.65
    06100 同道猎聘 1.5 -11.67% 4.80% 15.95% 23.50% 11.49% 11.67% 1.84
    01592 基石控股 0.5 -12.50% 4.29% 2.86% 91.43% -20.00% -20.00% 1.47
    01763 中国同辐 0.5 -9.72% 2.26% 8.72% 16.15% 3.08% 2.00% 1.5
    06860 指尖悦动 1.98 -12.56% 14.36% 26.52% 38.67% 20.44% 12.56% 1.69
    02048 易居企业控股 2.05 -5.42% 3.53% 12.06% 12.06% 4.26% 5.42% 1.78
    01765 希望教育 0.5 -9.90% 6.36% 12.72% 28.32% 8.09% 2.00% 1.81
    06160 百济神州 1.67 -10.19% 10.31% 11.55% 11.55% 10.31% 10.19% 2.0
    01783 金仑控股有限公司 0.3 -11.82% 2.06% 7.22% 7.22% 1.03% 7.00% 2.14
    01615 奥邦建筑 0.3 -13.43% 18.97% 20.69% 20.69% 8.62% 7.00% 2.29
    01969 中国春来 1.52 -8.17% 4.19% 7.33% 7.33% -8.90% -8.90% 2.09
    02552 华领医药-B 3.01 -7.61% 7.06% 8.63% 17.52% 8.24% 7.61% 2.24
    02680 创升控股 0.38 -23.33% 7.25% -7.97% -7.97% -28.99% -28.99% 1.59
    01809 浦林成山 4.72 -10.02% 9.25% 9.43% 9.43% -17.36% -17.36% 1.32
    01939 东京中央拍卖 1.5 -16.67% 20.80% 36.00% 36.00% 24.80% 16.67% 1.54
    03990 美的置业 5.91 -21.76% 25.56% 24.81% 27.97% 19.40% 21.76% 1.87
    01894 恒益控股 1.5 -20.00% 19.12% 32.35% 117.65% 29.41% 20.00% 2.24
    03616 恒达集团控股 1.5 -12.10% 1.83% 4.59% 11.01% 3.67% 3.67% 2.33
    01835 瑞威资管 0.75 -13.40% 19.40% 27.02% 31.64% 20.32% 8.00% 2.51
    06890 康利国际控股 0.5 -7.84% 9.57% 14.89% 34.04% 13.83% 2.00% 2.56
    03668 兖煤澳大利亚 7.69 -8.01% 6.25% 8.33% 8.33% 8.10% 8.01% 2.77
    03992 创毅控股 0.38 -23.00% 7.79% 18.18% 40.26% 9.09% 9.00% 3.02
    02798 久泰邦达能源 1.5 -7.35% 12.70% 22.22% 7.94% 7.35% 3.24
    01837 五谷磨房 1.5 -9.88% 6.85% 10.96% 10.96% -2.74% 9.88% 3.56
    01860 汇量科技 1.72 -20.00% 19.69% 25.62% 34.37% 24.69% 20.00% 4.27
    02359 药明康德 1.5 -7.35% 1.43% 9.05% 9.05% 7.94% 7.35% 4.59
    02885 彼岸控股 0.75 -14.40% 18.69% 12.15% 12.15% -13.08% 8.00% 4.95
    02013 微盟集团 1.9 -7.14% 21.15% 31.54% 31.54% 12.69% 7.14% 5.31
    01891 兴合控股 0.3 -8.00% 2.17% -4.35% -4.35% -19.57% 2.00% 5.41
    01865 管道工程 0.5 -7.27% 19.61% 31.37% 45.10% 29.41% 2.00% 5.52
    06819 中智全球 2.56 -8.04% 5.69% 8.94% 31.71% 5.89% 8.04% 5.97
    03321 伟鸿集团控股 0.75 -10.71% 12.80% 16.80% 36.00% 11.20% 8.00% 6.44
    01906 博尼控股 0.38 -12.07% 17.65% 17.65% 41.18% 13.73% 7.00% 6.89
