> 数据图表如何了解3.1量化策略宏观环境评估2026-9-33.1量化策略宏观环境评估IC当季和下季年化贴水率情况中证全指成交量情况IC当季年化升贴水率IC下季年化升贴水率10-80-520251-80-520292-80-520221-90-520262-90-520202-01-520230-11-520271-11-520210-21-520251-21-520292-21-520241-10-620282-10-620211-20-620250-30-620291-30-620220-40-620271-40-620260-50-620202-50-620230-60-620271-60-620220-70-620261-70-620203-70-620231-80-620272-80-62020.000000-2.000000-4.000000-6.000000-8.000000-10.000000-12.000000-14.000000-16.000000-18.0000000.000000-2.000000-4.000000-6.000000-8.000000-10.000000-12.000000-14.000000450004000035000300002500020000150001000050000中证全指5周期 移动平均 (中证全指)10-80-520231-80-520252-80-520240-90-520261-90-520262-90-520261-01-520282-01-520270-11-520291-11-520210-21-520211-21-520232-21-520260-10-620261-10-620282-10-620290-20-620272-20-620211-30-620232-30-620220-40-620251-40-620272-40-620221-50-620222-50-620230-60-620251-60-620262-60-620280-70-620202-70-620203-70-620211-80-620212-80-620220-90-6202大盘股与小盘股累计收益率差值走势上涨家数占比大小盘裂口-右轴沪深300累计收益率中证2000累计收益率上涨家数占比（%）MA(5)35.0030.0025.0020.0015.0010.005.000.00-5.00-10.0010-80-520241-80-520272-80-520290-90-520222-90-520231-01-520242-01-520260-11-520291-11-520220-21-520251-21-520262-21-520221-10-620232-10-620250-20-620262-20-620211-30-620242-30-620270-40-620202-40-620260-50-620291-50-620210-60-620221-60-620262-60-620290-70-620222-70-620240-80-620271-80-620282-80-620215.0010.005.000.00-5.00-10.00-15.00-20.00100.0090.0080.0070.0060.0050.0040.0030.0020.0010.000.00资料来源：Wind金融终端、火富牛、中原证券研究所资料来源：Wind金融终端、火富牛、中原证券研究所80706050403020100中原证券金融地产
