量化择时周报：市场格局仍在反复，谨慎应对-20251221

• The report discusses the "Industry Trend Allocation Model" which indicates that the communication, industrial metals, and energy storage sectors continue to show an upward trend[2][5][7] - The "Two Beta Model" is recommended for the technology sector, focusing on domestic computing power and commercial space[2][5][7] - The "Mid-term Distress Reversal Expectation Model" signals attention to retail and tourism service consumption[2][5][7] Model Construction and Evaluation - Industry Trend Allocation Model: This model identifies sectors with upward trends based on historical data and current market conditions. It uses various indicators to determine the sectors that are likely to perform well in the near future[2][5][7] - Two Beta Model: This model focuses on sectors with high growth potential, particularly in technology. It evaluates the beta coefficients of different sectors to identify those with higher expected returns relative to the market[2][5][7] - Mid-term Distress Reversal Expectation Model: This model identifies sectors that are expected to recover from a period of underperformance. It uses historical performance data and current market signals to predict which sectors will experience a turnaround[2][5][7] Model Backtesting Results - Industry Trend Allocation Model: The model continues to show an upward trend in the communication, industrial metals, and energy storage sectors[2][5][7] - Two Beta Model: The model recommends the technology sector, focusing on domestic computing power and commercial space, indicating strong growth potential[2][5][7] - Mid-term Distress Reversal Expectation Model: The model signals attention to retail and tourism service consumption, suggesting these sectors are poised for recovery[2][5][7]