价量一致性和RSI信号本周同步转空，市场情绪指标进一步回落——量化择时周报20260329

Market Sentiment - The market sentiment indicator as of March 27 is 1.2, down from 1.7 the previous week, indicating a bearish outlook as sentiment continues to decline throughout the week [1][6]. - The price-volume consistency indicator and RSI have both turned negative this week, reflecting a shift from previous oscillation to a sustained bearish view, indicating a weakening market [1][8]. Trading Volume - The total trading volume for the A-share market decreased by 0.65% week-on-week, with an average daily trading volume of 1,394.17 billion yuan, suggesting a slight decline in market activity compared to the previous week [1][10]. Industry Performance - As of March 27, the short-term score rankings for industries show that utilities, coal, power equipment, telecommunications, and oil and petrochemicals are leading, with utilities scoring 91.53, the highest among industries, and coal scoring 84.75, second [1][34]. - The industry crowding indicator shows a low correlation of 0.17 with the weekly price changes, indicating that the crowding level is not significantly impacting price movements [1][37]. Risk Appetite - The relative trading volume of the Sci-Tech 50 index remains low, indicating that market risk appetite is also low, with a slight fluctuation observed [1][13]. - The financing balance ratio has slightly increased this week, suggesting a minor rise in market sentiment and trading activity in the financing market [1][21]. Technical Indicators - The RSI indicator has penetrated the lower boundary and continues to decline rapidly, indicating a weakening short-term momentum [1][25]. - The main buying power indicator has shown a downward trend, reflecting reduced willingness from institutional investors to actively allocate capital in the market [1][28].