净利润断层策略本周绝对收益3.69%

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 multiplier effect on earnings per share (EPS) and PE [2][8] - The strategy achieved an annualized return of 26.45% during the backtest period from 2010 to 2017, outperforming the benchmark by 21.08% [9] - Year-to-date, the strategy has generated a cumulative absolute return of 44.43%, exceeding the CSI 500 index by 25.27% [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 [3][12] - Since 2010, this strategy has achieved an annualized return of 29.13%, with an annualized excess return of 26.45% [14] - The current year's cumulative absolute return for this strategy is 48.09%, outperforming the benchmark index by 28.93% [14] 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, aiming to identify undervalued stocks with strong profitability and stable growth potential [4][15] - The portfolio has shown stable excess returns historically, with a year-to-date excess return of 17.17% relative to the CSI 300 index [17] - The strategy's performance this week has resulted in an excess return of -2.79% [17]