主动量化策略周报：小盘成长领跑，成长稳健组合年内满仓上涨35.37%-20250802

Core Insights - The report highlights the performance of various active quantitative strategies, with a focus on the "Excellent Fund Performance Enhancement Portfolio," "Expected Selection Portfolio," "Brokerage Golden Stock Performance Enhancement Portfolio," and "Growth Stability Portfolio" [1][12][30][37] Group 1: Excellent Fund Performance Enhancement Portfolio - The portfolio achieved an absolute return of -1.03% for the week and 11.69% year-to-date, ranking in the 46.32 percentile among active equity funds [20][16] - The strategy aims to outperform the median return of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [3][50] Group 2: Expected Selection Portfolio - This portfolio recorded an absolute return of 2.16% for the week and 27.67% year-to-date, ranking in the 11.53 percentile among active equity funds [29][25] - The strategy selects stocks based on expected performance and analyst upgrades, focusing on both fundamental and technical criteria [4][56] Group 3: Brokerage Golden Stock Performance Enhancement Portfolio - The portfolio had an absolute return of -0.62% for the week and 15.41% year-to-date, ranking in the 33.73 percentile among active equity funds [36][32] - The strategy is based on a selection of stocks from the brokerage's top picks, aiming to optimize the portfolio while minimizing deviation from the benchmark [5][61] Group 4: Growth Stability Portfolio - This portfolio achieved an absolute return of 1.23% for the week and 31.57% year-to-date, ranking in the 8.19 percentile among active equity funds [45][40] - The strategy employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [6][67]