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Guotou Securities·2025-06-15 09:32
  • The report mentions the "All-Weather Quantitative Timing Model" which issued two risk warning signals in the latter half of last week, indicating that the market may still be under pressure in the future [7] - The market is currently in a large box oscillation pattern, with the central position or average cost around 3300-3350 [7] - The current market is in a multi-head arrangement of large-scale moving average systems, and the oscillation during the multi-head arrangement process can often be seen as a process of oscillation and accumulation [7] - The current adjustment appears after three waves of upward movement at the daily level, coinciding with the upper edge of the oscillation center, and there is a daily level top divergence and daily TD9 count, indicating a potential adjustment period of about 3 weeks based on the common 0.382 time retracement ratio characteristic [7] Quantitative Models and Construction Methods 1. Model Name: All-Weather Quantitative Timing Model - Model Construction Idea: The model aims to provide risk warning signals based on market conditions and technical indicators [7] - Model Construction Process: The model uses various technical indicators such as the daily level top divergence and TD9 count to identify potential market adjustments. The model also considers the 0.382 time retracement ratio to estimate the adjustment period [7] - Model Evaluation: The model effectively issued risk warning signals, indicating its potential usefulness in predicting market pressure [7] Model Backtesting Results 1. All-Weather Quantitative Timing Model: The model issued two risk warning signals in the latter half of last week, suggesting that the market may still be under pressure [7] Quantitative Factors and Construction Methods - No specific quantitative factors were detailed in the provided content Factor Backtesting Results - No specific quantitative factors were detailed in the provided content