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_20250418_151520
5 mt_962_use2008_best_save_rnk500_idsctrl 87.31 66.99 76.29 52.77 76.29 79.28 57.15 -7.18 30.40
6 mt_962_use2008_last_save_rnk500_idsctrl 86.35 66.04 75.34 51.82 75.34 78.33 56.19 -8.13 29.45
9 mt_962_use2009_best_save_rnk500_idsctrl 81.23 60.91 70.22 46.70 70.22 73.20 51.07 -13.26 24.33
12 mt_962_use2009_last_save_rnk500_idsctrl 77.89 57.57 66.88 43.36 66.88 69.87 47.73 -16.60 20.99
15 mt_961_use2008_best_save_rnk500_idsctrl 77.44 57.12 66.43 42.91 66.43 69.42 47.28 -17.05 20.54
20 mt_961_use2008_last_save_rnk500_idsctrl 74.97 54.65 63.95 40.43 63.95 66.94 44.81 -19.52 18.06
22 mt_962_use2010_best_save_rnk500_idsctrl 72.85 52.54 61.84 38.32 61.84 64.83 42.69 -21.63 15.95
23 mt_962_use2011_best_save_rnk500_idsctrl 70.55 50.24 59.54 36.02 59.54 62.53 40.39 -23.94 13.65
27 mt_961_use2012_last_save_rnk500_idsctrl 65.97 45.65 54.95 31.43 54.95 57.94 35.81 -28.52 9.06
29 mt_961_use2011_last_save_rnk500_idsctrl 65.55 45.23 54.53 31.01 54.53 57.52 35.39 -28.94 8.64
33 mt_961_use2009_last_save_rnk500_idsctrl 65.26 44.94 54.24 30.73 54.25 57.23 35.10 -29.23 8.35
35 mt_961_use2009_best_save_rnk500_idsctrl 64.04 43.72 53.02 29.51 53.02 56.01 33.88 -30.45 7.13
39 mt_962_use2010_last_save_rnk500_idsctrl 63.00 42.68 51.98 28.46 51.98 54.97 32.84 -31.49 6.09
41 mt_961_use2014_last_save_rnk500_idsctrl 61.66 41.34 50.64 27.12 50.64 53.63 31.50 -32.83 4.75
51 mt_961_use2012_best_save_rnk500_idsctrl 57.62 37.30 46.61 23.09 46.61 49.59 27.46 -36.87 0.72
52 mt_961_use2010_best_save_rnk500_idsctrl 56.94 36.63 45.93 22.41 45.93 48.92 26.78 -37.55 0.04
66 mx_2023_gen_merge1_filtered_no_idsctrl 53.51 33.19 42.50 18.98 42.50 45.49 23.35 -40.98 -3.39
68 mt_961_use2010_last_save_rnk500_idsctrl 53.35 33.03 42.33 18.82 42.33 45.32 23.19 -41.14 -3.56
85 mt_961_use2011_best_save_rnk500_idsctrl 51.24 30.92 40.23 16.71 40.23 43.22 21.08 -43.25 -5.66
98 mt_962_use2011_last_save_rnk500_idsctrl 48.42 28.10 37.40 13.89 37.40 40.39 18.26 -46.07 -8.49
100 mt_962_use2012_last_save_rnk500_idsctrl 47.88 27.56 36.87 13.35 36.87 39.86 17.72 -46.61 -9.02
101 mt_961_use2018_best_save_rnk500_idsctrl 47.88 27.57 36.87 13.35 36.87 39.86 17.73 -46.60 -9.02
108 mt_961_use2016_best_save_rnk500_idsctrl 46.77 26.45 35.75 12.24 35.75 38.74 16.61 -47.72 -10.14
109 mx_2023_gen_merge2_filtered_idsctrl 46.62 26.30 35.60 12.09 35.60 38.59 16.46 -47.87 -10.29
110 mt_961_use2023_last_save_rnk500_idsctrl 46.45 26.14 35.44 11.92 35.44 38.43 16.29 -48.03 -10.45
111 mt_961_use2022_last_save_rnk500_idsctrl 46.43 26.11 35.41 11.90 35.42 38.40 16.27 -48.06 -10.47
128 mt_961_use2016_last_save_rnk500_idsctrl 43.99 23.67 32.98 9.46 32.98 35.96 13.83 -50.50 -12.91
130 mt_962_use2016_best_save_rnk500_idsctrl 43.64 23.32 32.63 9.11 32.63 35.61 13.48 -50.85 -13.26
134 mt_961_use2014_best_save_rnk500_idsctrl 42.81 22.49 31.79 8.27 31.79 34.78 12.65 -51.68 -14.10
148 mt_961_use2015_last_save_rnk500_idsctrl 41.40 21.09 30.39 6.87 30.39 33.38 11.25 -53.08 -15.50
150 mt_961_use2023_best_save_rnk500_idsctrl 41.15 20.83 30.13 6.61 30.13 33.12 10.99 -53.34 -15.76
164 mt_962_use2018_last_save_rnk500_idsctrl 40.14 19.82 29.12 5.61 29.12 32.11 9.98 -54.35 -16.77
175 mt_961_use2022_best_save_rnk500_idsctrl 39.36 19.04 28.35 4.83 28.35 31.33 9.20 -55.13 -17.54
196 mt_961_use2017_last_save_rnk500_idsctrl 36.92 16.60 25.90 2.38 25.90 28.89 6.76 -57.57 -19.99
201 mt_961_use2018_last_save_rnk500_idsctrl 36.24 15.92 25.22 1.70 25.22 28.21 6.08 -58.25 -20.67