    01753 兑吧 1.72 -9.17% 14.86% 17.25% 24.77% 10.28% 9.17% 7.53
    01903 JBB BUILDERS 0.3 -24.58% 1.12% 41.57% 49.44% 38.20% 9.00% 8.2
    01832 海天地悦旅 1.5 -7.34% 3.66% 11.28% 11.28% 5.49% 7.34% 8.8
    02230 羚邦集团 0.5 -10.00% 2.47% 0.00% 0.00% -23.46% 2.00% 8.98
    01817 慕尚集团控股 3.14 -11.62% 10.05% 16.24% 22.94% 15.98% 11.62% 10.02
    02060 浦江国际 3.28 -5.60% 6.72% 7.91% 31.62% 7.11% 5.60% 10.59
    02181 迈博药业-B 1.5 -6.00% 4.26% 6.38% 7.09% -14.18% 6.00% 11.22
    06811 太兴集团 0.5 -8.33% 5.82% 0.73% 9.45% -4.00% 2.00% 11.45
    01849 秀商时代控股 0.75 -20.00% 5.77% 11.54% 11.54% -5.77% 10.00% 12.59
    01701 途屹控股 0.75 -9.62% 1.06% -8.51% -8.51% -35.11% -35.11% 8.17
    01901 飞扬集团 0.5 -11.43% 13.98% 8.60% 51.61% 5.38% 7.00% 8.74
    01977 安乐工程 0.75 -16.67% 15.00% 71.00% 71.00% 63.00% 10.00% 9.62
    06805 金茂源环保 1.5 -9.02% 14.05% 19.01% 19.01% 7.44% 9.02% 10.48
    02696 复宏汉霖-B 1.5 -5.04% 4.03% 5.10% 8.07% 4.99% 5.04% 11.01
    03938 LFG投资控股 0.5 -10.71% 14.00% 8.67% 8.67% -28.67% 7.00% 11.78
    01692 登辉控股 0.3 -20.00% 1.92% 16.35% 16.35% -17.31% 9.00% 12.84
    01847 云南建投混凝土 0.5 -21.13% 10.94% 13.58% 13.58% 0.38% 9.00% 14.0
    02163 远大住工 1.5 -16.74% 14.76% 20.60% 21.09% 19.98% 16.74% 16.34
    01875 东曜药业-B 1.5 -9.62% 4.73% 8.61% 8.61% 5.74% 5.74% 17.28
    01921 达力普控股 1.5 -5.66% 13.33% 10.00% 10.00% 2.00% 5.66% 18.26
    01987 BENG SOON MACH 0.5 -13.00% 14.94% 56.32% 81.61% 14.94% 7.00% 19.54
    03603 信基沙溪 1.5 -14.00% 62.79% 59.30% 306.98% 51.16% 14.00% 22.27
    01427 中国天保集团 1.89 -5.20% 11.39% 8.44% 18.99% 8.44% 5.20% 23.43
    03681 中国抗体-B 1.5 -7.89% 8.57% 4.29% 4.29% -14.29% 7.89% 25.28
    01640 瑞诚中国传媒 0.5 -8.80% 3.51% 22.81% 171.93% 8.77% 2.00% 25.78
    01346 利华控股集团 0.5 -11.76% 4.00% 16.00% -17.33% -17.33% 21.32
    01747 HOME CONTROL 0.57 -19.61% 24.39% 28.05% 28.05% 12.20% 10.00% 23.45
    02103 新力控股集团 2.11 -15.58% 19.35% 20.24% 22.02% 17.56% 15.58% 27.1
    03348 中国鹏飞集团 0.5 -22.15% 38.21% 30.08% 30.08% -3.25% 9.00% 29.54
    06919 人瑞人才 1.81 -5.64% 2.99% 7.57% 56.18% 5.78% 5.64% 31.2
    01691 JS环球生活 1.5 -5.96% 6.54% 15.13% 21.68% 12.27% 5.96% 33.06
