区间尾盘对冲回测明细

生成时间: 2026-05-30 11:24 | 共482个合约 | H:126 T:353 M:3

📋 回测策略

建仓/加仓

触发条件
Delta超过基准值10个百分点
建仓数量
按名义本金和开仓价计算，取100股整数倍
加仓方式
目标数量超过当前持仓时，买入差额补足

减仓/清仓

减仓条件
Delta回落至基准值以下，全部清仓
开仓日限制
开仓当日不可减仓（T+1约束）
涨跌停限制
涨跌停期间暂停交易，顺延至下一日

执行与结算

交易时间
每日收盘前14:31至14:40，按均价分批执行
行权方式
市价行权或限价行权，剩余持仓按行权价平仓
盈亏计算
期权费 + 对冲盈亏 - 客户权益，客户权益最低为零

📊 回测汇总

482
合约数
¥88,300万
名义本金
¥66,208,230
期权费

回测 vs 实盘

指标回测实盘差异
手续费¥646,194¥450,121+196,073
合约盈亏¥4,178,297¥3,270,299+907,997

📑 合约明细（482个）

合约股票名义 期权费实盘对冲实盘盈亏 回测对冲回测盈亏 对冲差异盈亏差异
H10001斯莱克1,000,000 96,900-103,062-6,162 -62,21634,684 +40,846 +40,846
H10002大位科技2,000,000 96,000-106,596-10,596 -113,752-17,752 -7,155 -7,155
H10007隆盛科技1,000,000 70,30053,779-4,075 -46,756-108,165 -100,535 -104,090
H10010沙钢股份1,000,000 56,800-42,48014,320 -16,22940,571 +26,251 +26,251
H10014棒杰股份3,000,000 203,400-169,71033,690 0203,400 +169,710 +169,710
H10015白银有色1,000,000 62,600252,558-3,210 212,260-43,508 -40,298 -40,298
H10019国机精工2,000,000 221,200940,74746,705 845,701-60,263 -95,046 -106,968
H10021华锋股份1,000,000 78,800-62,52116,279 078,800 +62,521 +62,521
H10022宏达股份1,000,000 94,100288,26234,653 173,860-41,799 -114,402 -76,452
H10027联合化学1,000,000 68,900-39,778-10,263 6,47135,948 +46,249 +46,211
H10046长盈精密1,000,000 79,500-73,8795,621 079,500 +73,879 +73,879
H10074金马游乐1,000,000 56,200-54,1702,030 -44,24011,960 +9,930 +9,930
H10107天富能源1,000,000 54,800-31,91722,883 -48,3796,421 -16,462 -16,462
H10108常山药业1,000,000 99,700-78,19421,506 099,700 +78,194 +78,194
H10109航天电子1,000,000 111,400256,26648,436 213,204-3,421 -43,062 -51,857
H10115越秀资本1,000,000 50,00088,046-28,910 55,646-59,931 -32,400 -31,021
H10117海联金汇1,000,000 47,400-83,892-62,801 -54,628-31,903 +29,264 +30,898
H10120特变电工1,000,000 62,600163,019-2,470 97,444-67,063 -65,575 -64,593
H10122视觉中国1,000,000 59,60028,906-44,263 63,531-35,848 +34,624 +8,415
H10124拓维信息1,000,000 58,300-63,083-4,783 -72,001-13,701 -8,918 -8,918
H10125拓维信息1,000,000 58,300-60,378-2,078 -71,853-13,553 -11,475 -11,475
H10128英搏尔1,000,000 88,000-64,95923,041 -54,76733,233 +10,193 +10,193
H10129润泽科技2,000,000 109,000816,512-136,529 637,914-320,166 -178,598 -183,637
H10130海联金汇4,000,000 195,600-42,166-49,266 -165,754-147,688 -123,588 -98,422
H10131华中数控1,000,000 42,000-70,370-28,370 042,000 +70,370 +70,370
H10134常山药业1,000,000 101,200-71,56729,633 0101,200 +71,567 +71,567
H10136武汉天源1,000,000 51,800-72,252-25,768 -93,755-46,253 -21,503 -20,485
H10139创世纪1,000,000 53,100-44,5818,519 -25,49527,605 +19,086 +19,086
H10142保隆科技1,000,000 51,300-29,60621,694 051,300 +29,606 +29,606
H10143越秀资本1,000,000 50,80088,838-20,167 54,675-43,667 -34,163 -23,500
H10144越秀资本1,000,000 50,80041,524-53,045 72,315-67,872 +30,792 -14,827
H10150九丰能源1,000,000 74,20087,96117,916 56,244-15,185 -31,718 -33,101
H10151九丰能源600,000 44,52042,4557,819 31,047-6,988 -11,408 -14,807
H10153中科创达1,300,000 90,350-74,02516,325 -99,431-9,081 -25,407 -25,407
H10154金现代1,000,000 66,500-83,112-36,648 -75,183-80,598 +7,928 -43,950
H10156聚杰微纤1,000,000 90,000-62,709-82,719 -77,457-99,751 -14,748 -17,032
H10159航天电子1,000,000 73,900-140,029-66,129 073,900 +140,029 +140,029
H10161香农芯创2,000,000 169,400-164,7454,655 -189,534-20,134 -24,790 -24,790
H10163拉普拉斯1,000,000 107,700748,6011,576 658,810-87,162 -89,791 -88,737
H10164卫星化学3,000,000 122,100920,23310,465 460,662-41,620 -459,571 -52,085
H10166京基智农1,000,000 68,50032,888885 1,649-30,941 -31,240 -31,826
H10167科翔股份1,000,000 85,500351,1638,092 315,614-30,867 -35,549 -38,958
H10168宗申动力1,000,000 42,400-47,562-5,162 042,400 +47,562 +47,562
H10169汇创达2,000,000 150,600-139,74510,855 0150,600 +139,745 +139,745
H10170科大讯飞1,000,000 47,300-51,105-3,805 047,300 +51,105 +51,105
H10171软通动力1,000,000 46,400-42,0864,314 046,400 +42,086 +42,086
H10172卓易信息1,000,000 111,000-123,381-12,381 0111,000 +123,381 +123,381
H10176岩山科技1,000,000 70,700-195,944-125,244 -77,795-7,095 +118,149 +118,149
H10178亚钾国际1,000,000 43,20038,236-9,488 12,913-34,254 -25,323 -24,766
H10179灿勤科技1,000,000 60,000-66,039-6,039 -23,87336,127 +42,166 +42,166
H10180隆盛科技1,000,000 92,900-95,272-2,372 -54,31838,582 +40,954 +40,954
H10182聚杰微纤1,000,000 90,900-55,700-74,133 -83,454-103,962 -27,754 -29,829
H10185神州数码1,000,000 49,700-46,4733,227 049,700 +46,473 +46,473
H10186宝信软件500,000 22,700-21,0171,683 -14,1378,563 +6,879 +6,879
