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量化藏经阁·2025-05-16 09:18

Group 1: Market Trends and Highs - The report tracks stocks, industries, and sectors reaching new highs, serving as market indicators and highlighting the effectiveness of momentum and trend-following strategies [1][4] - As of May 16, 2025, the distance to the 250-day new high for major indices is as follows: Shanghai Composite Index at 3.50%, Shenzhen Component Index at 11.44%, CSI 300 at 8.62%, CSI 500 at 9.71%, CSI 1000 at 8.22%, CSI 2000 at 5.97%, ChiNext Index at 20.03%, and STAR Market 50 Index at 11.68% [5][24] Group 2: High-Performing Stocks - A total of 544 stocks reached a 250-day new high in the past 20 trading days, with the highest numbers in the basic chemical, machinery, and pharmaceutical sectors, totaling 81, 64, and 43 stocks respectively [2][13] - The highest proportion of new high stocks is found in the banking, transportation, and defense industries, with respective proportions of 64.29%, 20.33%, and 17.65% [13][26] Group 3: Sector Analysis - The manufacturing and cyclical sectors had the most stocks reaching new highs this week, with 174 and 157 stocks respectively, while the consumer, technology, pharmaceutical, and financial sectors had 68, 67, 43, and 32 stocks respectively [16] - The proportion of new high stocks in various indices includes: CSI 2000 at 10.05%, CSI 1000 at 7.80%, CSI 500 at 7.40%, CSI 300 at 10.33%, ChiNext Index at 5.00%, and STAR Market 50 Index at 6.00% [16][26] Group 4: Stable High-Performing Stocks - The report identifies 47 stable high-performing stocks, including Shuanglin Co., Wanchen Group, and Zhongchong Co., with the majority from the manufacturing and consumer sectors, totaling 17 and 11 stocks respectively [3][21] - The automotive industry leads in the manufacturing sector for new highs, while the agriculture, forestry, animal husbandry, and fishery industry leads in the consumer sector [21]