    09998 光荣控股 0.5 -9.23% 6.78% 15.25% 38.98% 1.69% 2.00% 33.73
    09918 丽年国际 0.5 -15.60% 27.96% 25.59% 35.07% 18.01% 9.00% 36.76
    02528 尚晋国际控股 0.5 -18.50% 3.68% 2.45% 2.45% -10.43% -10.43% 32.93
    01802 文业集团 0.75 -30.19% 40.54% 68.92% 68.92% 47.30% 10.00% 36.22
    01416 CTR HOLDINGS 0.5 -25.00% 22.22% 14.81% 40.74% -5.56% 9.00% 39.48
    03718 北控城市资源 1.5 -10.14% 11.29% 12.90% 25.81% 11.29% 10.14% 43.48
    01412 隽思集团 1.6 -11.02% 24.76% 10.48% 10.48% 4.76% 11.02% 48.27
    01925 旷世控股 0.57 -21.88% 17.00% 14.00% 51.00% -4.00% 10.00% 53.1
    09919 艾德韦宣集团 0.3 -15.35% 9.36% 11.11% 11.11% -8.19% 9.00% 57.88
    09968 汇景控股 4.66 -17.10% 20.62% 23.75% 32.50% 21.88% 17.10% 67.78
    01745 驴迹科技 0.38 -19.81% 28.82% 24.12% 24.12% 11.76% 9.00% 73.88
    09933 GHW INTL 0.5 -21.57% 20.00% 18.75% 18.75% -12.50% 9.00% 80.53
    01343 伟源控股 1.5 -9.38% 104.60% 318.39% 81.61% 9.38% 88.08
    01433 常达控股 0.38 -27.60% 14.92% 1.66% 1.66% -17.13% 9.00% 96.01
    09936 稀美资源 0.5 -19.73% 11.73% 20.67% 36.31% 13.41% 9.00% 104.65
    01941 烨星集团 0.3 -10.26% 25.00% 25.00% 34.29% 22.86% 7.00% 111.97
    01859 煜盛文化 1.87 -12.83% 14.72% 14.72% 14.72% 6.60% 12.83% 126.34
    01961 九尊数字互娱 0.5 -23.70% 31.07% 48.54% 48.54% 35.92% 9.00% 137.71
    06918 奇士达 0.57 -27.54% 13.00% 13.00% 13.00% -10.00% 10.00% 151.48
    03390 满贯集团 1.5 -32.89% 45.00% 33.00% 33.00% -4.00% 32.89% 201.31
    01942 MOG HOLDINGS 0.5 -26.00% 10.81% 12.16% 12.16% -32.43% 9.00% 219.42
    01147 伊登软件 0.3 -17.60% 6.80% 23.79% 23.79% -20.87% 9.00% 239.17
    09923 移卡 0.3 -15.75% 10.84% 34.09% 38.37% 25.96% 9.00% 260.7
    01645 海纳智能 0.3 -20.29% 6.36% 25.45% 25.45% 9.09% 9.00% 284.16
    09958 力天影业 1.5 -10.16% 11.30% 9.57% 9.57% -30.87% 10.16% 313.03
    01650 HYGIEIA GROUP 0.75 -6.00% 14.89% 10.64% 10.64% -42.98% 3.00% 322.42
    01957 MBV INTL 0.5 -52.50% 23.68% 31.58% 31.58% -9.21% 9.00% 351.44
    09979 绿城管理控股 1.5 -16.00% 28.57% 63.33% 109.52% 54.76% 16.00% 407.67
    06933 新娱科控股 1.5 -6.75% 26.32% 18.42% 242.11% 11.84% 6.75% 435.19
    06968 港龙中国地产 5.4 -23.66% 28.33% 31.33% 35.00% 30.67% 23.66% 538.15
