金融工程周报：贸易关税带动国内农业板块提振-20250408

• The A-share industry rotation model is constructed using six factors: capital, valuation, sentiment, momentum, overbought/oversold, and profitability[12] - The capital factor is based on the net inflow rate of industry capital[12] - The valuation factor uses the industry's valuation percentile over the past year[12] - The sentiment factor is derived from the proportion of rising constituent stocks[12] - The momentum factor uses the MACD indicator[12] - The overbought/oversold factor uses the RSI indicator[12] - The profitability factor is based on the industry's consensus forecast EPS percentile over the past year[12] Model Evaluation - The A-share industry rotation model provides a comprehensive scoring system to assess industry performance[12] Model Backtest Results - The highest scoring industries in the current period are agriculture, forestry, animal husbandry, and fishery, transportation, and public utilities[13][14] - The lowest scoring industries are non-ferrous metals, electronics, and petroleum and petrochemicals[13][14] Consensus Stock Selection Model - The consensus stock selection model selects stocks based on momentum, valuation, and price increase frequency factors, combined with high-frequency capital flow data[15] - The model identifies stocks with the highest similarity between high-frequency capital flow trends and stock price trends within the top three rising secondary industries[15] Model Backtest Results - The selected stocks for the current period include Pulike, Huisheng Biological, and Zhongmu Shares in the animal health industry, and Xiaocheng Technology in the precious metals industry[16]