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_20250616_151535
47 multin_zz1000_61001_overnight_pv_rm_blc 49.07 68.78 117.30 92.09 117.30 -5.47 -165.17 -173.99 -117.69
56 multin_zz1000_61004_overnight_pv_rm_blc2 48.13 67.85 116.37 91.15 116.37 -6.40 -166.10 -174.93 -118.63
66 multin_zz1000_61004_overnight_pv_rm_blc 46.09 65.81 114.33 89.11 114.33 -8.44 -168.14 -176.97 -120.67
67 multin_zz1000_61002_overnight_pv_rm_blc 46.09 65.81 114.33 89.11 114.33 -8.44 -168.14 -176.97 -120.67
70 multin1_real0_overnight_中性 45.57 65.29 113.81 88.59 113.81 -8.97 -168.66 -177.49 -121.19
84 multin_zz1000_61003_overnight_pv_rm_blc2 43.24 62.96 111.48 86.26 111.48 -11.30 -170.99 -179.82 -123.52
94 multin1_real1_overnight 41.69 61.41 109.92 84.71 109.93 -12.85 -172.54 -181.37 -125.07
95 multin_zz1000_61003_overnight_pv_rm_blc 41.69 61.41 109.92 84.71 109.93 -12.85 -172.54 -181.37 -125.07
156 multin_zz1000_61001_overnight_pv_rm_fnd 27.38 47.10 95.61 70.40 95.61 -27.16 -186.86 -195.68 -139.38
157 multin_zz1000_61001_overnight_pv_rm_fnd_blc 27.25 46.97 95.49 70.27 95.49 -27.29 -186.98 -195.81 -139.51
179 multin_zz1000_61002_overnight_pv_rm_fnd 23.02 42.74 91.25 66.04 91.26 -31.52 -191.21 -200.04 -143.74
180 multin_zz1000_61004_overnight_pv_rm_fnd 23.02 42.74 91.25 66.04 91.26 -31.52 -191.21 -200.04 -143.74
182 multin_zz1000_61002_overnight_pv_rm_fnd_blc 22.86 42.58 91.10 65.88 91.10 -31.68 -191.37 -200.20 -143.90
183 multin_zz1000_61004_overnight_pv_rm_fnd_blc 22.86 42.58 91.10 65.88 91.10 -31.68 -191.37 -200.20 -143.90
203 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 20.08 39.80 88.32 63.10 88.32 -34.46 -194.15 -202.98 -146.68
227 multin_zz1000_61003_overnight_pv_rm_fnd 15.83 35.54 84.06 58.85 84.06 -38.71 -198.41 -207.23 -150.93
230 multin1_real2_overnight 15.19 34.91 83.42 58.21 83.43 -39.35 -199.04 -207.87 -151.57
231 multin_zz1000_61003_overnight_pv_rm_fnd_blc 15.19 34.91 83.42 58.21 83.43 -39.35 -199.04 -207.87 -151.57
252 multin1_real0_overnight 12.37 32.08 80.60 55.39 80.60 -42.17 -201.87 -210.69 -154.39
259 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 11.85 31.56 80.08 54.87 80.08 -42.69 -202.39 -211.21 -154.91