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_20250701_151523
0 multin_zz1000_71002_barraindus_医药生物_pv_z 215.34 209.02 242.84 222.49 242.84 216.28 142.44 38.74 104.90
1 multin_zz1000_71002_barraindus_美容护理_pv_z 157.19 150.87 184.70 164.34 184.69 158.13 84.29 -19.40 46.75
2 multin_zz1000_71002_barraindus_银行_pv_z 146.97 140.65 174.47 154.12 174.47 147.91 74.07 -29.63 36.53
3 multin_zz1000_71002_barraindus_黑色金属_pv_z 120.28 113.96 147.78 127.43 147.78 121.22 47.37 -56.32 9.83
4 multin_zz1000_71002_barraindus_公用事业_pv_z 114.52 108.20 142.02 121.67 142.02 115.46 41.62 -62.08 4.08
5 multin_zz1000_71002_barraindus_有色金属_pv_z 99.22 92.90 126.72 106.37 126.72 100.16 26.32 -77.38 -11.22
6 multin_zz1000_71002_barraindus_化工_pv_z 97.37 91.05 124.88 104.52 124.87 98.31 24.47 -79.23 -13.07
7 multin_zz1000_71002_barraindus_钢铁_pv_z 63.49 57.17 91.00 70.64 90.99 64.43 -9.41 -113.10 -46.95
8 mx_opt3_usual_300_v1 58.58 52.26 86.08 65.73 86.08 59.52 -14.32 -118.02 -51.86
9 multin_zz1000_71002_barraindus_基础化工_pv_z 55.33 49.02 82.84 62.48 82.84 56.27 -17.57 -121.26 -55.11
10 mx_opt3_usual_300_v2 47.79 41.47 75.30 54.94 75.30 48.73 -25.11 -128.80 -62.65
11 multin_zz1000_71001_barra_momentum_topG 47.29 40.98 74.80 54.44 74.80 48.23 -25.61 -129.30 -63.15
12 mx_opt_zz1000_pv_z_v6_stable_4 45.94 39.62 73.45 53.09 73.44 46.88 -26.96 -130.65 -64.50
13 multin_zz1000_71002_barraindus_建筑材料_pv_z 45.62 39.31 73.13 52.77 73.13 46.56 -27.28 -130.97 -64.82
14 multin_zz1000_71001_barra_beta_botG 42.73 36.42 70.24 49.88 70.24 43.67 -30.17 -133.86 -67.71
15 mx_opt_zz500_pv_z_v11_stable_4 41.90 35.58 69.40 49.05 69.40 42.84 -31.00 -134.70 -68.54
16 mx_opt3_usual_500_v1 41.63 35.31 69.13 48.78 69.13 42.57 -31.27 -134.97 -68.81
17 multin_zz1000_61006_halfhalf_usualv1 41.63 35.31 69.14 48.78 69.13 42.57 -31.27 -134.97 -68.81
18 mx_resilience 41.39 35.08 68.90 48.54 68.90 42.33 -31.51 -135.20 -69.05
19 mx_resilience_inthandsctrl 41.36 35.04 68.87 48.51 68.87 42.30 -31.54 -135.23 -69.08
20 mx_resilience_inthandsctrl_amtctrl 38.74 32.42 66.24 45.89 66.24 39.68 -34.17 -137.86 -71.70
21 mx_opt_zz1000_pv_z_v11_stable_4 38.70 32.39 66.21 45.85 66.21 39.64 -34.20 -137.89 -71.74
22 mx_opt_zz1000_pv_z_v7_stable_4 36.79 30.47 64.29 43.94 64.29 37.73 -36.11 -139.81 -73.65
23 multin_zz1000_71002_barraindus_农林牧渔_pv_z 36.52 30.20 64.02 43.67 64.02 37.46 -36.38 -140.08 -73.92
24 multin_zz1000_61006_halfhalf_usualv2 36.24 29.92 63.74 43.39 63.74 37.18 -36.66 -140.36 -74.20
25 multin_zz1000_61004_idxctrl_top3800_pv 36.11 29.79 63.61 43.26 63.61 37.05 -36.79 -140.49 -74.33
26 multin_zz1000_61002_idxctrl_top3800_pv 35.31 28.99 62.81 42.46 62.81 36.25 -37.60 -141.29 -75.13
27 mx_resilience_inthandsctrl_amtctrl_capctrl 34.68 28.36 62.19 41.83 62.18 35.62 -38.22 -141.91 -75.76
28 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 34.68 28.36 62.19 41.83 62.18 35.62 -38.22 -141.91 -75.76
29 mx_opt_zz500_pv_z_v13_stable_4 34.47 28.15 61.97 41.62 61.97 35.41 -38.44 -142.13 -75.97
30 mx_opt2_dyna_500_v2 32.70 26.38 60.20 39.85 60.20 33.64 -40.20 -143.90 -77.74
31 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 32.64 26.32 60.14 39.79 60.14 33.58 -40.27 -143.96 -77.80
32 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 32.57 26.26 60.08 39.73 60.08 33.52 -40.33 -144.02 -77.87
