成长稳健组合年内满仓上涨62.91%
量化藏经阁·2025-12-27 07:10

Group 1 - The core viewpoint of the article is to track the performance of various active quantitative strategies developed by GuoXin JinGong, which aim to outperform the median returns of actively managed equity funds [2][3] - The report includes four main strategies: Excellent Fund Performance Enhancement Portfolio, Super Expectation Selection Portfolio, Broker Golden Stock Performance Enhancement Portfolio, and Growth Stability Portfolio [2][3] Group 2 Excellent Fund Performance Enhancement Portfolio - This portfolio aims to benchmark against the median returns of actively managed equity funds, utilizing a quantitative approach to enhance performance based on the holdings of top-performing funds [6][33] - The portfolio's absolute return for the year is 32.05%, with a relative excess return of -1.98% compared to the mixed equity fund index [9][37] Super Expectation Selection Portfolio - This strategy selects stocks based on super expectation events and analyst profit upgrades, focusing on both fundamental and technical criteria to build a portfolio of stocks with strong support [11][40] - The portfolio's absolute return for the year is 44.40%, with a relative excess return of 10.36% compared to the mixed equity fund index [18][41] Broker Golden Stock Performance Enhancement Portfolio - This portfolio is constructed using a selection of stocks from the broker golden stock pool, optimizing the combination to minimize deviation from the pool while aiming to outperform the ordinary stock fund index [14][42] - The portfolio's absolute return for the year is 41.60%, with a relative excess return of 7.57% compared to the mixed equity fund index [19][45] Growth Stability Portfolio - This strategy employs a two-dimensional evaluation system for growth stocks, prioritizing stocks closer to their earnings announcement dates to capture excess returns effectively [23][46] - The portfolio's absolute return for the year is 55.51%, with a relative excess return of 21.48% compared to the mixed equity fund index [29][47]