主动量化策略周报：微盘与红利齐涨，成长稳健组合年内满仓上涨61.10%-20251108

Core Insights - The report highlights the performance tracking of Guosen Securities' active quantitative strategies, indicating that various combinations have shown different levels of absolute and relative returns against benchmarks [1][12][13]. Summary by Sections Excellent Fund Performance Enhancement Portfolio - This portfolio aims to outperform the median returns of actively managed equity funds, with a year-to-date absolute return of 27.32% and a relative underperformance of -5.23% against the mixed equity fund index [1][22]. - The portfolio's performance for the week was -1.15%, with a relative underperformance of -1.21% against the mixed equity fund index [1][22]. Expected Selection Portfolio - The expected selection portfolio achieved an absolute return of 44.80% year-to-date, outperforming the mixed equity fund index by 12.25% [1][30]. - For the week, the portfolio's absolute return was 0.42%, with a relative outperformance of 0.36% against the mixed equity fund index [1][30]. Broker's Golden Stock Performance Enhancement Portfolio - This portfolio has a year-to-date absolute return of 35.91%, with a relative outperformance of 3.35% against the mixed equity fund index [1][38]. - The weekly performance showed an absolute return of 0.62% and a relative outperformance of 0.55% against the mixed equity fund index [1][38]. Growth and Stability Portfolio - The growth and stability portfolio has a year-to-date absolute return of 53.93%, outperforming the mixed equity fund index by 21.38% [1][46]. - For the week, the portfolio's absolute return was -1.02%, with a relative underperformance of -1.08% against the mixed equity fund index [1][46]. Market Overview - The median stock return for the week was 0.58%, with 55% of stocks rising and 45% falling; for the year, the median stock return was 25.48%, with 85% of stocks rising and 15% falling [2][50]. - The report indicates that the active equity fund median return for the year was 30.19%, with 98% of funds rising [2][50].