主动量化策略周报：小盘成长反弹，四大主动量化组合本周均战胜股基指数-20251129

Core Insights - The report highlights that the small-cap growth sector has rebounded, with all four active quantitative strategies outperforming the equity index this week [1][12] - The performance tracking of Guosen Securities' active quantitative strategies shows significant absolute and relative returns across various combinations, indicating strong investment opportunities [1][12] Summary by Strategy Excellent Fund Performance Enhancement Strategy - This strategy achieved an absolute return of 4.01% this week and a year-to-date return of 23.48%, ranking in the 56.53 percentile among active equity funds [1][21] - The strategy aims to outperform the median return of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [3][17] Expected Selection Strategy - The expected selection strategy recorded an absolute return of 3.89% this week and 38.59% year-to-date, ranking in the 27.24 percentile among active equity funds [1][29] - This strategy selects stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria [4][22] Broker's Golden Stock Performance Enhancement Strategy - This strategy achieved an absolute return of 5.02% this week and 33.65% year-to-date, ranking in the 35.37 percentile among active equity funds [1][37] - It utilizes a stock pool from broker recommendations, optimizing the selection to maintain alignment with the performance of the broker's stock pool [5][30] Growth Stability Strategy - The growth stability strategy reported an absolute return of 4.39% this week and 49.35% year-to-date, ranking in the 13.92 percentile among active equity funds [1][42] - This strategy employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [6][38]