戴维斯双击策略本周超额收益3.24%

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, thus achieving a "double-click" effect on earnings per share (EPS) and PE [1][7][10] - The strategy achieved an annualized return of 26.45% during the backtest period from 2010 to 2017, outperforming the benchmark by 21.08% [10] - Year-to-date, the strategy has delivered an absolute return of 48.29%, exceeding the CSI 500 index by 27.53%, with a weekly excess return of 3.24% [1][10] Group 2: Net Profit Gap Strategy - The Net Profit Gap strategy focuses on selecting stocks based on fundamental and technical resonance, where "net profit" refers to earnings surprises and "gap" indicates a significant upward price jump on the first trading day after earnings announcements [2][11] - Since 2010, this strategy has achieved an annualized return of 29.05%, with an annualized excess return of 26.28% over the benchmark [2][12] - Year-to-date, the strategy has recorded an absolute return of 46.58%, outperforming the benchmark index by 25.83% [2][12] Group 3: Enhanced CSI 300 Portfolio - The Enhanced CSI 300 Portfolio is constructed based on investor preferences categorized as GARP (Growth at a Reasonable Price), growth-oriented, and value-oriented, focusing on stocks with low valuations and strong profitability [3][14] - The strategy has shown stable excess returns in historical backtesting, with a year-to-date excess return of 14.48% relative to the CSI 300 index [3][17] - The portfolio has experienced a weekly excess return of -1.11% and a monthly excess return of -1.11% [3][17]