    09986 大山教育 1.5 -26.40% 36.96% 31.52% 40.22% 21.74% 26.40% 680.22
    01449 立德教育 0.5 -9.05% 10.47% 4.19% 4.19% -3.14% 2.00% 693.83
    09913 智勤控股 0.5 -32.69% 54.29% 40.00% 108.57% 21.43% 9.00% 756.27
    09987 百胜中国-S 0.91 -5.29% 3.54% 5.07% 6.77% 0.00% 3.00% 778.96
    02130 嘉泓物流 0.5 -12.78% 18.10% 23.71% 100.00% 16.81% 7.00% 833.49
    01597 纳泉能源科技 0.38 -22.50% 30.32% 40.65% 64.52% 33.55% 9.00% 908.5
    02107 第一服务控股 0.38 -16.67% 9.00% 3.00% 3.00% -12.00% 9.00% 990.27
    02169 沧港铁路 1.5 -5.26% 32.22% 25.56% 108.89% 11.11% 5.26% 1042.35
    02096 先声药业 0.3 -19.71% 9.09% 4.55% 6.18% -0.18% 9.00% 1136.17
    09993 金辉控股 1.5 -13.95% 10.81% 18.38% 18.38% 17.84% 13.95% 1294.66

    2 附录2:只参与绿鞋保护倍数大于1

    代码 名称 绿鞋保护倍数 暗盘最大跌幅 暗盘最大涨幅 首日最大涨幅 20日最大涨幅 首日收盘涨幅 盈亏幅度 累积净值
    01806 汇付天下 1.5 -9.33% 8.09% 2.65% 8.24% -2.65% -2.65% 0.97
    02003 维信金科 1.72 -9.80% 12.80% 16.41% 25.55% 13.36% 9.80% 1.07
    01916 江西银行 6.79 -8.76% 3.77% 11.15% 13.38% 9.95% 8.76% 1.16
    06100 同道猎聘 1.5 -11.67% 4.80% 15.95% 23.50% 11.49% 11.67% 1.3
    06860 指尖悦动 1.98 -12.56% 14.36% 26.52% 38.67% 20.44% 12.56% 1.46
    02048 易居企业控股 2.05 -5.42% 3.53% 12.06% 12.06% 4.26% 5.42% 1.54
    06160 百济神州 1.67 -10.19% 10.31% 11.55% 11.55% 10.31% 10.19% 1.7
    01969 中国春来 1.52 -8.17% 4.19% 7.33% 7.33% -8.90% -8.90% 1.55
    02552 华领医药-B 3.01 -7.61% 7.06% 8.63% 17.52% 8.24% 7.61% 1.66
    01809 浦林成山 4.72 -10.02% 9.25% 9.43% 9.43% -17.36% -17.36% 1.38
    01939 东京中央拍卖 1.5 -16.67% 20.80% 36.00% 36.00% 24.80% 16.67% 1.6
    03990 美的置业 5.91 -21.76% 25.56% 24.81% 27.97% 19.40% 21.76% 1.95
    01894 恒益控股 1.5 -20.00% 19.12% 32.35% 117.65% 29.41% 20.00% 2.34
    03616 恒达集团控股 1.5 -12.10% 1.83% 4.59% 11.01% 3.67% 3.67% 2.43
    03668 兖煤澳大利亚 7.69 -8.01% 6.25% 8.33% 8.33% 8.10% 8.01% 2.62
    02798 久泰邦达能源 1.5 -7.35% 12.70% 22.22% 7.94% 7.35% 2.82
    01837 五谷磨房 1.5 -9.88% 6.85% 10.96% 10.96% -2.74% 9.88% 3.1
    01860 汇量科技 1.72 -20.00% 19.69% 25.62% 34.37% 24.69% 20.00% 3.72
    02359 药明康德 1.5 -7.35% 1.43% 9.05% 9.05% 7.94% 7.35% 3.99
    02013 微盟集团 1.9 -7.14% 21.15% 31.54% 31.54% 12.69% 7.14% 4.27
    06819 中智全球 2.56 -8.04% 5.69% 8.94% 31.71% 5.89% 8.04% 4.62