33 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 32.57 26.26 60.08 39.73 60.08 33.52 -40.33 -144.02 -77.87
34 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 32.45 26.13 59.95 39.60 59.95 33.39 -40.45 -144.15 -77.99
35 multin_zz1000_61004_idxctrl_50010002000_pv 32.37 26.06 59.88 39.52 59.88 33.31 -40.53 -144.22 -78.07
36 mx_opt3_usual_500_v2 32.23 25.92 59.74 39.38 59.74 33.17 -40.67 -144.36 -78.21
37 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 31.67 25.36 59.18 38.82 59.18 32.61 -41.23 -144.92 -78.77
38 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 31.54 25.22 59.04 38.69 59.04 32.48 -41.36 -145.06 -78.90
39 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 31.41 25.10 58.92 38.56 58.92 32.35 -41.49 -145.18 -79.03
40 multin_zz1000_71002_barraindus_环保_pv_z 31.34 25.02 58.84 38.49 58.84 32.28 -41.56 -145.26 -79.10
41 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 31.33 25.01 58.83 38.48 58.83 32.27 -41.57 -145.27 -79.11
42 multin_zz1000_61002_idxctrl_50010002000_pv 31.24 24.93 58.75 38.39 58.75 32.18 -41.66 -145.35 -79.20
43 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 30.90 24.58 58.40 38.05 58.40 31.84 -42.00 -145.70 -79.54
44 mx_opt_zz1000_pv_z_v1_stable_4 30.61 24.30 58.12 37.77 58.12 31.56 -42.29 -145.98 -79.83
45 mx_gentleness 30.24 23.92 57.74 37.39 57.74 31.18 -42.66 -146.36 -80.20
46 mx_2023_gen_merge1_filtered_no_idsctrl 30.24 23.92 57.74 37.39 57.74 31.18 -42.66 -146.36 -80.20
47 mx_opt_zz1000_pv_z_v2_stable_4 29.95 23.64 57.46 37.10 57.46 30.89 -42.95 -146.64 -80.49
48 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 29.77 23.45 57.27 36.92 57.27 30.71 -43.13 -146.83 -80.67
49 mx_opt_zz1000_pv_z_v9_stable_4 29.61 23.29 57.11 36.76 57.11 30.55 -43.29 -146.99 -80.83
50 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 29.50 23.18 57.00 36.65 57.00 30.44 -43.40 -147.10 -80.94
51 mx_opt_zz1000_pv_v4_stable_4 29.45 23.14 56.96 36.60 56.96 30.39 -43.45 -147.14 -80.99
52 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 29.24 22.92 56.74 36.39 56.74 30.18 -43.66 -147.36 -81.20
53 multin1_real0_overnight_中性 28.83 22.51 56.33 35.98 56.33 29.77 -44.08 -147.77 -81.62
54 multin1_real1_keep_bjs_keep500 28.83 22.51 56.33 35.98 56.33 29.77 -44.08 -147.77 -81.62
55 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 28.79 22.48 56.30 35.94 56.30 29.73 -44.11 -147.80 -81.65
56 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.66 22.34 56.17 35.81 56.17 29.60 -44.24 -147.93 -81.78
57 multin_zz1000_61003_overnight_pv_rm_blc2 28.11 21.79 55.61 35.26 55.61 29.05 -44.79 -148.49 -82.33
58 multin_zz1000_61003_pv_rm_blc2 28.11 21.79 55.61 35.26 55.61 29.05 -44.79 -148.49 -82.33
59 mx_opt_zz1000_pv_z_v13_stable_4 28.01 21.70 55.52 35.17 55.52 28.96 -44.89 -148.58 -82.43
60 multin1_real0 28.01 21.69 55.51 35.16 55.51 28.95 -44.89 -148.59 -82.43
61 multin1_real0_中性 28.01 21.69 55.51 35.16 55.51 28.95 -44.89 -148.59 -82.43
62 multin_zz1000_71002_barraindus_综合_pv_z 27.97 21.65 55.48 35.12 55.47 28.91 -44.93 -148.63 -82.47
63 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 27.49 21.17 54.99 34.64 54.99 28.43 -45.41 -149.11 -82.95
64 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 27.39 21.07 54.89 34.54 54.89 28.33 -45.51 -149.21 -83.05
65 mx_opt3_usual_1000_v1 27.37 21.05 54.87 34.52 54.87 28.31 -45.54 -149.23 -83.07
