创业板指的第一大权重股宁德时代（300750.SZ）早盘涨1.33%，5日涨幅为7.87%。今年上半年，宁德 时代实现营业收入1788.86亿元，同比增长7.27%；归属净利润304.85亿元，同比增长33.33%。公司拟向 全体股东每10股派发现金分红人民币10.07元（含税）。 创业板指前十大权重股中，除了温氏股份（300498.SZ）外，其余早盘全部收涨，其中，同花顺 （300033.SZ）涨15.74%、中际旭创（300308.SZ）涨10.65%、新易盛（300502.SZ）涨6.34%、东方财富 （300059.SZ）涨5.98% 、胜宏科技（300476.SZ）涨4.78%。 8月18日，"创系列"指数行情再度全线爆发。早盘，创业板指涨3.63%，突破2024年10月的高点，创2023 年2月以来新高。 策略指数中，创成长涨4.18%，创价值涨2.02%。主题指数中，创科技涨4.15%，创业板人工智能涨幅达 到6.13%，创新能源涨1.85%。 另外，多个宽基指数亦创2023年以来的新高，其中，创业板50大涨4 %，创业大盘涨4.35%，创业300涨 3.44%，创业板综涨3%，创业200涨2. ...

Group 1 - The "Chuang Series" index experienced a significant surge, with the ChiNext Index rising by 3.63%, reaching a new high since February 2023 [2] - Among the top ten weighted stocks in the ChiNext Index, all except Wens Foodstuff Group saw gains, with Tonghuashun up 15.74% and Zhongji Xuchuang up 10.65% [2] - Ningde Times, the largest weighted stock in the ChiNext Index, reported a revenue of 178.886 billion yuan, a year-on-year increase of 7.27%, and a net profit of 30.485 billion yuan, up 33.33% [2] Group 2 - Multiple broad-based indices also reached new highs for 2023, including the ChiNext 50, which rose by 4%, and the ChiNext Composite Index, which increased by 3% [2] - The strategy indices showed strong performance, with the Chuang Growth Index up 4.18% and the Chuang Value Index up 2.02% [3] - The leading ETF products in the "Chuang Series" also performed well, with the ChiNext Artificial Intelligence ETF rising by 6.36% [3]

Group 1 - The "Chuang Series" indices experienced a significant surge, with the ChiNext Index rising by 3.63%, reaching a new high since February 2023 [1] - Among the top ten weighted stocks in the ChiNext Index, all except Wens Foodstuff Group saw gains, with Tonghuashun up by 15.74% and Zhongji Xuchuang up by 10.65% [1] - Ningde Times, the largest weighted stock in the ChiNext Index, increased by 1.33% in the morning session, with a five-day gain of 7.87%. The company reported a revenue of 178.886 billion yuan, a year-on-year increase of 7.27%, and a net profit of 30.485 billion yuan, up 33.33% year-on-year [1] Group 2 - Multiple broad-based indices also reached new highs for 2023, including the ChiNext 50, which rose by 4%, and the ChiNext Composite Index, which increased by 3% [1] - The strategy indices showed growth, with the Chuang Growth Index up by 4.18% and the Chuang Value Index up by 2.02% [2] - The leading ETFs in the "Chuang Series" also performed well, with the ChiNext Artificial Intelligence ETF rising by 6.36% and the ChiNext Growth ETF increasing by 4.28% [2]

Quantitative Models and Construction Methods 1. Model Name: Wantushi AI Model - **Model Construction Idea**: The Wantushi AI model evaluates indices based on their potential upward probability and selects ETFs with favorable characteristics for investment[6] - **Model Construction Process**: 1. The model assigns a score to indices based on their upward probability. Indices with scores above 0.8 are selected[6] 2. For each selected index, the corresponding ETFs are identified[6] 3. Among these ETFs, those with a 30-day average daily trading volume exceeding 30 million RMB are retained[6] 4. Finally, the ETF with the lowest IOPV premium rate for each index is chosen[6] - **Model Evaluation**: The model systematically filters ETFs based on liquidity and valuation metrics, ensuring a focus on high-quality investment options[6] --- Backtesting Results of Models 1. Wantushi AI Model - **Index Code: 932000 (CSI)** - Upward Probability: 93.52% - Selected ETF: 159552 (CSI 2000 Enhanced ETF)[7] - **Index Code: 399006 (SZ)** - Upward Probability: 93.37% - Selected ETF: 159977 (Tianhong ChiNext ETF)[7] - **Index Code: 399673 (SZ)** - Upward Probability: 92.49% - Selected ETF: 159682 (ChiNext 50 ETF)[7] - **Index Code: 399850 (SZ)** - Upward Probability: 90.15% - Selected ETF: 159350 (Shenzhen 50 ETF by Fuguo)[7] - **Index Code: 000852 (SH)** - Upward Probability: 85.86% - Selected ETF: 159680 (1000 Enhanced ETF)[7] - **Index Code: 399303 (SZ)** - Upward Probability: 85.82% - Selected ETF: 159628 (Guozheng 2000 ETF)[7] - **Index Code: 399293 (SZ)** - Upward Probability: 85.03% - Selected ETF: 159814 (ChiNext Large Cap ETF)[7] - **Index Code: 399330 (SZ)** - Upward Probability: 84.81% - Selected ETF: 159901 (Shenzhen 100 ETF)[7] - **Index Code: 399296 (SZ)** - Upward Probability: 84.46% - Selected ETF: 159967 (ChiNext Growth ETF)[7] - **Index Code: 000905 (SH)** - Upward Probability: 83.23% - Selected ETF: 510580 (CSI 500 ETF by E Fund)[7] - **Index Code: 000906 (SH)** - Upward Probability: 81.05% - Selected ETF: 515800 (800 ETF)[7]

Group 1 - The core viewpoint of the report emphasizes the effectiveness of grid trading strategies in volatile markets, allowing investors to profit from price fluctuations without predicting market trends [3][14]. - The report identifies suitable characteristics for grid trading targets, including low trading costs, good liquidity, and significant volatility, suggesting that equity ETFs are particularly appropriate for this strategy [3][14]. Group 2 - The report highlights specific ETFs for grid trading, starting with the Growth ETF (159967.SZ), which tracks the Growth Index and focuses on high-growth sectors such as electronics and communications, benefiting from national policies aimed at developing new industries [5][15]. - The Consumption ETF (510150.SH) is noted for its potential to drive economic growth, supported by government initiatives to boost consumer spending, especially in the lead-up to holidays [6][18]. - The Dividend State-Owned Enterprise ETF (510720.SH) is highlighted for its stable performance and attractive valuation, with a PE-TTM of 6.95, indicating a favorable entry point for investors [7][20]. - The Nasdaq 100 ETF (513390.SH) is mentioned as a potential investment opportunity due to recent news of possible tariff reductions, which may enhance market sentiment, alongside its coverage of leading tech companies [8][21].