Quantitative Models and Construction Methods 1. **Model Name**: Volume Model - **Model Construction Idea**: The model evaluates the market's short-term trends based on trading volume data[2][12][62] - **Model Evaluation**: The model is currently neutral for all broad-based indices, indicating no strong directional signal[2][12][62] 2. **Model Name**: Low Volatility Model - **Model Construction Idea**: The model assesses market trends by analyzing the volatility of stock prices over a short-term period[2][12][62] - **Model Evaluation**: The model is currently neutral, suggesting no significant directional bias[2][12][62] 3. **Model Name**: Institutional Feature Model (Dragon Tiger List) - **Model Construction Idea**: This model uses institutional trading data from the "Dragon Tiger List" to predict market trends[2][12][62] - **Model Evaluation**: The model is currently bullish, indicating a positive outlook for the market[2][12][62] 4. **Model Name**: Feature Volume Model - **Model Construction Idea**: The model analyzes specific volume characteristics to predict market trends[2][12][62] - **Model Evaluation**: The model is currently bearish, indicating a negative outlook for the market[2][12][62] 5. **Model Name**: Smart Algorithm Model (CSI 300 and CSI 500) - **Model Construction Idea**: The model employs advanced algorithms to analyze market data and predict trends for the CSI 300 and CSI 500 indices[2][12][62] - **Model Evaluation**: The model is currently bearish for both the CSI 300 and CSI 500 indices[2][12][62] 6. **Model Name**: Limit-Up and Limit-Down Model - **Model Construction Idea**: This model evaluates market trends based on the frequency and distribution of limit-up and limit-down events in stock prices[13] - **Model Evaluation**: The model is currently neutral, indicating no strong directional signal[13] 7. **Model Name**: Calendar Effect Model - **Model Construction Idea**: The model incorporates calendar-based patterns to predict market trends over the medium term[13] - **Model Evaluation**: The model is currently neutral, suggesting no significant directional bias[13] 8. **Model Name**: Long-Term Momentum Model - **Model Construction Idea**: This model evaluates long-term market trends by analyzing momentum indicators[14] - **Model Evaluation**: The model is currently bullish, indicating a positive long-term outlook for the market[14] 9. **Model Name**: A-Share Comprehensive Weapon V3 Model - **Model Construction Idea**: This is a composite model that integrates signals from multiple short-term, medium-term, and long-term models to provide a comprehensive market outlook[15] - **Model Evaluation**: The model is currently bearish, indicating a negative overall outlook for the A-share market[15] 10. **Model Name**: A-Share Comprehensive Guozheng 2000 Model - **Model Construction Idea**: This model focuses on the Guozheng 2000 index and combines signals from various models to provide a comprehensive market outlook[15] - **Model Evaluation**: The model is currently bearish, indicating a negative outlook for the Guozheng 2000 index[15] 11. **Model Name**: Turnover-to-Volatility Ratio Model (Hong Kong Market) - **Model Construction Idea**: This model evaluates the Hong Kong market's medium-term trends by analyzing the ratio of turnover to volatility[16] - **Model Evaluation**: The model is currently bullish, indicating a positive outlook for the Hong Kong market[16] Model Backtesting Results 1. **Volume Model**: Neutral for all broad-based indices[2][12][62] 2. **Low Volatility Model**: Neutral for all broad-based indices[2][12][62] 3. **Institutional Feature Model (Dragon Tiger List)**: Bullish for all broad-based indices[2][12][62] 4. **Feature Volume Model**: Bearish for all broad-based indices[2][12][62] 5. **Smart Algorithm Model (CSI 300 and CSI 500)**: Bearish for both CSI 300 and CSI 500 indices[2][12][62] 6. **Limit-Up and Limit-Down Model**: Neutral for all broad-based indices[13] 7. **Calendar Effect Model**: Neutral for all broad-based indices[13] 8. **Long-Term Momentum Model**: Bullish for all broad-based indices[14] 9. **A-Share Comprehensive Weapon V3 Model**: Bearish for all broad-based indices[15] 10. **A-Share Comprehensive Guozheng 2000 Model**: Bearish for all broad-based indices[15] 11. **Turnover-to-Volatility Ratio Model (Hong Kong Market)**: Bullish for the Hong Kong market[16]