净利润断层策略今年累计绝对收益59.55%

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 multiplier effect on earnings per share (EPS) and PE [8][10] - The strategy has 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 an absolute return of 58.33%, exceeding the CSI 500 index by 29.12% [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 [12] - Since 2010, this strategy has achieved an annualized return of 29.57%, with a year-to-date absolute return of 59.55%, outperforming the benchmark index by 30.34% [13] - The strategy constructs a portfolio by selecting the top 50 stocks based on upward price gaps following earnings announcements [12] 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, focusing on stocks with low valuations and strong profitability [15] - The portfolio has shown stable excess returns in historical backtesting, with a year-to-date excess return of 17.50% relative to the CSI 300 index [17] - The strategy utilizes factors such as PBROE and PEG to identify undervalued stocks with reliable growth potential [15]