Group 1 - The report tracks stocks, industries, and sectors reaching new highs, indicating market trends and hotspots, with a focus on the effectiveness of momentum and trend-following strategies [1][4] - As of March 13, 2026, the distance to the 250-day high for major indices is as follows: Shanghai Composite Index at 2.08%, Shenzhen Component Index at 1.54%, CSI 300 at 2.54%, CSI 500 at 4.84%, CSI 1000 at 4.05%, CSI 2000 at 4.39%, ChiNext Index at 2.30%, and STAR 50 Index at 11.72% [6][26] - Among the CITIC first-level industry indices, construction, coal, electric power and public utilities, electric equipment and new energy, and basic chemicals are closest to their 250-day highs, while food and beverage, retail, non-bank financials, comprehensive finance, and pharmaceuticals are further away [9][26] Group 2 - A total of 1,266 stocks reached a 250-day high in the past 20 trading days, with the most significant numbers in the machinery, basic chemicals, and electronics sectors, while the highest proportions of new highs are in oil and petrochemicals, coal, and electric power and public utilities [14][26] - The cyclical and technology sectors had the most stocks reaching new highs this week, with respective counts of 415 and 378, while the proportions of new highs in various indices are: CSI 2000 at 21.35%, CSI 1000 at 25.50%, CSI 500 at 29.60%, CSI 300 at 22.00%, ChiNext Index at 19.00%, and STAR 50 Index at 12.00% [17][26] Group 3 - The report identifies 18 stocks with stable new highs, including Bawei Storage, High Energy Environment, and Dazhu Laser, with the technology and cyclical sectors having the most stocks selected, specifically in electronics and basic chemicals [22][27] - The selection criteria for stable new high stocks include analyst attention, relative strength of stock prices, price path stability, and continuity of new highs [20][21]
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量化藏经阁·2026-03-13 09:33