金工周报（20250526-20250530）：大部分指数依旧中性，后市或中性震荡-20250601

Quantitative Models and Construction - Model Name: Volume Model Construction Idea: This model evaluates market sentiment and liquidity by analyzing trading volume trends[12][69] Evaluation: The model currently signals a neutral stance for the short term[12][69] - Model Name: Low Volatility Model Construction Idea: This model focuses on identifying periods of low market volatility to predict potential market movements[12][69] Evaluation: The model currently signals a neutral stance for the short term[12][69] - Model Name: Institutional Feature Model (Top Trader Board) Construction Idea: This model leverages institutional trading patterns and top trader board data to assess market sentiment[12][69] Evaluation: The model currently signals a neutral stance for the short term[12][69] - Model Name: Feature Volume Model Construction Idea: This model analyzes specific volume features to predict market trends[12][69] Evaluation: The model currently signals a bearish stance for the short term[12][69] - Model Name: Smart Index Models (CSI 300 and CSI 500) Construction Idea: These models use machine learning algorithms to analyze the CSI 300 and CSI 500 indices for predictive insights[12][69] Evaluation: The CSI 300 model signals neutrality, while the CSI 500 model signals a bullish stance for the short term[12][69] - Model Name: Limit-Up/Limit-Down Model Construction Idea: This model evaluates the frequency and distribution of limit-up and limit-down events to gauge market momentum[13][70] Evaluation: The model signals a bullish stance for the mid-term[13][70] - Model Name: Calendar Effect Model Construction Idea: This model incorporates seasonal and calendar-based patterns to predict market movements[13][70] Evaluation: The model signals a neutral stance for the mid-term[13][70] - Model Name: Long-Term Momentum Model Construction Idea: This model identifies long-term trends in market momentum across broad-based indices[14][71] Evaluation: The model signals neutrality for all broad-based indices in the long term[14][71] - Model Name: A-Share Comprehensive Weapon V3 Model Construction Idea: This composite model integrates multiple short, mid, and long-term signals to provide an overall market outlook[15][72] Evaluation: The model signals a bearish stance for the A-share market[15][72] - Model Name: A-Share Comprehensive National Index 2000 Model Construction Idea: This model focuses on the National Index 2000, combining various signals for a comprehensive analysis[15][72] Evaluation: The model signals a neutral stance for the A-share market[15][72] - Model Name: Hong Kong Market Turnover-to-Volatility Model Construction Idea: This model evaluates the Hong Kong market by analyzing the ratio of turnover to volatility[16][73] Evaluation: The model signals a bullish stance for the mid-term[16][73] Model Backtesting Results - Volume Model: Neutral signal, no specific backtesting results provided[12][69] - Low Volatility Model: Neutral signal, no specific backtesting results provided[12][69] - Institutional Feature Model: Neutral signal, no specific backtesting results provided[12][69] - Feature Volume Model: Bearish signal, no specific backtesting results provided[12][69] - Smart Index Models: CSI 300 (Neutral), CSI 500 (Bullish), no specific backtesting results provided[12][69] - Limit-Up/Limit-Down Model: Bullish signal, no specific backtesting results provided[13][70] - Calendar Effect Model: Neutral signal, no specific backtesting results provided[13][70] - Long-Term Momentum Model: Neutral signal, no specific backtesting results provided[14][71] - A-Share Comprehensive Weapon V3 Model: Bearish signal, no specific backtesting results provided[15][72] - A-Share Comprehensive National Index 2000 Model: Neutral signal, no specific backtesting results provided[15][72] - Hong Kong Market Turnover-to-Volatility Model: Bullish signal, no specific backtesting results provided[16][73]