午后，A股三大指数走强。截至发稿，创业板指拉升涨逾3%，沪指涨1.28%，深证成指涨2.41%。大金融、算力硬件、有色金属、锂电等方向涨幅居前， 沪深北三市上涨个股超3300只，成交15438亿元，较上一日此时放量293亿元。 （文章来源：上海证券报） 金融股持续走强。截至发稿，华泰证券拉升涨近9%，中国太保、中国人寿、广发证券、东方财富、中信建投等纷纷走高。 此外，多只宽基ETF放量异动。沪深300ETF（510300）最近半小时成交超9亿元，800ETF（515800）、沪深300ETF易方达（510310）、嘉实沪深300ETF （159919）最近半小时均成交超1亿元。 ...

| 序号 | 代码 | 要型 名称 | 息描√与 | 估算规模 | 成交额 ▼ | | --- | --- | --- | --- | --- | --- | | 1 | 563360 | 宽 A500ETF华泰柏瑞 | 华泰相瑞重等 | 338.01亿 | 129.56亿 | | 2 | 512050 | 宽 A500ETF华泰柏瑞 | 不直直等 | 250.57 亿 | 86.32亿 | | 3 | 159352 | 宽 A500ETF华泰柏瑞 | 南方星金 | 299.01 亿 | 71.44 Z | | র্ব | 159338 | 宽 A500ETF华泰柏瑞 | 国家具金 | 233.11亿 | 69.06 Z | | 5 | 159361 | 宽 A500ETF华泰柏瑞 | 易方达基金 | 232.24亿 | 58.12亿 | | б | 510300 | 宽 A500ETF华泰柏瑞 | 华泰相瑞基金 | 4138.62 Z | 42.15 Z | | 7 | 159915 | 宽 A500ETF华泰柏瑞 | 易方达基金 | 967.70亿 | 40.96亿 | | 8 | 588000 | 宽 ...

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]

Core Viewpoint - The market has rebounded to the level of 3400, returning to the position seen in March, following a 10% adjustment over two months, indicating a potential recovery in investor sentiment and market dynamics [1][3]. Group 1: Market Performance - The banking, brokerage, and insurance sectors have surged, contributing to a significant increase in the index, which has now surpassed 3400 [3][9]. - The banking index has reached a historical high, with a total market capitalization exceeding 10 trillion, representing over 10% of the total market capitalization of the CSI All Share Index, which stands at 99 trillion [9]. Group 2: Fund Management Regulations - New regulations for public funds are expected to tie performance assessments to benchmarks and investor profitability, prompting a shift in investment strategies [3][4]. - Most public funds benchmark against the CSI 300 index, leading to a potential increase in buying activity in the index's constituent sectors, particularly in banking and finance [4][5]. Group 3: Investment Strategies - The anticipation of new regulations has led to a tactical shift in fund managers' strategies, with early buying seen as advantageous for cost efficiency [4][6]. - High-profile institutions, including Goldman Sachs, have noted that the financial sector is experiencing a rise due to the new public fund management guidelines, with significant reallocations observed since the announcement on May 7 [7][10]. Group 4: Market Sentiment and Future Outlook - The current market behavior is characterized as a short-term tactical repositioning rather than a fundamental improvement in the market [11][12]. - The expectation is that public funds will increasingly invest in CSI 300 constituents, but fund managers are likely to maintain their research-driven investment approaches to outperform the index over time [12][13].