主动量化策略周报：强基弱，优基增强组合近期超额持续攀升-20251220

Group 1 - The report highlights the performance of various quantitative strategies, indicating that the "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of -0.12% this week and 28.19% year-to-date, ranking in the 48.46 percentile among active equity funds [1][24] - The "Super Expected Selection Portfolio" reported an absolute return of -1.06% this week and 40.29% year-to-date, ranking in the 27.15 percentile among active equity funds [2][32] - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of -0.99% this week and 35.38% year-to-date, ranking in the 34.56 percentile among active equity funds [1][39] - The "Growth and Stability Portfolio" achieved an absolute return of 0.73% this week and 50.88% year-to-date, ranking in the 14.53 percentile among active equity funds [2][43] Group 2 - The "Excellent Fund Performance Enhancement Portfolio" is constructed by benchmarking against active equity funds rather than broad indices, utilizing quantitative methods to enhance performance [3][18] - The "Super Expected Selection Portfolio" is built by screening stocks based on expected performance and analyst profit upgrades, focusing on both fundamental and technical criteria [4][25] - The "Brokerage Golden Stock Performance Enhancement Portfolio" is designed to optimize stock selection from a pool of recommended stocks by brokerages, aiming to outperform the benchmark [5][59] - The "Growth and Stability Portfolio" employs a two-dimensional evaluation system for growth stocks, prioritizing those closer to earnings report dates to capture potential excess returns [6][40]