行业轮动ETF策略周报-20250908

Investment Rating - The report indicates a positive investment rating for the aerospace, military electronics, semiconductor, and automation equipment sectors, with specific ETFs recommended for investment [3][11]. Core Insights - The strategy focuses on constructing a portfolio based on industry and thematic ETFs, leveraging quantitative analysis of industry style continuity and rotation [2]. - The strategy's cumulative net return from September 1 to September 5, 2025, was approximately -1.74%, with an excess return of -0.72% compared to the CSI 300 ETF [3][9]. - Since October 14, 2024, the strategy has achieved a cumulative return of about 21.38%, outperforming the CSI 300 ETF by approximately 4.00% [3]. Summary by Sections Strategy Update - The report outlines a strategy update based on previous reports, focusing on industry rotation and ETF combinations [2]. - The ETFs recommended for the upcoming week include aerospace, central enterprise technology, and central enterprise innovation ETFs, while continuing to hold satellite, pharmaceutical, and film ETFs [11]. Performance Tracking - The report provides performance tracking data, indicating that the average return of the ETF portfolio was -1.74% during the specified period, with a notable underperformance compared to the CSI 300 ETF [3][9]. - The report highlights specific ETFs and their market values, along with their weekly performance, indicating adjustments in holdings based on market signals [3][9].