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
core_20250325_151804
0 multin_zz1000_71002_barraindus_基础化工_pv_z 377.37 339.59 301.41 306.20 301.41 284.39 -120.93 -306.17 -374.31
1 multin_zz1000_71002_barraindus_煤炭_pv_z 296.16 258.38 220.20 224.99 220.20 203.18 -202.14 -387.39 -455.52
2 multin_zz1000_71002_barraindus_农林牧渔_pv_z 245.03 207.25 169.08 173.86 169.08 152.05 -253.26 -438.51 -506.64
3 multin_zz1000_71002_barraindus_化工_pv_z 235.86 198.07 159.90 164.68 159.90 142.87 -262.44 -447.69 -515.82
4 multin_zz1000_71001_barra_residualvolatility_botG 190.20 152.41 114.24 119.02 114.24 97.21 -308.10 -493.35 -561.48
5 multin_zz1000_71001_barra_size_botG 189.88 152.09 113.92 118.71 113.92 96.90 -308.42 -493.67 -561.80
6 multin_zz1000_71001_barra_nonlinearsize_botG 189.88 152.09 113.92 118.71 113.92 96.90 -308.42 -493.67 -561.80
7 multin_zz1000_71002_barraindus_公用事业_pv_z 183.26 145.48 107.30 112.09 107.30 90.28 -315.04 -500.29 -568.42
8 multin_zz1000_71002_barraindus_石油石化_pv_z 171.64 133.85 95.68 100.46 95.68 78.66 -326.66 -511.91 -580.04
9 multin_zz1000_71002_barraindus_有色金属_pv_z 160.72 122.93 84.76 89.54 84.76 67.74 -337.58 -522.83 -590.96
10 multin_zz1000_71001_barra_liquidity_botG 155.68 117.89 79.72 84.51 79.72 62.70 -342.62 -527.87 -596.00
11 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 151.58 113.80 75.62 80.41 75.62 58.60 -346.72 -531.97 -600.10
12 multin_zz1000_71002_barraindus_社会服务_pv_z 141.86 104.08 65.90 70.69 65.91 48.88 -356.43 -541.68 -609.81
13 multin_zz1000_71001_barra_beta_botG 140.43 102.64 64.47 69.26 64.47 47.45 -357.87 -543.12 -611.25
14 multin_zz1000_61003_overnight_pv_rm_blc2 138.07 100.28 62.11 66.89 62.11 45.08 -360.23 -545.48 -613.61
15 multin_zz1000_61003_pv_rm_blc2 138.07 100.28 62.11 66.89 62.11 45.08 -360.23 -545.48 -613.61
16 multin_zz1000_61004_pv_rm_blc2 137.53 99.75 61.58 66.36 61.58 44.55 -360.76 -546.01 -614.14
17 multin_zz1000_61004_overnight_pv_rm_blc2 137.53 99.75 61.58 66.36 61.58 44.55 -360.76 -546.01 -614.14
18 multin_zz1000_71001_barra_earningsyield_topG 134.47 96.69 58.51 63.30 58.51 41.49 -363.83 -549.08 -617.21
19 multin_zz1000_71002_barraindus_银行_pv_z 132.84 95.06 56.88 61.67 56.88 39.86 -365.46 -550.71 -618.84
20 multin_zz1000_71002_barraindus_电力设备_pv_z 128.69 90.90 52.73 57.51 52.73 35.71 -369.61 -554.86 -622.99
21 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 127.29 89.51 51.33 56.12 51.34 34.31 -371.00 -556.25 -624.38
22 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 127.23 89.44 51.27 56.05 51.27 34.24 -371.07 -556.32 -624.45
23 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 127.07 89.28 51.11 55.89 51.11 34.08 -371.23 -556.48 -624.61
24 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 127.00 89.22 51.04 55.83 51.04 34.02 -371.30 -556.55 -624.68
25 multin_zz1000_71002_barraindus_交通运输_pv_z 126.03 88.24 50.07 54.85 50.07 33.04 -372.27 -557.52 -625.65
26 mx_adaptability 125.01 87.22 49.05 53.84 49.05 32.03 -373.29 -558.54 -626.67
27 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 124.90 87.12 48.94 53.73 48.94 31.92 -373.40 -558.65 -626.78
28 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 124.81 87.03 48.85 53.64 48.85 31.83 -373.49 -558.74 -626.87
29 multin_zz1000_71001_barra_momentum_botG 123.61 85.82 47.65 52.43 47.65 30.62 -374.69 -559.94 -628.07
30 mx_resilience_inthandsctrl_amtctrl 123.08 85.30 47.12 51.91 47.12 30.10 -375.22 -560.47 -628.60
