A professional Hong Kong stock sector rotation analysis tool, providing industry rotation identification, capital flow analysis, and allocation recommendations.
Core Functions
🔄 Rotation Detection
- Sector relative strength analysis
- Capital flow rotation
- Rotation signal identification
- Rotation cycle analysis
📊 Industry Performance
- Ranking of gains and losses by industry
- Industry relative strength
- Industry capital flows
- Industry valuation comparison
💰 Capital Flows
- Industry capital inflows and outflows
- Institutional industry preferences
- Southbound capital industry distribution
- Capital rotation patterns
🎯 Allocation Recommendations
- Industry overweight and underweight recommendations
- Timing rotation opportunities
- Risk diversification recommendations
- Allocation ratio optimization
Use Cases
Industry Allocation
- Identify strong industries
- Seize rotation opportunities
- Optimize industry allocation
- Diversify investment risk
Timing Selection
- Determine rotation timing
- Identify rotation signals
- Seize entry timing
- Control exit timing
Risk Management
- Monitor industry risk
- Identify rotation risk
- Control concentration risk
- Dynamically adjust allocation
Output Content
🔄 Rotation Overview
港股板块轮动 (2026-02-15):
当前轮动阶段: 成长→价值
轮动强度: 中等 (评分: 6.5/10)
轮动持续性: 3周 (预计持续2-4周)
主要驱动力: 估值修复、政策支持
强势板块: 科技、医疗保健、消费品
弱势板块: 地产、公用事业、能源
轮动信号: 明确
📊 Industry Performance Ranking
行业表现TOP10:
1. 科技板块: +3.2% (资金净流入15.2亿) 🚀
2. 医疗保健: +2.8% (资金净流入8.5亿) 📈
3. 消费品: +2.1% (资金净流入6.3亿) 📊
4. 金融板块: +1.5% (资金净流入12.8亿) 💰
5. 工业板块: +1.2% (资金净流入4.1亿) 🏭
弱势板块:
1. 地产板块: -1.8% (资金净流出5.2亿) 📉
2. 公用事业: -1.2% (资金净流出2.1亿) 💡
3. 能源板块: -0.9% (资金净流出1.8亿) ⚡
💰 Capital Flow Analysis
行业资金流向 (近5日):
净流入行业:
• 科技板块: +68.5亿 (主要流入)
• 医疗保健: +32.1亿 (持续流入)
• 消费品: +28.7亿 (稳定流入)
净流出行业:
• 地产板块: -25.3亿 (持续流出)
• 公用事业: -12.6亿 (资金撤离)
• 能源板块: -8.9亿 (弱势流出)
资金轮动模式: 成长→价值
轮动确定性: 高 (75%)
🎯 Allocation Recommendations
行业配置建议:
超配 (超配5-10%):
• 科技板块 (权重: 25%)
• 医疗保健 (权重: 15%)
• 消费品 (权重: 20%)
标配 (维持基准):
• 金融板块 (权重: 20%)
• 工业板块 (权重: 10%)
低配 (低配5-10%):
• 地产板块 (权重: 5%)
• 公用事业 (权重: 3%)
• 能源板块 (权重: 2%)
风险提示: 关注科技板块估值风险
Rotation Indicators
Relative Strength Indicators
- Relative strength:
行业收益率 / 市场收益率 - Relative strength ranking: Industry relative strength ranking
- Relative strength momentum: Rate of change of relative strength
- Relative strength trend: Direction of relative strength trend
Capital Flow Indicators
- Net capital inflow: Amount of net capital inflow by industry
- Capital inflow share: Proportion of industry inflows to total inflows
- Capital inflow sustainability: Number of consecutive inflow days
- Capital inflow intensity: Single-day inflow intensity
Rotation Signal Indicators
- Rotation signal strength: Strength of the rotation signal
- Rotation sustainability: Expected duration of rotation
- Rotation certainty: Certainty of the rotation signal
- Rotation cycle: Length of rotation cycle
Technical Analysis
Trend Analysis
- Industry trend: Trend direction of each industry
- Rotation trend: Overall rotation trend
