Task #4 R2 Growth Leader Precheck
Method: rank actual leaders from 2024-09-24 to 2026-05-16, then map durable clusters to liquid ETF representatives. Phase A baseline remains on hold until Kaite/RayDario final pick.
Top Industry Indices Since 2024-09-24
| order_book_id | start | end | days | total_return | ann_return | ann_vol | sharpe | symbol | excess_vs_hs300 |
|---|---|---|---|---|---|---|---|---|---|
| 801102.INDX | 2024-09-24 | 2026-05-15 | 393 | 374.75% | 171.49% | 46.34% | 370.06% | 申银万国指数-通信设备 | 329.77% |
| 801083.INDX | 2024-09-24 | 2026-05-15 | 393 | 298.38% | 142.62% | 45.43% | 313.90% | 申银万国指数-元件 | 253.40% |
| 801770.INDX | 2024-09-24 | 2026-05-15 | 393 | 258.93% | 126.93% | 38.95% | 325.90% | 申银万国指数-通信 | 213.95% |
| 801081.INDX | 2024-09-24 | 2026-05-15 | 393 | 232.78% | 116.18% | 41.76% | 278.23% | 申银万国指数-半导体 | 187.80% |
| 801086.INDX | 2024-09-24 | 2026-05-15 | 393 | 207.48% | 105.50% | 38.66% | 272.85% | 申银万国指数-电子化学品Ⅱ | 162.50% |
| 801080.INDX | 2024-09-24 | 2026-05-15 | 393 | 188.61% | 97.32% | 36.81% | 264.37% | 申银万国指数-电子 | 143.63% |
| 801078.INDX | 2024-09-24 | 2026-05-15 | 393 | 167.83% | 88.08% | 39.05% | 225.56% | 申银万国指数-自动化设备 | 122.85% |
| 801230.INDX | 2024-09-24 | 2026-05-15 | 393 | 156.35% | 82.88% | 32.93% | 251.66% | 申银万国指数-综合 | 111.37% |
| 801050.INDX | 2024-09-24 | 2026-05-15 | 393 | 123.47% | 67.46% | 32.76% | 205.91% | 申银万国指数-有色金属 | 78.49% |
| 801085.INDX | 2024-09-24 | 2026-05-15 | 393 | 122.01% | 66.77% | 38.13% | 175.11% | 申银万国指数-消费电子 | 77.03% |
| 801890.INDX | 2024-09-24 | 2026-05-15 | 393 | 114.69% | 63.21% | 29.45% | 214.63% | 申银万国指数-机械设备 | 69.71% |
| 801730.INDX | 2024-09-24 | 2026-05-15 | 393 | 105.41% | 58.66% | 32.74% | 179.17% | 申银万国指数-电力设备 | 60.43% |
| 801972.INDX | 2024-09-24 | 2026-05-15 | 393 | 100.91% | 56.42% | 28.42% | 198.50% | 申银万国指数-环保设备Ⅱ | 55.93% |
| 801103.INDX | 2024-09-24 | 2026-05-15 | 393 | 82.54% | 47.09% | 40.81% | 115.39% | 申银万国指数-IT服务Ⅱ | 37.56% |
| 801710.INDX | 2024-09-24 | 2026-05-15 | 393 | 77.14% | 44.29% | 26.00% | 170.32% | 申银万国指数-建筑材料 | 32.16% |
| 801093.INDX | 2024-09-24 | 2026-05-15 | 393 | 76.93% | 44.18% | 27.44% | 161.01% | 申银万国指数-汽车零部件 | 31.95% |
| 801740.INDX | 2024-09-24 | 2026-05-15 | 393 | 76.00% | 43.69% | 33.88% | 128.93% | 申银万国指数-国防军工 | 31.02% |
| 801765.INDX | 2024-09-24 | 2026-05-15 | 393 | 75.57% | 43.46% | 39.67% | 109.57% | 申银万国指数-广告营销 | 30.59% |
| 801030.INDX | 2024-09-24 | 2026-05-15 | 393 | 72.27% | 41.73% | 24.68% | 169.07% | 申银万国指数-基础化工 | 27.29% |
| 801101.INDX | 2024-09-24 | 2026-05-15 | 393 | 68.86% | 39.92% | 32.41% | 123.17% | 申银万国指数-计算机设备 | 23.88% |
| 801750.INDX | 2024-09-24 | 2026-05-15 | 393 | 68.25% | 39.60% | 37.64% | 105.21% | 申银万国指数-计算机 | 23.27% |
