净利润断层本周超额基准1.87%

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][7][10] - The strategy achieved an annualized return of 26.45% during the backtest period from 2010 to 2017, exceeding the benchmark by 21.08% [9] - Year-to-date, the strategy has delivered an absolute return of 12.25%, outperforming the CSI 500 index by 13.76% [10] Group 2: Net Profit Discontinuity Strategy - The Net Profit Discontinuity strategy focuses on selecting stocks based on fundamental and technical resonance, characterized by unexpected earnings and significant upward price gaps on the first trading day post-earnings announcement [2][12] - Since 2010, this strategy has achieved an annualized return of 28.66%, with an annualized excess return of 27.16% over the benchmark [16] - Year-to-date, the strategy has recorded an absolute return of 18.81%, outperforming the benchmark index by 20.32% [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 [3][18] - The portfolio has shown stable excess returns in historical backtesting, with a year-to-date excess return of 13.06% relative to the CSI 300 index [20] - The strategy's performance this week resulted in an excess return of -1.03% [20]