市场情绪持续上升，模型提示行业间交易活跃度上升——量化择时周报20250725

Core Viewpoint - The market sentiment score has increased, indicating a bullish outlook for the market as of July 25, with a score of 1.8, up from 0.65 the previous week [1]. Group 1: Market Sentiment Indicators - The sentiment structure indicator is calculated using a scoring method based on the direction of each sub-indicator and its position within the Bollinger Bands, resulting in a 20-day moving average score [1]. - The trading volatility between industries has shown a positive signal, suggesting increased capital activity and reduced uncertainty in short-term sentiment [4][14]. - The financing ratio has decreased, indicating a decline in the heat of margin trading, which requires further observation [4]. Group 2: Trading Activity and Volume - The overall trading volume in the A-share market has maintained an upward trend, with a peak daily trading volume of 19,286.45 billion RMB on July 25 [9]. - The consistency of price and volume remains high, indicating active participation and capital engagement in the market [6]. Group 3: Industry Performance - Industries such as basic chemicals, non-ferrous metals, and electric equipment have shown strong performance, while sectors like public utilities, media, and banking have lagged behind [16]. - The short-term trend scores for industries like coal, food and beverage, and beauty care have significantly increased, with coal showing a remarkable rise of 109.09% [19][20]. Group 4: Style and Trend Analysis - The small-cap growth style is currently favored, with the relative strength index (RSI) indicating a strong preference for growth stocks over value stocks [21][22]. - The trend scoring model shows that industries like coal, food and beverage, and construction materials have strong short-term trend scores, suggesting potential investment opportunities [19][20].