成长稳健组合年内满仓上涨10.01%

Core Viewpoint - The report tracks the performance of various active quantitative strategies by GuoXin JinGong, aiming to outperform the median returns of active equity funds, with a focus on four main strategies: Excellent Fund Performance Enhancement, Exceeding Expectations Selection, Broker Golden Stocks Performance Enhancement, and Growth Stability Combination [2][3]. Group 1: Performance Overview - The Excellent Fund Performance Enhancement strategy achieved an absolute return of 2.41% this week and 7.39% year-to-date, outperforming the mixed equity fund index by 0.89% and 1.01% respectively [11][3]. - The Exceeding Expectations Selection strategy recorded an absolute return of 3.13% this week and 8.42% year-to-date, with an outperformance of 1.61% and 2.04% against the mixed equity fund index [21][3]. - The Broker Golden Stocks Performance Enhancement strategy had an absolute return of 1.40% this week and 6.87% year-to-date, underperforming the mixed equity fund index by 0.12% but outperforming it by 0.49% year-to-date [22][3]. - The Growth Stability Combination strategy achieved an absolute return of 2.83% this week and 8.98% year-to-date, outperforming the mixed equity fund index by 1.31% and 2.60% respectively [31][3]. Group 2: Strategy Details - The Excellent Fund Performance Enhancement strategy benchmarks against the median returns of active equity funds, utilizing a quantitative approach to enhance performance based on the holdings of top-performing funds [7][36]. - The Exceeding Expectations Selection strategy selects stocks based on exceeding expectations events and analyst profit upgrades, focusing on both fundamental and technical analysis to create a portfolio of stocks with strong support [13][43]. - The Broker Golden Stocks Performance Enhancement strategy uses a stock pool from broker recommendations, optimizing the portfolio to minimize deviations from the stock pool while aiming to outperform the ordinary equity fund index [17][48]. - The Growth Stability Combination strategy employs a two-dimensional evaluation system for growth stocks, prioritizing stocks closer to their earnings announcement dates and using multi-factor scoring to select high-quality stocks [27][51]. Group 3: Historical Performance - The Excellent Fund Performance Enhancement strategy has shown a historical annualized return of 21.40% from 2012 to 2025, outperforming the mixed equity fund index by 9.85% [39][36]. - The Exceeding Expectations Selection strategy has achieved an annualized return of 35.09% from 2010 to 2025, with a 31.73% outperformance against the CSI 500 index [44][47]. - The Broker Golden Stocks Performance Enhancement strategy has recorded an annualized return of 21.71% from 2018 to 2025, outperforming the mixed equity fund index by 14.18% [49][50]. - The Growth Stability Combination strategy has achieved an annualized return of 40.56% from 2012 to 2025, with a 34.05% outperformance against the CSI 500 index [54][56].