31 multin_zz1000_61005_score_pv_z_top2000rnk 122.74 84.96 46.78 51.57 46.78 29.76 -375.56 -560.81 -628.94
32 multin_zz1000_71002_barraindus_医药生物_pv_z 122.67 84.89 46.71 51.50 46.71 29.69 -375.63 -560.88 -629.01
33 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 122.10 84.32 46.14 50.93 46.14 29.12 -376.20 -561.45 -629.58
34 mx_tenacity_primitive 121.80 84.02 45.84 50.63 45.84 28.82 -376.50 -561.74 -629.88
35 mx_tenacity 121.80 84.02 45.84 50.63 45.84 28.82 -376.50 -561.74 -629.88
36 multin_zz1000_71001_barra_btop_topG 121.52 83.74 45.56 50.35 45.56 28.54 -376.78 -562.03 -630.16
37 mx_tenacity_restrict_primitive 120.65 82.87 44.69 49.48 44.69 27.67 -377.65 -562.89 -631.03
38 mx_tenacity_restrict 120.65 82.87 44.69 49.48 44.69 27.67 -377.65 -562.89 -631.03
39 mx_adaptability_v2 118.92 81.13 42.96 47.74 42.96 25.93 -379.38 -564.63 -632.76
40 mx_resilience_inthandsctrl 118.81 81.02 42.85 47.63 42.85 25.82 -379.49 -564.74 -632.87
41 mx_resilience 118.77 80.98 42.81 47.59 42.81 25.78 -379.53 -564.78 -632.91
42 multin_zz1000_71002_barraindus_国防军工_pv_z 117.36 79.57 41.40 46.18 41.40 24.37 -380.94 -566.19 -634.32
43 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 117.01 79.22 41.05 45.83 41.05 24.03 -381.29 -566.54 -634.67
44 mx_2023_gen_merge1_filtered_no_idsctrl 116.59 78.80 40.63 45.41 40.63 23.60 -381.71 -566.96 -635.09
45 mx_gentleness 116.59 78.80 40.63 45.41 40.63 23.60 -381.71 -566.96 -635.09
46 multin_zz1000_61005_score_pv_z_top300rnk 116.57 78.78 40.61 45.39 40.61 23.58 -381.73 -566.98 -635.11
47 multin_zz1000_61005_score_pv_z_top1000rnk 116.34 78.56 40.38 45.17 40.38 23.36 -381.96 -567.21 -635.34
48 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 116.03 78.25 40.07 44.86 40.07 23.05 -382.27 -567.51 -635.65
49 multin_zz1000_61001_pv_rm_blc 115.87 78.09 39.91 44.70 39.91 22.89 -382.43 -567.68 -635.81
50 mx_tenacity_morecapa_primitive 115.81 78.03 39.85 44.64 39.85 22.83 -382.49 -567.74 -635.87
51 mx_tenacity_morecapa 115.81 78.03 39.85 44.64 39.85 22.83 -382.49 -567.74 -635.87
52 multin_zz1000_61001_overnight_pv_rm_blc 115.66 77.88 39.70 44.49 39.71 22.68 -382.63 -567.88 -636.01
53 mx_opt_zz500_pv_z_v11_stable_4 115.62 77.84 39.66 44.45 39.66 22.64 -382.68 -567.92 -636.06
54 multin_zz1000_71002_barraindus_美容护理_pv_z 115.62 77.84 39.66 44.45 39.66 22.64 -382.68 -567.93 -636.06
55 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 115.14 77.35 39.18 43.96 39.18 22.15 -383.16 -568.41 -636.54
56 multin_zz1000_61001_pv 114.69 76.91 38.74 43.52 38.74 21.71 -383.60 -568.85 -636.98
57 mx_opt_zz500_pv_z_v13_stable_4 114.07 76.29 38.11 42.90 38.12 21.09 -384.22 -569.47 -637.60
58 multin1_real1 113.28 75.49 37.32 42.10 37.32 20.30 -385.02 -570.27 -638.40
59 multin_zz1000_61003_pv_rm_blc 113.28 75.49 37.32 42.10 37.32 20.30 -385.02 -570.27 -638.40
60 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 113.27 75.48 37.31 42.09 37.31 20.28 -385.03 -570.28 -638.41
61 multin1_real1_overnight 112.91 75.12 36.95 41.73 36.95 19.93 -385.39 -570.64 -638.77
62 multin_zz1000_61003_overnight_pv_rm_blc 112.91 75.12 36.95 41.73 36.95 19.93 -385.39 -570.64 -638.77
63 multin_zz1000_61003_pv 112.68 74.90 36.72 41.51 36.72 19.70 -385.62 -570.87 -639.00
64 multin_zz1000_71002_barraindus_建筑材料_pv_z 112.43 74.64 36.47 41.26 36.47 19.45 -385.87 -571.12 -639.25
