净利润断层策略本周超额收益0.54%

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 [1][8] - The strategy 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 50.54%, exceeding the CSI 500 index by 28.00%, with a weekly excess return of 0.24% [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 [2][12] - Since 2010, this strategy has achieved an annualized return of 29.18%, with an annualized excess return of 26.33% over the benchmark [13] - This year, the strategy has recorded an absolute return of 52.17%, outperforming the benchmark by 29.63%, with a weekly excess return of 0.54% [2][13] 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, utilizing PBROE and PEG factors to identify undervalued stocks with strong profitability and growth potential [3][15] - The portfolio has shown stable excess returns in historical backtesting, with a year-to-date excess return of 16.56% relative to the CSI 300 index, a weekly excess return of -0.41%, and a monthly excess return of 0.94% [17]