主动量化策略周报：节后开门红，成长稳健组合年内满仓上涨 20.53%-20260228

Group 1 - The report highlights the performance of various active quantitative strategies, with the "Excellent Fund Performance Enhancement Portfolio" achieving an absolute return of 10.94% year-to-date, ranking in the 33.59th percentile among active equity funds [1][12][23] - The "Super Expected Selection Portfolio" has a year-to-date absolute return of 14.92%, ranking in the 17.31st percentile among active equity funds [1][12][31] - The "Brokerage Golden Stock Performance Enhancement Portfolio" has a year-to-date absolute return of 14.06%, ranking in the 19.91st percentile among active equity funds [1][12][38] - The "Growth and Stability Portfolio" achieved a year-to-date absolute return of 18.33%, ranking in the 8.90th percentile among active equity funds [1][12][46] Group 2 - The "Excellent Fund Performance Enhancement Portfolio" is constructed by benchmarking against the median return of active equity funds, utilizing a quantitative approach to enhance performance [3][17][51] - The "Super Expected Selection Portfolio" is built by screening stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria [4][24][57] - The "Brokerage Golden Stock Performance Enhancement Portfolio" is designed to optimize stock selection from a pool of recommended stocks by brokerages, aiming to outperform the median return of active equity funds [5][32][62] - The "Growth and Stability Portfolio" employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture excess returns [6][39][67]