65 multin_zz500_21001_tp200 111.99 74.21 36.03 40.82 36.04 19.01 -386.30 -571.55 -639.68
66 multin_zz1000_61002_pv_rm_blc 111.25 73.47 35.29 40.08 35.29 18.27 -387.05 -572.30 -640.43
67 multin_zz1000_61004_pv_rm_blc 111.25 73.47 35.29 40.08 35.29 18.27 -387.05 -572.30 -640.43
68 multin_zz1000_61004_idscapctrl_pv_rm_fnd 111.16 73.38 35.20 39.99 35.20 18.18 -387.14 -572.39 -640.52
69 multin_zz1000_61002_idscapctrl_pv_rm_fnd 111.16 73.38 35.20 39.99 35.20 18.18 -387.14 -572.39 -640.52
70 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 111.16 73.37 35.20 39.99 35.20 18.18 -387.14 -572.39 -640.52
71 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 111.16 73.37 35.20 39.99 35.20 18.18 -387.14 -572.39 -640.52
72 multin_zz1000_61002_overnight_pv_rm_blc 110.96 73.18 35.00 39.79 35.00 17.98 -387.34 -572.59 -640.72
73 multin_zz1000_61004_overnight_pv_rm_blc 110.96 73.18 35.00 39.79 35.00 17.98 -387.34 -572.59 -640.72
74 multin_zz1000_61002_pv 110.50 72.72 34.55 39.33 34.55 17.52 -387.79 -573.04 -641.17
75 multin_zz1000_61004_pv 110.50 72.72 34.55 39.33 34.55 17.52 -387.79 -573.04 -641.17
76 multin_zz1000_61001_idscapctrl_pv_rm_fnd 110.43 72.64 34.47 39.25 34.47 17.45 -387.87 -573.12 -641.25
77 multin1_real3 110.37 72.59 34.41 39.20 34.41 17.39 -387.93 -573.18 -641.31
78 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 110.37 72.59 34.41 39.20 34.41 17.39 -387.93 -573.18 -641.31
79 mx_2023_gen_merge2_filtered_idsctrl 109.99 72.21 34.03 38.82 34.03 17.01 -388.31 -573.55 -641.69
80 multin_zz1000_61004_idxctrl_pv_rm_fnd 109.02 71.23 33.06 37.84 33.06 16.04 -389.28 -574.53 -642.66
81 multin_zz1000_61002_idxctrl_pv_rm_fnd 109.02 71.23 33.06 37.84 33.06 16.04 -389.28 -574.53 -642.66
82 multin_zz1000_61005_score_pv_z_top500rnk 108.98 71.19 33.02 37.80 33.02 15.99 -389.32 -574.57 -642.70
83 multin_zz1000_61003_pv_rm_fnd_blc2 108.79 71.00 32.83 37.62 32.83 15.81 -389.51 -574.76 -642.89
84 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 107.50 69.72 31.54 36.33 31.54 14.52 -390.80 -576.05 -644.18
85 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 107.50 69.72 31.54 36.33 31.54 14.52 -390.80 -576.05 -644.18
86 multin_zz1000_61001_idxctrl_pv_rm_fnd 107.49 69.71 31.53 36.32 31.53 14.51 -390.81 -576.06 -644.19
87 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 106.86 69.08 30.91 35.69 30.91 13.88 -391.43 -576.68 -644.81
88 multin_zz1000_21001_tp1000 106.19 68.41 30.23 35.02 30.23 13.21 -392.11 -577.35 -645.49
89 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 105.95 68.16 29.99 34.77 29.99 12.97 -392.35 -577.60 -645.73
90 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 105.91 68.13 29.95 34.74 29.95 12.93 -392.39 -577.64 -645.77
91 multin_zz1000_71002_barraindus_纺织服饰_pv_z 104.67 66.89 28.71 33.50 28.71 11.69 -393.63 -578.88 -647.01
92 multin_zz1000_61004_pv_rm_fnd_blc2 104.64 66.85 28.68 33.46 28.68 11.65 -393.66 -578.91 -647.04
93 multin_zz1000_61003_pv_rm_fnd 103.84 66.05 27.88 32.66 27.88 10.85 -394.46 -579.71 -647.84
94 multin_zz1000_61003_pv_rm_fnd_blc 102.93 65.15 26.97 31.76 26.97 9.95 -395.37 -580.62 -648.75
95 multin1_real2 102.93 65.15 26.97 31.76 26.97 9.95 -395.37 -580.62 -648.75
96 mx_tenacity_ctrlonly 102.87 65.09 26.91 31.70 26.91 9.89 -395.43 -580.67 -648.81
97 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 102.86 65.08 26.90 31.69 26.90 9.88 -395.44 -580.69 -648.82
