主动量化策略周报：科创板领跑，成长稳健组合年内满仓上涨10.01%-20260117

Core Insights - The report highlights the performance of various active quantitative strategies, indicating that the "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 2.41% this week and 7.39% year-to-date, outperforming the mixed equity fund index by 0.89% and 1.01% respectively [1][22][15] - The "Super Expected Selection Portfolio" recorded an absolute return of 3.13% this week and 8.42% year-to-date, with a relative outperformance of 1.61% and 2.04% against the mixed equity fund index [1][32][15] - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 1.40% this week and 6.87% year-to-date, underperforming the mixed equity fund index by 0.12% but outperforming it by 0.49% year-to-date [1][40][15] - The "Growth Steady Portfolio" achieved an absolute return of 2.83% this week and 8.98% year-to-date, with a relative outperformance of 1.31% and 2.60% against the mixed equity fund index [1][48][15] Excellent Fund Performance Enhancement Portfolio - This portfolio aims to benchmark against the median return of active equity funds, utilizing a quantitative approach to enhance performance based on the holdings of top-performing funds [3][16] - The portfolio has shown a year-to-date ranking in the 35.10 percentile among active equity funds, indicating a strong competitive position [22][18] Super Expected Selection Portfolio - The strategy involves selecting stocks based on exceeding expectations and analyst upgrades, focusing on both fundamental and technical criteria to build a robust portfolio [4][59] - The portfolio has consistently ranked in the 26.74 percentile among active equity funds year-to-date, reflecting its effectiveness in stock selection [32][27] Brokerage Golden Stock Performance Enhancement Portfolio - This portfolio is constructed using a selection of stocks identified by brokerage firms, aiming to optimize performance while maintaining alignment with the brokerage stock pool [5][64] - It has achieved a year-to-date ranking in the 40.34 percentile among active equity funds, demonstrating its potential for stable returns [40][35] Growth Steady Portfolio - The strategy employs a two-dimensional evaluation system for growth stocks, prioritizing those closer to their earnings announcement dates to capture potential excess returns [6][69] - The portfolio has achieved a year-to-date ranking in the 23.27 percentile among active equity funds, indicating a solid performance relative to peers [48][46]