【金工周报】短期择时模型转多,后市或震荡偏多
Huachuang Securities·2024-11-10 03:23
  • The short-term A-share timing models include the volume model (mostly bullish for broad-based indices), low volatility model (neutral), institutional leaderboard model (neutral), characteristic volume model (bullish), intelligent CSI 300 model (bullish), and intelligent CSI 500 model (bearish) [12][67][68] - The mid-term A-share timing models include the limit-up-and-down model (neutral) and the calendar effect model (neutral) [13][69] - The long-term A-share timing model is the momentum model, which is neutral across all indices [14][70] - Comprehensive A-share models include the "Comprehensive Weaponry V3" model (bullish) and the "Comprehensive Guozheng 2000" model (bullish) [15][71] - The mid-term Hong Kong stock timing model is the turnover inverse amplitude model, which is bearish [16][72] - The "Double Bottom" pattern portfolio achieved a weekly return of 7.66%, outperforming the Shanghai Composite Index by 2.16%. Since December 31, 2020, the portfolio has cumulatively risen by 20.15%, outperforming the Shanghai Composite Index by 20.75% [43][48] - The "Cup and Handle" pattern portfolio achieved a weekly return of 10.18%, outperforming the Shanghai Composite Index by 4.67%. Since December 31, 2020, the portfolio has cumulatively risen by 33.06%, outperforming the Shanghai Composite Index by 33.65% [43][44] - The latest VIX index value is 31.63, showing an increase compared to previous levels [42][78]
【金工周报】短期择时模型转多,后市或震荡偏多 - Reportify