四轮驱动模型
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国投证券稳字当先
Guotou Securities· 2025-11-02 02:34
- The "All-weather Timing Model" indicates that the market is currently at the symmetrical end of the fifth wave, with the KDJ indicator at a high level and showing a bearish divergence signal. This model suggests a defensive stance for the Shanghai Composite Index in the near future[6] - The "Four-wheel Drive Model" highlights opportunities in sectors such as pharmaceuticals, gold stocks, and textiles. It also suggests focusing on recently oversold sectors and defensive sectors like banking and non-banking financials[6] - The KDJ indicator is used as a key signal in the "All-weather Timing Model," where its high position and bearish divergence indicate potential market corrections[6]
本期节奏上不妨先攻后守
Guotou Securities· 2025-10-26 04:01
- The "Four-Wheel Drive" model was constructed to analyze market opportunities, particularly focusing on growth sectors such as technology and advanced manufacturing. The model suggests that these sectors are gradually presenting layout opportunities after stabilizing from previous adjustments[7] - The model's construction process involves tracking transaction congestion levels, sector rotation signals, and cyclical analysis. It integrates multiple indicators to identify potential growth opportunities in specific sectors[7] - Evaluation of the model indicates its effectiveness in identifying short-term structural opportunities, especially in sectors with significant prior adjustments and subsequent stabilization[7] - The model's backtesting results are not explicitly provided in the report[7]
继续高位震荡
Guotou Securities· 2025-06-29 05:16
- The report mentions the "Four-Engine Model" as a quantitative model used to identify potential opportunities in various industry sectors[6][13] - The "Four-Engine Model" suggests focusing on sectors such as computers, automobiles, machinery, pharmaceuticals, non-bank financials, media, electronics, and telecommunications based on recent market signals and Sharpe ratio rankings[6][13] - The model evaluates sectors based on metrics like recent signal dates, potential profit-effect anomalies, and Sharpe ratio rankings over the past year[13]
本期震荡偏强,科技板块仍具性价比
Guotou Securities· 2025-06-08 08:35
- The "Four-Wheel Drive Model" issued multiple bullish signals for the TMT sector, indicating potential opportunities based on low-frequency thermometer metrics and crowding levels. The TMT sector remains at a relatively low position compared to the market, with slight upward movement after hitting a two-year low at the end of May[6][13] - Specific industries highlighted by the "Four-Wheel Drive Model" include electronics, computers, media, non-bank financials, food and beverages, textiles and apparel, communications, machinery, and military industries, all showing potential opportunities based on recent signals and market dynamics[6][13] - The "Four-Wheel Drive Model" uses metrics such as Sharpe ratio rankings and signal dates to identify potential opportunities in various industries, with recent signals indicating upward trends or crowding effects in sectors like electronics and media[13]
金融工程定期报告:本期或仅是整理,蓄势以待机
Guotou Securities· 2025-05-18 07:33
- The "All-weather model" issued a technical risk signal, indicating potential market consolidation in the near term[1][7] - The "Cycle analysis model" monitors trends at different levels, suggesting the current adjustment is limited to the post-May 1st rally, with no evidence of the broader uptrend since early April ending[1][7] - The "Four-wheel drive industry rotation model" recommends focusing on sectors such as military, home appliances, agriculture, automotive, electronics, computers, and non-bank financials during the consolidation phase[7][16]