Group 1 - Market sentiment indicator decreased to -0.9, down from -0.65, indicating a bearish outlook [9][11] - The trading volatility between sectors has decreased, reflecting a lack of capital activity and increased divergence in market sentiment [11][17] - The total trading volume of the A-share market showed a gradual decline throughout the week, with the lowest daily trading volume recorded at 1.3335 trillion RMB on Thursday [15][17] Group 2 - The model indicates a preference for large-cap stocks, with the 20-day RSI close to the 60-day RSI level, suggesting potential for continued strength in large-cap stocks [29][35] - The short-term trend scores for industries such as steel, construction materials, and basic chemicals have significantly increased, with construction materials showing a rise of 90.91% [29][30] - The sectors with the strongest short-term trends include banks, communications, media, and non-ferrous metals [29][30]
量化择时周报：模型提示价量匹配度降低，市场情绪回落较快-20250707
Shenwan Hongyuan Securities·2025-07-07 10:45