98 multin_zz1000_71002_barraindus_钢铁_pv_z 102.68 64.90 26.72 31.51 26.72 9.70 -395.62 -580.87 -649.00
99 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 102.50 64.71 26.54 31.32 26.54 9.52 -395.80 -581.05 -649.18
100 multin_zz1000_61003_overnight_pv_rm_fnd 102.41 64.62 26.45 31.23 26.45 9.42 -395.89 -581.14 -649.27
101 multin_zz1000_71002_barraindus_食品饮料_pv_z 101.79 64.00 25.83 30.61 25.83 8.80 -396.51 -581.76 -649.89
102 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 101.70 63.92 25.74 30.53 25.74 8.72 -396.60 -581.85 -649.98
103 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 101.63 63.84 25.67 30.46 25.67 8.65 -396.67 -581.92 -650.05
104 multin_zz1000_61006_halfhalf_stable4 101.52 63.73 25.56 30.34 25.56 8.53 -396.78 -582.03 -650.16
105 multin1_real2_overnight 101.45 63.66 25.49 30.27 25.49 8.47 -396.85 -582.10 -650.23
106 multin_zz1000_61003_overnight_pv_rm_fnd_blc 101.45 63.66 25.49 30.27 25.49 8.47 -396.85 -582.10 -650.23
107 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 101.41 63.62 25.45 30.23 25.45 8.43 -396.89 -582.14 -650.27
108 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 101.38 63.60 25.42 30.21 25.42 8.40 -396.92 -582.17 -650.30
109 multin_zz1000_71001_barra_leverage_topG 100.92 63.13 24.96 29.74 24.96 7.93 -397.38 -582.63 -650.76
110 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 100.91 63.13 24.95 29.74 24.95 7.93 -397.39 -582.63 -650.77
111 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 100.60 62.81 24.64 29.42 24.64 7.62 -397.70 -582.95 -651.08
112 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 100.38 62.60 24.42 29.21 24.42 7.40 -397.92 -583.17 -651.30
113 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 100.24 62.46 24.28 29.07 24.28 7.26 -398.06 -583.31 -651.44
114 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 99.88 62.09 23.92 28.70 23.92 6.89 -398.42 -583.67 -651.80
115 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 99.57 61.79 23.62 28.40 23.62 6.59 -398.72 -583.97 -652.10
116 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 99.55 61.77 23.59 28.38 23.59 6.57 -398.75 -583.99 -652.13
117 mx_opt_zz1000_pv_v1_stable_4 99.44 61.66 23.48 28.27 23.49 6.46 -398.85 -584.10 -652.23
118 mx_opt_zz1000_pv_v2_stable_4 99.44 61.66 23.49 28.27 23.49 6.46 -398.85 -584.10 -652.23
119 mx_opt_zz1000_pv_z_v10_stable_4 99.33 61.54 23.37 28.15 23.37 6.34 -398.97 -584.22 -652.35
120 mx_tenacity_morecapa_ctrlonly 99.33 61.54 23.37 28.15 23.37 6.34 -398.97 -584.22 -652.35
121 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 99.06 61.27 23.10 27.88 23.10 6.08 -399.24 -584.49 -652.62
122 multin_zz500_61007_mix6 98.60 60.81 22.64 27.42 22.64 5.62 -399.70 -584.95 -653.08
123 multin_zz1000_61006_halfhalf_usualv2 98.26 60.48 22.30 27.09 22.31 5.28 -400.03 -585.28 -653.41
124 multin_zz1000_61006_halfhalf_usualv1 98.08 60.29 22.12 26.90 22.12 5.09 -400.22 -585.47 -653.60
125 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 98.06 60.28 22.10 26.89 22.10 5.08 -400.24 -585.49 -653.62
126 multin_zz1000_61004_pv_rm_fnd 97.62 59.84 21.66 26.45 21.66 4.64 -400.68 -585.93 -654.06
127 multin_zz1000_61002_pv_rm_fnd 97.62 59.84 21.66 26.45 21.66 4.64 -400.68 -585.93 -654.06
128 multin_zz500_21001_tp500 97.60 59.82 21.64 26.43 21.64 4.62 -400.70 -585.95 -654.08
129 multin_zz1000_61001_pv_rm_fnd 96.68 58.89 20.72 25.50 20.72 3.70 -401.62 -586.87 -655.00