66 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 27.32 21.01 54.83 34.48 54.83 28.27 -45.58 -149.27 -83.12
67 multin_zz1000_61004_overnight_pv_rm_fnd 27.16 20.84 54.67 34.31 54.67 28.10 -45.74 -149.43 -83.28
68 multin_zz1000_61002_overnight_pv_rm_fnd 27.16 20.84 54.67 34.31 54.67 28.10 -45.74 -149.43 -83.28
69 multin_zz1000_61001_idxctrl_top3800_pv 27.08 20.76 54.59 34.23 54.58 28.02 -45.82 -149.52 -83.36
70 mx_opt_zz1000_pv_z_v5_stable_4 26.98 20.66 54.48 34.13 54.48 27.92 -45.92 -149.62 -83.46
71 multin_zz1000_61004_pv_rm_fnd 26.97 20.65 54.48 34.12 54.47 27.91 -45.93 -149.62 -83.47
72 multin_zz1000_61002_pv_rm_fnd 26.97 20.65 54.48 34.12 54.47 27.91 -45.93 -149.62 -83.47
73 mx_opt_zz1000_pv_v2_stable_4 26.89 20.57 54.40 34.04 54.40 27.83 -46.01 -149.70 -83.55
74 mx_opt_zz1000_pv_v1_stable_4 26.89 20.57 54.40 34.04 54.40 27.83 -46.01 -149.70 -83.55
75 multin1_real1_rm_bjs_keep1k 26.42 20.11 53.93 33.58 53.93 27.37 -46.48 -150.17 -84.02
76 multin1_real1_rm_bjs_keep500 25.94 19.62 53.44 33.09 53.44 26.88 -46.96 -150.66 -84.50
77 mx_tenacity_morecapa_primitive 25.75 19.44 53.26 32.90 53.26 26.69 -47.15 -150.84 -84.69
78 mx_tenacity_morecapa 25.75 19.44 53.26 32.90 53.26 26.69 -47.15 -150.84 -84.69
79 multin1_real1_rm_bjs 25.60 19.28 53.11 32.75 53.11 26.54 -47.30 -150.99 -84.84
80 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 25.54 19.22 53.04 32.69 53.04 26.48 -47.36 -151.06 -84.90
81 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 25.24 18.93 52.75 32.39 52.75 26.18 -47.66 -151.35 -85.20
82 multin1_real1_overnight 25.23 18.91 52.74 32.38 52.74 26.17 -47.67 -151.36 -85.21
83 multin_zz1000_61003_overnight_pv_rm_blc 25.23 18.91 52.74 32.38 52.74 26.17 -47.67 -151.36 -85.21
84 mx_opt_zz1000_pv_v3_stable_4 25.20 18.88 52.70 32.35 52.70 26.14 -47.70 -151.40 -85.24
85 multin1_real1_keep_bjs_keep1k 24.96 18.65 52.47 32.11 52.47 25.90 -47.94 -151.63 -85.48
86 multin1_real1 24.68 18.36 52.19 31.83 52.19 25.62 -48.22 -151.91 -85.76
87 multin_zz1000_61003_pv_rm_blc 24.68 18.36 52.19 31.83 52.19 25.62 -48.22 -151.91 -85.76
88 mx_opt_zz1000_pv_z_v4_stable_4 24.63 18.31 52.13 31.78 52.13 25.57 -48.27 -151.97 -85.81
89 multin_zz1000_61001_idxctrl_50010002000_pv 24.56 18.25 52.07 31.72 52.07 25.51 -48.34 -152.03 -85.88
90 multin_zz1000_61003_pv 24.53 18.21 52.03 31.68 52.03 25.47 -48.37 -152.07 -85.91
91 multin_zz1000_61002_overnight_pv_rm_fnd_blc 24.28 17.96 51.79 31.43 51.78 25.22 -48.62 -152.32 -86.16
92 multin_zz1000_61004_overnight_pv_rm_fnd_blc 24.28 17.96 51.79 31.43 51.78 25.22 -48.62 -152.32 -86.16
93 multin_zz1000_61002_idxctrl_zz1000_pv 24.27 17.95 51.78 31.42 51.78 25.21 -48.63 -152.32 -86.17
94 multin_zz1000_61004_idxctrl_zz1000_pv 24.18 17.87 51.69 31.34 51.69 25.13 -48.72 -152.41 -86.26
95 multin_zz1000_71001_barra_earningsyield_topG 24.16 17.84 51.67 31.31 51.67 25.10 -48.74 -152.43 -86.28
96 multin_zz1000_61003_overnight_pv_rm_fnd 23.93 17.61 51.44 31.08 51.43 24.87 -48.97 -152.66 -86.51
97 multin_zz1000_61002_pv_rm_fnd_blc 23.66 17.34 51.17 30.81 51.17 24.60 -49.24 -152.93 -86.78
98 multin_zz1000_61004_pv_rm_fnd_blc 23.66 17.34 51.17 30.81 51.17 24.60 -49.24 -152.93 -86.78
99 mx_tenacity_restrict_primitive 23.55 17.23 51.05 30.70 51.05 24.49 -49.35 -153.05 -86.89
100 mx_tenacity_restrict 23.55 17.23 51.05 30.70 51.05 24.49 -49.35 -153.05 -86.89
101 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 23.55 17.23 51.05 30.70 51.05 24.49 -49.36 -153.05 -86.90