H10187晋亿实业1,000,000 46,10013,8467,782 34,8766,799 +21,030 -983
H10188天迈科技1,000,000 83,900-65,20618,694 083,900 +65,206 +65,206
H10189京华激光1,000,000 57,600-69,548-11,948 -45,62611,974 +23,922 +23,922
H10197金风科技1,000,000 70,800-75,445-4,645 070,800 +75,445 +75,445
H10220生物股份1,000,000 87,000-69,36017,640 -68,57418,426 +786 +786
H10315金马游乐1,000,000 106,7002,81429,245 41,35469,201 +38,540 +39,956
H10328星云股份2,000,000 181,000-139,18341,817 -103,23377,767 +35,950 +35,950
H10450亨通光电1,000,000 85,500187,90112,733 113,037-50,748 -74,864 -63,481
H10451亿纬锂能1,000,000 66,100-39,82726,273 066,100 +39,827 +39,827
H10456首都在线1,000,000 63,600239,12425,592 181,542-21,779 -57,582 -47,372
H10461常山北明1,000,000 43,4004,978-14,094 -11,701-11,057 -16,679 +3,037
H10462奕东电子1,000,000 108,4008,481-35,809 -76,031-137,083 -84,512 -101,274
H10465豪威集团1,000,000 46,300-27,07319,227 -38,8727,428 -11,799 -11,799
H10466新开源2,000,000 100,000-95,573-12,862 -47,58139,915 +47,992 +52,777
H10470上海贝岭1,000,000 45,300-21,39123,909 045,300 +21,391 +21,391
H10475科大国创5,000,000 426,500-466,979-40,479 -462,464-35,964 +4,515 +4,515
H10476宝明科技1,000,000 68,700-68,264436 068,700 +68,264 +68,264
H10478宝明科技1,000,000 68,700-72,461-3,761 068,700 +72,461 +72,461
H10480宝明科技2,000,000 137,400-158,032-20,632 0137,400 +158,032 +158,032
H10487浙版传媒500,000 21,650-13,0588,592 021,650 +13,058 +13,058
H10513力合科创2,000,000 125,800-74,83050,970 0125,800 +74,830 +74,830
H10524卓创资讯1,000,000 86,800-42,184-34,876 -40,419-46,858 +1,766 -11,982
H10525英搏尔500,000 45,20034,4897,508 51,52322,745 +17,034 +15,237
H10528力鼎光电2,000,000 128,000-158,089-30,089 -108,52919,471 +49,560 +49,560
H10536工业富联1,000,000 77,700-42,20935,491 -29,63048,070 +12,579 +12,579
H10539呈和科技5,000,000 288,500-254,95533,545 -228,59659,904 +26,359 +26,359
H10543康芝药业1,000,000 73,000-39,97933,021 073,000 +39,979 +39,979
H10546中国科传1,000,000 51,60014,41410,531 -60,731-67,302 -75,145 -77,833
H10549新开源3,000,000 163,500-167,989-4,489 0163,500 +167,989 +167,989
H10554泰豪科技1,000,000 80,60096,515-15,614 -110,477-247,248 -206,992 -231,635
H10558联德股份1,000,000 90,800-74,34116,459 090,800 +74,341 +74,341
H10579新风光2,000,000 123,200-176,275-53,075 -85,43437,766 +90,841 +90,841
H10580江苏神通2,000,000 143,400-131,01112,389 0143,400 +131,011 +131,011
H10586先河环保1,000,000 98,900111,80153,311 224,3405,490 +112,539 -47,821
H10587先河环保1,000,000 98,90081,74625,260 68,2357,128 -13,511 -18,132
H10592中简科技1,000,000 57,300-68,396-11,096 057,300 +68,396 +68,396
H10600江苏神通2,000,000 143,400-120,44722,953 -108,41234,988 +12,035 +12,035
H10603卓创资讯2,000,000 187,000-248,534-61,534 -103,91845,396 +144,616 +106,930
H10604英搏尔500,000 52,65072,1694,393 102,68733,354 +30,517 +28,961
H10606尤洛卡1,000,000 79,000-49,346-40,213 -69,980-156,202 -20,634 -115,989
H10609尤洛卡1,000,000 79,000-17,711-17,040 -85,036-205,472 -67,325 -188,432
H10610圣邦股份1,000,000 59,000145,1906,353 135,312-8,945 -9,878 -15,298
H10614海昌新材1,000,000 105,10096,703460 -32,263-131,406 -128,966 -131,866
H10622博源化工500,000 33,950-26,5047,446 033,950 +26,504 +26,504
H10623掌阅科技1,000,000 97,100-43,65253,448 097,100 +43,652 +43,652
H10624东微半导1,000,000 114,100-85,82028,280 0114,100 +85,820 +85,820
H10631智能自控1,000,000 87,400-57,03330,367 087,400 +57,033 +57,033
H10644华工科技1,000,000 57,500-91,884-34,384 -93,337-35,837 -1,452 -1,452
H10681东材科技1,000,000 79,2004,168-3,882 24,57227,392 +20,404 +31,274
H10684东材科技1,000,000 79,20019,279-10,027 49,85213,552 +30,573 +23,580
H10689中电电机1,000,000 65,300-49,46015,840 -25,92439,376 +23,536 +23,536
H10690中电电机1,000,000 65,300-57,8247,476 -26,23839,062 +31,585 +31,585
H10693北京科锐1,000,000 90,0002,558428 -79,716-83,031 -82,274 -83,459
H10694信测标准2,000,000 119,00082,682-37,103 -57,742-205,140 -140,425 -168,037
H10699卡倍亿1,000,000 54,60091,911-3,977 -44,135-145,481 -136,046 -141,504
H10701首开股份1,000,000 84,100-64,96719,133 084,100 +64,967 +64,967
H10703华能国际500,000 22,350-19,982-10,491 -23,881-1,531 -3,899 +8,960
H10706华电新能4,000,000 153,600-202,666-49,066 0153,600 +202,666 +202,666
H10711京基智农3,000,000 211,200-303,472-92,272 -399,672-188,472 -96,201 -96,201
H10712兴森科技1,000,000 66,900259,33516,287 190,265-55,032 -69,070 -71,319
H10713聚辰股份1,000,000 71,000-12,038-41,083 21,695-11,018 +33,733 +30,065
H10715中国巨石1,000,000 63,600275,5792,824 285,252-21,034 +9,673 -23,858
H10716北信源1,000,000 71,900-467,186-395,286 -149,881-77,981 +317,305 +317,305
