净利润断层策略本周超额收益1.81%

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% [10] - Year-to-date, the strategy has delivered a cumulative absolute return of 55.24%, exceeding the CSI 500 index by 28.47% [11] 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 29.60%, with an annualized excess return of 26.53% over the benchmark [14] - The cumulative absolute return for the current year is 60.18%, with an excess return of 33.40% over the benchmark index [14] Group 3: Enhanced CSI 300 Portfolio - The Enhanced CSI 300 portfolio is constructed based on investor preference factors, including GARP (Growth at a Reasonable Price), growth, and value investing styles [15] - The strategy seeks undervalued stocks with strong profitability and stable growth potential, utilizing PBROE and PEG factors for stock selection [15] - Year-to-date, the portfolio has outperformed the CSI 300 index by 16.27% [17]