净利润断层本周超额基准1.35%

Group 1: Davis Double-Click Strategy - The Davis Double-Click strategy involves buying stocks with growth potential at lower price-to-earnings (PE) ratios, waiting for growth to manifest, and then selling as the PE increases, achieving a multiplier effect on returns [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 20.07%, outperforming the CSI 500 index by 14.81% [10] Group 2: Net Profit Discontinuity Strategy - The Net Profit Discontinuity strategy focuses on selecting stocks based on fundamental and technical resonance, where "net profit" refers to earnings surprises and "discontinuity" indicates a significant upward price gap on the first trading day after earnings announcements [2][12] - This strategy has achieved an annualized return of 29.48% since 2010, with an annualized excess return of 27.54% over the benchmark [16] - Year-to-date, the strategy has recorded an absolute return of 32.83%, exceeding the benchmark index by 27.56% [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 15.20% relative to the CSI 300 index [20] - The strategy has delivered a weekly excess return of 0.51% and a monthly excess return of 0.58% [20]