主动量化策略周报：科创板块领涨，成长稳健组合年内满仓上涨15.51%-20260214

Core Insights - The report highlights the performance of various active quantitative strategies, with a focus on the "Excellent Fund Performance Enhancement Portfolio," "Expected Selection Portfolio," "Brokerage Golden Stock Performance Enhancement Portfolio," and "Growth Stability Portfolio" [12][13][16] Excellent Fund Performance Enhancement Portfolio - This portfolio aims to outperform the median return of actively managed equity funds, achieving an absolute return of 7.77% year-to-date, ranking in the 34.32 percentile among 3,721 active equity funds [21][17] - The portfolio's performance for the week was an absolute return of 1.50%, with a relative underperformance of -0.02% compared to the mixed equity fund index [21][16] Expected Selection Portfolio - The Expected Selection Portfolio achieved an absolute return of 12.92% year-to-date, ranking in the 10.91 percentile among active equity funds [29][26] - For the week, the portfolio's absolute return was 2.10%, with a relative outperformance of 0.58% against the mixed equity fund index [29][16] Brokerage Golden Stock Performance Enhancement Portfolio - This portfolio has delivered an absolute return of 11.02% year-to-date, ranking in the 17.28 percentile among active equity funds [34][32] - The weekly performance showed an absolute return of 1.90%, with a relative outperformance of 0.38% compared to the mixed equity fund index [34][16] Growth Stability Portfolio - The Growth Stability Portfolio achieved an absolute return of 13.89% year-to-date, ranking in the 8.65 percentile among active equity funds [38][36] - For the week, the portfolio's absolute return was 2.72%, with a relative outperformance of 1.20% against the mixed equity fund index [38][16] Market Overview - The median stock return for the week was -0.16%, with 48% of stocks rising and 52% falling; in contrast, the median return for active equity funds was 1.35%, with 76% of funds rising [42][39] - Year-to-date, the median stock return was 4.75%, with 71% of stocks rising, while the median return for active equity funds was 5.61%, with 91% of funds rising [42][39]