模型提示市场价量匹配度提高，但轮动仍缺乏持续性——量化择时周报20250613

Group 1 - The market sentiment score has further declined, with the current score at 0.8 as of June 13, down from 1.75 the previous week, indicating a bearish outlook [1] - The market sentiment structure indicator has shown significant fluctuations over the past five years, remaining low for most of 2023, with a potential breakthrough expected in October 2024 [1] - The price-volume consistency has improved, suggesting increased market activity and participation, although the overall market risk appetite continues to decline [4][6] Group 2 - The overall trading volume in the A-share market has increased, with a daily turnover reaching 1.50 trillion RMB and a trading volume of 1.225 billion shares on Friday [6] - The industry performance shows a lack of investment themes, with the industry trend score remaining negative, indicating weak sector rotation [11] - The sectors with notable performance include non-ferrous metals, media, and comprehensive industries, while household appliances, food and beverage, and construction materials have shown significant declines [13][16] Group 3 - The short-term trend scores for sectors such as social services, non-ferrous metals, and steel have risen significantly, with social services showing a 31.25% increase [19][20] - The current market signals indicate a preference for small-cap stocks and a strengthening value style, despite a weak differentiation between growth and value styles [19][21] - The relative strength index (RSI) analysis suggests that small-cap styles are currently favored, although the trend for large-cap styles is also strengthening [21]