成长稳健组合年内满仓上涨62.94%

Core Viewpoint - The report tracks the performance of various active quantitative strategies by Guosen Securities, focusing on their ability to outperform the median returns of actively managed equity funds, with a comparison to the mixed equity fund index as a benchmark [2][3]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" had an absolute return of -0.57% this week and a year-to-date return of 28.80%, underperforming the mixed equity fund index by 0.63% and 3.67% respectively [1][12]. - The "Super Expected Selection Portfolio" achieved an absolute return of 0.22% this week and 44.19% year-to-date, outperforming the mixed equity fund index by 0.16% and 11.72% respectively [1][20]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" recorded an absolute return of 0.31% this week and 35.08% year-to-date, with a relative outperformance of 0.24% and 2.61% against the mixed equity fund index [1][21]. - The "Growth and Stability Portfolio" had an absolute return of 0.56% this week and 55.51% year-to-date, outperforming the mixed equity fund index by 0.50% and 23.04% respectively [1][26]. Group 2: Strategy Summaries - The "Excellent Fund Performance Enhancement Portfolio" aims to benchmark against the median returns of actively managed equity funds, utilizing quantitative methods to enhance performance based on the holdings of top-performing funds [8][32]. - 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 portfolio of stocks with strong support [14][38]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is constructed using a selection of stocks from the brokerage's recommended list, optimizing the portfolio to minimize deviation from this stock pool while aiming for superior returns [17][40]. - The "Growth and Stability Portfolio" employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [25][44].