Guosen Securities(SZ:002736) Guoxin Securities·2026-02-07 05:54Core Insights - The report highlights the performance of various active quantitative strategies, indicating that all four major active quantitative portfolios outperformed the stock index this week, despite a general market downturn [1][12][13]. Group 1: Performance Overview - The Excellent Fund Performance Enhancement Portfolio had an absolute return of -2.39% this week and a year-to-date return of 6.17%, ranking in the 32.03 percentile among active equity funds [1][21]. - The Exceeding Expectations Selected Portfolio reported an absolute return of -1.29% this week and a year-to-date return of 10.59%, ranking in the 9.41 percentile among active equity funds [1][29]. - The Broker's Golden Stock Performance Enhancement Portfolio had an absolute return of -2.27% this week and a year-to-date return of 8.94%, ranking in the 15.59 percentile among active equity funds [1][34]. - The Growth and Stability Portfolio recorded an absolute return of -1.79% this week and a year-to-date return of 10.88%, ranking in the 8.73 percentile among active equity funds [1][38]. Group 2: Strategy Summaries - The Excellent Fund Performance Enhancement Portfolio aims to outperform the median return of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [3][43]. - The Exceeding Expectations Selected Portfolio is constructed by filtering stocks based on exceeding expectations and analyst profit upgrades, focusing on both fundamental and technical strengths [4][49]. - The Broker's Golden Stock Performance Enhancement Portfolio is designed to optimize stock selection from a pool of broker-recommended stocks, aiming to maintain alignment with the performance of active equity funds [5][54]. - The Growth and Stability Portfolio employs a time-series evaluation framework to identify growth stocks that are likely to yield excess returns, particularly around earnings announcements [6][59].