热点主题回调，电子增强组合跑出超额

• The report discusses the performance of various quantitative strategies, including the "Dividend Selection Strategy" and the "Industry High Success Rate Strategy," which were launched by the Changjiang Financial Engineering team since July 2023[5][13][15] - The "Dividend Selection Strategy" includes two products: the "Central State-Owned Enterprises High Dividend 30 Portfolio" and the "Balanced Dividend 50 Portfolio"[15] - The "Industry Enhancement Series" focuses on the electronics sector and includes two products: the "Electronics Balanced Allocation Enhancement Portfolio" and the "Electronics Sector Preferred Enhancement Portfolio"[15] Quantitative Models and Construction Methods 1. Model Name: Central State-Owned Enterprises High Dividend 30 Portfolio - Model Construction Idea: Focuses on high dividend stocks within central state-owned enterprises[15] - Model Construction Process: The portfolio is constructed by selecting 30 high dividend stocks from central state-owned enterprises, aiming to outperform the CSI Dividend Total Return Index[15] - Model Evaluation: The model has shown to outperform the CSI Dividend Total Return Index by approximately 0.01% in the reported period[16][25] 2. Model Name: Electronics Balanced Allocation Enhancement Portfolio - Model Construction Idea: Aims to balance allocation within the electronics sector to achieve enhanced returns[15] - Model Construction Process: The portfolio is constructed by selecting stocks within the electronics sector and balancing the allocation to achieve a defensive attribute and enhanced returns[15] - Model Evaluation: The model outperformed the electronics index by approximately 0.81% in the reported period[6][35] 3. Model Name: Electronics Sector Preferred Enhancement Portfolio - Model Construction Idea: Focuses on leading companies in mature sub-sectors within the electronics industry[15] - Model Construction Process: The portfolio is constructed by selecting leading companies in mature sub-sectors within the electronics industry, aiming to achieve enhanced returns[15] - Model Evaluation: The model outperformed the electronics index by approximately 1.48% in the reported period[6][35] Model Backtest Results 1. Central State-Owned Enterprises High Dividend 30 Portfolio - Outperformance: Approximately 0.01% over the CSI Dividend Total Return Index[16][25] 2. Electronics Balanced Allocation Enhancement Portfolio - Outperformance: Approximately 0.81% over the electronics index[6][35] 3. Electronics Sector Preferred Enhancement Portfolio - Outperformance: Approximately 1.48% over the electronics index[6][35]