年度收官！四大主动量化组合均战胜股基指数

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 Expected 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 [7][33] - As of this week, the portfolio achieved an absolute return of -0.14% and a relative excess return of 0.50% against the mixed equity fund index [10][19] - Year-to-date, the portfolio's absolute return is 31.88%, with a relative excess return of -1.31%, ranking in the 47.33 percentile among active equity funds [10][19] Super Expected Selection Portfolio - This portfolio selects stocks based on super expected events and analyst profit upgrades, focusing on both fundamental and technical criteria to identify stocks with strong support [12][39] - This week, the portfolio recorded an absolute return of -1.52% and a relative excess return of -0.89% against the mixed equity fund index [19][40] - Year-to-date, the portfolio's absolute return is 42.21%, with a relative excess return of 9.02%, ranking in the 30.33 percentile among active equity funds [19][40] Broker Golden Stock Performance Enhancement Portfolio - This portfolio is constructed using a selection of stocks from the broker golden stock pool, optimized to minimize deviation from the pool while aiming to outperform the ordinary equity fund index [16][42] - This week, the portfolio achieved an absolute return of -0.67% and a relative excess return of -0.04% against the mixed equity fund index [20][43] - Year-to-date, the portfolio's absolute return is 40.66%, with a relative excess return of 7.47%, ranking in the 32.60 percentile among active equity funds [20][43] Growth Stability Portfolio - This portfolio employs a two-dimensional evaluation system for growth stocks, prioritizing stocks closer to their earnings report dates to capture excess returns effectively [28][46] - This week, the portfolio recorded an absolute return of 0.09% and a relative excess return of 0.73% against the mixed equity fund index [28][47] - Year-to-date, the portfolio's absolute return is 55.66%, with a relative excess return of 22.47%, ranking in the 14.93 percentile among active equity funds [28][47]