2025年度猛兽股轻盘点 中已经有一个结论，传统趋势类型仍然和业绩高度相关，而堆量趋势类型和业绩相关度很低，所以我们处理传统类型时，仍然要约 束基本面条件，设立预选股池，只不过条件可以放宽一些。 基于尽量不要错失牛股的考虑，基本面预选条件的设计可以有两个角度： 只要有一定增长，我们就算它们在增长，并不要求像欧奈尔和马克那么严苛。 备注：本文重新编辑，完全开放源码，并升级了源码。 欧马体系的底层逻辑是成长性溢出，所以对产业锚定和业绩的持续增长十分强调，设置了严苛的营收和盈利增速条件。这不仅符合选股的收敛法 则，也符合实情。比如完全服从欧马体系的设定，2023~2025年，就很容易聚焦易中天胜这些个股。 但另一方面也很明显，当牛市如火如荼时，有很多业绩并没有那么出色，或者刚刚第一个季度出现转暖，股价就开始起飞，完全无视这类股票似乎 也不太合理。 以下是这两种角度的选股源码： 一、TTM年度增长，并且要求当季也增长： {季度增长}当季营收:=FINONE(230,0,0);比季营收:=FINONE(230,1,0); 当季净利润:=FINONE(232,0,0);比季净利润:=FINONE(232,1,0); 当季 ...

- Model Name: RuiLian Market Cap Weighted Index ETF - Model Construction Idea: The index still uses market cap weighting but selects stocks based on four fundamental indicators: sales, cash flow, dividends and buybacks, and book value including intangible assets, focusing on the economic efficiency of enterprises[11] - Model Construction Process: The model involves screening stocks using the four fundamental indicators mentioned above, and then applying market cap weighting to the selected stocks[11] - Model Evaluation: The model aims to achieve better returns with relatively small tracking errors compared to broad-based indices[11] - Factor Name: Sales - Factor Construction Idea: Select stocks based on their sales performance[11] - Factor Construction Process: The factor is constructed by evaluating the sales figures of companies and selecting those with strong sales performance[11] - Factor Name: Cash Flow - Factor Construction Idea: Select stocks based on their cash flow performance[11] - Factor Construction Process: The factor is constructed by evaluating the cash flow figures of companies and selecting those with strong cash flow performance[11] - Factor Name: Dividends and Buybacks - Factor Construction Idea: Select stocks based on their dividends and buybacks performance[11] - Factor Construction Process: The factor is constructed by evaluating the dividends and buybacks figures of companies and selecting those with strong performance in these areas[11] - Factor Name: Book Value Including Intangible Assets - Factor Construction Idea: Select stocks based on their book value including intangible assets[11] - Factor Construction Process: The factor is constructed by evaluating the book value including intangible assets of companies and selecting those with strong performance in this area[11] Model Backtest Results - RuiLian Market Cap Weighted Index ETF, tracking error: relatively small[11] Factor Backtest Results - Sales factor, performance: strong[11] - Cash Flow factor, performance: strong[11] - Dividends and Buybacks factor, performance: strong[11] - Book Value Including Intangible Assets factor, performance: strong[11]