沪深300增强本周超额基准1.13%

Group 1: Davis Double-Click Strategy - The Davis Double-Click strategy involves buying stocks with low price-to-earnings (PE) ratios that have growth potential, selling them once growth is realized and PE increases, thus achieving a "double-click" effect on earnings per share (EPS) and PE [8][10] - The strategy achieved an annualized return of 26.45% during the backtest period from 2010 to 2017, outperforming the benchmark by 21.08% [10] - Year-to-date, the strategy has generated a cumulative absolute return of 14.32%, exceeding the CSI 500 index by 15.59% [11] Group 2: Net Profit Gap Strategy - The Net Profit Gap strategy focuses on selecting stocks based on fundamental and technical resonance, where "net profit" refers to earnings surprises and "gap" indicates a significant upward price jump on the first trading day after earnings announcements [13][17] - Since 2010, this strategy has achieved an annualized return of 28.67%, with an annualized excess return of 27.15% over the benchmark [17] - The current year's cumulative absolute return for this strategy is 16.76%, outperforming the benchmark by 18.03% [17] Group 3: Enhanced CSI 300 Portfolio - The Enhanced CSI 300 portfolio is constructed based on investor preferences, including GARP (Growth at a Reasonable Price), growth, and value investing styles, focusing on stocks with low valuations and strong profitability [19] - Historical backtesting shows stable excess returns for this strategy, with a year-to-date excess return of 8.60% relative to the CSI 300 index [19][20] - The strategy has achieved a weekly excess return of 1.13% and a monthly excess return of 2.18% [20]