Core Insights - The report emphasizes the construction of an AI-driven low-frequency index enhancement strategy using deep learning frameworks to build alpha and risk models [3] - The performance of major market indices shows positive trends, with the Shanghai Composite Index rising by 1.08% and the Shenzhen Component Index by 0.19% as of November 7, 2025 [5][8] - Year-to-date performance indicates that the CSI 300 Index has increased by 18.9%, while the CSI 300 enhanced portfolio has outperformed with a rise of 28.4%, yielding an excess return of 9.5% [19] Market Index Performance - As of November 7, 2025, the CSI 500 Index has seen a year-to-date increase of 28.0%, with its enhanced portfolio rising by 35.3%, resulting in an excess return of 7.3% [24] - The CSI 1000 Index has increased by 26.6% year-to-date, while its enhanced portfolio has risen by 40.9%, achieving an excess return of 14.4% [30] - The report highlights that sectors such as electric equipment, coal, and oil & petrochemicals performed well, with weekly returns of 4.98%, 4.52%, and 4.47% respectively [9][10] Index Enhancement Fund Performance - The CSI 300 enhanced fund reported a minimum excess return of -1.49%, a median of -0.22%, and a maximum of 0.84% for the week ending November 7, 2025 [11] - The CSI 500 enhanced fund had a minimum excess return of -1.05%, a median of 0.04%, and a maximum of 1.43% for the same period [11] - The CSI 1000 enhanced fund showed a minimum excess return of -1.69%, a median of -0.32%, and a maximum of 0.92% [11] Tracking Portfolio Performance - The report details that the AI-driven strategy involves weekly rebalancing with a maximum turnover rate of 10%, optimizing the combination of deep learning alpha signals and risk signals [15] - The CSI 300 enhanced portfolio has achieved a year-to-date return of 28.4%, significantly outperforming the CSI 300 index's 18.9% increase [19] - Historical performance data indicates that the CSI 500 enhanced portfolio has consistently outperformed its benchmark, with a year-to-date return of 35.3% compared to the CSI 500's 28.0% [25]

Core Insights - The report highlights the construction of an AI-based low-frequency index enhancement strategy using deep learning frameworks to build alpha and risk models [4][16] - The market indices showed positive performance as of October 24, 2025, with the Shanghai Composite Index rising by 2.88%, the Shenzhen Component Index by 4.73%, and the CSI 300 by 3.24%, indicating a market uptrend despite reduced trading volume [6][9][10] Market Index Performance - As of October 24, 2025, the Shanghai Composite Index reached 3950.3 points, with a weekly increase of 2.88% and a year-to-date increase of 17.86% [10] - The Shenzhen Component Index stood at 13289.2 points, increasing by 4.73% weekly and 27.60% year-to-date [10] - The CSI 300 Index was at 4660.7 points, with a weekly rise of 3.24% and a year-to-date increase of 18.44% [10] Index Enhancement Fund Performance - As of October 24, 2025, the CSI 300 index enhancement fund had a minimum excess return of -1.29%, a median of -0.08%, and a maximum of 1.86% for the week [13] - The CSI 500 index enhancement fund reported a minimum excess return of -1.78%, a median of 0.02%, and a maximum of 1.07% [13] - The CSI 1000 index enhancement fund had a minimum excess return of -1.39%, a median of 0.29%, and a maximum of 1.36% [13] Year-to-Date Performance of Index Enhancement Funds - The CSI 300 index enhancement fund has achieved a year-to-date excess return of 8.1%, with a total return of 26.5% compared to the CSI 300's 18.4% [20] - The CSI 500 index enhancement fund has recorded a year-to-date excess return of 6.4%, with a total return of 33.2% against the CSI 500's 26.8% [24] - The CSI 1000 index enhancement fund has shown a year-to-date excess return of 13.8%, with a total return of 38.3% compared to the CSI 1000's 24.5% [31] Tracking Portfolio Performance - The report emphasizes the use of deep learning frameworks to construct the CSI 300, CSI 500, and CSI 1000 index enhancement portfolios, optimizing alpha signals and risk signals through a combination of multi-source features and neural networks [16][21][25][29] - The CSI 300 index enhancement portfolio has shown a total return of 26.5% year-to-date, outperforming the CSI 300 index by 8.1% [20] - The CSI 500 index enhancement portfolio has achieved a total return of 33.2% year-to-date, with an excess return of 6.4% [24] - The CSI 1000 index enhancement portfolio has recorded a total return of 38.3% year-to-date, with an excess return of 13.8% [31]

