沪深300增强本周超额基准2.57%

Group 1: Davis Double-Click Strategy - The Davis Double-Click strategy involves buying stocks with growth potential at lower price-to-earnings (PE) ratios, selling them once growth is realized and PE increases, achieving a "double-click" effect on earnings per share (EPS) and PE [1][8] - 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 14.81%, exceeding the benchmark by 14.17% [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] - Since 2010, this strategy has achieved an annualized return of 28.88%, with an annualized excess return of 27.23% [16] - The current year's cumulative absolute return for the strategy is 20.66%, outperforming the benchmark by 20.02% [16] 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, utilizing PBROE and PEG factors to identify undervalued stocks with strong profitability and growth potential [18] - The portfolio has shown stable excess returns in historical backtesting, with a year-to-date excess return of 13.29% relative to the CSI 300 index [22] - The strategy has achieved a weekly excess return of 2.57% [22]