| 801156.INDX | 2024-09-24 | 2026-05-15 | 393 | 64.57% | 37.63% | 37.42% | 100.58% | 申银万国指数-医疗服务 | 19.59% |
| 801970.INDX | 2024-09-24 | 2026-05-15 | 393 | 63.70% | 37.17% | 24.34% | 152.72% | 申银万国指数-环保 | 18.72% |
| 801760.INDX | 2024-09-24 | 2026-05-15 | 393 | 62.10% | 36.31% | 34.90% | 104.04% | 申银万国指数-传媒 | 17.12% |
| 801104.INDX | 2024-09-24 | 2026-05-15 | 393 | 57.23% | 33.67% | 40.56% | 83.00% | 申银万国指数-软件开发 | 12.25% |
| 801971.INDX | 2024-09-24 | 2026-05-15 | 393 | 55.42% | 32.68% | 23.94% | 136.53% | 申银万国指数-环境治理 | 10.44% |
| 801140.INDX | 2024-09-24 | 2026-05-15 | 393 | 54.70% | 32.28% | 23.40% | 137.97% | 申银万国指数-轻工制造 | 9.72% |
| 801880.INDX | 2024-09-24 | 2026-05-15 | 393 | 52.52% | 31.08% | 24.71% | 125.80% | 申银万国指数-汽车 | 7.54% |
| 801096.INDX | 2024-09-24 | 2026-05-15 | 393 | 47.02% | 28.03% | 27.61% | 101.52% | 申银万国指数-商用车 | 2.04% |
| 801720.INDX | 2024-09-24 | 2026-05-15 | 393 | 44.04% | 26.37% | 23.11% | 114.10% | 申银万国指数-建筑装饰 | -0.94% |
ETF Candidates Ranked By 2024-09-24 Return
| order_book_id | label | cluster | listed_date | total_return | sharpe | turnover_60d_rmb | corr252_159781.XSHE | corr252_512100.XSHG | corr252_512400.XSHG | corr252_515210.XSHG | corr252_515220.XSHG | corr252_159870.XSHE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 515880.XSHG | 通信设备 | communications | 2019-09-06 | 3.16 | 3.44 | 1896756503.85 | 0.87 | 0.64 | 0.36 | 0.25 | -0.11 | 0.25 |
| 515050.XSHG | 5G通信 | communications | 2019-10-16 | 2.63 | 3.13 | 493021729.43 | 0.91 | 0.68 | 0.37 | 0.26 | -0.11 | 0.28 |
| 512480.XSHG | 半导体 | semiconductor_chip | 2019-06-12 | 2.16 | 2.76 | 1397101167.63 | 0.86 | 0.74 | 0.46 | 0.31 | -0.08 | 0.39 |
| 512220.XSHG | TMT150 | tmt | 2014-08-19 | 2.11 | 2.96 | 14502497.27 | 0.95 | 0.78 | 0.45 | 0.33 | -0.10 | 0.37 |
| 512760.XSHG | 半导体芯片 | semiconductor_chip | 2019-06-12 | 2.01 | 2.60 | 323909278.13 | 0.85 | 0.73 | 0.45 | 0.31 | -0.07 | 0.39 |
| 159995.XSHE | 半导体芯片 | semiconductor_chip | 2020-02-10 | 1.99 | 2.55 | 820201740.44 | 0.86 | 0.71 | 0.44 | 0.30 | -0.06 | 0.38 |
| 159819.XSHE | 人工智能 | ai_compute | 2020-09-23 | 1.98 | 2.68 | 598743358.55 | 0.94 | 0.75 | 0.42 | 0.29 | -0.14 | 0.29 |
| 159801.XSHE | 半导体芯片 | semiconductor_chip | 2020-02-18 | 1.98 | 2.54 | 137323017.11 | 0.86 | 0.70 | 0.44 | 0.30 | -0.06 | 0.38 |
| 515070.XSHG | 人工智能 | ai_compute | 2019-12-24 | 1.96 | 2.71 | 227246570.68 | 0.93 | 0.75 | 0.41 | 0.29 | -0.13 | 0.29 |
| 512930.XSHG | 人工智能 | ai_compute | 2019-08-23 | 1.95 | 2.67 | 155787173.03 | 0.93 | 0.74 | 0.42 | 0.29 | -0.13 | 0.29 |
| 159781.XSHE | 科创创业50 | broad_growth_proxy | 2021-07-05 | 1.87 | 2.36 | 244934652.18 | 1.00 | 0.72 | 0.45 | 0.30 | -0.05 | 0.38 |