    01753 兑吧 1.72 -9.17% 14.86% 17.25% 24.77% 10.28% 9.17% 5.04
    01832 海天地悦旅 1.5 -7.34% 3.66% 11.28% 11.28% 5.49% 7.34% 5.41
    01817 慕尚集团控股 3.14 -11.62% 10.05% 16.24% 22.94% 15.98% 11.62% 6.04
    02060 浦江国际 3.28 -5.60% 6.72% 7.91% 31.62% 7.11% 5.60% 6.38
    02181 迈博药业-B 1.5 -6.00% 4.26% 6.38% 7.09% -14.18% 6.00% 6.76
    06805 金茂源环保 1.5 -9.02% 14.05% 19.01% 19.01% 7.44% 9.02% 7.37
    02696 复宏汉霖-B 1.5 -5.04% 4.03% 5.10% 8.07% 4.99% 5.04% 7.74
    02163 远大住工 1.5 -16.74% 14.76% 20.60% 21.09% 19.98% 16.74% 9.04
    01875 东曜药业-B 1.5 -9.62% 4.73% 8.61% 8.61% 5.74% 5.74% 9.56
    01921 达力普控股 1.5 -5.66% 13.33% 10.00% 10.00% 2.00% 5.66% 10.1
    03603 信基沙溪 1.5 -14.00% 62.79% 59.30% 306.98% 51.16% 14.00% 11.51
    01427 中国天保集团 1.89 -5.20% 11.39% 8.44% 18.99% 8.44% 5.20% 12.11
    03681 中国抗体-B 1.5 -7.89% 8.57% 4.29% 4.29% -14.29% 7.89% 13.06
    02103 新力控股集团 2.11 -15.58% 19.35% 20.24% 22.02% 17.56% 15.58% 15.1
    06919 人瑞人才 1.81 -5.64% 2.99% 7.57% 56.18% 5.78% 5.64% 15.95
    01691 JS环球生活 1.5 -5.96% 6.54% 15.13% 21.68% 12.27% 5.96% 16.9
    03718 北控城市资源 1.5 -10.14% 11.29% 12.90% 25.81% 11.29% 10.14% 18.62
    01412 隽思集团 1.6 -11.02% 24.76% 10.48% 10.48% 4.76% 11.02% 20.67
    09968 汇景控股 4.66 -17.10% 20.62% 23.75% 32.50% 21.88% 17.10% 24.2
    01343 伟源控股 1.5 -9.38% 104.60% 318.39% 81.61% 9.38% 26.47
    01859 煜盛文化 1.87 -12.83% 14.72% 14.72% 14.72% 6.60% 12.83% 29.87
    03390 满贯集团 1.5 -32.89% 45.00% 33.00% 33.00% -4.00% 32.89% 39.69
    09958 力天影业 1.5 -10.16% 11.30% 9.57% 9.57% -30.87% 10.16% 43.72
    09979 绿城管理控股 1.5 -16.00% 28.57% 63.33% 109.52% 54.76% 16.00% 50.72
    06933 新娱科控股 1.5 -6.75% 26.32% 18.42% 242.11% 11.84% 6.75% 54.14
    06968 港龙中国地产 5.4 -23.66% 28.33% 31.33% 35.00% 30.67% 23.66% 66.95
    09986 大山教育 1.5 -26.40% 36.96% 31.52% 40.22% 21.74% 26.40% 84.63
    02169 沧港铁路 1.5 -5.26% 32.22% 25.56% 108.89% 11.11% 5.26% 89.08
    09993 金辉控股 1.5 -13.95% 10.81% 18.38% 18.38% 17.84% 13.95% 101.5

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          本文标题:3年1000倍,算出来我都不敢相信。

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