Core Insights - The report emphasizes the construction of an AI-driven low-frequency index enhancement strategy using deep learning frameworks to build alpha and risk models [3] Market Index Performance - As of October 17, 2025, the Shanghai Composite Index fell by 1.47%, the Shenzhen Component Index dropped by 4.99%, and the CSI 300 decreased by 2.22%, indicating a general market decline with dividends performing counter to the trend [5][8] - The performance of index enhancement funds as of October 17, 2025, shows that the CSI 300 index enhancement fund had a minimum excess return of -2.97%, a median of 0.12%, and a maximum of 1.04% [12] - Year-to-date, the CSI 300 index has risen by 14.7%, while the CSI 300 index enhancement portfolio has increased by 23.7%, resulting in an excess return of 9.0% [19] Index Enhancement Fund Performance - The CSI 500 index enhancement fund recorded a minimum excess return of -0.22%, a median of 0.74%, and a maximum of 3.46% as of October 17, 2025 [12] - The CSI 1000 index enhancement fund had a minimum excess return of -0.59%, a median of 0.60%, and a maximum of 1.81% [12] - For the year, the CSI 500 index enhancement fund has achieved an excess return of 6.8%, while the CSI 1000 index enhancement fund has seen an excess return of 13.4% [24][30] Tracking Portfolio Performance - The report outlines the construction of index enhancement portfolios for the CSI 300, CSI 500, and CSI 1000 using deep learning frameworks, with weekly rebalancing and a constraint on weekly turnover rate of 10% [15] - The alpha signals are derived from a multi-source feature set and stacked multi-model strategies, while risk signals are identified using neural networks [15] CSI 300 Index Enhancement - As of October 17, 2025, the CSI 300 index has increased by 14.7%, while the CSI 300 index enhancement portfolio has risen by 23.7%, yielding an excess return of 9.0% [19] - The performance statistics for the CSI 300 index enhancement portfolio show a maximum excess return of 10.72% for the year [20] CSI 500 Index Enhancement - The CSI 500 index has risen by 22.5% year-to-date, with the CSI 500 index enhancement portfolio increasing by 29.3%, resulting in an excess return of 6.8% [24] - The performance statistics for the CSI 500 index enhancement portfolio indicate a maximum excess return of 12.39% for the year [25] CSI 1000 Index Enhancement - The CSI 1000 index has increased by 20.6% year-to-date, while the CSI 1000 index enhancement portfolio has risen by 34.0%, leading to an excess return of 13.4% [30] - The performance statistics for the CSI 1000 index enhancement portfolio show a maximum excess return of 18.12% for the year [31]

Core Insights - The report highlights a rebound in excess returns for index-enhanced strategies, indicating a positive shift in market performance [1] - The analysis is based on a deep learning framework that constructs alpha and risk models to create low-frequency index-enhanced strategies [4] Market Index Performance - As of September 26, 2025, the Shanghai Composite Index rose by 0.21%, the Shenzhen Component Index increased by 1.06%, and the CSI 300 Index gained 1.07%, with the STAR 50 showing strong performance [6][9] - The performance of index-enhanced funds for the week ending September 26, 2025, showed the CSI 300 index-enhanced fund had an excess return ranging from -1.59% to 0.86%, while the CSI 500 and CSI 1000 index-enhanced funds had similar ranges [6][14] Index Enhanced Fund Performance - Year-to-date, the CSI 300 index has increased by 15.6%, while the CSI 300 index-enhanced portfolio has risen by 22.8%, resulting in an excess return of 7.2% [6][22] - The CSI 500 index has seen a year-to-date increase of 26.5%, with its enhanced portfolio rising by 29.8%, yielding an excess return of 3.3% [6][27] - The CSI 1000 index has increased by 24.2% year-to-date, while its enhanced portfolio has risen by 35.1%, resulting in an excess return of 10.9% [6][33] Tracking Portfolio Performance - The report emphasizes the construction of index-enhanced portfolios for the CSI 300, CSI 500, and CSI 1000 using a deep learning framework, which optimizes alpha signals and risk signals [18] - The CSI 300 index-enhanced portfolio has shown a year-to-date return of 22.8%, outperforming the index itself [22][23] - The CSI 500 index-enhanced portfolio has achieved a year-to-date return of 29.8%, while the CSI 1000 index-enhanced portfolio has returned 35.1% [27][33]