戴维斯双击策略本周超额收益1.87%

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 "double-click" effect on earnings per share (EPS) and PE [1][7] - The strategy achieved an annualized return of 26.45% during the backtest period from 2010 to 2017, outperforming the benchmark by 21.08% [8] - Year-to-date, the strategy has generated an absolute return of 51.95%, exceeding the CSI 500 index by 26.72%, with a weekly excess return of 1.87% [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 [2][11] - Since 2010, this strategy has achieved an annualized return of 29.51%, with an annualized excess return of 26.51% [12] - This year, the strategy has recorded an absolute return of 55.07%, outperforming the benchmark index by 29.84%, with a weekly excess return of 0.71% [12] Group 3: Enhanced CSI 300 Portfolio - The Enhanced CSI 300 portfolio is constructed based on investor preferences categorized as GARP, growth, and value, focusing on finding undervalued stocks with strong profitability and stable growth potential [3][14] - The portfolio has shown stable excess returns in historical backtesting, with a year-to-date excess return of 18.16% relative to the CSI 300 index, and a weekly excess return of 1.47% [16] - The strategy's performance indicates a robust approach to capturing market opportunities based on investor preferences [16]