102 multin_zz1000_61004_pv_rm_fnd_blc2 23.52 17.20 51.03 30.67 51.03 24.46 -49.38 -153.07 -86.92
103 mx_opt_zz1000_pv_z_v8_stable_4 23.45 17.13 50.96 30.60 50.95 24.39 -49.45 -153.14 -86.99
104 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 23.43 17.11 50.93 30.58 50.93 24.37 -49.47 -153.17 -87.01
105 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 23.42 17.10 50.92 30.57 50.92 24.36 -49.48 -153.18 -87.02
106 multin_zz1000_61003_pv_rm_fnd 23.31 16.99 50.81 30.46 50.81 24.25 -49.59 -153.29 -87.13
107 mx_opt2_dyna_1000_v2 23.26 16.95 50.77 30.42 50.77 24.21 -49.64 -153.33 -87.18
108 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 23.05 16.73 50.55 30.20 50.55 23.99 -49.86 -153.55 -87.39
109 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 23.02 16.70 50.52 30.17 50.52 23.96 -49.88 -153.58 -87.42
110 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 22.72 16.40 50.22 29.87 50.22 23.66 -50.18 -153.88 -87.72
111 multin_zz1000_61003_pv_rm_fnd_blc2 22.69 16.38 50.20 29.84 50.20 23.63 -50.21 -153.90 -87.75
112 multin_zz1000_71001_barra_size_botG 22.66 16.34 50.16 29.81 50.16 23.60 -50.24 -153.94 -87.78
113 multin_zz1000_71001_barra_nonlinearsize_botG 22.66 16.34 50.16 29.81 50.16 23.60 -50.24 -153.94 -87.78
114 multin_zz1000_61001_overnight_pv_rm_fnd 22.56 16.25 50.07 29.71 50.07 23.50 -50.34 -154.03 -87.88
115 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 22.42 16.11 49.93 29.57 49.93 23.36 -50.48 -154.17 -88.02
116 multin_zz1000_61001_pv_rm_fnd 22.41 16.10 49.92 29.56 49.92 23.35 -50.49 -154.18 -88.03
117 multin_zz1000_61004_pv_rm_blc2 22.31 15.99 49.81 29.46 49.81 23.25 -50.59 -154.29 -88.13
118 multin_zz1000_61004_overnight_pv_rm_blc2 22.31 15.99 49.81 29.46 49.81 23.25 -50.59 -154.29 -88.13
119 multin1_real2_overnight 21.93 15.61 49.43 29.08 49.43 22.87 -50.97 -154.67 -88.51
120 multin_zz1000_61003_overnight_pv_rm_fnd_blc 21.93 15.61 49.43 29.08 49.43 22.87 -50.97 -154.67 -88.51
121 multin1_real1_rzrq_keep_bjs 21.93 15.61 49.43 29.08 49.43 22.87 -50.97 -154.67 -88.51
122 multin_zz1000_61002_pv 21.87 15.55 49.38 29.02 49.38 22.81 -51.03 -154.72 -88.57
123 multin_zz1000_61004_pv 21.87 15.55 49.38 29.02 49.38 22.81 -51.03 -154.72 -88.57
124 mx_opt_zz1000_pv_z_v3_stable_4 21.71 15.39 49.21 28.86 49.21 22.65 -51.19 -154.89 -88.73
125 multin_zz1000_61002_overnight_pv_rm_blc 21.60 15.28 49.10 28.75 49.10 22.54 -51.30 -155.00 -88.84
126 multin_zz1000_61004_overnight_pv_rm_blc 21.60 15.28 49.10 28.75 49.10 22.54 -51.30 -155.00 -88.84
127 mx_opt3_usual_1000_v2 21.55 15.24 49.06 28.70 49.06 22.49 -51.35 -155.04 -88.89
128 multin_zz1000_61001_idxctrl_zz1000_pv 21.42 15.11 48.93 28.57 48.93 22.36 -51.48 -155.17 -89.02
129 multin_zz500_61007_mix6 21.37 15.05 48.87 28.52 48.87 22.31 -51.53 -155.23 -89.07
130 mx_adaptability_v2 21.31 14.99 48.81 28.46 48.81 22.25 -51.59 -155.29 -89.13
131 multin_zz1000_61002_pv_rm_blc 21.15 14.84 48.66 28.31 48.66 22.10 -51.75 -155.44 -89.29
132 multin_zz1000_61004_pv_rm_blc 21.15 14.84 48.66 28.31 48.66 22.10 -51.75 -155.44 -89.29
133 multin_zz1000_61001_pv 21.14 14.82 48.64 28.29 48.64 22.08 -51.76 -155.46 -89.30
134 multin1_real2 20.80 14.48 48.30 27.95 48.30 21.74 -52.11 -155.80 -89.65
135 multin_zz1000_61003_pv_rm_fnd_blc 20.80 14.48 48.30 27.95 48.30 21.74 -52.11 -155.80 -89.65
