Quantitative Models and Construction 1. Model Name: Volume Model - Model Construction Idea: This model evaluates market timing based on trading volume dynamics[10][64] - Model Evaluation: The model currently signals a neutral stance for the short term[10][64] 2. Model Name: Low Volatility Model - Model Construction Idea: This model assesses market timing by analyzing low volatility trends in the market[10][64] - Model Evaluation: The model currently signals a neutral stance for the short term[10][64] 3. Model Name: Institutional Feature Model (Dragon-Tiger List) - Model Construction Idea: This model uses institutional trading features from the Dragon-Tiger list to predict market movements[10][64] - Model Evaluation: The model currently signals a bearish outlook for the short term[10][64] 4. Model Name: Feature Volume Model - Model Construction Idea: This model leverages specific volume features to predict market trends[10][64] - Model Evaluation: The model currently signals a bearish outlook for the short term[10][64] 5. Model Name: Intelligent CSI 300 Model - Model Construction Idea: This model applies intelligent algorithms to predict movements in the CSI 300 index[10][64] - Model Evaluation: The model currently signals a bullish outlook for the short term[10][64] 6. Model Name: Intelligent CSI 500 Model - Model Construction Idea: This model applies intelligent algorithms to predict movements in the CSI 500 index[10][64] - Model Evaluation: The model currently signals a bearish outlook for the short term[10][64] 7. Model Name: Limit-Up/Down Model - Model Construction Idea: This model evaluates market timing based on the frequency of limit-up and limit-down events[11][65] - Model Evaluation: The model currently signals a bullish outlook for the mid-term[11][65] 8. Model Name: Calendar Effect Model - Model Construction Idea: This model incorporates calendar-based patterns to predict market movements[11][65] - Model Evaluation: The model currently signals a neutral stance for the mid-term[11][65] 9. Model Name: Long-Term Momentum Model - Model Construction Idea: This model evaluates long-term market trends using momentum indicators[12][66] - Model Evaluation: The model currently signals a neutral stance across all broad-based indices for the long term[12][66] 10. Model Name: A-Share Comprehensive Weapon V3 Model - Model Construction Idea: This model integrates multiple signals to provide a comprehensive market timing prediction[13][67] - Model Evaluation: The model currently signals a bearish outlook for the A-share market[13][67] 11. Model Name: A-Share Comprehensive CSI 2000 Model - Model Construction Idea: This model focuses on the CSI 2000 index, combining various timing signals[13][67] - Model Evaluation: The model currently signals a neutral stance for the A-share market[13][67] 12. Model Name: Turnover-to-Volatility Model (Hong Kong Market) - Model Construction Idea: This model evaluates market timing in the Hong Kong market by analyzing turnover relative to volatility[14][68] - Model Evaluation: The model currently signals a bullish outlook for the mid-term[14][68] --- Model Backtesting Results 1. Volume Model - Short-Term Signal: Neutral[10][64] 2. Low Volatility Model - Short-Term Signal: Neutral[10][64] 3. Institutional Feature Model (Dragon-Tiger List) - Short-Term Signal: Bearish[10][64] 4. Feature Volume Model - Short-Term Signal: Bearish[10][64] 5. Intelligent CSI 300 Model - Short-Term Signal: Bullish[10][64] 6. Intelligent CSI 500 Model - Short-Term Signal: Bearish[10][64] 7. Limit-Up/Down Model - Mid-Term Signal: Bullish[11][65] 8. Calendar Effect Model - Mid-Term Signal: Neutral[11][65] 9. Long-Term Momentum Model - Long-Term Signal: Neutral across all broad-based indices[12][66] 10. A-Share Comprehensive Weapon V3 Model - Comprehensive Signal: Bearish[13][67] 11. A-Share Comprehensive CSI 2000 Model - Comprehensive Signal: Neutral[13][67] 12. Turnover-to-Volatility Model (Hong Kong Market) - Mid-Term Signal: Bullish[14][68]
指数择时互有多空,后市或偏向震荡
Huachuang Securities·2025-06-08 06:12