H10717聚辰股份1,000,000 66,200-20,099-40,002 -6,311-27,104 +13,788 +12,898
H10721思瑞浦2,000,000 143,200412,47838,956 347,598-40,098 -64,880 -79,054
H10722思瑞浦1,000,000 71,600178,36116,757 145,265-21,435 -33,096 -38,192
H10723思瑞浦1,000,000 71,600217,34620,946 148,157-33,479 -69,189 -54,425
H10733雄韬股份1,000,000 70,50084,56123,431 32,569-33,047 -51,992 -56,479
H10740鼎龙股份1,000,000 81,20090,31830,043 88,60520,949 -1,713 -9,094
H10741金安国纪1,000,000 87,600217,20929,059 140,667-27,002 -76,542 -56,062
H10780神驰机电4,000,000 246,400377,794-96,527 434,227-40,094 +56,433 +56,433
H10810欧莱新材1,000,000 90,400200,579-15,471 141,600-73,675 -58,979 -58,203
M10017国机精工1,000,000 69,200-33,29430,721 -52,89910,957 -19,605 -19,764
M10021新朋股份1,000,000 52,100-32,71619,384 -20,17531,925 +12,541 +12,541
M10139遥望科技7,000,000 492,100-276,102215,998 0492,100 +276,102 +276,102
T10003联创光电5,000,000 269,000-352,624-83,624 -249,62519,375 +102,999 +102,999
T10004中创环保5,000,000 342,000-442,023-100,023 -232,531109,469 +209,492 +209,492
T10006徕木股份5,000,000 455,500842,197-67,090 708,400-249,326 -133,798 -182,236
T10007新城市5,000,000 340,000-403,583-63,583 0340,000 +403,583 +403,583
T10008朗科科技5,000,000 328,000-600,546-308,959 -226,71493,747 +373,832 +402,705
T10009正元智慧5,000,000 368,500179,931284,442 -45,636-164,057 -225,567 -448,500
T10010马钢股份10,000,000 860,000-367,064329,740 -358,178290,600 +8,886 -39,140
T10011霍普股份3,000,000 155,400-188,635-33,235 0155,400 +188,635 +188,635
T10012保利联合10,000,000 578,000-357,087220,913 0578,000 +357,087 +357,087
T10013道氏技术10,000,000 684,000392,635201,860 -726,363-989,356 -1,118,998 -1,191,216
T10014宝馨科技5,000,000 344,0001,133,3935,895 1,064,197-184,497 -69,195 -190,392
T10015精艺股份3,000,000 190,200933,915-15,676 -162,134-1,124,446 -1,096,049 -1,108,771
T10016凌云光5,000,000 363,500541,170-714 552,030-4,021 +10,860 -3,307
T10018晶科科技10,000,000 1,443,000-924,385518,615 01,443,000 +924,385 +924,385
T10019派克新材10,000,000 454,000-273,203180,797 0454,000 +273,203 +273,203
T10020武进不锈5,000,000 368,5002,605,27892,321 2,307,818-248,221 -297,459 -340,542
T10021东方中科5,000,000 285,500-276,9098,591 -259,5119,295 +17,398 +704
T10028西子洁能1,000,000 87,900100,266-8,922 124,457-24,639 +24,191 -15,718
T10035利民股份10,000,000 647,000-1,341,488-694,488 -448,776198,224 +892,711 +892,711
T10042福达股份1,000,000 56,800-83,139-26,339 -96,963-40,163 -13,824 -13,824
T10043百纳千成1,000,000 89,600-60,14029,460 -72,06817,532 -11,929 -11,929
T10044益诺思1,000,000 98,000-91,9086,092 -41,25856,742 +50,650 +50,650
T10045常山药业1,000,000 96,300200,48532,420 139,847-28,977 -60,639 -61,397
T10046常山药业1,000,000 96,300189,02213,733 141,146-33,287 -47,876 -47,020
T10048学大教育10,000,000 360,000-126,397233,603 0360,000 +126,397 +126,397
T10049东睦股份1,000,000 100,200-75,38024,820 0100,200 +75,380 +75,380
T10050超卓航科1,000,000 99,600-13,89785,703 -68,39531,205 -54,498 -54,498
T10051钛能化学10,000,000 972,000-764,727207,273 0972,000 +764,727 +764,727
T10058高伟达2,000,000 125,400-127,366-1,966 0125,400 +127,366 +127,366
T10059奥飞数据1,000,000 75,900-63,29212,608 075,900 +63,292 +63,292
T10060国际复材1,000,000 92,600-80,85511,745 092,600 +80,855 +80,855
T10061华钰矿业1,000,000 112,700-71,773-52,376 -33,839-17,975 +37,934 +34,401
T10062中贝通信1,000,000 77,000-44,87932,121 -45,39331,607 -514 -514
T10063蓝英装备1,000,000 62,600-64,272-1,672 062,600 +64,272 +64,272
T10064常山药业1,000,000 92,400213,74027,427 144,222-41,010 -69,518 -68,437
T10065胜宏科技2,000,000 170,400-173,994-3,594 0170,400 +173,994 +173,994
T10066日盈电子2,000,000 146,000-156,964-10,964 -148,121-2,121 +8,843 +8,843
T10089光启技术1,000,000 105,100-37,55826,622 -19,07943,616 +18,480 +16,994
T10090传音控股10,000,000 974,000-898,10375,897 0974,000 +898,103 +898,103
T10095星宇股份10,000,000 606,000-534,38771,613 0606,000 +534,387 +534,387
T10096星宇股份5,000,000 303,000-326,207-23,207 0303,000 +326,207 +326,207
T10103光启技术1,000,000 97,000-26,46826,603 18,59751,412 +45,065 +24,809
T10106遥望科技10,000,000 567,000-650,607-83,607 -305,922261,078 +344,685 +344,685
T10111众泰汽车10,000,000 1,041,000379,297-29,200 -772,756-1,321,760 -1,152,053 -1,292,560
T10114众泰汽车5,000,000 570,500-302,074-2,121 -394,288-124,580 -92,214 -122,459
T10119航天宏图10,000,000 678,000-778,037-100,037 0678,000 +778,037 +778,037
T10126新时达5,000,000 327,500-299,65527,845 0327,500 +299,655 +299,655
