中泰金工行业量价资金流周观点-20250809

Quantitative Models and Construction Methods 1. Model Name: Wantushi AI Model - Model Construction Idea: The Wantushi AI model evaluates indices based on their potential upward probability and selects ETFs with favorable characteristics for investment[6] - Model Construction Process: 1. The model assigns a score to indices based on their upward probability. Indices with scores above 0.8 are selected[6] 2. For each selected index, the corresponding ETFs are identified[6] 3. Among these ETFs, those with a 30-day average daily trading volume exceeding 30 million RMB are retained[6] 4. Finally, the ETF with the lowest IOPV premium rate for each index is chosen[6] - Model Evaluation: The model systematically filters ETFs based on liquidity and valuation metrics, ensuring a focus on high-quality investment options[6] --- Backtesting Results of Models 1. Wantushi AI Model - Index Code: 932000 (CSI) - Upward Probability: 93.52% - Selected ETF: 159552 (CSI 2000 Enhanced ETF)[7] - Index Code: 399006 (SZ) - Upward Probability: 93.37% - Selected ETF: 159977 (Tianhong ChiNext ETF)[7] - Index Code: 399673 (SZ) - Upward Probability: 92.49% - Selected ETF: 159682 (ChiNext 50 ETF)[7] - Index Code: 399850 (SZ) - Upward Probability: 90.15% - Selected ETF: 159350 (Shenzhen 50 ETF by Fuguo)[7] - Index Code: 000852 (SH) - Upward Probability: 85.86% - Selected ETF: 159680 (1000 Enhanced ETF)[7] - Index Code: 399303 (SZ) - Upward Probability: 85.82% - Selected ETF: 159628 (Guozheng 2000 ETF)[7] - Index Code: 399293 (SZ) - Upward Probability: 85.03% - Selected ETF: 159814 (ChiNext Large Cap ETF)[7] - Index Code: 399330 (SZ) - Upward Probability: 84.81% - Selected ETF: 159901 (Shenzhen 100 ETF)[7] - Index Code: 399296 (SZ) - Upward Probability: 84.46% - Selected ETF: 159967 (ChiNext Growth ETF)[7] - Index Code: 000905 (SH) - Upward Probability: 83.23% - Selected ETF: 510580 (CSI 500 ETF by E Fund)[7] - Index Code: 000906 (SH) - Upward Probability: 81.05% - Selected ETF: 515800 (800 ETF)[7]