Recently, the principal stock indices in the A-share market have been oscillating around their year-to-date peaks. Previously dominant sectors like technology and growth have seen a cooling-off, and individual stocks are yielding weaker profit-making outcomes. Under these circumstances, the performance of quantitative long strategies has exhibited marked divergence. Top-tier institutions have showcased greater resilience by leveraging full-frequency alpha and implementing multi-dimensional strategy refinements. Confronted with challenges such as factor degradation, escalating costs, and more stringent compliance mandates, the quantitative investment sector is rapidly advancing toward platformization, AI integration, and multi-strategy frameworks. This evolution is aimed at adapting to intricate market conditions, thereby propelling industry competition into a phase characterized by heightened sophistication.