净利润断层策略本周超额收益1.34%

Group 1: Davis Double-Click Strategy - The Davis Double-Click strategy involves buying stocks with low price-to-earnings (PE) ratios that have growth potential, and selling them once their growth is realized and PE increases, achieving a multiplier effect on returns [6][9] - The strategy achieved an annualized return of 26.45% during the backtest period from 2010 to 2017, exceeding the benchmark by 21.08% [8] - Year-to-date, the strategy has a cumulative absolute return of 48.70%, outperforming the CSI 500 index by 24.84% [9] 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 [10] - Since 2010, this strategy has achieved an annualized return of 29.43%, with an annualized excess return of 26.44% [12] - Year-to-date, the strategy has a cumulative absolute return of 53.50%, outperforming the benchmark index by 28.67% [12] Group 3: Enhanced CSI 300 Portfolio - The Enhanced CSI 300 portfolio is constructed based on investor preferences, including GARP, growth, and value investing styles, utilizing PBROE and PEG factors to identify undervalued stocks with strong profitability and growth potential [13] - The portfolio has shown stable excess returns historically, with a year-to-date excess return of 16.31% relative to the CSI 300 index [15] - The strategy's performance this week yielded an excess return of 0.88% [15]