Group 1 - The market sentiment score has increased, indicating a further recovery in market sentiment, with the score rising from -0.9 to -0.25 as of July 11 [1][3] - The industry trading volatility has risen, reflecting a recovery in fund activity and a decrease in short-term sentiment uncertainty [3][5] - The overall trading volume in the A-share market has increased, with the highest daily trading volume reaching 17,366.10 billion RMB on Friday [8][11] Group 2 - The short-term trend scores for industries such as construction materials, construction decoration, and basic chemicals have significantly increased, with construction materials showing a rise of 21.05% [17] - The relative strength index (RSI) indicates that small-cap stocks are currently favored, with a strong signal for growth style, although there are multiple signal switches that require further observation [19][17]
模型提示行业交易拥挤度上升，市场情绪逐渐修复——量化择时周报20250711
申万宏源金工·2025-07-15 07:21