Group 1 - Market sentiment indicators show a weakening trend, with the sentiment index at 1.7 as of March 20, up from 1.55 the previous week, indicating a neutral model perspective [3][9] - The price-volume consistency indicator has rapidly declined, reflecting a decrease in the correlation between price increases and market attention, suggesting an overall bearish sentiment [13][16] - The total trading volume for the A-share market decreased by 12.49% week-on-week, with an average daily trading volume of 1,409.90 billion yuan, indicating reduced market activity [19][22] Group 2 - The short-term scoring model ranks coal, public utilities, electric equipment, communication, and construction decoration as the top industries, with coal scoring 93.22, the highest among all [45][46] - The model indicates that the market is currently favoring large-cap stocks, with a strong signal suggesting that large-cap style is dominant, while growth and value styles show divergence [56] - The industry crowding indicator shows a correlation coefficient of -0.02 with weekly returns, indicating that most industries performed poorly, with only banking and communication yielding positive returns [48][50]
量化择时周报：价量一致性、RSI等指标快速下降-20260322
Shenwan Hongyuan Securities·2026-03-22 15:20