130 multin_zz1000_61004_pv_rm_fnd_blc 96.39 58.61 20.43 25.22 20.43 3.41 -401.91 -587.16 -655.29
131 multin_zz1000_61002_pv_rm_fnd_blc 96.39 58.61 20.43 25.22 20.43 3.41 -401.91 -587.16 -655.29
132 multin_zz1000_71002_barraindus_电气设备_pv_z 96.24 58.45 20.28 25.06 20.28 3.25 -402.06 -587.31 -655.44
133 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 95.87 58.08 19.91 24.70 19.91 2.89 -402.43 -587.68 -655.81
134 mx_resilience_inthandsctrl_amtctrl_capctrl 95.87 58.08 19.91 24.70 19.91 2.89 -402.43 -587.68 -655.81
135 mx_opt_zz500_pv_z_v10_stable_4 95.84 58.06 19.88 24.67 19.88 2.86 -402.46 -587.71 -655.84
136 multin_zz1000_61002_overnight_pv_rm_fnd 95.71 57.93 19.75 24.54 19.75 2.73 -402.59 -587.83 -655.97
137 multin_zz1000_61004_overnight_pv_rm_fnd 95.71 57.93 19.75 24.54 19.75 2.73 -402.59 -587.83 -655.97
138 multin_zz1000_61001_pv_rm_fnd_blc 95.29 57.50 19.33 24.11 19.33 2.30 -403.01 -588.26 -656.39
139 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 95.14 57.36 19.18 23.97 19.18 2.16 -403.16 -588.41 -656.54
140 multin_zz1000_61006_halfhalf 94.53 56.74 18.57 23.35 18.57 1.55 -403.77 -589.02 -657.15
141 multin_zz1000_61001_overnight_pv_rm_fnd 94.49 56.70 18.53 23.32 18.53 1.51 -403.81 -589.06 -657.19
142 multin_zz1000_61004_overnight_pv_rm_fnd_blc 94.41 56.62 18.45 23.23 18.45 1.42 -403.89 -589.14 -657.27
143 multin_zz1000_61002_overnight_pv_rm_fnd_blc 94.41 56.62 18.45 23.23 18.45 1.42 -403.89 -589.14 -657.27
144 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 93.31 55.52 17.35 22.13 17.35 0.32 -404.99 -590.24 -658.37
145 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 93.04 55.25 17.08 21.86 17.08 0.06 -405.26 -590.51 -658.64
146 multin_zz1000_61001_overnight_pv_rm_fnd_blc 93.02 55.23 17.06 21.84 17.06 0.03 -405.28 -590.53 -658.66
147 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 91.09 53.30 15.13 19.91 15.13 -1.89 -407.21 -592.46 -660.59
148 multin_zz1000_61007_mix6 90.70 52.92 14.74 19.53 14.74 -2.28 -407.60 -592.85 -660.98
149 mx_opt_zz1000_pv_z_v9_stable_4 89.93 52.15 13.97 18.76 13.97 -3.05 -408.37 -593.62 -661.75
150 mx_opt_zz1000_hssanbai 89.75 51.97 13.79 18.58 13.79 -3.23 -408.55 -593.80 -661.93
151 mx_opt_hs300_stable_4 89.75 51.97 13.79 18.58 13.79 -3.23 -408.55 -593.80 -661.93
152 mx_opt_zz1000_pv_z_v11_stable_4 89.30 51.52 13.34 18.13 13.34 -3.68 -409.00 -594.25 -662.38
153 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 88.74 50.96 12.78 17.57 12.78 -4.24 -409.56 -594.81 -662.94
154 mx_opt_zz1000_pv_z_v8_stable_4 87.70 49.91 11.74 16.52 11.74 -5.29 -410.60 -595.85 -663.98
155 mx_opt_zz1000_pv_z_v13_stable_4 87.07 49.28 11.11 15.89 11.11 -5.92 -411.23 -596.48 -664.61
156 multin_zz1000_71002_barraindus_轻工制造_pv_z 86.43 48.64 10.47 15.25 10.47 -6.55 -411.87 -597.12 -665.25
157 mx_opt_zz1000_pv_z_v1_stable_4 86.16 48.37 10.20 14.98 10.20 -6.82 -412.14 -597.39 -665.52
158 mx_opt_zz1000_z_v2_stable_4 84.31 46.53 8.35 13.14 8.36 -8.67 -413.98 -599.23 -667.36
159 mx_opt_zz1000_z_v1_stable_4 84.31 46.53 8.35 13.14 8.36 -8.67 -413.98 -599.23 -667.36
160 mx_opt_zz1000_pv_v3_stable_4 83.91 46.13 7.95 12.74 7.95 -9.07 -414.38 -599.63 -667.76
161 mx_opt_zz1000_pv_z_v5_stable_4 83.53 45.75 7.58 12.36 7.58 -9.45 -414.76 -600.01 -668.14
162 mx_capability_primitive 83.25 45.47 7.29 12.08 7.30 -9.73 -415.04 -600.29 -668.42
