量化择时周报：市场情绪进一步回落，行业间交易波动率与涨跌趋势指标双双下降-20250914

Group 1 - Market sentiment indicators showed a decline this week, with the sentiment index at 2.55, down from 3.2 last week, indicating a bearish outlook [7][10][19] - The inter-industry trading volatility and industry trend indicators both decreased, suggesting a slowdown in capital switching and increased divergence in market views on short-term industry value [10][20] - The total trading volume of the A-share market slightly decreased compared to last week, but the trading volume showed an upward trend, indicating a recovery in market activity [13][15] Group 2 - The financing balance ratio continued to rise, indicating a recovery in market leverage sentiment, which typically reflects an increase in investor risk appetite [10][24] - The short-term trend scores for industries such as media, agriculture, forestry, animal husbandry, and textile apparel showed an upward trend, with the strongest short-term trends observed in media, agriculture, forestry, non-ferrous metals, and electric equipment, all scoring 96.61 [30][32] - The industry crowding indicators revealed that sectors like electronics and agriculture experienced high returns alongside high capital crowding, suggesting potential volatility risks due to valuation and sentiment corrections [37][34]