Market Context
Neutral
Regime: Expanding
Liquidity: Moderate
MONITORING WORKSPACE
A snapshot of market context, industry structure, portfolio state and risk monitoring from the Yiheng Quant Tech research framework.
Opportunity Engine
12
Active Setups
3 High Conviction
Position State
68%
Gross Exposure
12 Positions
Risk Monitor
0.8%
Est. Daily VaR
Within Limit
Industry Watch
| Industry | Structure | Industry Median 5D | Sample Size | Representative Stock |
|---|---|---|---|---|
| 金属制品 | 3 | 3.1% | 69 | 新莱应材 |
| 其他生物制品 | 4 | 6.4% | 36 | 近岸蛋白 |
| 住宅开发 | 4 | 4.7% | 60 | 绿地控股 |
| 医疗设备 | 4 | 4.8% | 40 | 华大智造 |
| 医疗耗材 | 3 | 2.9% | 49 | 奥精医疗 |
As of 2026-09-21
Position State
68%Gross exposure
- BUY
- 12%
- HOLD
- 48%
- WARNING
- 8%
- EXIT
- 0%
- Cash
- 32%
12 total positions · portfolio weights
Portfolio Exposure
Performance / Net Value
Research StrategyCSI 300
Signal Snapshot
| Ticker | Name | Macro | Market | Sector |
|---|---|---|---|---|
| sz.001207 | 联科科技 | NEUTRAL | TAILWIND | TAILWIND |
| sz.001212 | 中旗新材 | NEUTRAL | TAILWIND | TAILWIND |
| sz.002518 | 科士达 | TAILWIND | TAILWIND | TAILWIND |
| sh.688370 | 丛麟科技 | NEUTRAL | TAILWIND | TAILWIND |
| sh.601888 | 中国中免 | TAILWIND | TAILWIND | TAILWIND |