| 159539.XSHE | 信创 | xinchuang | 2023-09-28 | 1.56 | 2.06 | 2920794.33 | 0.84 | 0.78 | 0.48 | 0.37 | -0.06 | 0.40 |
| 159537.XSHE | 信息技术创新 | xinchuang | 2023-10-10 | 1.53 | 2.03 | 5929859.12 | 0.83 | 0.78 | 0.48 | 0.36 | -0.06 | 0.39 |
| 159890.XSHE | 云计算 | cloud_data | 2021-04-02 | 1.45 | 1.93 | 47952357.63 | 0.79 | 0.77 | 0.43 | 0.35 | -0.11 | 0.27 |
| 516510.XSHG | 云计算大数据 | cloud_data | 2021-04-07 | 1.45 | 1.95 | 171281800.25 | 0.78 | 0.76 | 0.42 | 0.34 | -0.12 | 0.26 |
| 560800.XSHG | 数字经济 | digital_economy | 2022-01-07 | 1.40 | 2.08 | 10927078.10 | 0.86 | 0.80 | 0.49 | 0.37 | -0.05 | 0.42 |
| 159658.XSHE | 数字经济 | digital_economy | 2022-10-12 | 1.31 | 1.94 | 7125195.43 | 0.87 | 0.78 | 0.47 | 0.36 | -0.05 | 0.41 |
| 515700.XSHG | 新能源车 | new_energy | 2020-02-10 | 1.15 | 1.90 | 81975194.67 | 0.61 | 0.67 | 0.64 | 0.47 | 0.17 | 0.70 |
| 515030.XSHG | 新能源汽车 | new_energy | 2020-03-04 | 1.12 | 1.87 | 291435202.23 | 0.61 | 0.67 | 0.64 | 0.47 | 0.18 | 0.70 |
| 159770.XSHE | 机器人 | robotics | 2021-11-08 | 1.02 | 1.61 | 251020954.34 | 0.69 | 0.81 | 0.41 | 0.39 | -0.11 | 0.41 |
| 562500.XSHG | 机器人 | robotics | 2021-12-29 | 1.01 | 1.62 | 841637880.67 | 0.68 | 0.80 | 0.42 | 0.38 | -0.11 | 0.41 |
| 159551.XSHE | 机器人 | robotics | 2023-11-16 | 0.99 | 1.59 | 21446297.87 | 0.67 | 0.80 | 0.42 | 0.38 | -0.10 | 0.41 |
| 516160.XSHG | 新能源 | new_energy | 2021-02-04 | 0.92 | 1.63 | 327392996.72 | 0.62 | 0.68 | 0.64 | 0.53 | 0.27 | 0.67 |
| 159875.XSHE | 新能源 | new_energy | 2021-08-17 | 0.91 | 1.56 | 106776106.97 | 0.62 | 0.68 | 0.62 | 0.52 | 0.26 | 0.65 |
| 512100.XSHG | 中证1000 | small_cap | 2016-11-04 | 0.90 | 1.86 | 2534176405.83 | 0.72 | 1.00 | 0.65 | 0.66 | 0.10 | 0.61 |
| 512720.XSHG | 计算机 | computer_software | 2019-08-16 | 0.84 | 1.29 | 40620043.58 | 0.71 | 0.84 | 0.49 | 0.44 | -0.05 | 0.38 |
| 159998.XSHE | 计算机 | computer_software | 2020-04-13 | 0.83 | 1.27 | 119033613.78 | 0.71 | 0.84 | 0.48 | 0.44 | -0.04 | 0.38 |
| 512660.XSHG | 军工 | defense | 2016-08-08 | 0.69 | 1.18 | 481894040.77 | 0.48 | 0.75 | 0.41 | 0.48 | -0.00 | 0.36 |
| 159638.XSHE | 高端装备 | advanced_equipment | 2022-08-12 | 0.65 | 1.05 | 66258935.88 | 0.45 | 0.71 | 0.38 | 0.46 | -0.03 | 0.34 |
| 159852.XSHE | 软件服务 | computer_software | 2021-02-09 | 0.54 | 0.80 | 442992494.43 | 0.59 | 0.80 | 0.46 | 0.43 | -0.05 | 0.36 |
| 515230.XSHG | 软件 | computer_software | 2021-03-02 | 0.53 | 0.78 | 197201614.38 | 0.58 | 0.80 | 0.44 | 0.42 | -0.04 | 0.35 |
| 512710.XSHG | 军工龙头 | defense | 2019-08-26 | 0.47 | 0.78 | 509481351.28 | 0.39 | 0.65 | 0.37 | 0.45 | 0.01 | 0.34 |