T10131科大讯飞1,000,000 49,100-53,599-4,499 049,100 +53,599 +53,599
T10132晶合集成1,000,000 86,800-84,2672,533 086,800 +84,267 +84,267
T10133厦门象屿1,000,000 39,10075,22110,763 89,60610,399 +14,385 -364
T10134厦门象屿1,000,000 39,10074,92811,364 89,50810,446 +14,580 -918
T10138赛意信息5,000,000 345,000-239,604105,396 0345,000 +239,604 +239,604
T10139宝馨科技5,000,000 400,500-89,136273,040 -79,165272,741 +9,972 -300
T10158禾盛新材10,000,000 709,000-514,046194,954 -612,64996,351 -98,603 -98,603
T10199星帅尔1,000,000 86,20033,978-3,115 -23,271-68,236 -57,248 -65,121
T10201立达信3,000,000 178,8001,115,59051,165 1,055,724-10,684 -59,866 -61,849
T10202聚杰微纤5,000,000 312,500-391,034-78,534 -173,284139,216 +217,750 +217,750
T10203瑞松科技1,000,000 115,50043,20445,202 -73,404-81,829 -116,608 -127,032
T10206立达信3,000,000 169,500952,26543,784 660,619-177,663 -291,646 -221,447
T10207奥飞数据1,000,000 78,500-80,572-2,072 -48,41530,085 +32,157 +32,157
T10208英搏尔1,000,000 93,600-54,66738,933 093,600 +54,667 +54,667
T10209恒辉安防1,000,000 79,000-71,4737,527 079,000 +71,473 +71,473
T10210恒辉安防1,000,000 79,000-71,2797,721 079,000 +71,279 +71,279
T10211华力创通2,000,000 110,400-164,555-54,155 -172,408-62,008 -7,854 -7,854
T10217天山电子1,000,000 74,100-73,748352 074,100 +73,748 +73,748
T10218恒辉安防1,000,000 78,500-49,94328,557 078,500 +49,943 +49,943
T10219恒辉安防1,000,000 78,500-57,63920,861 078,500 +57,639 +57,639
T10220国际复材1,000,000 79,700151,388-15,289 -62,475-233,983 -213,863 -218,694
T10226锐明技术1,000,000 76,200112,73729,568 85,014-8,543 -27,723 -38,111
T10227锐明技术1,000,000 76,200110,33921,023 95,073-7,214 -15,266 -28,237
T10228锐明技术1,000,000 76,20048,53420,884 -33,293-70,982 -81,828 -91,867
T10229福瑞医科1,500,000 176,250-77,744-8,531 -86,723-21,549 -8,979 -13,019
T10231新宙邦1,000,000 88,300120,65413,734 142,64324,623 +21,989 +10,889
T10233优博讯1,000,000 44,200-19,92218,369 -69,934-32,313 -50,012 -50,682
T10234科大国创1,000,000 78,60081,524-5,590 65,840-27,663 -15,685 -22,073
T10235胜宏科技1,000,000 88,300-83,2595,041 -109,114-20,814 -25,855 -25,855
T10236莱克电气1,000,000 59,00070,4379,358 -37,751-95,751 -108,188 -105,109
T10245雷尔伟1,000,000 62,100-62,482-382 062,100 +62,482 +62,482
T10246凯伦股份2,000,000 123,200-98,44324,757 -93,33329,867 +5,110 +5,110
T10247大为股份2,000,000 178,400122,169-66,880 -128,551-316,221 -250,720 -249,341
T10256麦迪科技10,000,000 684,000-568,959115,041 -719,088-35,088 -150,129 -150,129
T10268征和工业1,000,000 92,200-81,52010,680 092,200 +81,520 +81,520
T10270博拓生物2,000,000 171,200-144,89826,302 0171,200 +144,898 +144,898
T10274长川科技2,000,000 223,200272,05417,536 318,14337,759 +46,090 +20,223
T10275长川科技2,000,000 223,200263,97844,966 337,11758,638 +73,139 +13,672
T10276广东宏大3,000,000 250,50047,789-1,564 184,59391,444 +136,804 +93,009
T10277首都在线1,000,000 63,200-47,84415,356 063,200 +47,844 +47,844
T10279中科创达1,000,000 85,300-53,38931,911 085,300 +53,389 +53,389
T10285龙旗科技1,000,000 72,100-72,422-322 072,100 +72,422 +72,422
T10287华自科技5,000,000 556,000-235,18419,832 -545,285-290,885 -310,101 -310,718
T10288聚杰微纤5,000,000 335,000-300,959-401,344 0245,822 +300,959 +647,166
T10293协创数据1,000,000 109,30076,966-4,567 -52,893-602,871 -129,859 -598,304
T10296华虹公司2,000,000 224,000-188,58135,419 -121,031102,969 +67,550 +67,550
T10334常山药业1,000,000 148,700-165,811-17,111 -108,80939,891 +57,002 +57,002
T10337臻镭科技2,000,000 140,800189,773-21,925 202,947-115 +13,174 +21,811
T10343国光电气5,000,000 361,500-384,921-23,421 -324,13237,368 +60,789 +60,789
T10355常山药业1,000,000 108,80022,3709,148 -30,305-49,507 -52,675 -58,655
T10357智微智能1,000,000 65,800-47,67418,126 065,800 +47,674 +47,674
T10359常山药业1,000,000 108,80027,9218,245 -30,612-57,458 -58,533 -65,703
T10360雅创电子1,000,000 71,500-61,09110,409 071,500 +61,091 +61,091
T10361金盘科技1,000,000 87,800-18,4075,793 12,89126,775 +31,298 +20,982
T10367罗博特科1,000,000 64,30056,826-31,715 -33,907-122,548 -90,733 -90,834
T10369嘉亨家化3,000,000 247,500-156,87690,624 0247,500 +156,876 +156,876
T10377天域生物1,000,000 115,300-75,35439,946 0115,300 +75,354 +75,354
T10379天域生物1,000,000 115,300-79,31135,989 0115,300 +79,311 +79,311
T10385继峰股份1,000,000 69,900-7,293-1,649 -36,215-41,252 -28,923 -39,603
T10386兆新股份2,000,000 232,400-202,87429,526 0232,400 +202,874 +202,874
T10388高铁电气1,000,000 106,200-75,28625,651 0106,200 +75,286 +80,549
T10391国力电子1,000,000 54,10034,20814,924 25,9773,450 -8,231 -11,474
