Guosen Securities(SZ:002736) 量化藏经阁·2025-08-16 07:08Core Viewpoint - The report tracks the performance of various active quantitative strategies by Guosen Securities, focusing on their absolute and relative returns against benchmarks, particularly the active equity fund median [2][4]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 3.70% this week and 17.22% year-to-date, ranking in the 49.35th percentile among active equity funds [4][9]. - The "Super Expected Selection Portfolio" recorded an absolute return of 3.78% this week and 34.72% year-to-date, ranking in the 12.68th percentile among active equity funds [4][18]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 4.00% this week and 23.05% year-to-date, ranking in the 33.58th percentile among active equity funds [4][19]. - The "Growth and Stability Portfolio" achieved an absolute return of 3.65% this week and 40.87% year-to-date, ranking in the 8.30th percentile among active equity funds [4][27]. Group 2: Strategy Summaries - The "Excellent Fund Performance Enhancement Portfolio" aims to outperform the median of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [6][34]. - The "Super Expected Selection Portfolio" selects stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria [12][39]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is constructed using a stock pool from brokerage recommendations, optimizing for performance while controlling for deviations in stock selection and style [15][41]. - The "Growth and Stability Portfolio" employs a time-series approach to identify growth stocks that are likely to outperform around earnings announcements, incorporating various risk management mechanisms [24][45].