136 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 20.57 14.25 48.07 27.72 48.07 21.51 -52.33 -156.03 -89.87
137 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 20.52 14.20 48.02 27.67 48.02 21.46 -52.38 -156.08 -89.92
138 multin_zz1000_61001_overnight_pv_rm_blc 20.37 14.05 47.88 27.52 47.88 21.31 -52.53 -156.22 -90.07
139 mx_tenacity 20.29 13.98 47.80 27.44 47.80 21.23 -52.61 -156.30 -90.15
140 mx_tenacity_primitive 20.29 13.98 47.80 27.44 47.80 21.23 -52.61 -156.30 -90.15
141 multin_zz1000_71002_barraindus_交通运输_pv_z 20.25 13.93 47.75 27.40 47.75 21.19 -52.65 -156.35 -90.19
142 multin_zz1000_71002_barraindus_社会服务_pv_z 20.12 13.80 47.63 27.27 47.62 21.06 -52.78 -156.48 -90.32
143 multin_zz1000_61007_mix6 19.91 13.59 47.41 27.06 47.41 20.85 -52.99 -156.69 -90.53
144 multin_zz1000_61001_pv_rm_blc 19.80 13.49 47.31 26.96 47.31 20.75 -53.10 -156.79 -90.64
145 mx_capability_primitive 19.66 13.34 47.17 26.81 47.17 20.60 -53.24 -156.93 -90.78
146 mx_capability 19.66 13.34 47.17 26.81 47.17 20.60 -53.24 -156.93 -90.78
147 mx_opt_zz1000_z_v1_stable_4 19.38 13.06 46.89 26.53 46.88 20.32 -53.52 -157.22 -91.06
148 mx_opt_zz1000_z_v2_stable_4 19.38 13.06 46.89 26.53 46.88 20.32 -53.52 -157.22 -91.06
149 multin_zz500_21001_tp500 19.30 12.99 46.81 26.46 46.81 20.25 -53.60 -157.29 -91.14
150 multin_zz1000_61001_overnight_pv_rm_fnd_blc 19.17 12.85 46.68 26.32 46.67 20.11 -53.73 -157.42 -91.27
151 multin_zz1000_71001_barra_liquidity_botG 19.16 12.85 46.67 26.31 46.67 20.10 -53.74 -157.43 -91.28
152 multin_zz1000_61005_score_pv_z_top2000rnk 19.04 12.72 46.55 26.19 46.55 19.98 -53.86 -157.55 -91.40
153 multin_zz1000_61001_pv_rm_fnd_blc 18.55 12.24 46.06 25.70 46.06 19.49 -54.35 -158.04 -91.89
154 mx_adaptability 18.34 12.02 45.84 25.49 45.84 19.28 -54.57 -158.26 -92.10
155 multin_zz1000_61002_idxctrl_pv_rm_fnd 18.29 11.98 45.80 25.45 45.80 19.24 -54.61 -158.30 -92.15
156 multin_zz1000_61004_idxctrl_pv_rm_fnd 18.29 11.98 45.80 25.45 45.80 19.24 -54.61 -158.30 -92.15
157 mx_opt_zz500_pv_z_v10_stable_4 18.21 11.89 45.71 25.36 45.71 19.15 -54.70 -158.39 -92.23
158 mx_opt1_absdef_500_v2 18.18 11.86 45.68 25.33 45.68 19.12 -54.72 -158.42 -92.26
159 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 18.16 11.84 45.67 25.31 45.66 19.10 -54.74 -158.44 -92.28
160 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 18.14 11.83 45.65 25.29 45.65 19.08 -54.76 -158.45 -92.30
161 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 18.14 11.83 45.65 25.29 45.65 19.08 -54.76 -158.45 -92.30
162 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 17.80 11.48 45.30 24.95 45.30 18.74 -55.10 -158.80 -92.64
163 mx_opt_zz1000_pv_z_v12_stable_4 17.71 11.39 45.22 24.86 45.22 18.65 -55.19 -158.88 -92.73
164 multin_zz1000_61008_multistrategy_baseline 17.51 11.20 45.02 24.67 45.02 18.46 -55.39 -159.08 -92.93
165 mx_opt_zz1000_z_v3_stable_4 17.47 11.15 44.98 24.62 44.97 18.41 -55.43 -159.12 -92.97
166 mx_opt_zz1000_pv_z_v10_stable_4 17.32 11.00 44.82 24.47 44.82 18.26 -55.58 -159.28 -93.12
167 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 16.90 10.58 44.40 24.05 44.40 17.84 -56.00 -159.70 -93.54
168 multin_zz1000_61004_idxctrl_pv 16.80 10.48 44.30 23.95 44.30 17.74 -56.10 -159.80 -93.64
169 multin_zz1000_61002_idxctrl_pv 16.80 10.48 44.30 23.95 44.30 17.74 -56.10 -159.80 -93.64