210 mt_961_use2013_last_save_rnk500_idsctrl 35.36 15.04 24.34 0.82 24.34 27.33 5.20 -59.13 -21.55
219 mt_962_use2012_best_save_rnk500_idsctrl 34.58 14.26 23.57 0.05 23.57 26.56 4.42 -59.91 -22.32
244 mt_962_use2013_last_save_rnk500_idsctrl 32.62 12.31 21.61 -1.91 21.61 24.60 2.46 -61.86 -24.28
250 mt_961_use2017_best_save_rnk500_idsctrl 31.88 11.57 20.87 -2.65 20.87 23.86 1.72 -62.60 -25.02
276 mt_961_use2021_last_save_rnk500_idsctrl 28.53 8.21 17.51 -6.01 17.51 20.50 -1.63 -65.96 -28.38
278 mt_961_use2024_best_save_rnk500_idsctrl 28.47 8.15 17.46 -6.06 17.46 20.45 -1.69 -66.02 -28.43
282 mt_961_use2015_best_save_rnk500_idsctrl 28.05 7.73 17.03 -6.49 17.03 20.02 -2.11 -66.44 -28.86
294 mt_962_use2016_last_save_rnk500_idsctrl 26.68 6.36 15.66 -7.85 15.66 18.65 -3.48 -67.81 -30.23
303 mt_962_use2015_last_save_rnk500_idsctrl 25.06 4.75 14.05 -9.47 14.05 17.04 -5.10 -69.42 -31.84
306 mt_961_use2024_last_save_rnk500_idsctrl 24.81 4.49 13.79 -9.73 13.79 16.78 -5.35 -69.68 -32.10
307 mt_962_use2017_last_save_rnk500_idsctrl 24.77 4.45 13.75 -9.77 13.75 16.74 -5.39 -69.72 -32.14
322 mt_962_use2013_best_save_rnk500_idsctrl 22.87 2.55 11.85 -11.66 11.85 14.84 -7.29 -71.62 -34.04
345 mt_962_use2014_last_save_rnk500_idsctrl 19.54 -0.77 8.53 -14.99 8.53 11.52 -10.61 -74.94 -37.36
357 mt_962_use2014_best_save_rnk500_idsctrl 17.32 -3.00 6.30 -17.22 6.30 9.29 -12.84 -77.17 -39.59
393 mt_961_use2020_last_save_rnk500_idsctrl 12.52 -7.80 1.51 -22.01 1.51 4.50 -17.64 -81.97 -44.38
397 mt_961_use2021_best_save_rnk500_idsctrl 12.44 -7.87 1.43 -22.09 1.43 4.42 -17.71 -82.04 -44.46
401 mt_961_use2019_last_save_rnk500_idsctrl 12.02 -8.30 1.00 -22.52 1.00 3.99 -18.14 -82.47 -44.89
402 mt_962_use2017_best_save_rnk500_idsctrl 11.74 -8.57 0.73 -22.79 0.73 3.72 -18.41 -82.74 -45.16
408 mt_961_use2020_best_save_rnk500_idsctrl 11.06 -9.26 0.04 -23.47 0.04 3.03 -19.10 -83.43 -45.85
414 mt_962_use2018_best_save_rnk500_idsctrl 10.28 -10.03 -0.73 -24.25 -0.73 2.26 -19.88 -84.21 -46.62
417 mt_962_use2021_last_save_rnk500_idsctrl 9.82 -10.49 -1.19 -24.71 -1.19 1.80 -20.34 -84.67 -47.08
439 mt_962_use2023_last_save_rnk500_idsctrl 3.91 -16.41 -7.10 -30.62 -7.10 -4.12 -26.25 -90.58 -52.99
448 mt_962_use2024_best_save_rnk500_idsctrl 1.39 -18.93 -9.62 -33.14 -9.62 -6.64 -28.77 -93.10 -55.51
451 mt_961_use2019_best_save_rnk500_idsctrl 0.75 -19.56 -10.26 -33.78 -10.26 -7.27 -29.41 -93.73 -56.15
466 mt_962_use2023_best_save_rnk500_idsctrl -7.77 -28.09 -18.79 -42.30 -18.78 -15.80 -37.93 -102.26 -64.67
471 mt_962_use2019_last_save_rnk500_idsctrl -10.14 -30.45 -21.15 -44.67 -21.15 -18.16 -40.30 -104.63 -67.04
477 mt_962_use2022_last_save_rnk500_idsctrl -15.98 -36.30 -27.00 -50.52 -27.00 -24.01 -46.14 -110.47 -72.89
480 mt_961_use2013_best_save_rnk500_idsctrl -18.19 -38.51 -29.21 -52.73 -29.21 -26.22 -48.35 -112.68 -75.10
481 mt_962_use2024_last_save_rnk500_idsctrl -18.45 -38.77 -29.47 -52.98 -29.47 -26.48 -48.61 -112.94 -75.36
488 mt_962_use2021_best_save_rnk500_idsctrl -24.13 -44.44 -35.14 -58.66 -35.14 -32.15 -54.29 -118.61 -81.03
494 mt_962_use2022_best_save_rnk500_idsctrl -29.52 -49.84 -40.53 -64.05 -40.53 -37.55 -59.68 -124.01 -86.42
497 mt_962_use2020_last_save_rnk500_idsctrl -33.11 -53.43 -44.13 -67.65 -44.13 -41.14 -63.27 -127.60 -90.02
504 mt_962_use2019_best_save_rnk500_idsctrl -48.02 -68.34 -59.04 -82.56 -59.04 -56.05 -78.18 -142.51 -104.93
506 mt_962_use2015_best_save_rnk500_idsctrl -55.64 -75.96 -66.66 -90.18 -66.66 -63.67 -85.80 -150.13 -112.55
508 mt_962_use2020_best_save_rnk500_idsctrl -65.79 -86.11 -76.80 -100.32 -76.80 -73.81 -95.95 -160.28 -122.69