- Relative trend: Industry relative trend
- Trend strength: Trend strength assessment
Pattern Recognition
- Rotation pattern: Identify rotation patterns
- Cycle pattern: Rotation Cycle Patterns
- Capital Patterns: Capital Flow Patterns
- Divergence Patterns: Price and Capital Divergence
Data Sources
Primary Data Sources
- Hong Kong Stock Exchange: Industry Classification and Trading Data
- Data Providers: Industry Capital Flow Data
- Brokerage Research: Industry Research Reports
- Capital Flows: Southbound Capital Industry Data
Data Update Frequency
- Real-Time Data: Real-time updates during trading hours
- Daily Data: Updated after daily market close
- Capital Data: Daily updates
- Historical Data: Over 5 years of historical data
Usage
Basic Query
# 获取轮动概览
python scripts/sector_rotation.py --overview
# 获取行业表现
python scripts/sector_rotation.py --performance
# 获取资金流向
python scripts/sector_rotation.py --flow
# 获取配置建议
python scripts/sector_rotation.py --allocation
Advanced Analysis
# 轮动信号检测
python scripts/sector_rotation.py --signals
# 轮动历史分析
python scripts/sector_rotation.py --history 30
# 轮动周期分析
python scripts/sector_rotation.py --cycle
# 轮动预测
python scripts/sector_rotation.py --forecast
Configuration Options
Analysis Options
# 相对强度分析
python scripts/sector_rotation.py --relative-strength
# 资金流向分析
python scripts/sector_rotation.py --flow-analysis
# 轮动模式分析
python scripts/sector_rotation.py --pattern
# 风险分析
python scripts/sector_rotation.py --risk
Time Options
# 日度分析
python scripts/sector_rotation.py --daily
# 周度分析
python scripts/sector_rotation.py --weekly
# 月度分析
python scripts/sector_rotation.py --monthly
Output Format
Table Format
┌─────────────┬──────────┬─────────┬──────────┬──────────┐
│ 行业名称 │ 涨跌幅 │ 资金流向 │ 相对强度 │ 配置建议 │
├─────────────┼──────────┼─────────┼──────────┼──────────┤
│ 科技板块 │ +3.2% │ +15.2亿 │ 1.75 │ 超配 │
│ 医疗保健 │ +2.8% │ +8.5亿 │ 1.52 │ 超配 │
│ 消费品 │ +2.1% │ +6.3亿 │ 1.21 │ 超配 │
│ 金融板块 │ +1.5% │ +12.8亿 │ 0.95 │ 标配 │
│ 地产板块 │ -1.8% │ -5.2亿 │ 0.68 │ 低配 │
└─────────────┴──────────┴─────────┴──────────┴──────────┘
JSON Format
{
"date": "2026-02-15",
"rotation_overview": {
"current_phase": "成长→价值",
"rotation_strength": 6.5,
"duration_weeks": 3,
"main_drivers": ["估值修复", "政策支持"]
},
"sector_performance": [
{"sector": "科技", "return": 3.2, "flow": 1520000000, "relative_strength": 1.75}
],
"allocation_suggestions": {
"overweight": ["科技", "医疗保健", "消费品"],
"equal_weight": ["金融", "工业"],
"underweight": ["地产", "公用事业", "能源"]
}
}
Notes
- Industry Classification: Ensure industry classification consistency
- Data Delay: Capital flow data may be delayed
- Rotation Cycle: Rotation cycles may be irregular
- External Factors: Consider macroeconomic policy impacts
- Liquidity: Consider differences in industry liquidity
Changelog
v1.0.0 (2026-02-15)
- Initial version release
- Support sector rotation detection
- Industry performance analysis
- Capital flow analysis
- Configuration recommendation generation
Hong Kong Stock Sector Rotation Detector - Professional Industry Rotation Analysis Tool