Guosen Securities(SZ:002736) Guoxin Securities·2026-01-24 09:07Core Insights - The report highlights that the four active quantitative strategies have outperformed the stock index this week, with significant absolute and relative returns across various combinations [1][12][13]. Group 1: Performance Overview - The Excellent Fund Performance Enhancement Combination achieved an absolute return of 1.95% this week and 9.49% year-to-date, ranking in the 35.77th percentile among active equity funds [1][22]. - The Exceeding Expectations Selected Combination recorded an absolute return of 4.65% this week and 13.46% year-to-date, ranking in the 14.97th percentile among active equity funds [1][30]. - The Broker Golden Stock Performance Enhancement Combination had an absolute return of 2.96% this week and 10.04% year-to-date, ranking in the 31.77th percentile among active equity funds [1][36]. - The Growth and Stability Combination posted an absolute return of 5.41% this week and 14.88% year-to-date, ranking in the 10.78th percentile among active equity funds [2][44]. Group 2: Strategy Summaries - The Excellent Fund Performance Enhancement Combination is constructed by benchmarking against active equity funds, utilizing quantitative methods to enhance performance based on the holdings of top-performing funds [3][49]. - The Exceeding Expectations Selected Combination filters stocks based on exceeding expectations and analyst profit upgrades, selecting stocks with both fundamental support and technical resonance [4][55]. - The Broker Golden Stock Performance Enhancement Combination uses a stock pool from broker recommendations, optimizing the combination to minimize deviations from the stock pool while aiming for superior performance [5][60]. - The Growth and Stability Combination employs a two-dimensional evaluation system for growth stocks, prioritizing stocks closer to their earnings report dates and using multi-factor scoring to select high-quality stocks [6][65].