170 multin_zz1000_61002_idxctrl_pv_rm_blc 16.71 10.40 44.22 23.87 44.22 17.66 -56.19 -159.88 -93.73
171 multin_zz1000_61004_idxctrl_pv_rm_blc 16.71 10.40 44.22 23.87 44.22 17.66 -56.19 -159.88 -93.73
172 multin_zz1000_61001_idxctrl_pv_rm_fnd 16.38 10.06 43.88 23.53 43.88 17.32 -56.53 -160.22 -94.06
173 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 16.18 9.86 43.69 23.33 43.69 17.12 -56.72 -160.41 -94.26
174 multin_zz1000_71001_barra_btop_topG 15.99 9.67 43.49 23.14 43.49 16.93 -56.91 -160.61 -94.45
175 multin_zz1000_71002_barraindus_纺织服饰_pv_z 15.97 9.65 43.47 23.12 43.47 16.91 -56.93 -160.63 -94.47
176 mx_opt_zz500_pv_z_v12_stable_4 15.95 9.63 43.45 23.10 43.45 16.89 -56.95 -160.65 -94.49
177 multin_zz500_21001_tp200 15.13 8.81 42.63 22.28 42.63 16.07 -57.78 -161.47 -95.31
178 multin_zz1000_61001_idxctrl_pv 14.55 8.24 42.06 21.70 42.06 15.49 -58.35 -162.04 -95.89
179 multin_zz1000_61001_idxctrl_pv_rm_blc 14.42 8.11 41.93 21.57 41.93 15.36 -58.48 -162.17 -96.02
180 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 14.21 7.89 41.71 21.36 41.71 15.15 -58.69 -162.39 -96.23
181 multin_zz1000_61006_halfhalf_stable4 13.95 7.64 41.46 21.11 41.46 14.90 -58.95 -162.64 -96.49
182 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 13.89 7.57 41.40 21.04 41.40 14.83 -59.01 -162.70 -96.55
183 multin_zz1000_71001_barra_residualvolatility_topG 13.53 7.21 41.04 20.68 41.03 14.47 -59.37 -163.06 -96.91
184 mx_tenacity_ctrlonly 13.43 7.11 40.94 20.58 40.93 14.37 -59.47 -163.16 -97.01
185 multin_zz1000_71002_barraindus_电子_pv_z 13.41 7.09 40.92 20.56 40.91 14.35 -59.49 -163.19 -97.03
186 multin_zz1000_61005_score_pv_z_top1000rnk 12.56 6.24 40.07 19.71 40.06 13.50 -60.34 -164.03 -97.88
187 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 12.56 6.25 40.07 19.72 40.07 13.51 -60.34 -164.03 -97.88
188 multin_zz500_61004_idxctrl_zz500_pv 12.47 6.15 39.97 19.62 39.97 13.41 -60.43 -164.13 -97.97
189 multin1_real0_overnight 12.44 6.12 39.94 19.59 39.94 13.38 -60.46 -164.16 -98.00
190 multin_zz500_61002_idxctrl_zz500_pv 12.22 5.90 39.72 19.37 39.72 13.16 -60.68 -164.38 -98.22
191 multin_zz1000_71001_barra_residualvolatility_botG 12.20 5.88 39.70 19.35 39.70 13.14 -60.70 -164.40 -98.24
192 multin_zz500_21001_tp500_rm_blc 11.28 4.96 38.79 18.43 38.78 12.22 -61.62 -165.32 -99.16
193 mx_2023_gen_merge2_filtered_idsctrl 11.11 4.80 38.62 18.26 38.62 12.05 -61.79 -165.48 -99.33
194 multin_zz500_61001_idxctrl_zz500_pv 10.81 4.50 38.32 17.97 38.32 11.76 -62.09 -165.78 -99.63
195 multin_zz1000_61004_idscapctrl_pv_rm_blc2 10.72 4.41 38.23 17.87 38.23 11.66 -62.18 -165.87 -99.72
196 multin_zz1000_61002_idscapctrl_pv_rm_blc 10.33 4.02 37.84 17.48 37.84 11.27 -62.57 -166.26 -100.11
197 multin_zz1000_61004_idscapctrl_pv_rm_blc 10.33 4.02 37.84 17.48 37.84 11.27 -62.57 -166.26 -100.11
198 multin_zz1000_71002_barraindus_纺织服装_pv_z 10.33 4.01 37.83 17.48 37.83 11.27 -62.57 -166.27 -100.11
199 mx_tenacity_morecapa_ctrlonly 10.16 3.84 37.66 17.31 37.66 11.10 -62.74 -166.44 -100.28
200 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 10.13 3.81 37.63 17.28 37.63 11.07 -62.77 -166.47 -100.31
201 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 9.74 3.42 37.24 16.89 37.24 10.68 -63.17 -166.86 -100.70
202 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 9.74 3.42 37.24 16.89 37.24 10.68 -63.17 -166.86 -100.70
