金融工程周报：资金保持流入，市场回归理性-20250917

• The A-share industry rotation model is constructed using six factors: capital, valuation, sentiment, momentum, overbought/oversold, and profitability[4][19] - The capital factor is based on the net inflow rate of industry funds, valuation is based on the industry's valuation percentile over the past year, sentiment is based on the proportion of rising constituent stocks, momentum uses the MACD indicator, overbought/oversold uses the RSI indicator, and profitability uses the consensus forecast EPS percentile over the past year[19] - The industry rotation model results show that steel, building materials, and computers have high comprehensive scores, while petroleum and petrochemicals, power equipment, and banks have low scores[4][20] - The consensus stock selection model is based on momentum and price factors, combined with high-frequency capital flow trends and stock price similarity[5][22] - The consensus stock selection model results for this period include stocks such as Shenghong Technology, Xiechuang Data, and Industrial Fulian[5][23] Model Backtest Results - A-share industry rotation model, steel industry score: 10, building materials industry score: 6, computer industry score: 5[21] - Consensus stock selection model, selected stocks: Shenghong Technology, Xiechuang Data, Industrial Fulian, etc.[23]