主动量化策略周报：主动股基强势上涨，成长稳健组合年内满仓上涨33.13%-20250719

Core Insights - The report highlights the performance of various active quantitative strategies, indicating that the "Growth and Stability Portfolio" has achieved a year-to-date return of 33.13% [1][2] - The "Excellent Fund Performance Enhancement Portfolio" has shown an absolute return of 10.32% this year, ranking in the 45.63 percentile among active equity funds [1][2] - The "Expected Selection Portfolio" has outperformed the benchmark with a year-to-date return of 24.40%, ranking in the 11.53 percentile among active equity funds [1][2] - The "Brokerage Golden Stock Performance Enhancement Portfolio" has achieved a year-to-date return of 14.13%, ranking in the 31.39 percentile among active equity funds [1][2] Summary by Sections Excellent Fund Performance Enhancement Portfolio - The portfolio aims to outperform the median return of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [3][19] - This week, the portfolio achieved an absolute return of 2.75%, with a year-to-date return of 10.32%, underperforming the benchmark by 0.31% [1][23] - The portfolio's ranking among active equity funds is 1583 out of 3469, placing it in the 45.63 percentile [1][23] Expected Selection Portfolio - This portfolio selects stocks based on expected performance and analyst profit revisions, focusing on both fundamental and technical criteria [4][24] - The portfolio achieved an absolute return of 3.68% this week and 24.40% year-to-date, outperforming the benchmark by 0.62% [1][33] - It ranks 400 out of 3469 in the active equity fund category, placing it in the 11.53 percentile [1][33] Brokerage Golden Stock Performance Enhancement Portfolio - The strategy utilizes a stock pool from brokerage recommendations, aiming to optimize the portfolio while minimizing deviations from the benchmark [5][34] - This week, the portfolio achieved an absolute return of 1.91%, with a year-to-date return of 14.13%, outperforming the benchmark by 1.67% [1][41] - The portfolio ranks 1089 out of 3469 in the active equity fund category, placing it in the 31.39 percentile [1][41] Growth and Stability Portfolio - The portfolio employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements [6][42] - This week, the portfolio achieved an absolute return of 2.15%, with a year-to-date return of 29.61%, outperforming the benchmark by 17.15% [1][50] - It ranks 252 out of 3469 in the active equity fund category, placing it in the 7.26 percentile [1][50]