strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
idsctrl_20250311_151648
14 mt_962_use2016_best_save_rnk500_idsctrl 38.44 37.10 82.19 62.39 82.19 34.33 -44.17 -97.55 -89.24
18 mt_962_use2011_best_save_rnk500_idsctrl 31.68 30.34 75.42 55.62 75.43 27.57 -50.93 -104.32 -96.00
19 mt_962_use2016_last_save_rnk500_idsctrl 31.10 29.76 74.84 55.04 74.85 26.99 -51.51 -104.90 -96.58
21 mt_962_use2018_last_save_rnk500_idsctrl 30.50 29.16 74.25 54.45 74.25 26.39 -52.10 -105.49 -97.18
22 mt_962_use2017_last_save_rnk500_idsctrl 29.66 28.32 73.41 53.61 73.41 25.55 -52.94 -106.33 -98.02
23 mt_962_use2012_last_save_rnk500_idsctrl 29.56 28.23 73.31 53.51 73.32 25.46 -53.04 -106.43 -98.11
24 mt_962_use2013_best_save_rnk500_idsctrl 28.50 27.17 72.25 52.45 72.25 24.39 -54.10 -107.49 -99.18
25 mt_961_use2013_last_save_rnk500_idsctrl 28.45 27.11 72.20 52.40 72.20 24.34 -54.15 -107.54 -99.23
26 mt_961_use2016_best_save_rnk500_idsctrl 27.25 25.91 71.00 51.20 71.00 23.14 -55.35 -108.74 -100.43
28 mt_961_use2017_best_save_rnk500_idsctrl 25.88 24.55 69.63 49.83 69.63 21.78 -56.72 -110.11 -101.79
29 mt_961_use2023_last_save_rnk500_idsctrl 25.77 24.43 69.52 49.72 69.52 21.66 -56.83 -110.22 -101.91
30 mt_961_use2023_best_save_rnk500_idsctrl 25.74 24.40 69.48 49.68 69.49 21.63 -56.87 -110.26 -101.94
31 mt_962_use2011_last_save_rnk500_idsctrl 25.49 24.16 69.24 49.44 69.24 21.39 -57.11 -110.50 -102.19
32 mt_962_use2012_best_save_rnk500_idsctrl 24.91 23.57 68.65 48.85 68.66 20.80 -57.70 -111.09 -102.77
33 mt_962_use2009_best_save_rnk500_idsctrl 24.24 22.90 67.98 48.18 67.99 20.13 -58.37 -111.76 -103.44
34 mt_962_use2013_last_save_rnk500_idsctrl 24.07 22.73 67.82 48.01 67.82 19.96 -58.54 -111.92 -103.61
35 mt_962_use2015_last_save_rnk500_idsctrl 24.03 22.69 67.78 47.98 67.78 19.92 -58.57 -111.96 -103.65
36 mt_961_use2012_best_save_rnk500_idsctrl 24.01 22.68 67.76 47.96 67.76 19.90 -58.59 -111.98 -103.67
37 mt_962_use2018_best_save_rnk500_idsctrl 23.90 22.56 67.64 47.84 67.65 19.79 -58.71 -112.10 -103.78
38 mt_962_use2009_last_save_rnk500_idsctrl 23.38 22.04 67.13 47.33 67.13 19.27 -59.22 -112.61 -104.30
39 mt_961_use2016_last_save_rnk500_idsctrl 23.26 21.93 67.01 47.21 67.01 19.15 -59.34 -112.73 -104.42
40 mt_961_use2011_last_save_rnk500_idsctrl 22.54 21.20 66.29 46.48 66.29 18.43 -60.07 -113.46 -105.14
41 mt_961_use2011_best_save_rnk500_idsctrl 22.29 20.95 66.04 46.24 66.04 18.18 -60.31 -113.70 -105.39
42 mt_962_use2008_best_save_rnk500_idsctrl 21.91 20.57 65.66 45.85 65.66 17.80 -60.70 -114.09 -105.77
43 mx_2023_gen_merge2_filtered_idsctrl 21.77 20.43 65.51 45.71 65.52 17.66 -60.84 -114.23 -105.91
44 mt_962_use2014_best_save_rnk500_idsctrl 21.76 20.42 65.51 45.71 65.51 17.65 -60.84 -114.23 -105.92
46 mt_961_use2018_best_save_rnk500_idsctrl 20.33 18.99 64.08 44.28 64.08 16.22 -62.27 -115.66 -107.35
47 mt_961_use2021_last_save_rnk500_idsctrl 20.15 18.81 63.90 44.10 63.90 16.04 -62.45 -115.84 -107.53
49 mt_962_use2010_best_save_rnk500_idsctrl 20.01 18.67 63.76 43.96 63.76 15.90 -62.60 -115.98 -107.67
50 mt_961_use2009_best_save_rnk500_idsctrl 19.72 18.38 63.47 43.67 63.47 15.61 -62.89 -116.27 -107.96
51 mt_961_use2009_last_save_rnk500_idsctrl 19.71 18.37 63.46 43.66 63.46 15.60 -62.89 -116.28 -107.97
52 mt_962_use2008_last_save_rnk500_idsctrl 19.57 18.23 63.31 43.51 63.32 15.46 -63.04 -116.43 -108.11
53 mt_961_use2010_best_save_rnk500_idsctrl 19.51 18.17 63.25 43.45 63.26 15.40 -63.10 -116.49 -108.17
54 mt_961_use2010_last_save_rnk500_idsctrl 18.76 17.42 62.51 42.71 62.51 14.65 -63.84 -117.23 -108.92
55 mt_961_use2008_last_save_rnk500_idsctrl 17.60 16.26 61.35 41.55 61.35 13.49 -65.00 -118.39 -110.08
