行业轮动ETF策略周报-20251013

Core Insights - The report emphasizes a strategy based on sector rotation and thematic ETFs, recommending increased allocations to semiconductor, consumer electronics, and battery sectors for the upcoming week [2][3]. - The strategy has yielded a cumulative net return of approximately 1.52% from September 29 to October 9, 2025, with an excess return of about 0.06% compared to the CSI 300 ETF [3]. Strategy Update - The model recommends adding positions in the Sci-Tech Chip ETF, Consumer Electronics ETF, Sci-Tech New Materials ETF, and Smart Car ETF, while continuing to hold the Satellite ETF [2]. - The report highlights the trading timing signals for various ETFs and indices, indicating daily or weekly risk assessments [2]. Performance Tracking - Since October 14, 2024, the strategy has achieved a cumulative return of approximately 26.66%, outperforming the CSI 300 ETF by about 5.05% [3]. - The report includes a performance comparison chart showing the cumulative return rates of the sector rotation ETF strategy against the CSI 300 ETF [5][6]. Recommended ETFs and Holdings - The report lists specific ETFs and their respective weights, such as the Sci-Tech Chip ETF with a weight of 96.34% and the Consumer Electronics ETF with a weight of 31.89% [13]. - It also details the recent performance of various ETFs, indicating which have been added or removed from the portfolio based on their performance over the past week [14].