公募基金量化遴选类策略指数跟踪周报（2026.01.11）：权益市场“开门红”，把握节奏布局机会-20260113

Report Industry Investment Rating No relevant content provided. Core Viewpoints of the Report - A-share market achieved a "good start" in 2026, with the Shanghai Composite Index rising 3.82% in a single week and breaking through 4,100 points. Some sectors such as satellite industry and AI applications were strong, while there was still some differentiation within the market [3]. - Overseas, the US stock market was affected by multiple factors, showing internal differentiation. The Nasdaq Index rose 1.88% and the Russell 2000 Index rose 4.62% in the first week of the new year [3]. - The quantitative strategy allocation view is: stock fund enhancement strategy > evergreen low-volatility strategy > overseas equity strategy. It is optimistic about the future investment opportunities in A-shares, and the stock fund enhancement strategy is more attractive in the short term [4]. - The overseas market has some configuration value, but there are also many risk points to pay attention to, and its overall cost-effectiveness is slightly lower than that of the A-share strategy combination [5]. Summary by Related Catalogs 1. Toolized Fund Portfolio Performance Tracking - Evergreen Low-Volatility Fund Portfolio: It has maintained low volatility characteristics for a long time, with both portfolio volatility and maximum drawdown significantly better than the CSI Active Stock Fund Index. It has achieved significant excess returns and has both defensive and offensive capabilities [13]. - Stock Fund Enhancement Fund Portfolio: Its strategy has been running for a short time, and its performance is close to the CSI Active Stock Fund Index. It is expected to have stronger elasticity after the market environment improves [16]. - Cash Enhancement Fund Portfolio: It has continuously outperformed the benchmark through double screening, and the cumulative excess return has exceeded 0.41% since the strategy started in late July 2023, providing a reference for cash management [17]. - Overseas Equity Allocation Fund Portfolio: As a supplementary investment tool in the A-share equity market, it has accumulated high-level excess returns since July 31, 2023, and global allocation can increase the return of the equity investment portfolio [20]. 2. Toolized Fund Portfolio Construction Ideas - Evergreen Low-Volatility Fund Portfolio: The goal is to select funds with long-term stable returns in high-equity position actively managed funds. It selects low-volatility funds from the two dimensions of net value performance and holding characteristics to build an actively managed equity fund portfolio with low volatility [25]. - Stock Fund Enhancement Fund Portfolio: The goal is to meet the needs of equity fund investors with different risk preferences. It configures funds managed by fund managers with stronger Alpha mining capabilities, and the portfolio shows a high winning rate during the backtesting period [26]. - Cash Enhancement Fund Portfolio: It constructs a money fund selection system by comprehensively considering various money fund factors to help investors obtain higher returns and reduce return volatility risks when investing in money funds [27]. - Overseas Equity Allocation Fund Portfolio: It selects QDII equity funds corresponding to selected equity indices of multiple countries or regions based on long-term and short-term technical indicators, comprehensive index momentum, and reversal effects to meet the needs of global asset allocation [24].