Guosen Securities(SZ:002736) Guoxin Securities·2025-11-22 07:09Core Insights - The report tracks the performance of various active quantitative strategies, highlighting the significant adjustments in small-cap growth stocks and the robust performance of the growth steady combination, which has increased by 48.45% year-to-date [1][2][14]. Group 1: Performance Overview - The excellent fund performance enhancement combination recorded an absolute return of -5.06% this week and 18.71% year-to-date, ranking in the 59.18th percentile among active equity funds [1][23]. - The super expectation selection combination had an absolute return of -5.67% this week and 33.39% year-to-date, ranking in the 26.72nd percentile among active equity funds [1][31]. - The broker's golden stock performance enhancement combination achieved an absolute return of -4.15% this week and 27.25% year-to-date, ranking in the 38.69th percentile among active equity funds [1][38]. - The growth steady combination saw an absolute return of -7.33% this week and 43.06% year-to-date, ranking in the 13.84th percentile among active equity funds [2][43]. Group 2: Strategy Descriptions - The excellent fund performance enhancement combination aims to outperform the median return of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [3][19]. - The super expectation selection combination focuses on stocks that have exceeded expectations, selecting based on both fundamental and technical criteria to build a portfolio of stocks with strong support [4][24]. - The broker's golden stock performance enhancement combination is constructed using a selection from the broker's golden stock pool, optimizing the combination to minimize deviation from the benchmark [5][32]. - The growth steady combination employs a two-dimensional evaluation system for growth stocks, prioritizing stocks close to their earnings report dates to capture excess returns effectively [6][39].