T10392科翔股份1,000,000 89,90088,6612,477 50,446-51,897 -38,215 -54,374
T10393华钰矿业1,000,000 99,100-46,38214,153 -78760,885 +45,596 +46,732
T10394品高股份1,000,000 89,700365,25668,562 498,405-86,299 +133,149 -154,861
T10395常山药业1,000,000 110,100-124,370-14,270 -110,364-264 +14,006 +14,006
T10399常山药业1,500,000 163,950-199,606-35,656 -197,180-33,230 +2,426 +2,426
T10400常山药业1,500,000 207,000-210,177-3,177 -183,17023,830 +27,007 +27,007
T10402常山药业1,500,000 207,000-196,48210,518 -197,4079,593 -925 -925
T10403常山药业1,500,000 163,950-146,96516,985 -231,772-67,822 -84,807 -84,807
T10405铂力特500,000 28,65029,2788,970 11,679-8,068 -17,599 -17,039
T10406博纳影业2,000,000 126,800880,45419,524 1,410,949-132,480 +530,495 -152,004
T10408实朴检测1,000,000 94,50057,458131,381 14,117-1,477 -43,341 -132,857
T10409明阳智能5,000,000 391,0001,150,690104,324 -104,232-1,217,421 -1,254,922 -1,321,745
T10411云天励飞1,000,000 56,500-44,3224,203 -50,797-2,570 -6,475 -6,773
T10412实朴检测2,000,000 189,000106,461263,788 21,5057,053 -84,956 -256,735
T10413科德教育1,000,000 84,800-7-127,186 -165,572-167,346 -165,565 -40,160
T10416博纳影业3,000,000 187,8001,829,80561,605 2,181,174-230,405 +351,369 -292,010
T10419倍杰特3,000,000 370,200-14,591-100,062 218,403104,224 +232,994 +204,286
T10421兄弟科技1,000,000 105,200163,11152,486 117,2292,804 -45,882 -49,683
T10423深科技1,000,000 38,900-15,11123,789 -2,21536,685 +12,896 +12,896
T10425众生药业10,000,000 1,147,000-860,056286,944 01,147,000 +860,056 +860,056
T10428三孚新科1,000,000 59,800-38,30321,497 -36,40123,399 +1,902 +1,902
T10429三孚新科1,000,000 73,600-59,25814,342 -34,28539,315 +24,974 +24,974
T10430再升科技1,000,000 67,800514,197133,034 521,7508,473 +7,552 -124,561
T10433杉杉股份2,000,000 120,40031,29222,309 1,053-16,120 -30,239 -38,430
T10436京华激光1,500,000 106,35043,359149,709 -37,841-22,983 -81,200 -172,692
T10437海峡股份1,000,000 67,900-144,328-99,022 -43,708-4,971 +100,620 +94,051
T10438兆易创新2,000,000 145,000132,48253,911 -102,129-184,443 -234,611 -238,354
T10439金龙羽3,000,000 281,100-179,117-10,360 -177,395-15,791 +1,722 -5,431
T10440亚光科技1,000,000 67,000-117,221-50,221 067,000 +117,221 +117,221
T10441宏昌科技1,000,000 56,200-50,8625,338 056,200 +50,862 +50,862
T10442宏昌科技2,000,000 112,400-87,99324,407 0112,400 +87,993 +87,993
T10445宏昌科技2,000,000 112,400-98,80713,593 0112,400 +98,807 +98,807
T10448安博通1,000,000 78,400-47,95830,442 0-301,957 +47,958 -332,399
T10449芯导科技1,000,000 87,90042,24719,227 61,99028,411 +19,743 +9,184
T10450宏昌科技3,000,000 170,100-137,73632,364 0170,100 +137,736 +137,736
T10451斯瑞新材1,000,000 74,30016,881-33,716 66,9791,838 +50,098 +35,554
T10452迈为股份2,000,000 149,600512,8708,765 139,463-370,409 -373,407 -379,174
T10453海峡股份1,000,000 64,400-130,179-65,779 064,400 +130,179 +130,179
T10455诚邦股份2,000,000 123,000-204,396-81,396 -113,5679,433 +90,828 +90,828
T10457龙旗科技1,000,000 87,300-105,918-18,618 -55,86531,435 +50,054 +50,054
T10458奥联电子5,000,000 359,500191,923551,423 169,827137,195 -22,096 -414,228
T10459福蓉科技1,000,000 86,100-105,595-19,495 -180,417-94,317 -74,822 -74,822
T10460诚邦股份4,000,000 244,800-364,225-119,425 -243,591-3,204 +120,634 +116,221
T10463华丰股份1,000,000 70,100-59,4808,174 0-321,998 +59,480 -330,172
T10464矩阵股份2,000,000 128,600-164,643-36,043 -197,118-68,518 -32,475 -32,475
T10465万润科技2,000,000 173,600-136,17435,142 -142,67029,006 -6,496 -6,136
T10466先导智能1,200,000 81,12050,07215,837 41,7636,828 -8,309 -9,010
T10468瑞可达1,000,000 107,600-105,8901,710 -55,20252,398 +50,688 +50,688
T10469威腾电气1,000,000 73,300-49,75423,546 -13,61359,687 +36,140 +36,140
T10472翱捷科技2,000,000 178,000-215,098-37,098 -79,86398,137 +135,235 +135,235
T10473捷邦科技1,000,000 247,70086,33841,841 0-122,233 -86,338 -164,075
T10476长飞光纤1,000,000 54,800113,852-36,321 -79,434-223,899 -193,286 -187,578
T10477翱捷科技2,000,000 178,000-221,932-43,932 -79,18698,814 +142,746 +142,746
T10479方大炭素1,000,000 87,400-50,65636,744 -41,95645,444 +8,700 +8,700
T10483星云股份1,000,000 69,70013,130-40,208 -6,49737,317 -19,627 +77,525
T10484星云股份1,000,000 58,9001,901-29,398 -51,5067,394 -53,407 +36,792
T10485徕木股份1,000,000 75,200-58,07217,128 075,200 +58,072 +58,072
T10486凯盛新材1,000,000 64,70030,1325,407 18,947-8,817 -11,185 -14,224
T10487星云股份6,000,000 353,400130,368-71,986 -22,573189,617 -152,941 +261,603
T10490海陆重工1,000,000 104,900139,77941,961 154,19248,777 +14,413 +6,817
