Workflow
宽基择时
icon
Search documents
形态学仅少部分宽基指数看多,后市或中性震荡
Huachuang Securities· 2025-07-13 08:45
- The report mentions multiple quantitative models, including the "Volume Model," "Low Volatility Model," "Feature Institutional Model," "Feature Volume Model," "Smart CSI 300 Model," "Smart CSI 500 Model," "Limit-Up/Down Model," "Calendar Effect Model," "Long-Term Momentum Model," "Comprehensive Weaponry V3 Model," and "Comprehensive CSI 2000 Model"[2][12][13][15] - The "Volume Model" is short-term and indicates a bullish signal for most broad-based indices[12] - The "Low Volatility Model" is short-term and provides a neutral signal[12] - The "Feature Institutional Model" is short-term and indicates a bearish signal[12] - The "Feature Volume Model" is short-term and indicates a bullish signal[12] - The "Smart CSI 300 Model" and "Smart CSI 500 Model" are short-term and indicate bullish signals[12] - The "Limit-Up/Down Model" is a mid-term model and provides a neutral signal[13] - The "Calendar Effect Model" is a mid-term model and provides a neutral signal[13] - The "Long-Term Momentum Model" is a long-term model and provides a neutral signal for all broad-based indices[14] - The "Comprehensive Weaponry V3 Model" and "Comprehensive CSI 2000 Model" are composite models that indicate bullish signals[15] - The "Turnover-to-Volatility Model" is a mid-term model for the Hong Kong market and indicates a bullish signal[16] - Backtesting results for the "Double Bottom Pattern" show a weekly return of 2.52%, outperforming the Shanghai Composite Index by 1.43%[43] - Backtesting results for the "Cup-and-Handle Pattern" show a weekly return of 2.0%, outperforming the Shanghai Composite Index by 0.91%[43]
金工周报(20250519-20250523):短中期择时信号偏中性,后市或偏向大盘-20250525
Huachuang Securities· 2025-05-25 05:44
- The short-term A-share models include the volume model (neutral), low volatility model (neutral), characteristic institutional model (neutral), characteristic volume model (bearish), intelligent CSI 300 model (bullish), and intelligent CSI 500 model (bearish) [1][10][68] - The mid-term A-share models include the limit-up and limit-down model (neutral) and the calendar effect model (neutral) [11][69] - The long-term A-share model is the long-term momentum model, which is neutral for all broad-based indices [12][70] - The comprehensive A-share models include the A-share comprehensive weapon V3 model (bearish) and the A-share comprehensive Guozheng 2000 model (bearish) [13][71] - The mid-term Hong Kong stock model is the turnover amplitude model, which is bullish [14][72] - The backtesting results for the models are as follows: - Volume model: neutral [1][10][68] - Low volatility model: neutral [1][10][68] - Characteristic institutional model: neutral [1][10][68] - Characteristic volume model: bearish [1][10][68] - Intelligent CSI 300 model: bullish [1][10][68] - Intelligent CSI 500 model: bearish [1][10][68] - Limit-up and limit-down model: neutral [11][69] - Calendar effect model: neutral [11][69] - Long-term momentum model: neutral [12][70] - A-share comprehensive weapon V3 model: bearish [13][71] - A-share comprehensive Guozheng 2000 model: bearish [13][71] - Turnover amplitude model: bullish [14][72]