Core Insights - The weekly timing strategy based on win rate is expected to provide effective signals for investors across different trading frequencies, ensuring coherence, low latency, and stable execution of trades. It can also be cross-verified with daily signals to manage risks and control trading rhythm [1][21][22] Group 1: Reevaluation of Interest Rate Timing System - The existing quantitative interest rate timing system has been constructed from various perspectives, including "odds," "win rate," and "cross-asset," to predict the movements of government bond yields. The odds perspective is more suitable for phases dominated by fundamental signals, while the win rate perspective is better for periods of increased volatility and trend strengthening [10][11] - The basic timing signals have shown significant distortion and lag behind market movements since the odds model was launched, primarily due to the low frequency and lagging nature of the data used [10][11] Group 2: Performance of Trading Timing Signals - Recent trading timing signals have demonstrated strong forward-looking capabilities, with an increasing number of bullish sub-models since October 21, indicating a strengthening bullish sentiment in the market amid easing US-China trade tensions [2][12] - The multi-signal strategy has shown superior net value performance compared to benchmarks during the testing period, with annualized returns of 3.09% for T products and 19.90% for TL products, alongside Sharpe ratios of 2.7 and 4.12 respectively [3][18] Group 3: Long-Cycle Trading Timing Framework - The long-cycle trading timing framework has potential reference value, as recent performance indicates that the trading timing can be applied over longer timeframes, such as weekly and monthly K-lines, without altering the logic of the six sub-strategies [17] - The multi-signal strategy has consistently outperformed benchmarks in the testing period, capturing structural bullish opportunities early and achieving positive returns [17][18]