主动量化策略周报：市场波动加剧，成长稳健组合年内排名主动股基前15.28%-20250412

Core Insights - The report highlights the performance tracking of Guosen Securities' active quantitative strategies, indicating that the market has experienced increased volatility, with various investment combinations showing differing absolute and relative returns against benchmarks [1][13][14]. Group 1: Performance Overview - The Excellent Fund Performance Enhancement Portfolio reported an absolute return of -5.40% for the week and -3.79% year-to-date, ranking in the 71.12 percentile among active equity funds [1][25]. - The Outperformance Selection Portfolio had an absolute return of -5.84% for the week and a positive return of 1.23% year-to-date, ranking in the 31.71 percentile among active equity funds [1][30]. - The Broker's Golden Stock Performance Enhancement Portfolio showed an absolute return of -4.14% for the week and a year-to-date return of 1.97%, ranking in the 27.27 percentile among active equity funds [1][37]. - The Growth Stability Portfolio reported an absolute return of -5.97% for the week and a year-to-date return of 4.93%, ranking in the 15.28 percentile among active equity funds [2][42]. Group 2: Strategy Descriptions - The Excellent Fund Performance Enhancement Portfolio aims to outperform the median returns of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [3][48]. - The Outperformance Selection Portfolio is constructed by filtering stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria [4][55]. - The Broker's Golden Stock Performance Enhancement Portfolio leverages a selection of stocks recommended by brokers, optimizing the portfolio to minimize deviations from the broker's stock pool [5][60]. - The Growth Stability Portfolio employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [6][65].