57 mt_962_use2017_best_save_rnk500_idsctrl 16.67 15.33 60.42 40.62 60.42 12.56 -65.93 -119.32 -111.01
60 mt_961_use2015_best_save_rnk500_idsctrl 16.05 14.71 59.80 40.00 59.80 11.94 -66.55 -119.94 -111.63
61 mt_961_use2017_last_save_rnk500_idsctrl 15.93 14.59 59.68 39.88 59.68 11.82 -66.67 -120.06 -111.75
62 mt_961_use2021_best_save_rnk500_idsctrl 15.34 14.00 59.09 39.29 59.09 11.23 -67.26 -120.65 -112.34
70 mt_961_use2018_last_save_rnk500_idsctrl 14.83 13.49 58.58 38.78 58.58 10.72 -67.77 -121.16 -112.85
77 mt_961_use2012_last_save_rnk500_idsctrl 13.18 11.84 56.92 37.12 56.93 9.07 -69.43 -122.82 -114.50
88 mt_962_use2019_best_save_rnk500_idsctrl 12.30 10.96 56.05 36.25 56.05 8.19 -70.31 -123.69 -115.38
97 mt_962_use2010_last_save_rnk500_idsctrl 11.15 9.81 54.90 35.10 54.90 7.04 -71.45 -124.84 -116.53
98 mt_961_use2008_best_save_rnk500_idsctrl 10.89 9.55 54.63 34.83 54.64 6.78 -71.72 -125.11 -116.79
99 mt_961_use2014_last_save_rnk500_idsctrl 10.80 9.47 54.55 34.75 54.55 6.69 -71.80 -125.19 -116.88
113 mt_962_use2014_last_save_rnk500_idsctrl 8.26 6.92 52.01 32.20 52.01 4.15 -74.35 -127.74 -119.42
121 mx_2023_gen_merge1_filtered_no_idsctrl 7.28 5.94 51.02 31.22 51.03 3.17 -75.33 -128.72 -120.40
123 mt_961_use2015_last_save_rnk500_idsctrl 7.02 5.68 50.77 30.96 50.77 2.91 -75.59 -128.98 -120.66
135 mt_961_use2013_best_save_rnk500_idsctrl 5.91 4.58 49.66 29.86 49.67 1.81 -76.69 -130.08 -121.76
136 mt_961_use2024_best_save_rnk500_idsctrl 5.91 4.57 49.66 29.86 49.66 1.80 -76.70 -130.08 -121.77
144 mt_961_use2022_best_save_rnk500_idsctrl 5.58 4.24 49.32 29.52 49.33 1.47 -77.03 -130.42 -122.10
150 mt_962_use2019_last_save_rnk500_idsctrl 5.08 3.74 48.83 29.02 48.83 0.97 -77.53 -130.91 -122.60
191 mt_961_use2024_last_save_rnk500_idsctrl 2.34 1.01 46.09 26.29 46.09 -1.76 -80.26 -133.65 -125.33
194 mt_961_use2019_last_save_rnk500_idsctrl 2.19 0.85 45.94 26.14 45.94 -1.92 -80.41 -133.80 -125.49
201 mt_961_use2014_best_save_rnk500_idsctrl 1.72 0.38 45.47 25.67 45.47 -2.39 -80.88 -134.27 -125.96
203 mt_962_use2020_last_save_rnk500_idsctrl 1.71 0.38 45.46 25.66 45.46 -2.39 -80.89 -134.28 -125.96
205 mt_962_use2023_best_save_rnk500_idsctrl 1.28 -0.05 45.03 25.23 45.03 -2.82 -81.32 -134.71 -126.40
218 mt_962_use2023_last_save_rnk500_idsctrl -0.03 -1.37 43.72 23.92 43.72 -4.14 -82.63 -136.02 -127.71
225 mt_961_use2022_last_save_rnk500_idsctrl -0.40 -1.73 43.35 23.55 43.35 -4.50 -83.00 -136.39 -128.08
265 mt_961_use2020_last_save_rnk500_idsctrl -4.82 -6.15 38.93 19.13 38.94 -8.92 -87.42 -140.81 -132.49
278 mt_962_use2021_last_save_rnk500_idsctrl -6.06 -7.40 37.68 17.88 37.69 -10.17 -88.67 -142.06 -133.74
280 mt_961_use2019_best_save_rnk500_idsctrl -6.16 -7.50 37.59 17.79 37.59 -10.27 -88.76 -142.15 -133.84
281 mt_962_use2021_best_save_rnk500_idsctrl -6.25 -7.59 37.50 17.69 37.50 -10.36 -88.86 -142.25 -133.93
282 mt_962_use2015_best_save_rnk500_idsctrl -6.45 -7.79 37.29 17.49 37.30 -10.56 -89.06 -142.45 -134.13
283 mt_961_use2020_best_save_rnk500_idsctrl -6.67 -8.00 37.08 17.28 37.08 -10.77 -89.27 -142.66 -134.34
311 mt_962_use2024_best_save_rnk500_idsctrl -9.38 -10.72 34.37 14.56 34.37 -13.49 -91.99 -145.37 -137.06
315 mt_962_use2024_last_save_rnk500_idsctrl -9.60 -10.93 34.15 14.35 34.15 -13.70 -92.20 -145.59 -137.27
330 mt_962_use2020_best_save_rnk500_idsctrl -10.90 -12.24 32.85 13.04 32.85 -15.01 -93.51 -146.90 -138.58
352 mt_962_use2022_last_save_rnk500_idsctrl -13.92 -15.25 29.83 10.03 29.83 -18.02 -96.52 -149.91 -141.59
407 mt_962_use2022_best_save_rnk500_idsctrl -22.21 -23.55 21.54 1.74 21.54 -26.32 -104.81 -158.20 -149.89