高频选股因子周报（20260202-20260206）：高频因子分化，大单因子表现较好，多粒度因子继续稳定表现。AI 增强组合继续强势表现。-20260210

• High-frequency factors showed differentiation, with large-order factors performing well and multi-granularity factors continuing to perform stably[1][2][5] - AI-enhanced portfolios continued to perform strongly[1][2][5] - The intra-day high-frequency skewness factor had a long-short return of -1.11% for the past week and February, and 2.89% for 2026[5] - The intra-day downside volatility proportion factor had a long-short return of -0.61% for the past week and February, and 4.14% for 2026[5] - The post-opening buying intention proportion factor had a long-short return of -0.04% for the past week and February, and 3.82% for 2026[5] - The post-opening buying intention intensity factor had a long-short return of -0.79% for the past week and February, and 3.56% for 2026[5] - The post-opening large-order net buying proportion factor had a long-short return of 0.34% for the past week and February, and 2.89% for 2026[5] - The post-opening large-order net buying intensity factor had a long-short return of 0.29% for the past week and February, and 2.15% for 2026[5] - The intra-day return factor had a long-short return of 0.19% for the past week and February, and 2.93% for 2026[5] - The end-of-day trading proportion factor had a long-short return of -0.4% for the past week and February, and 3.9% for 2026[5] - The average single outflow amount proportion factor had a long-short return of -0.43% for the past week and February, and -1.99% for 2026[5] - The large-order driven rise factor had a long-short return of -0.99% for the past week and February, and 0.41% for 2026[5] - The multi-granularity model (5-day label) factor had a long-short return of 0.65% for the past week and February, and 6.15% for 2026, with a long-only excess return of 0.18% for the past week and February, and 3.45% for 2026[5] - The multi-granularity model (10-day label) factor had a long-short return of 0.53% for the past week and February, and 4.6% for 2026, with a long-only excess return of 0.26% for the past week and February, and 3.01% for 2026[5] - The weekly rebalanced AI air value enhancement portfolio had an excess/absolute return of 3.63%/3.29% for the past week and February, and 6.18%/13.66% for 2026[5] - The daily rebalanced AI air value enhancement portfolio had an excess/absolute return of 3.83%/3.48% for the past week and February, and 6.60%/14.08% for 2026[5] - The weekly rebalanced CSI 500 AI-enhanced wide constraint portfolio had an excess/absolute return of 2.25%/-0.42% for the past week and February, and -0.11%/9.01% for 2026[5] - The daily rebalanced CSI 500 AI-enhanced wide constraint portfolio had an excess/absolute return of 2.08%/-0.59% for the past week and February, and -1.01%/8.11% for 2026[5] - The weekly rebalanced CSI 500 AI-enhanced strict constraint portfolio had an excess/absolute return of 1.29%/-1.38% for the past week and February, and -0.21%/8.91% for 2026[5] - The daily rebalanced CSI 500 AI-enhanced strict constraint portfolio had an excess/absolute return of 1.46%/-1.22% for the past week and February, and 0.44%/9.56% for 2026[5] - The weekly rebalanced CSI 1000 AI-enhanced wide constraint portfolio had an excess/absolute return of 2.66%/0.20% for the past week and February, and 4.21%/10.22% for 2026[5] - The daily rebalanced CSI 1000 AI-enhanced wide constraint portfolio had an excess/absolute return of 2.43%/-0.03% for the past week and February, and 3.40%/9.40% for 2026[5] - The weekly rebalanced CSI 1000 AI-enhanced strict constraint portfolio had an excess/absolute return of 1.65%/-0.82% for the past week and February, and 2.55%/8.56% for 2026[5] - The daily rebalanced CSI 1000 AI-enhanced strict constraint portfolio had an excess/absolute return of 1.46%/-1.00% for the past week and February, and 3.90%/9.90% for 2026[5]