新年开门红！四大主动量化组合本周均战胜股基指数

Core Viewpoint - The report tracks the performance of various active quantitative strategies by GuoXin JinGong, aiming to outperform the median returns of actively managed equity funds, with a focus on four specific strategies: Excellent Fund Performance Enhancement, Unexpected Selection, Broker Golden Stock Performance Enhancement, and Steady Growth Combination [2][3]. Group 1: Performance Overview - The Excellent Fund Performance Enhancement strategy achieved an absolute return of 4.86% this week, with a relative excess return of 0.06% compared to the mixed equity fund index [3][13]. - The Unexpected Selection strategy recorded an absolute return of 5.13% this week, with a relative excess return of 0.34% [3][24]. - The Broker Golden Stock Performance Enhancement strategy had an absolute return of 5.39% this week, with a relative excess return of 0.60% [3][34]. - The Steady Growth Combination strategy achieved an absolute return of 5.98% this week, with a relative excess return of 1.19% [3][43]. - Year-to-date, the Excellent Fund Performance Enhancement strategy ranks in the 42.03 percentile among active equity funds, while the Unexpected Selection ranks in the 38.48 percentile, Broker Golden Stock in the 35.18 percentile, and Steady Growth in the 28.46 percentile [3][13][24][34][43]. Group 2: Strategy Details - The Excellent Fund Performance Enhancement strategy benchmarks against the median returns of actively managed equity funds, utilizing a quantitative approach to enhance performance based on the holdings of top-performing funds [8][49]. - The Unexpected Selection strategy focuses on selecting stocks that show both fundamental support and technical resonance, aiming to build a portfolio of stocks with unexpected performance [18][53]. - The Broker Golden Stock Performance Enhancement strategy uses a stock pool from broker recommendations, optimizing the selection to control deviations from the overall market performance [26][58]. - The Steady Growth Combination strategy employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [35][64].