163 mx_capability 83.25 45.47 7.29 12.08 7.30 -9.73 -415.04 -600.29 -668.42
164 mx_opt3_usual_300_v2 83.25 45.46 7.29 12.07 7.29 -9.73 -415.05 -600.30 -668.43
165 mx_opt3_usual_300_v1 82.88 45.09 6.92 11.70 6.92 -10.11 -415.42 -600.67 -668.80
166 mx_opt_zz1000_pv_z_v2_stable_4 81.06 43.27 5.10 9.89 5.10 -11.92 -417.24 -602.49 -670.62
167 multin1_real0 79.45 41.67 3.49 8.28 3.50 -13.53 -418.84 -604.09 -672.22
168 multin1_real0_overnight 79.45 41.67 3.49 8.28 3.50 -13.53 -418.84 -604.09 -672.22
169 mx_opt_zz1000_pv_z_v12_stable_4 79.45 41.67 3.49 8.28 3.50 -13.53 -418.84 -604.09 -672.22
170 multin_zz1000_61008_multistrategy_baseline 79.45 41.67 3.49 8.28 3.50 -13.53 -418.84 -604.09 -672.22
171 multin_zz1000_71002_barraindus_纺织服装_pv_z 79.01 41.23 3.05 7.84 3.05 -13.97 -419.29 -604.54 -672.67
172 mx_opt_zz1000_pv_v4_stable_4 78.85 41.07 2.89 7.68 2.89 -14.13 -419.45 -604.70 -672.83
173 mx_opt2_dyna_300_v2 78.72 40.93 2.76 7.54 2.76 -14.26 -419.58 -604.83 -672.96
174 multin_zz1000_71002_barraindus_环保_pv_z 78.62 40.83 2.66 7.44 2.66 -14.36 -419.68 -604.93 -673.06
175 multin_zz500_61002_idxctrl_zz500_pv 78.35 40.57 2.39 7.18 2.39 -14.63 -419.95 -605.20 -673.33
176 multin_zz500_61004_idxctrl_zz500_pv 78.34 40.56 2.39 7.17 2.39 -14.64 -419.95 -605.20 -673.33
177 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 78.17 40.38 2.21 7.00 2.21 -14.81 -420.13 -605.38 -673.51
178 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 78.15 40.37 2.19 6.98 2.19 -14.83 -420.14 -605.39 -673.52
179 mx_opt1_absdef_50_v2 78.14 40.36 2.18 6.97 2.18 -14.84 -420.16 -605.41 -673.54
180 multin_zz1000_71002_barraindus_机械设备_pv_z 78.08 40.30 2.12 6.91 2.12 -14.90 -420.22 -605.47 -673.60
181 mx_opt_zz1000_z_v3_stable_4 77.47 39.69 1.51 6.30 1.51 -15.51 -420.83 -606.08 -674.21
182 multin_zz1000_71002_barraindus_房地产_pv_z 77.10 39.32 1.15 5.93 1.15 -15.88 -421.19 -606.44 -674.57
183 mx_opt_zz500_pv_z_v12_stable_4 77.00 39.21 1.04 5.82 1.04 -15.98 -421.30 -606.55 -674.68
184 multin_zz1000_71002_barraindus_综合_pv_z 75.82 38.03 -0.14 4.64 -0.14 -17.17 -422.48 -607.73 -675.86
185 mx_opt1_absdef_300_v2 75.78 37.99 -0.18 4.61 -0.18 -17.20 -422.52 -607.77 -675.90
186 mx_opt1_absdef_zz1000_hssanbai_v2 75.78 37.99 -0.18 4.61 -0.18 -17.20 -422.52 -607.77 -675.90
187 multin_zz500_61001_idxctrl_zz500_pv 75.44 37.65 -0.52 4.26 -0.52 -17.54 -422.86 -608.11 -676.24
188 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 75.36 37.58 -0.60 4.19 -0.60 -17.62 -422.94 -608.19 -676.32
189 mx_opt3_usual_500_v1 74.42 36.63 -1.54 3.24 -1.54 -18.57 -423.88 -609.13 -677.26
190 mx_opt_zz1000_pv_z_v3_stable_4 71.94 34.16 -4.01 0.77 -4.01 -21.04 -426.35 -611.60 -679.73
191 multin_zz1000_61004_idscapctrl_pv_rm_blc2 71.87 34.08 -4.09 0.69 -4.09 -21.12 -426.43 -611.68 -679.81
192 mx_opt_zz1000_pv_z_v4_stable_4 70.10 32.32 -5.85 -1.07 -5.85 -22.88 -428.19 -613.44 -681.57
193 multin_zz1000_71001_barra_growth_topG 66.78 29.00 -9.18 -4.39 -9.18 -26.20 -431.52 -616.77 -684.90
194 multin_zz1000_71002_barraindus_非银金融_pv_z 64.93 27.14 -11.03 -6.24 -11.03 -28.05 -433.37 -618.62 -686.75
195 multin_zz1000_61004_idscapctrl_pv 64.56 26.77 -11.40 -6.62 -11.40 -28.43 -433.74 -618.99 -687.12
196 multin_zz1000_61002_idscapctrl_pv 64.56 26.77 -11.40 -6.62 -11.40 -28.43 -433.74 -618.99 -687.12
197 multin_zz1000_61002_idxctrl_50010002000_pv 64.56 26.77 -11.40 -6.62 -11.40 -28.43 -433.74 -618.99 -687.12
