成长稳健组合年内满仓上涨 60.45%

Core Viewpoint - The report tracks the performance of various active quantitative strategies by GuoXin JinGong, focusing on their absolute and relative returns against benchmarks, specifically the active equity mixed fund index and the performance of individual stock pools [2][3][6]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 2.52% this week and a year-to-date return of 27.90%, underperforming the mixed fund index by 0.12% and 2.68% respectively [1][10]. - The "Super Expected Selection Portfolio" recorded an absolute return of 1.55% this week and 43.65% year-to-date, outperforming the mixed fund index by 13.07% [1][18]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 2.22% this week and 33.45% year-to-date, with a relative outperformance of 2.87% against the mixed fund index [1][19]. - The "Growth and Stability Portfolio" achieved an absolute return of 2.83% this week and 53.34% year-to-date, outperforming the mixed fund index by 22.76% [1][28]. 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 [7][33]. - The "Super Expected Selection Portfolio" selects stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria to build a robust stock selection [12][39]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" leverages the stock pool identified by brokerage analysts, optimizing the selection to maintain alignment with the broader market while aiming for superior returns [16][41]. - The "Growth and Stability Portfolio" employs a time-series evaluation method to identify growth stocks that are likely to outperform around earnings announcements, incorporating various risk management mechanisms [24][45].