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量化日报:量化日报超长单日看多,总体延续震荡
CAITONG SECURITIES· 2026-03-09 13:30
Investment Rating - The report indicates a bullish outlook on 10-year government bonds, 2-year government bonds, the Wind All A Index, the CSI Dividend All-Return Index, COMEX gold, and IPE crude oil [5][6] - The report suggests an adjustment for the Hang Seng Technology Index and the Sci-Tech 50 Index [5][6] - The report indicates a fluctuating outlook for the 30-year government bonds, 3-year AAA medium-short bonds, the Wind Micro Index, and the National Index 2000 [5][6] Core Insights - The original signal for the 30-year government bond is 33.34%, with a 5-day moving average (MA5) of 45.69%, indicating a fluctuating signal that has persisted for 8 trading days [5][6] - The original signal for the 10-year government bond is 13.86%, with an MA5 of 30.77%, indicating a bullish signal that has persisted for over 10 trading days [5][6] - The original signal for the Wind All A Index is 45.46%, with an MA5 of 29.85%, indicating a bullish signal that has persisted for over 10 trading days [5][6] - The original signal for COMEX gold is 11.43%, with an MA5 of 7.67%, indicating a bullish signal that has persisted for over 10 trading days [5][6] - The original signal for IPE crude oil is 21.71%, with an MA5 of 14.53%, indicating a bullish signal that has persisted for over 10 trading days [5][6] Summary by Relevant Sections Government Bonds - 10-year government bond: Original signal 13.86%, MA5 30.77%, bullish for over 10 days [5][6] - 2-year government bond: Original signal 9.23%, MA5 11.72%, bullish for over 10 days [5][6] - 30-year government bond: Original signal 33.34%, MA5 45.69%, fluctuating for 8 days [5][6] - 3-year AAA medium-short bond: Original signal 15.33%, MA5 40.25%, fluctuating for 2 days [5][6] Indices - Wind All A Index: Original signal 45.46%, MA5 29.85%, bullish for over 10 days [5][6] - CSI Dividend All-Return Index: Original signal 18.61%, MA5 27.25%, bullish for 10 days [5][6] - Hang Seng Technology Index: Original signal 70.64%, MA5 87.31%, adjustment for over 10 days [5][6] - Sci-Tech 50 Index: Original signal 67.82%, MA5 80.57%, adjustment for 8 days [5][6] - Wind Micro Index: Original signal 27.17%, MA5 45.77%, fluctuating for 2 days [5][6] - National Index 2000: Original signal 8.66%, MA5 58.45%, fluctuating for 3 days [5][6] Commodities - COMEX gold: Original signal 11.43%, MA5 7.67%, bullish for over 10 days [5][6] - IPE crude oil: Original signal 21.71%, MA5 14.53%, bullish for over 10 days [5][6]