| 512170.XSHG | 医疗 | healthcare_innovation | 2019-06-17 | 0.17 | 0.38 | 590307260.12 | 0.46 | 0.67 | 0.46 | 0.48 | 0.08 | 0.45 |
| 512010.XSHG | 医药 | healthcare_innovation | 2013-10-28 | 0.12 | 0.29 | 449508216.48 | 0.44 | 0.53 | 0.44 | 0.40 | 0.06 | 0.42 |
Best Representative By Cluster
| cluster | order_book_id | label | listed_date | total_return | sharpe | turnover_60d_rmb | corr252_159781.XSHE | corr252_512100.XSHG | corr252_512400.XSHG | corr252_159870.XSHE |
|---|---|---|---|---|---|---|---|---|---|---|
| communications | 515880.XSHG | 通信设备 | 2019-09-06 | 3.16 | 3.44 | 1896756503.85 | 0.87 | 0.64 | 0.36 | 0.25 |
| semiconductor_chip | 512480.XSHG | 半导体 | 2019-06-12 | 2.16 | 2.76 | 1397101167.63 | 0.86 | 0.74 | 0.46 | 0.39 |
| tmt | 512220.XSHG | TMT150 | 2014-08-19 | 2.11 | 2.96 | 14502497.27 | 0.95 | 0.78 | 0.45 | 0.37 |
| ai_compute | 159819.XSHE | 人工智能 | 2020-09-23 | 1.98 | 2.68 | 598743358.55 | 0.94 | 0.75 | 0.42 | 0.29 |
| broad_growth_proxy | 159781.XSHE | 科创创业50 | 2021-07-05 | 1.87 | 2.36 | 244934652.18 | 1.00 | 0.72 | 0.45 | 0.38 |
| xinchuang | 159539.XSHE | 信创 | 2023-09-28 | 1.56 | 2.06 | 2920794.33 | 0.84 | 0.78 | 0.48 | 0.40 |
| cloud_data | 516510.XSHG | 云计算大数据 | 2021-04-07 | 1.45 | 1.95 | 171281800.25 | 0.78 | 0.76 | 0.42 | 0.26 |
| digital_economy | 560800.XSHG | 数字经济 | 2022-01-07 | 1.40 | 2.08 | 10927078.10 | 0.86 | 0.80 | 0.49 | 0.42 |
| new_energy | 515030.XSHG | 新能源汽车 | 2020-03-04 | 1.12 | 1.87 | 291435202.23 | 0.61 | 0.67 | 0.64 | 0.70 |
| robotics | 159770.XSHE | 机器人 | 2021-11-08 | 1.02 | 1.61 | 251020954.34 | 0.69 | 0.81 | 0.41 | 0.41 |
| small_cap | 512100.XSHG | 中证1000 | 2016-11-04 | 0.90 | 1.86 | 2534176405.83 | 0.72 | 1.00 | 0.65 | 0.61 |
| defense | 512660.XSHG | 军工 | 2016-08-08 | 0.69 | 1.18 | 481894040.77 | 0.48 | 0.75 | 0.41 | 0.36 |
| advanced_equipment | 159638.XSHE | 高端装备 | 2022-08-12 | 0.65 | 1.05 | 66258935.88 | 0.45 | 0.71 | 0.38 | 0.34 |
| computer_software | 159852.XSHE | 软件服务 | 2021-02-09 | 0.54 | 0.80 | 442992494.43 | 0.59 | 0.80 | 0.46 | 0.36 |
| healthcare_innovation | 512170.XSHG | 医疗 | 2019-06-17 | 0.17 | 0.38 | 590307260.12 | 0.46 | 0.67 | 0.46 | 0.45 |
Engineering Read
- Use actual 2024-09-24 leader clusters as evidence; do not mechanically add AI/new-energy/robotics unless they show leadership and non-overlap.
- If representative ETF has corr252 > 0.70 with 159781.XSHE, prefer 159781 coverage unless the cluster has distinct secular importance and strong leadership.
- If multiple ETFs in the same cluster have corr > 0.60, choose one representative rather than adding all.
- Compare with old R2 physical-chain ETFs to preserve the 'growth-sensitive assets' split between physical chain and productivity chain.