198 multin_zz1000_61004_idxctrl_50010002000_pv 63.77 25.98 -12.19 -7.41 -12.19 -29.21 -434.53 -619.78 -687.91
199 multin_zz1000_61002_idscapctrl_pv_rm_blc 63.59 25.81 -12.37 -7.58 -12.37 -29.39 -434.71 -619.96 -688.09
200 multin_zz1000_61004_idscapctrl_pv_rm_blc 63.59 25.81 -12.37 -7.58 -12.37 -29.39 -434.71 -619.96 -688.09
201 multin_zz1000_61004_idxctrl_top3800_pv 63.40 25.62 -12.56 -7.77 -12.56 -29.58 -434.90 -620.15 -688.28
202 multin_zz1000_61001_idscapctrl_pv 62.85 25.07 -13.11 -8.32 -13.11 -30.13 -435.45 -620.70 -688.83
203 multin_zz1000_61002_idxctrl_top3800_pv 62.17 24.39 -13.79 -9.00 -13.79 -30.81 -436.13 -621.38 -689.51
204 multin_zz1000_61001_idscapctrl_pv_rm_blc 61.85 24.06 -14.11 -9.33 -14.11 -31.14 -436.45 -621.70 -689.83
205 mx_opt_zz1000_z_v4_stable_4 61.53 23.75 -14.43 -9.64 -14.43 -31.45 -436.77 -622.01 -690.15
206 multin_zz1000_61002_idxctrl_pv 60.88 23.09 -15.08 -10.29 -15.08 -32.10 -437.42 -622.67 -690.80
207 multin_zz1000_61004_idxctrl_pv 60.88 23.09 -15.08 -10.29 -15.08 -32.10 -437.42 -622.67 -690.80
208 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 59.68 21.90 -16.27 -11.49 -16.27 -33.30 -438.61 -623.86 -691.99
209 multin_zz1000_61002_idxctrl_pv_rm_blc 59.00 21.22 -16.96 -12.17 -16.96 -33.98 -439.29 -624.54 -692.67
210 multin_zz1000_61004_idxctrl_pv_rm_blc 59.00 21.22 -16.96 -12.17 -16.96 -33.98 -439.29 -624.54 -692.67
211 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 58.87 21.08 -17.09 -12.30 -17.09 -34.11 -439.43 -624.68 -692.81
212 mx_opt2_dyna_500_v2 58.68 20.89 -17.28 -12.50 -17.28 -34.30 -439.62 -624.87 -693.00
213 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 58.67 20.89 -17.29 -12.50 -17.29 -34.31 -439.62 -624.87 -693.00
214 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 58.51 20.73 -17.45 -12.66 -17.45 -34.47 -439.79 -625.04 -693.17
215 multin_zz1000_61001_idxctrl_pv 58.30 20.51 -17.66 -12.88 -17.66 -34.68 -440.00 -625.25 -693.38
216 mx_opt3_usual_500_v2 56.73 18.94 -19.23 -14.45 -19.23 -36.26 -441.57 -626.82 -694.95
217 multin_zz1000_61001_idxctrl_pv_rm_blc 56.37 18.59 -19.59 -14.80 -19.59 -36.61 -441.93 -627.18 -695.31
218 multin_zz1000_71002_barraindus_建筑装饰_pv_z 55.41 17.62 -20.55 -15.77 -20.55 -37.58 -442.89 -628.14 -696.27
219 multin_zz1000_71001_barra_leverage_botG 53.04 15.26 -22.92 -18.13 -22.92 -39.94 -445.26 -630.51 -698.64
220 multin_zz1000_61004_idxctrl_zz1000_pv 50.32 12.54 -25.64 -20.85 -25.64 -42.66 -447.98 -633.22 -701.36
221 multin_zz1000_61002_idxctrl_zz1000_pv 49.99 12.21 -25.97 -21.18 -25.97 -42.99 -448.31 -633.56 -701.69
222 multin_zz1000_61001_idxctrl_50010002000_pv 49.21 11.42 -26.75 -21.97 -26.75 -43.78 -449.09 -634.34 -702.47
223 multin_zz1000_61001_idxctrl_top3800_pv 48.97 11.18 -26.99 -22.20 -26.99 -44.01 -449.33 -634.58 -702.71
224 multin_zz1000_71002_barraindus_黑色金属_pv_z 48.38 10.59 -27.58 -22.79 -27.58 -44.60 -449.92 -635.17 -703.30
225 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 47.68 9.89 -28.28 -23.50 -28.28 -45.30 -450.62 -635.87 -704.00
226 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 47.33 9.54 -28.63 -23.85 -28.63 -45.66 -450.97 -636.22 -704.35
227 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 45.86 8.08 -30.10 -25.31 -30.10 -47.12 -452.44 -637.69 -705.82
228 multin_zz1000_61001_idxctrl_zz1000_pv 45.70 7.91 -30.26 -25.48 -30.26 -47.28 -452.60 -637.85 -705.98
