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_20250402_151606
26 mt_962_use2023_best_save_rnk500_idsctrl 28.64 46.02 58.42 66.07 58.42 26.44 34.66 49.79 50.03
31 mt_962_use2023_last_save_rnk500_idsctrl 24.56 41.94 54.34 61.99 54.34 22.36 30.58 45.71 45.95
33 mt_961_use2015_best_save_rnk500_idsctrl 23.78 41.17 53.57 61.21 53.56 21.59 29.81 44.94 45.17
34 mt_962_use2024_last_save_rnk500_idsctrl 22.83 40.21 52.61 60.26 52.61 20.63 28.85 43.98 44.22
46 mt_962_use2021_best_save_rnk500_idsctrl 20.16 37.55 49.95 57.60 49.95 17.97 26.19 41.32 41.56
55 mt_961_use2013_best_save_rnk500_idsctrl 17.55 34.94 47.34 54.99 47.34 15.36 23.58 38.71 38.95
57 mt_961_use2017_last_save_rnk500_idsctrl 17.29 34.68 47.07 54.72 47.07 15.09 23.32 38.44 38.68
59 mt_961_use2010_last_save_rnk500_idsctrl 17.06 34.45 46.84 54.49 46.84 14.86 23.09 38.21 38.45
62 mt_962_use2015_best_save_rnk500_idsctrl 16.83 34.22 46.62 54.27 46.61 14.64 22.86 37.99 38.22
68 mt_961_use2015_last_save_rnk500_idsctrl 16.35 33.73 46.13 53.78 46.13 14.15 22.37 37.50 37.74
77 mt_961_use2021_best_save_rnk500_idsctrl 14.96 32.35 44.74 52.39 44.74 12.77 20.99 36.12 36.35
81 mt_962_use2024_best_save_rnk500_idsctrl 14.07 31.45 43.85 51.50 43.85 11.87 20.09 35.22 35.46
82 mt_961_use2011_best_save_rnk500_idsctrl 13.63 31.02 43.42 51.07 43.42 11.44 19.66 34.79 35.03
91 mt_961_use2010_best_save_rnk500_idsctrl 12.26 29.65 42.05 49.70 42.05 10.07 18.29 33.42 33.66
92 mt_961_use2019_last_save_rnk500_idsctrl 12.16 29.54 41.94 49.59 41.94 9.96 18.18 33.31 33.55
96 mt_961_use2019_best_save_rnk500_idsctrl 11.77 29.16 41.56 49.21 41.56 9.58 17.80 32.93 33.17
104 mt_961_use2023_best_save_rnk500_idsctrl 10.81 28.19 40.59 48.24 40.59 8.61 16.83 31.96 32.20
105 mt_962_use2022_last_save_rnk500_idsctrl 10.73 28.11 40.51 48.16 40.51 8.53 16.76 31.88 32.12
106 mt_962_use2019_best_save_rnk500_idsctrl 10.68 28.06 40.46 48.11 40.46 8.48 16.70 31.83 32.07
108 mt_961_use2018_last_save_rnk500_idsctrl 10.41 27.80 40.19 47.84 40.19 8.21 16.44 31.56 31.80
134 mt_961_use2016_last_save_rnk500_idsctrl 7.69 25.07 37.47 45.12 37.47 5.49 13.72 28.84 29.08
135 mt_962_use2021_last_save_rnk500_idsctrl 7.09 24.48 36.87 44.52 36.87 4.89 13.12 28.24 28.48
140 mt_961_use2023_last_save_rnk500_idsctrl 6.71 24.10 36.49 44.14 36.49 4.51 12.74 27.86 28.10
146 mt_961_use2011_last_save_rnk500_idsctrl 6.19 23.58 35.97 43.62 35.97 3.99 12.22 27.34 27.58
162 mt_961_use2016_best_save_rnk500_idsctrl 4.83 22.21 34.61 42.26 34.61 2.63 10.85 25.98 26.22
194 mt_962_use2020_last_save_rnk500_idsctrl 2.90 20.28 32.68 40.33 32.68 0.70 8.92 24.05 24.29
196 mt_962_use2019_last_save_rnk500_idsctrl 2.60 19.99 32.39 40.04 32.39 0.41 8.63 23.76 23.99
200 mt_961_use2013_last_save_rnk500_idsctrl 2.43 19.81 32.21 39.86 32.21 0.23 8.46 23.58 23.82
225 mx_2023_gen_merge2_filtered_idsctrl 1.06 18.45 30.84 38.49 30.84 -1.14 7.09 22.21 22.45
229 mt_961_use2017_best_save_rnk500_idsctrl 0.77 18.15 30.55 38.20 30.55 -1.43 6.79 21.92 22.16
230 mt_961_use2018_best_save_rnk500_idsctrl 0.76 18.14 30.54 38.19 30.54 -1.44 6.78 21.91 22.15
246 mt_962_use2020_best_save_rnk500_idsctrl -0.50 16.88 29.28 36.93 29.28 -2.70 5.52 20.65 20.89
249 mt_961_use2022_last_save_rnk500_idsctrl -0.97 16.42 28.82 36.47 28.82 -3.16 5.06 20.19 20.43
257 mt_961_use2021_last_save_rnk500_idsctrl -2.32 15.06 27.46 35.11 27.46 -4.52 3.70 18.83 19.07
267 mt_961_use2020_best_save_rnk500_idsctrl -3.28 14.10 26.50 34.15 26.50 -5.48 2.75 17.87 18.11