T10491新雷能1,000,000 130,000175,96613,769 87,062-78,924 -88,905 -92,693
T10492嘉戎技术1,000,000 86,90031,90745,603 1947,221 -31,713 -38,382
T10493长盈通1,000,000 105,300138,27019,337 103,051-16,581 -35,219 -35,918
T10494信息发展1,000,000 54,100-54,846-746 -41,95212,148 +12,894 +12,894
T10502法狮龙10,000,000 1,465,000-1,421,85943,141 -543,429651,609 +878,430 +608,469
T10503嘉戎技术1,000,000 78,40051,2393,079 45,363-10,655 -5,876 -13,734
T10504华海清科1,000,000 42,000187,640-24,041 169,343-26,387 -18,296 -2,346
T10506保变电气1,000,000 45,90030,58223,169 -42,810-51,541 -73,391 -74,711
T10511芯原股份1,000,000 93,100539,5472,742 519,797-54,379 -19,750 -57,121
T10515香农芯创1,000,000 88,300-104,663-59,840 -77,108-34,888 +27,555 +24,952
T10516信息发展1,000,000 71,800-64,2597,541 -51,67320,127 +12,586 +12,586
T10518航天彩虹1,000,000 31,200-26,2244,976 -52,134-20,934 -25,910 -25,910
T10521电科网安1,000,000 47,00025,3585,895 -39,316-62,823 -64,674 -68,718
T10526越秀资本1,000,000 42,30055,907-4,156 -1,281-55,586 -57,187 -51,431
T10527越秀资本1,000,000 54,700114,689-6,648 93,670-14,907 -21,019 -8,259
T10528新晨科技1,000,000 50,600-4,01327,480 -34,7773,908 -30,764 -23,573
T10529大为股份1,000,000 74,400-54,127-2,892 -26,64726,313 +27,480 +29,205
T10530道通科技1,000,000 42,60089,29210,504 106,06910,656 +16,777 +151
T10532蔚蓝锂芯1,000,000 50,10032,8996,827 -8,393-591,393 -41,293 -598,220
T10535雷电微力1,000,000 48,100170,4565,613 174,1999,785 +3,743 +4,172
T10536伯特利5,000,000 209,000-298,331-89,331 -507,051-2,669,187 -208,720 -2,579,856
T10539臻镭科技1,000,000 111,900349,41426,895 310,664-3,520 -38,751 -30,415
T10540杭州高新1,000,000 92,500-66,41726,083 092,500 +66,417 +66,417
T10541福龙马1,000,000 72,700-77,833-5,133 072,700 +77,833 +77,833
T10543中简科技1,000,000 41,40057,684-14,476 57,691-10,051 +7 +4,425
T10545莱克电气3,000,000 180,30024,80459,796 -47,141-39,263 -71,945 -99,059
T10546恒立液压1,000,000 47,40063,171-21,694 71,701-20,116 +8,530 +1,578
T10548伯特利1,000,000 41,80052,672-10,469 -18,250-620,158 -70,922 -609,689
T10550华软科技2,000,000 126,800-96,73530,065 0126,800 +96,735 +96,735
T10551兴森科技1,000,000 58,100995-3,295 -31,051-63,041 -32,046 -59,746
T10552北汽蓝谷1,500,000 104,400-52,09146,677 -103,030-2,384 -50,938 -49,061
T10556东睦股份2,000,000 94,60097,933-6,809 -64,951-174,833 -162,884 -168,024
T10558爱科赛博1,000,000 69,600-30,185-1,215 -34,116-48,340 -3,931 -47,125
T10560东睦股份1,000,000 47,30051,413-2,407 -32,347-87,944 -83,760 -85,538
T10561海伦哲1,000,000 50,80037,99515,012 31,4236,752 -6,572 -8,260
T10564振芯科技2,000,000 175,600138,421-11,994 92,327-67,917 -46,094 -55,923
T10565兰石重装1,000,000 89,300194,30723,093 204,02433,015 +9,718 +9,922
T10568振芯科技1,000,000 60,60085,939-8,956 40,985-54,600 -44,955 -45,644
T10571威腾电气1,000,000 100,30056,73022,254 -57,557-95,694 -114,287 -117,948
T10572省广集团500,000 24,65096,9382,470 91,4057,887 -5,533 +5,417
T10573上海瀚讯1,000,000 61,600-61,073-22,779 -73,395-32,775 -12,322 -9,996
T10574上海瀚讯2,000,000 123,200-145,484-22,284 -147,887-56,572 -2,403 -34,288
T10575国力电子1,000,000 54,20095,42113,144 75,750-7,475 -19,672 -20,619
T10578新国都1,000,000 44,300-59,764-15,464 -56,091-11,791 +3,673 +3,673
T10580宜安科技1,000,000 72,700-96,871-24,171 -47,27425,426 +49,597 +49,597
T10581常山药业1,000,000 99,700-74,02125,679 099,700 +74,021 +74,021
T10582国博电子2,000,000 197,800538,89143,934 238,554-247,340 -300,337 -291,273
T10583常山药业1,000,000 99,700-77,92621,774 099,700 +77,926 +77,926
T10584紫光股份1,000,000 46,500-36,6629,838 -35,65810,842 +1,004 +1,004
T10585常山药业1,000,000 99,700-86,96212,738 099,700 +86,962 +86,962
T10586航天电器1,000,000 47,400-20,092-11,886 -125,109-122,067 -105,017 -110,182
T10587楚天龙1,000,000 58,500-45,89912,601 -27,61830,882 +18,281 +18,281
T10588宜安科技1,000,000 71,400-101,500-30,100 -46,72724,673 +54,773 +54,773
T10589三六零1,000,000 56,40019,3643,685 -24,463-41,946 -43,827 -45,631
T10590武汉天源1,000,000 56,50015,018-12,958 14,658-17,913 -360 -4,955
T10591杭州高新5,000,000 334,000-251,44182,559 0334,000 +251,441 +251,441
T10592新国都1,000,000 42,40018,6589,612 -15,427-25,054 -34,086 -34,666
T10594国机精工1,000,000 108,600184,50926,992 113,180-43,095 -71,329 -70,088
T10597云南铜业1,000,000 53,40025,887-15,359 16,037-55,515 -9,850 -40,156
T10598德明利3,000,000 250,800-330,902-80,102 -292,559-41,759 +38,343 +38,343
T10599华力创通3,000,000 185,100-348,702-163,602 -315,232-130,132 +33,470 +33,470
