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跌停潮后,多头还有机会吗?
对冲研投· 2025-08-03 10:06
Core Viewpoint - The article provides a detailed analysis of commodity market trends, focusing on quantitative indicators for various indices and commodities, highlighting potential trading strategies and market conditions. Group 1: Quantitative Indicators - The Shanghai 50 index futures show a bullish trend with a score of 1.25, while the CSI 300 index futures have a score of 1.27, indicating a slight decrease in bullish momentum compared to previous days [4][6][8]. - The iron ore futures have a bearish trend with a score of 0.83, suggesting a weakening market condition [8][9]. - The trading pool for the Shanghai 50 index has a valuation of 1.11, indicating it is slightly overvalued, while the CSI 300 index is also overvalued at 1.13 [5][7]. Group 2: Market Analysis - Iron ore supply remains high, with 247 steel mills operating at elevated consumption levels, contributing to a stable port throughput [9]. - The profitability of steel mills is reported at 63.64%, which is significantly higher than the same period last year, reflecting a year-on-year increase of 48.49% [9]. - The article notes that the iron ore's historical low position is at 46.09, indicating it is relatively close to its historical lows [8]. Group 3: Trading Strategies - For the Shanghai 50 index, the strategy suggests holding positions for existing users and entering new positions when the index surpasses a specific level [12]. - The article recommends setting up a short position for iron ore, with specific entry and exit points based on market trends and technical indicators [10][12]. - The trading strategy emphasizes the importance of monitoring market conditions and adjusting positions accordingly, with a focus on maintaining risk management practices [10][12].