203 multin_zz1000_21001_tp1000 9.64 3.32 37.15 16.79 37.14 10.58 -63.26 -166.96 -100.80
204 multin_zz1000_61002_idscapctrl_pv 9.56 3.25 37.07 16.71 37.07 10.50 -63.34 -167.03 -100.88
205 mx_opt2_dyna_300_v2 9.56 3.24 37.06 16.71 37.06 10.50 -63.34 -167.04 -100.88
206 multin_zz1000_61004_idscapctrl_pv 9.56 3.25 37.07 16.71 37.07 10.50 -63.34 -167.03 -100.88
207 multin_zz1000_61002_idscapctrl_pv_rm_fnd 9.39 3.07 36.90 16.54 36.90 10.33 -63.51 -167.20 -101.05
208 multin_zz1000_61004_idscapctrl_pv_rm_fnd 9.39 3.07 36.90 16.54 36.90 10.33 -63.51 -167.20 -101.05
209 multin_zz1000_61001_idscapctrl_pv_rm_blc 9.30 2.98 36.80 16.45 36.80 10.24 -63.60 -167.30 -101.14
210 multin_zz1000_61006_halfhalf 8.85 2.53 36.35 16.00 36.35 9.79 -64.05 -167.75 -101.59
211 multin_zz1000_61001_idscapctrl_pv 8.66 2.34 36.16 15.81 36.16 9.60 -64.24 -167.94 -101.78
212 multin1_real3 8.37 2.05 35.87 15.52 35.87 9.31 -64.54 -168.23 -102.07
213 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 8.37 2.05 35.87 15.52 35.87 9.31 -64.54 -168.23 -102.07
214 multin_zz1000_61001_idscapctrl_pv_rm_fnd 8.10 1.78 35.60 15.25 35.60 9.04 -64.80 -168.50 -102.34
215 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 8.06 1.74 35.57 15.21 35.56 9.00 -64.84 -168.54 -102.38
216 multin_zz1000_71002_barraindus_轻工制造_pv_z 7.98 1.66 35.48 15.13 35.48 8.92 -64.92 -168.62 -102.46
217 mx_opt_zz1000_z_v4_stable_4 7.42 1.10 34.93 14.57 34.93 8.36 -65.48 -169.17 -103.02
218 multin_zz1000_61005_score_pv_z_top500rnk 6.51 0.20 34.02 13.67 34.02 7.46 -66.39 -170.08 -103.93
219 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 6.03 -0.29 33.53 13.18 33.53 6.97 -66.87 -170.57 -104.41
220 multin_zz500_21001_tp200_rm_blc 5.82 -0.50 33.32 12.97 33.32 6.76 -67.08 -170.78 -104.62
221 multin_zz1000_71001_barra_growth_botG 5.47 -0.85 32.97 12.62 32.97 6.41 -67.43 -171.13 -104.97
222 multin_zz1000_71001_barra_leverage_topG 5.25 -1.07 32.75 12.40 32.75 6.19 -67.66 -171.35 -105.19
223 multin_zz1000_21001_tp1000_rm_blc 4.86 -1.46 32.37 12.01 32.37 5.80 -68.04 -171.73 -105.58
224 multin_zz1000_71002_barraindus_电气设备_pv_z 4.38 -1.94 31.88 11.53 31.88 5.32 -68.52 -172.22 -106.06
225 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 4.26 -2.06 31.76 11.41 31.76 5.20 -68.64 -172.34 -106.18
226 mx_opt_zz1000_hssanbai 3.23 -3.09 30.73 10.38 30.73 4.17 -69.68 -173.37 -107.21
227 mx_opt_hs300_stable_4 3.23 -3.09 30.73 10.38 30.73 4.17 -69.68 -173.37 -107.21
228 multin_zz1000_71002_barraindus_食品饮料_pv_z 2.83 -3.48 30.34 9.99 30.34 3.78 -70.07 -173.76 -107.61
229 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 2.69 -3.63 30.19 9.84 30.19 3.63 -70.21 -173.91 -107.75
230 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 2.49 -3.83 30.00 9.64 29.99 3.43 -70.41 -174.11 -107.95
231 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 1.13 -5.19 28.63 8.28 28.63 2.07 -71.77 -175.47 -109.31
232 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 0.93 -5.39 28.44 8.08 28.43 1.87 -71.97 -175.66 -109.51
233 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 0.74 -5.57 28.25 7.89 28.25 1.69 -72.16 -175.85 -109.70
234 multin_zz1000_61005_score_pv_z_top300rnk -0.13 -6.44 27.38 7.03 27.38 0.82 -73.03 -176.72 -110.57
235 multin_zz1000_71001_barra_size_topG -0.14 -6.46 27.36 7.01 27.36 0.80 -73.04 -176.74 -110.58