T10600实丰文化3,000,000 291,300-109,989181,311 -142,803148,497 -32,813 -32,813
T10601航宇微1,000,000 99,000-143,866-44,866 -134,156-35,156 +9,709 +9,709
T10602武汉天源1,000,000 43,500-49,157-5,987 -77,015-34,640 -27,858 -28,653
T10603大位科技1,000,000 58,000-122,554-259,613 -52,008-180,404 +70,546 +79,210
T10604上海机电1,000,000 54,500-46,5617,939 054,500 +46,561 +46,561
T10605国博电子1,000,000 96,000-110,445-14,445 -244,607-148,607 -134,162 -134,162
T10608佳缘科技1,000,000 98,800-78,94519,855 -150,351-51,551 -71,406 -71,406
T10609天龙集团1,000,000 102,000-84,59017,410 0102,000 +84,590 +84,590
T10610特变电工1,000,000 83,700-94,302-23,033 -79,530-11,169 +14,771 +11,864
T10611菲利华1,000,000 80,000-13,132-24,695 32,20818,398 +45,340 +43,093
T10612永福股份1,000,000 104,000-102,9571,043 -41,03462,966 +61,923 +61,923
T10613芯导科技1,000,000 55,300-93,894-38,594 -38,60816,692 +55,287 +55,287
T10614东方财富2,000,000 95,800-82,59313,207 095,800 +82,593 +82,593
T10615东方财富1,000,000 53,200-24,31928,881 053,200 +24,319 +24,319
T10616铜峰电子3,000,000 158,100-218,117-60,017 -83,58674,514 +134,531 +134,531
T10617海昌新材1,000,000 86,500-59,52526,975 086,500 +59,525 +59,525
T10618祥鑫科技1,000,000 85,200-59,40725,793 085,200 +59,407 +59,407
T10619创力集团2,000,000 107,200169,999-15,573 111,826-87,357 -58,172 -71,784
T10620航天宏图1,000,000 101,000-140,531-39,531 0101,000 +140,531 +140,531
T10622宜安科技2,000,000 143,200-37,414-44,654 -101,940-66,203 -64,525 -21,549
T10623智度股份1,000,000 59,400-43,27916,121 059,400 +43,279 +43,279
T10625科翔股份1,000,000 84,800467,96016,253 367,144-84,587 -100,816 -100,840
T10626中控技术1,000,000 58,10026,46719,447 27,08719,220 +620 -227
T10627博实股份500,000 21,250-21,283-33 021,250 +21,283 +21,283
T10629中航成飞700,000 49,770-24,43625,334 049,770 +24,436 +24,436
T10630博实股份600,000 25,500-22,9002,600 025,500 +22,900 +22,900
T10631洲明科技1,000,000 58,700-6,2791,176 -40,597-45,930 -34,318 -47,106
T10632高德红外1,000,000 61,600-47,60613,994 -75,281-13,681 -27,675 -27,675
T10633常铝股份2,000,000 133,000-277,869-144,869 -136,318-3,318 +141,551 +141,551
T10635博实股份2,000,000 85,000-70,06014,940 085,000 +70,060 +70,060
T10636中国科传1,000,000 60,000-60,423-423 060,000 +60,423 +60,423
T10641光韵达8,000,000 464,0001,330,692-331,740 1,426,668-341,798 +95,977 -10,058
T10643创维数字1,000,000 48,100-42,4695,631 048,100 +42,469 +42,469
T10644麦克奥迪1,000,000 46,300-38,9027,398 046,300 +38,902 +38,902
T10647国芯科技1,000,000 61,100115,993-27,541 103,060-41,826 -12,933 -14,285
T10650欣锐科技2,000,000 152,600-106,07646,524 0152,600 +106,076 +106,076
T10651华钰矿业1,000,000 46,500-54,319-7,819 -92,433-45,933 -38,115 -38,115
T10652宝鼎科技1,000,000 40,000-39,605-34,760 -54,261-65,300 -14,656 -30,540
T10653海亮股份1,000,000 58,300-62,027-3,727 058,300 +62,027 +62,027
T10654金田股份1,000,000 80,400-85,394-4,994 -50,05230,348 +35,341 +35,341
T10655中科电气1,000,000 88,300-100,905-12,605 -32,88855,412 +68,016 +68,016
T10656乖宝宠物1,000,000 46,300-27,55518,745 046,300 +27,555 +27,555
T10657兴齐眼药3,000,000 139,500-169,772-30,272 0139,500 +169,772 +169,772
T10658乖宝宠物1,000,000 46,200-28,14318,057 046,200 +28,143 +28,143
T10659中芯国际1,000,000 101,500-51,64549,855 0101,500 +51,645 +51,645
T10660晶晨股份2,000,000 197,200-212,405-15,205 -83,723113,477 +128,682 +128,682
T10661北信源1,000,000 69,000-127,420-58,420 -54,84914,151 +72,571 +72,571
T10662隆基绿能1,000,000 83,000-71,75611,244 -63,72719,273 +8,029 +8,029
T10663亨通股份2,000,000 117,800-133,064-15,264 0117,800 +133,064 +133,064
T10664国机精工1,000,000 63,900-50,82213,078 -50,95812,942 -136 -136
T10665奋达科技1,000,000 41,300-30,52910,771 -16,49524,805 +14,034 +14,034
T10666运达科技1,000,000 69,10057,50126,729 -49,108-87,377 -106,609 -114,106
T10668运达科技2,000,000 190,600200,95763,215 -93,683-241,924 -294,640 -305,139
T10669烽火通信1,000,000 88,200468-8,139 20,404-3,469 +19,936 +4,671
T10671常山药业1,000,000 102,500-76,76125,739 0102,500 +76,761 +76,761
T10672常山药业1,000,000 133,700-98,44535,255 0133,700 +98,445 +98,445
T10673兴齐眼药5,000,000 287,000-133,712153,288 0287,000 +133,712 +133,712
T10674莱克电气2,000,000 113,200-55,92157,279 0113,200 +55,921 +55,921
T10675苏博特2,000,000 140,200128,593-8,677 96,543-68,607 -32,050 -59,930
T10678上海凯宝1,000,000 50,000-21,56628,434 -10,26239,738 +11,305 +11,305
T10679北汽蓝谷1,000,000 66,600-41,35125,249 066,600 +41,351 +41,351
T10680常山药业1,000,000 133,700-97,93435,766 0133,700 +97,934 +97,934
T10681北汽蓝谷1,000,000 66,600-41,13525,465 066,600 +41,135 +41,135
