主动量化策略周报：双创板块大涨，优基增强组合本周上涨4.17%-20250823

Group 1 - The report highlights the performance of various quantitative investment strategies, with the "Excellent Fund Performance Enhancement Portfolio" achieving a weekly absolute return of 4.17% and a year-to-date return of 22.11% [1][21] - The "Super Expected Selection Portfolio" reported a weekly return of 3.71% and a year-to-date return of 39.73%, outperforming the mixed equity fund index by 15.01% this year [1][29] - The "Brokerage Golden Stock Performance Enhancement Portfolio" had a weekly return of 3.94% and a year-to-date return of 27.90%, exceeding the mixed equity fund index by 3.18% [1][36] - The "Growth and Stability Portfolio" achieved a weekly return of 3.38% and a year-to-date return of 45.63%, outperforming the mixed equity fund index by 20.91% [2][41] Group 2 - The "Excellent Fund Performance Enhancement Portfolio" is constructed by benchmarking against active equity funds rather than broad market indices, utilizing quantitative methods to enhance performance [3][17] - The "Super Expected Selection Portfolio" is built by screening stocks based on expected performance and analyst profit revisions, focusing on both fundamental and technical aspects [4][22] - The "Brokerage Golden Stock Performance Enhancement Portfolio" leverages a stock pool from brokerage recommendations, optimizing the portfolio to align with the performance of the brokerage stock pool [5][30] - The "Growth and Stability Portfolio" employs a two-dimensional evaluation system for growth stocks, prioritizing those closer to their earnings report dates to capture potential excess returns [6][62] Group 3 - The report provides a comprehensive performance overview of the portfolios, indicating that the "Excellent Fund Performance Enhancement Portfolio" ranks in the 49.21 percentile among active equity funds this year [1][21] - The "Super Expected Selection Portfolio" ranks in the 14.36 percentile among active equity funds, demonstrating strong performance relative to peers [1][29] - The "Brokerage Golden Stock Performance Enhancement Portfolio" ranks in the 33.90 percentile among active equity funds, indicating competitive performance [1][36] - The "Growth and Stability Portfolio" ranks in the 8.91 percentile among active equity funds, showcasing its effectiveness in capturing growth opportunities [2][41]