主动量化策略周报：大盘股领涨，四大主动量化组合本周均战胜股基指数-2025-03-15

Core Insights - The report highlights the performance of four active quantitative strategies, all of which outperformed the stock index this week, with the micro-cap stocks leading the gains [1][11]. Group 1: Performance Overview - The Excellent Fund Performance Enhancement Portfolio achieved an absolute return of 1.50% this week, with a relative excess return of 1.05% over the mixed equity fund index. Year-to-date, it has an absolute return of 5.84% and a relative excess return of -2.53% [1][18]. - The Outperformance Selection Portfolio recorded an absolute return of 0.64% this week, with a relative excess return of 0.19%. Year-to-date, it has an absolute return of 11.42% and a relative excess return of 3.06% [1][23]. - The Broker Golden Stock Performance Enhancement Portfolio achieved an absolute return of 1.14% this week, with a relative excess return of 0.69%. Year-to-date, it has an absolute return of 8.59% and a relative excess return of 0.22% [1][28]. - The Growth Stability Portfolio recorded an absolute return of 1.31% this week, with a relative excess return of 0.86%. Year-to-date, it has an absolute return of 13.33% and a relative excess return of 4.97% [1][33]. Group 2: Strategy Descriptions - The Excellent Fund Performance Enhancement Portfolio is constructed by benchmarking against active equity funds rather than broad indices, utilizing quantitative methods to enhance performance based on the holdings of top-performing funds [3][14]. - The Outperformance Selection Portfolio is built by screening stocks based on positive earnings surprises and analyst upgrades, selecting those with both fundamental support and technical resonance [4][19]. - The Broker Golden Stock Performance Enhancement Portfolio uses a stock pool from broker recommendations, optimizing the selection to minimize deviation from the pool while aiming to outperform the mixed equity fund index [5][49]. - The Growth Stability Portfolio employs a two-dimensional evaluation system for growth stocks, prioritizing those closer to their earnings report dates and using multi-factor scoring to select high-quality stocks [6][29]. Group 3: Year-to-Date Rankings - The Excellent Fund Performance Enhancement Portfolio ranks in the 60.48th percentile among active equity funds [1][18]. - The Outperformance Selection Portfolio ranks in the 24.39th percentile among active equity funds [1][23]. - The Broker Golden Stock Performance Enhancement Portfolio ranks in the 40.56th percentile among active equity funds [1][28]. - The Growth Stability Portfolio ranks in the 17.27th percentile among active equity funds [1][33].