274 mt_961_use2024_best_save_rnk500_idsctrl -3.81 13.57 25.97 33.62 25.97 -6.01 2.21 17.34 17.58
277 mt_961_use2012_last_save_rnk500_idsctrl -4.14 13.24 25.64 33.29 25.64 -6.34 1.88 17.01 17.25
278 mt_961_use2022_best_save_rnk500_idsctrl -4.36 13.02 25.42 33.07 25.42 -6.56 1.66 16.79 17.03
279 mt_961_use2020_last_save_rnk500_idsctrl -4.51 12.87 25.27 32.92 25.27 -6.71 1.52 16.64 16.88
282 mt_961_use2012_best_save_rnk500_idsctrl -4.97 12.41 24.81 32.46 24.81 -7.17 1.05 16.18 16.42
294 mt_962_use2017_best_save_rnk500_idsctrl -6.80 10.58 22.98 30.63 22.98 -9.00 -0.77 14.35 14.59
295 mt_962_use2018_best_save_rnk500_idsctrl -6.84 10.55 22.94 30.59 22.94 -9.04 -0.81 14.31 14.55
297 mt_962_use2022_best_save_rnk500_idsctrl -7.37 10.02 22.42 30.07 22.42 -9.56 -1.34 13.79 14.02
298 mt_961_use2024_last_save_rnk500_idsctrl -7.43 9.96 22.35 30.00 22.35 -9.63 -1.40 13.72 13.96
300 mt_962_use2010_last_save_rnk500_idsctrl -7.55 9.84 22.24 29.89 22.24 -9.74 -1.52 13.61 13.84
308 mt_962_use2013_last_save_rnk500_idsctrl -8.10 9.28 21.68 29.33 21.68 -10.30 -2.08 13.05 13.29
315 mt_962_use2015_last_save_rnk500_idsctrl -8.55 8.84 21.23 28.88 21.23 -10.75 -2.52 12.60 12.84
360 mx_2023_gen_merge1_filtered_no_idsctrl -12.07 5.32 17.72 25.37 17.72 -14.26 -6.04 9.09 9.33
369 mt_961_use2014_best_save_rnk500_idsctrl -12.58 4.81 17.20 24.85 17.20 -14.78 -6.55 8.57 8.81
372 mt_961_use2009_best_save_rnk500_idsctrl -12.75 4.64 17.03 24.68 17.03 -14.95 -6.72 8.40 8.64
380 mt_962_use2011_last_save_rnk500_idsctrl -13.55 3.83 16.23 23.88 16.23 -15.75 -7.53 7.60 7.84
383 mt_962_use2013_best_save_rnk500_idsctrl -13.90 3.48 15.88 23.53 15.88 -16.10 -7.88 7.25 7.49
386 mt_961_use2009_last_save_rnk500_idsctrl -14.23 3.16 15.56 23.21 15.56 -16.42 -8.20 6.93 7.17
392 mt_962_use2014_best_save_rnk500_idsctrl -15.15 2.23 14.63 22.28 14.63 -17.35 -9.13 6.00 6.24
402 mt_962_use2017_last_save_rnk500_idsctrl -17.31 0.07 12.47 20.12 12.47 -19.51 -11.28 3.84 4.08
406 mt_962_use2016_best_save_rnk500_idsctrl -17.78 -0.39 12.00 19.65 12.00 -19.98 -11.75 3.37 3.61
408 mt_962_use2014_last_save_rnk500_idsctrl -17.83 -0.44 11.96 19.61 11.96 -20.02 -11.80 3.33 3.57
409 mt_962_use2012_last_save_rnk500_idsctrl -18.03 -0.65 11.75 19.40 11.75 -20.23 -12.01 3.12 3.36
412 mt_962_use2016_last_save_rnk500_idsctrl -18.99 -1.61 10.79 18.44 10.79 -21.19 -12.97 2.16 2.40
413 mt_962_use2018_last_save_rnk500_idsctrl -19.35 -1.96 10.44 18.09 10.44 -21.54 -13.32 1.81 2.05
415 mt_962_use2012_best_save_rnk500_idsctrl -19.56 -2.17 10.23 17.88 10.23 -21.75 -13.53 1.60 1.84
427 mt_962_use2010_best_save_rnk500_idsctrl -21.00 -3.61 8.79 16.43 8.78 -23.19 -14.97 0.16 0.39
459 mt_961_use2014_last_save_rnk500_idsctrl -26.31 -8.92 3.47 11.12 3.47 -28.51 -20.28 -5.16 -4.92
460 mt_961_use2008_best_save_rnk500_idsctrl -26.38 -9.00 3.40 11.05 3.40 -28.58 -20.36 -5.23 -4.99
468 mt_962_use2011_best_save_rnk500_idsctrl -29.24 -11.86 0.54 8.19 0.54 -31.44 -23.22 -8.09 -7.85
470 mt_961_use2008_last_save_rnk500_idsctrl -29.87 -12.49 -0.09 7.56 -0.09 -32.07 -23.85 -8.72 -8.48
477 mt_962_use2009_last_save_rnk500_idsctrl -32.83 -15.45 -3.05 4.60 -3.05 -35.03 -26.81 -11.68 -11.44
479 mt_962_use2009_best_save_rnk500_idsctrl -33.25 -15.87 -3.47 4.18 -3.47 -35.45 -27.22 -12.10 -11.86
481 mt_962_use2008_best_save_rnk500_idsctrl -33.53 -16.15 -3.75 3.90 -3.75 -35.73 -27.51 -12.38 -12.14
489 mt_962_use2008_last_save_rnk500_idsctrl -36.76 -19.38 -6.98 0.67 -6.98 -38.96 -30.74 -15.61 -15.37