T10684北汽蓝谷1,000,000 82,600-53,22629,374 082,600 +53,226 +53,226
T10685兴民智通1,000,000 46,10064,378-1,623 52,110-18,834 -12,268 -17,211
T10686慧辰股份1,000,000 109,400-62,58446,816 0109,400 +62,584 +62,584
T10687慧辰股份1,000,000 109,400-61,47747,923 0109,400 +61,477 +61,477
T10688新强联1,000,000 102,200-106,886-4,686 -44,61157,589 +62,275 +62,275
T10689郴电国际1,000,000 65,200-50,40914,791 065,200 +50,409 +50,409
T10690卫星化学1,000,000 30,700-40,532-9,832 -55,673-27,386 -15,141 -17,555
T10691煌上煌1,000,000 68,000-31,93036,070 068,000 +31,930 +31,930
T10692江淮汽车1,000,000 43,400-12,761-2,203 -26,801-14,486 -14,040 -12,283
T10693风华高科1,000,000 75,10054,600-32,592 -47,302-145,294 -101,902 -112,701
T10696常山药业1,000,000 133,800-91,69742,103 0133,800 +91,697 +91,697
T10698信息发展5,000,000 470,000-542,021-72,021 -380,44889,552 +161,572 +161,572
T10699悦心健康1,000,000 92,200155,56119,016 133,483-2,763 -22,078 -21,779
T10700胜蓝股份1,000,000 87,90051,296-41,226 120,0161,548 +68,720 +42,775
T10701圣邦股份1,000,000 91,900-95,760-3,860 091,900 +95,760 +95,760
T10703武商集团1,000,000 48,500-15,78432,716 048,500 +15,784 +15,784
T10705冠盛股份1,000,000 36,20062,86311,780 59,2047,635 -3,659 -4,145
T10706冠盛股份1,000,000 67,300-50,68916,611 -39,33527,965 +11,353 +11,353
T10708成都路桥1,000,000 88,20045,62116,800 -8,481-46,349 -54,102 -63,149
T10711福鞍股份2,000,000 83,400-140,434-81,607 -20,28850,244 +120,146 +131,851
T10712煌上煌1,000,000 68,500-35,34933,151 068,500 +35,349 +35,349
T10714宝丰能源1,000,000 44,10038,633-31,992 80,379-6,100 +41,746 +25,892
T10715国机精工2,000,000 147,400-77,53869,862 -102,16645,234 -24,628 -24,628
T10716春晖智控1,000,000 122,80027,6652,593 -70,524-99,447 -98,189 -102,040
T10717三角防务3,000,000 278,400309,50782,932 46,513-165,829 -262,994 -248,761
T10718三角防务1,000,000 92,800102,04526,520 15,878-58,924 -86,167 -85,444
T10719奥士康1,000,000 105,500288,23111,963 262,473-7,270 -25,759 -19,233
T10721福鞍股份2,000,000 78,8003,528-14,874 -77,926-100,236 -81,454 -85,362
T10722百济神州1,000,000 56,800-34,41422,386 -17,39039,410 +17,024 +17,024
T10723华光环能1,000,000 73,60022,89415,851 -57,847-70,049 -80,741 -85,900
T10724三角防务1,000,000 92,800142,38027,178 44,285-74,444 -98,095 -101,621
T10725奥士康1,000,000 105,500269,03317,862 255,483-2,016 -13,549 -19,878
T10726世纪恒通2,000,000 103,800-171,438-67,638 -212,180-108,380 -40,742 -40,742
T10727雷赛智能1,000,000 47,000-24,94522,055 -32,08914,911 -7,144 -7,144
T10728三角防务2,000,000 185,600235,19543,966 85,061-120,359 -150,134 -164,326
T10730春晖智控1,000,000 122,800-123,337-29,563 -218,038-126,355 -94,700 -96,792
T10731崇达技术600,000 33,7202,38312,632 -9136,427 -3,296 -6,205
T10733明阳智能1,000,000 67,700-80,136-12,436 -80,497-12,797 -361 -361
T10734宜安科技1,000,000 61,500105,4298,565 17,763-81,171 -87,666 -89,736
T10735隆华新材1,000,000 88,900-27,75361,147 088,900 +27,753 +27,753
T10736茂业商业3,000,000 180,900-318,536-137,636 -406,883-225,983 -88,347 -88,347
T10737奥士康1,000,000 105,900242,02515,361 235,8664,902 -6,158 -10,459
T10738百济神州1,000,000 57,500-33,02824,472 -63,278-5,778 -30,249 -30,249
T10739众生药业1,000,000 133,600-48,86084,740 0133,600 +48,860 +48,860
T10740宝丰能源1,000,000 45,200164,73311,614 162,157-9,539 -2,576 -21,153
T10741兄弟科技1,000,000 77,000-38,1655,695 -26,84718,889 +11,318 +13,194
T10744长江通信1,000,000 107,8008,799-57,634 -156,741-231,353 -165,540 -173,719
T10745北汽蓝谷2,000,000 185,200-96,82888,372 0185,200 +96,828 +96,828
T10746盐湖股份1,000,000 96,90022,01019,019 -4,406-12,625 -26,416 -31,644
T10748通鼎互联1,000,000 70,800270,671-22,024 266,181-31,778 -4,490 -9,754
T10756中国软件3,000,000 208,800-98,335110,465 0208,800 +98,335 +98,335
T10759胜蓝股份1,000,000 115,50059,8976,252 -84,561-138,206 -144,459 -144,459
T10762胜蓝股份2,000,000 231,00089,69829,768 -159,461-220,535 -249,159 -250,303
T10763拓普集团1,000,000 84,100-44,61639,484 084,100 +44,616 +44,616
T10766和顺电气1,000,000 137,100-93,75043,350 0137,100 +93,750 +93,750
T10769新开源2,000,000 108,400-69,83338,567 -62,71545,685 +7,118 +7,118
T10782新开源2,000,000 143,600-90,90652,694 0143,600 +90,906 +90,906
T10792东芯股份1,000,000 79,000-72,3026,698 -58,59220,408 +13,710 +13,710
T10796翔楼新材1,000,000 57,500-54,8582,642 -14,05843,442 +40,800 +40,800
T10799柯力传感2,000,000 91,200-64,31926,881 091,200 +64,319 +64,319
数据源：回测 = hedge_backtest_v5.py（Delta对冲模拟）| 实盘 = 合约汇总.csv
SkyCetus Research | 区间尾盘对冲回测系统 | 2026-05-30 11:24