小盘重拾升势，年内涨近30%的中证2000增强ETF(159552)规模连增10日

Group 1 - The small-cap stocks have regained upward momentum, with the CSI 2000 Enhanced ETF (159552) increasing by 0.18% as of 9:55 AM, and showing a year-to-date increase of nearly 30% [1] - The CSI 2000 Enhanced ETF has seen a cumulative increase of 29.47% this year, with a significant inflow of funds and a continuous growth in scale for 10 consecutive days, resulting in a year-to-date scale growth of 722.42% [1] - From a calendar effect perspective, the average excess returns of various factors in July from 2015 to 2024 indicate that stocks with low valuation, low volatility, high profitability stability, and high dividend yield tend to perform well [1] Group 2 - The momentum factor shows an average monthly return of only 0.22% in July, with a win rate of 50%, suggesting that trend-following strategies are not favored during this month historically [1] - Overall, the advantageous factors in July exhibit significant defensive characteristics, and focusing on small-cap styles while selecting stocks with stable profit growth and high dividends may yield both beta and alpha returns [1]