236 multin_zz1000_71001_barra_leverage_botG -0.27 -6.59 27.23 6.88 27.23 0.67 -73.18 -176.87 -110.71
237 mx_opt1_absdef_1000_v2 -0.66 -6.98 26.84 6.49 26.84 0.28 -73.57 -177.26 -111.10
238 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -0.85 -7.16 26.66 6.30 26.66 0.09 -73.75 -177.44 -111.29
239 mx_opt1_absdef_50_v2 -0.95 -7.27 26.56 6.20 26.55 -0.01 -73.85 -177.54 -111.39
240 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk -3.81 -10.13 23.69 3.34 23.69 -2.87 -76.71 -180.41 -114.25
241 multin_zz1000_71002_barraindus_建筑装饰_pv_z -4.16 -10.48 23.34 2.99 23.34 -3.22 -77.06 -180.76 -114.60
242 multin_zz1000_71002_barraindus_石油石化_pv_z -4.35 -10.67 23.15 2.80 23.15 -3.41 -77.26 -180.95 -114.79
243 mx_opt1_absdef_zz1000_hssanbai_v2 -6.99 -13.31 20.52 0.16 20.51 -6.05 -79.89 -183.59 -117.43
244 mx_opt1_absdef_300_v2 -6.99 -13.31 20.52 0.16 20.51 -6.05 -79.89 -183.59 -117.43
245 multin_zz1000_71002_barraindus_家用电器_pv_z -7.53 -13.85 19.97 -0.38 19.97 -6.59 -80.43 -184.13 -117.97
246 multin_zz1000_71001_barra_nonlinearsize_topG -10.75 -17.06 16.76 -3.59 16.76 -9.80 -83.65 -187.34 -121.19
247 multin_zz1000_71001_barra_earningsyield_botG -11.15 -17.46 16.36 -4.00 16.36 -10.21 -84.05 -187.74 -121.59
248 multin_zz1000_71002_barraindus_机械设备_pv_z -12.37 -18.69 15.13 -5.22 15.13 -11.43 -85.27 -188.97 -122.81
249 multin_zz1000_71002_barraindus_电子元器件_pv_z -16.37 -22.69 11.14 -9.22 11.14 -15.43 -89.27 -192.96 -126.81
250 multin_zz1000_71001_barra_growth_topG -19.34 -25.66 8.16 -12.19 8.16 -18.40 -92.24 -195.94 -129.78
251 multin_zz1000_71001_barra_momentum_botG -24.94 -31.26 2.56 -17.79 2.56 -24.00 -97.84 -201.54 -135.38
252 multin_zz1000_71002_barraindus_汽车_pv_z -27.38 -33.70 0.12 -20.23 0.12 -26.44 -100.28 -203.98 -137.82
253 multin_zz1000_71001_barra_btop_botG -28.41 -34.73 -0.91 -21.26 -0.91 -27.47 -101.32 -205.01 -138.85
254 multin_zz1000_71002_barraindus_商贸零售_pv_z -31.44 -37.76 -3.94 -24.29 -3.94 -30.50 -104.34 -208.04 -141.88
255 multin_zz1000_71002_barraindus_餐饮旅游_pv_z -35.43 -41.75 -7.93 -28.28 -7.93 -34.49 -108.33 -212.03 -145.87
256 multin_zz1000_71002_barraindus_商业贸易_pv_z -36.03 -42.35 -8.53 -28.88 -8.53 -35.09 -108.94 -212.63 -146.47
257 multin_zz1000_71001_barra_liquidity_topG -36.26 -42.58 -8.76 -29.11 -8.76 -35.32 -109.16 -212.86 -146.70
258 multin_zz1000_71002_barraindus_煤炭_pv_z -38.29 -44.61 -10.79 -31.14 -10.79 -37.35 -111.19 -214.89 -148.73
259 multin_zz1000_71002_barraindus_国防军工_pv_z -41.92 -48.23 -14.41 -34.76 -14.41 -40.97 -114.82 -218.51 -152.36
260 multin_zz1000_71002_barraindus_房地产_pv_z -53.26 -59.57 -25.75 -46.10 -25.75 -52.31 -126.16 -229.85 -163.70
261 multin_zz1000_71002_barraindus_休闲服务_pv_z -56.83 -63.15 -29.32 -49.68 -29.32 -55.89 -129.73 -233.42 -167.27
262 multin_zz1000_71002_barraindus_非银金融_pv_z -68.60 -74.92 -41.09 -61.45 -41.10 -67.66 -141.50 -245.20 -179.04
263 multin_zz1000_71002_barraindus_电力设备_pv_z -71.23 -77.55 -43.73 -64.08 -43.73 -70.29 -144.13 -247.83 -181.67
264 multin_zz1000_71002_barraindus_传媒_pv_z -91.84 -98.16 -64.33 -84.69 -64.33 -90.90 -164.74 -268.43 -202.28
265 multin_zz1000_71001_barra_beta_topG -93.43 -99.75 -65.93 -86.28 -65.93 -92.49 -166.34 -270.03 -203.87
266 multin_zz1000_71002_barraindus_计算机_pv_z -115.25 -121.56 -87.74 -108.10 -87.74 -114.31 -188.15 -291.84 -225.69
267 multin_zz1000_71002_barraindus_通信_pv_z -118.51 -124.83 -91.01 -111.36 -91.01 -117.57 -191.42 -295.11 -228.95