229 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 45.60 7.82 -30.36 -25.57 -30.36 -47.38 -452.70 -637.95 -706.08
230 multin_zz1000_71001_barra_size_topG 45.40 7.62 -30.56 -25.77 -30.55 -47.58 -452.89 -638.14 -706.27
231 multin_zz1000_71002_barraindus_家用电器_pv_z 44.84 7.06 -31.12 -26.33 -31.12 -48.14 -453.46 -638.71 -706.84
232 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 42.91 5.13 -33.05 -28.26 -33.05 -50.07 -455.39 -640.64 -708.77
233 mx_opt3_usual_1000_v1 42.16 4.37 -33.80 -29.02 -33.80 -50.83 -456.14 -641.39 -709.52
234 mx_opt1_absdef_500_v2 40.38 2.59 -35.58 -30.80 -35.58 -52.60 -457.92 -643.17 -711.30
235 mx_opt2_dyna_1000_v2 34.42 -3.37 -41.54 -36.76 -41.54 -58.56 -463.88 -649.13 -717.26
236 mx_opt3_usual_1000_v2 33.61 -4.17 -42.35 -37.56 -42.35 -59.37 -464.69 -649.93 -718.07
237 multin_zz1000_71002_barraindus_商业贸易_pv_z 32.63 -5.16 -43.33 -38.55 -43.33 -60.36 -465.67 -650.92 -719.05
238 multin_zz1000_71001_barra_earningsyield_botG 30.89 -6.90 -45.07 -40.29 -45.07 -62.10 -467.41 -652.66 -720.79
239 multin_zz1000_71001_barra_beta_topG 24.74 -13.04 -51.22 -46.43 -51.22 -68.24 -473.56 -658.81 -726.94
240 multin_zz1000_71001_barra_nonlinearsize_topG 22.70 -15.09 -53.26 -48.48 -53.26 -70.28 -475.60 -660.85 -728.98
241 multin_zz1000_71001_barra_growth_botG 22.01 -15.77 -53.95 -49.16 -53.95 -70.97 -476.29 -661.53 -729.67
242 multin_zz1000_71002_barraindus_休闲服务_pv_z 12.53 -25.25 -63.43 -58.64 -63.42 -80.45 -485.76 -671.01 -739.14
243 mx_opt_zz1000_pv_z_v6_stable_4 5.33 -32.45 -70.63 -65.84 -70.63 -87.65 -492.97 -678.21 -746.35
244 mx_opt_zz1000_pv_z_v7_stable_4 0.47 -37.32 -75.49 -70.71 -75.49 -92.51 -497.83 -683.08 -751.21
245 mx_opt1_absdef_1000_v2 -3.78 -41.56 -79.74 -74.95 -79.74 -96.76 -502.08 -687.33 -755.46
246 multin_zz1000_71002_barraindus_商贸零售_pv_z -20.64 -58.42 -96.59 -91.81 -96.59 -113.62 -518.93 -704.18 -772.31
247 multin_zz1000_71002_barraindus_汽车_pv_z -33.21 -70.99 -109.17 -104.38 -109.17 -126.19 -531.51 -716.75 -784.89
248 multin_zz1000_71002_barraindus_电子_pv_z -34.12 -71.91 -110.08 -105.29 -110.08 -127.10 -532.42 -717.67 -785.80
249 multin_zz1000_71001_barra_btop_botG -43.34 -81.13 -119.30 -114.52 -119.30 -136.32 -541.64 -726.89 -795.02
250 multin_zz1000_71002_barraindus_电子元器件_pv_z -46.01 -83.79 -121.97 -117.18 -121.97 -138.99 -544.31 -729.56 -797.69
251 multin_zz1000_21001_tp1000_rm_blc -65.56 -103.35 -141.52 -136.74 -141.52 -158.55 -563.86 -749.11 -817.24
252 multin_zz1000_71002_barraindus_计算机_pv_z -75.51 -113.30 -151.47 -146.69 -151.47 -168.50 -573.81 -759.06 -827.19
253 multin_zz1000_71002_barraindus_传媒_pv_z -76.07 -113.85 -152.03 -147.24 -152.03 -169.05 -574.37 -759.62 -827.75
254 multin_zz500_21001_tp500_rm_blc -106.78 -144.57 -182.74 -177.96 -182.74 -199.77 -605.08 -790.33 -858.46
255 multin_zz1000_71001_barra_momentum_topG -152.12 -189.91 -228.08 -223.30 -228.08 -245.11 -650.42 -835.67 -903.80
256 multin_zz500_21001_tp200_rm_blc -154.91 -192.69 -230.87 -226.08 -230.87 -247.89 -653.21 -838.46 -906.59
257 multin_zz1000_71001_barra_residualvolatility_topG -157.75 -195.54 -233.71 -228.93 -233.71 -250.73 -656.05 -841.30 -909.43
258 multin_zz1000_71001_barra_liquidity_topG -159.37 -197.15 -235.33 -230.54 -235.33 -252.35 -657.67 -842.92 -911.05
259 multin_zz1000_71002_barraindus_通信_pv_z -172.53 -210.31 -248.49 -243.70 -248.49 -265.51 -670.83 -856.08 -924.21