成长稳健组合年内满仓上涨61.10%

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 -1.15% this week and a year-to-date return of 27.32%, underperforming the mixed equity fund index by 1.21% and 5.23% respectively [1][4][8]. - The "Super Expected Selection Portfolio" achieved an absolute return of 0.42% this week and 44.80% year-to-date, outperforming the mixed equity fund index by 0.36% and 12.25% respectively [1][4][18]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" recorded an absolute return of 0.62% this week and 35.91% year-to-date, with excess returns of 0.55% and 3.35% compared to the mixed equity fund index [1][4][19]. - The "Growth and Stability Portfolio" had an absolute return of -1.02% this week and 53.93% year-to-date, underperforming the mixed equity fund index by 1.08% and outperforming it by 21.38% respectively [1][4][28]. Group 2: Strategy Summaries - The "Excellent Fund Performance Enhancement Portfolio" aims to outperform the median returns of actively managed equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [5][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 [10][39]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" leverages the stock pool identified by brokerage analysts, optimizing the selection to maintain alignment with the performance of the broader equity fund index [14][41]. - The "Growth and Stability Portfolio" employs a time-series evaluation approach to identify growth stocks that are likely to release excess returns around earnings announcements, using a multi-factor scoring system for stock selection [23][45].