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
overnight_20250516_151541
59 multin_zz1000_61001_overnight_pv_rm_blc 50.54 68.39 73.32 120.45 73.32 3.53 -32.96 -30.03 -3.25
81 multin_zz1000_61004_overnight_pv_rm_blc2 47.04 64.89 69.82 116.95 69.83 0.03 -36.45 -33.53 -6.75
87 multin_zz1000_61003_overnight_pv_rm_blc2 45.63 63.48 68.41 115.54 68.42 -1.38 -37.86 -34.94 -8.15
93 multin_zz1000_61001_overnight_pv_rm_fnd 44.07 61.92 66.86 113.98 66.86 -2.93 -39.42 -36.50 -9.71
98 multin_zz1000_61001_overnight_pv_rm_fnd_blc 43.34 61.19 66.13 113.25 66.13 -3.66 -40.15 -37.23 -10.44
99 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 42.89 60.74 65.67 112.80 65.67 -4.12 -40.61 -37.68 -10.90
101 multin_zz1000_61004_overnight_pv_rm_blc 42.65 60.50 65.44 112.56 65.44 -4.35 -40.84 -37.92 -11.13
102 multin_zz1000_61002_overnight_pv_rm_blc 42.65 60.50 65.44 112.56 65.44 -4.35 -40.84 -37.92 -11.13
105 multin_zz1000_61004_overnight_pv_rm_fnd 42.52 60.37 65.30 112.43 65.30 -4.49 -40.98 -38.05 -11.27
106 multin_zz1000_61002_overnight_pv_rm_fnd 42.52 60.37 65.30 112.43 65.30 -4.49 -40.98 -38.05 -11.27
108 multin_zz1000_61002_overnight_pv_rm_fnd_blc 42.32 60.18 65.11 112.23 65.11 -4.68 -41.17 -38.24 -11.46
109 multin_zz1000_61004_overnight_pv_rm_fnd_blc 42.32 60.18 65.11 112.23 65.11 -4.68 -41.17 -38.24 -11.46
126 multin1_real1_overnight 41.23 59.08 64.01 111.14 64.01 -5.78 -42.27 -39.34 -12.56
127 multin_zz1000_61003_overnight_pv_rm_blc 41.23 59.08 64.01 111.14 64.01 -5.78 -42.27 -39.34 -12.56
142 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 39.35 57.20 62.13 109.26 62.13 -7.66 -44.15 -41.22 -14.44
147 multin_zz1000_61003_overnight_pv_rm_fnd 38.61 56.46 61.39 108.52 61.39 -8.40 -44.89 -41.96 -15.18
148 multin_zz1000_61003_overnight_pv_rm_fnd_blc 38.24 56.09 61.03 108.15 61.03 -8.76 -45.25 -42.32 -15.54
149 multin1_real2_overnight 38.24 56.09 61.03 108.15 61.03 -8.76 -45.25 -42.32 -15.54
162 multin1_real0_overnight_中性 35.74 53.59 58.53 105.65 58.53 -11.26 -47.75 -44.83 -18.04
228 multin1_real0_overnight 25.76 43.61 48.54 95.67 48.54 -21.25 -57.74 -54.81 -28.03