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形态学仅少部分宽基指数看多,后市或中性震荡
Huachuang Securities·2025-07-13 08:45
  • The report mentions multiple quantitative models, including the "Volume Model," "Low Volatility Model," "Feature Institutional Model," "Feature Volume Model," "Smart CSI 300 Model," "Smart CSI 500 Model," "Limit-Up/Down Model," "Calendar Effect Model," "Long-Term Momentum Model," "Comprehensive Weaponry V3 Model," and "Comprehensive CSI 2000 Model"[2][12][13][15] - The "Volume Model" is short-term and indicates a bullish signal for most broad-based indices[12] - The "Low Volatility Model" is short-term and provides a neutral signal[12] - The "Feature Institutional Model" is short-term and indicates a bearish signal[12] - The "Feature Volume Model" is short-term and indicates a bullish signal[12] - The "Smart CSI 300 Model" and "Smart CSI 500 Model" are short-term and indicate bullish signals[12] - The "Limit-Up/Down Model" is a mid-term model and provides a neutral signal[13] - The "Calendar Effect Model" is a mid-term model and provides a neutral signal[13] - The "Long-Term Momentum Model" is a long-term model and provides a neutral signal for all broad-based indices[14] - The "Comprehensive Weaponry V3 Model" and "Comprehensive CSI 2000 Model" are composite models that indicate bullish signals[15] - The "Turnover-to-Volatility Model" is a mid-term model for the Hong Kong market and indicates a bullish signal[16] - Backtesting results for the "Double Bottom Pattern" show a weekly return of 2.52%, outperforming the Shanghai Composite Index by 1.43%[43] - Backtesting results for the "Cup-and-Handle Pattern" show a weekly return of 2.0%, outperforming the Shanghai Composite Index by 0.91%[43]