美国经济亮红灯，A股机构正悄悄行动

Group 1 - The core viewpoint of the article emphasizes the importance of understanding underlying market dynamics rather than just reacting to news, as significant data revisions often indicate deeper economic issues [1][3] - The article discusses the "time-lag trap" in the market, illustrating how market reactions can differ from the actual news, as seen in the 2025 liquor sector downturn [3][5] - It highlights the "dual personality" of data, where the same news can lead to different market outcomes based on the background of the funds involved, exemplified by the case of Novartis in July 2025 [7][9] Group 2 - The article presents a quantitative perspective on market behavior, suggesting that trading actions reveal the true state of the market, contrasting with often distorted news and data [9][11] - It connects U.S. economic data to the A-share market, indicating that abnormal fund flows can signal impending market changes, akin to weather forecasting [11][12] - The article concludes with advice for investors to develop a robust information processing framework, emphasizing the importance of distinguishing between noise and signals in the market [12][13]