周报2024年8月9日：量价因子表现回暖，市场空头情绪减弱

• The macro Logit prediction value has been continuously decreasing, reaching a historical low of 0.109 as of August 9, 2024[9][27] - The current prosperity index is 3.297, with the high-frequency corporate profit index showing a slight decline compared to the previous week[10][31] - The valuation of broad-based indices has decreased, with the structural risk of the Shanghai and Shenzhen 300, CSI 500, CSI 1000, and the overall index all showing a decline[11][34] - The latest derivative timing signal is -0.2, indicating a reduction in market panic and a shift towards a bullish sentiment[12][38] - Margin financing funds saw a net outflow of 5.521 billion yuan from August 2 to August 9, 2024[13][41] - The model currently favors a balanced growth allocation, with the latest small-cap signal at 0 and the growth-value indicator model signal at 1[14][48][51] - The industry rotation strategy recommends allocating to communication services, defense and military, electronics, banking, and communication equipment[15][56][65] - The stock selection factor combination based on genetic programming showed an excess return of 0.88% this week, with the CSI 300, CSI 500, CSI 1000, and CSI All Share indices showing excess returns of 1.49%, 0.88%, 1.32%, and 1.22% respectively[16][85][90][96][101]