多元资产周度报告：中证1000日线级别出现空头信号

目录1、多元资产行情速览............................................................................................................................................................................41.1、市场价格变动..................................................................................................................................................................................41.2、中美国债利率..................................................................................................................................................................................52、多元资产之间的强弱关系...............................................................................................................................................................52.1.1、股票之间的强弱关系.............................................................................................................................................................52.1.2、商品之间的强弱关系.............................................................................................................................................................62.1.3、国债之间的强弱关系.............................................................................................................................................................82.1.4、股债强弱...................................................................................................................................................................................82.1.5、债商强弱...................................................................................................................................................................................93、多元资产信号跟踪及模拟净值......................................................................................................................................................93.1、多元资产信号一周回顾.................................................................................................................................................................93.2、多元资产模拟净值.......................................................................................................................................................................103.2.1、国债策略模拟净值跟踪.......................................................................................................................................................103.2.2、多元资产组合模拟净值跟踪..............................................................................................................................................114、风险提示..............................................................................................................................................................................................11 2期货研究报告 图表目录图表1：多元资产周度行情数据................................................................................................................................................................................................4图表2：美国国债实际收益率（%）........................................................................................................................................................................................5图表3：政策性金融债(国开)到期收益率曲线（%）.........................................................................................................................................................5图表4：中国固定利率国债关键期限到期收益率（%）..................................................................................................................................................5图表5：沪深300与中证1000之比..........................................................................................................................................................................................6图表6：纳斯达克与富时100之比............................................................................................................................................................................................6图表7：纳斯达克与德国DAX之比.........................................................................................................................................................................................6图表8：纳斯达克与日经225之比............................................................................................................................................................................................6图表9：中证商品指数与金属指数之比..................................................................................................................................................................................7图表10：中证商品指数与化工指数之比................................................................................................................................................................................7图表11：中证商品指数与能源指数之比................................................................................................................................................................................7图表12：中证商品指数与农产品指数之比.......................................................................................................................