金融工程定期：固态电池板块的资金行为监测

Quantitative Models and Construction Methods - Model Name: Chip Return Feature Model Construction Idea: The chip structure estimates the average holding cost of investors at different price levels, and the chip return measures the profitability of the current price relative to historical chip costs. It reflects the market's profit-making effect, which exhibits momentum effects in strong markets and reversal effects in weak markets[24] Model Construction Process: The chip return is calculated as the return rate of the current price relative to the historical chip cost. The detailed methodology is elaborated in the research team's report "Fusion of Momentum and Reversal from the Perspective of Chip Structure"[24] Model Evaluation: The model effectively captures the market's profit-making effect and provides insights into momentum and reversal dynamics[24] Model Backtesting Results - Chip Return Feature: Current profit-making effect of the solid-state battery index is 11.11%[5][25][26]