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_20250701_151523
29 mt_961_use2024_last_save_rnk500_idsctrl 46.63 40.31 74.13 53.78 74.13 47.57 -26.27 -129.97 -63.81
41 mt_961_use2019_best_save_rnk500_idsctrl 42.27 35.95 69.77 49.42 69.77 43.21 -30.63 -134.33 -68.17
53 mt_961_use2024_best_save_rnk500_idsctrl 39.48 33.16 66.98 46.63 66.98 40.42 -33.42 -137.12 -70.96
61 mt_961_use2020_last_save_rnk500_idsctrl 38.17 31.85 65.67 45.32 65.67 39.11 -34.73 -138.43 -72.27
64 mt_961_use2020_best_save_rnk500_idsctrl 37.96 31.64 65.47 45.11 65.47 38.90 -34.94 -138.63 -72.48
74 mt_961_use2022_last_save_rnk500_idsctrl 35.96 29.65 63.47 43.11 63.47 36.91 -36.94 -140.63 -74.48
80 mt_961_use2017_best_save_rnk500_idsctrl 34.68 28.36 62.19 41.83 62.18 35.62 -38.22 -141.92 -75.76
102 mt_961_use2019_last_save_rnk500_idsctrl 31.67 25.36 59.18 38.83 59.18 32.62 -41.23 -144.92 -78.77
104 mt_961_use2023_last_save_rnk500_idsctrl 31.52 25.21 59.03 38.67 59.03 32.46 -41.38 -145.07 -78.92
118 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
140 mt_962_use2022_last_save_rnk500_idsctrl 28.58 22.26 56.08 35.73 56.08 29.52 -44.33 -148.02 -81.87
148 mt_961_use2023_best_save_rnk500_idsctrl 28.09 21.77 55.59 35.24 55.59 29.03 -44.81 -148.51 -82.35
155 mt_962_use2024_best_save_rnk500_idsctrl 27.65 21.33 55.15 34.80 55.15 28.59 -45.26 -148.95 -82.79
156 mt_962_use2015_best_save_rnk500_idsctrl 27.64 21.33 55.15 34.79 55.15 28.58 -45.26 -148.95 -82.80
191 mt_961_use2018_last_save_rnk500_idsctrl 24.92 18.60 52.42 32.07 52.42 25.86 -47.98 -151.68 -85.52
206 mt_961_use2022_best_save_rnk500_idsctrl 23.91 17.60 51.42 31.06 51.42 24.85 -48.99 -152.68 -86.53
211 mt_961_use2018_best_save_rnk500_idsctrl 23.65 17.33 51.15 30.80 51.15 24.59 -49.25 -152.95 -86.79
222 mt_961_use2017_last_save_rnk500_idsctrl 23.18 16.87 50.69 30.33 50.69 24.13 -49.72 -153.41 -87.26
225 mt_962_use2020_last_save_rnk500_idsctrl 22.97 16.65 50.47 30.12 50.47 23.91 -49.93 -153.63 -87.47
236 mt_961_use2014_best_save_rnk500_idsctrl 22.40 16.09 49.91 29.56 49.91 23.35 -50.50 -154.19 -88.04
238 mt_962_use2024_last_save_rnk500_idsctrl 22.32 16.01 49.83 29.48 49.83 23.27 -50.58 -154.27 -88.12
261 mt_961_use2015_best_save_rnk500_idsctrl 20.96 14.64 48.46 28.11 48.46 21.90 -51.94 -155.64 -89.48
266 mt_961_use2015_last_save_rnk500_idsctrl 20.74 14.42 48.25 27.89 48.24 21.68 -52.16 -155.85 -89.70
281 mt_962_use2021_best_save_rnk500_idsctrl 19.61 13.29 47.12 26.76 47.11 20.55 -53.29 -156.99 -90.83
311 mt_962_use2023_last_save_rnk500_idsctrl 17.14 10.82 44.64 24.29 44.64 18.08 -55.76 -159.46 -93.30
312 mt_962_use2021_last_save_rnk500_idsctrl 17.13 10.82 44.64 24.29 44.64 18.08 -55.77 -159.46 -93.31
314 mt_962_use2019_last_save_rnk500_idsctrl 16.95 10.63 44.45 24.10 44.45 17.89 -55.95 -159.65 -93.49
318 mt_961_use2013_best_save_rnk500_idsctrl 16.76 10.44 44.26 23.91 44.26 17.70 -56.14 -159.84 -93.68
324 mt_962_use2019_best_save_rnk500_idsctrl 16.29 9.98 43.80 23.44 43.80 17.23 -56.61 -160.30 -94.15
336 mt_962_use2017_best_save_rnk500_idsctrl 15.06 8.74 42.56 22.21 42.56 16.00 -57.85 -161.54 -95.38
338 mt_961_use2011_best_save_rnk500_idsctrl 14.95 8.64 42.46 22.11 42.46 15.90 -57.95 -161.64 -95.49
342 mt_961_use2021_best_save_rnk500_idsctrl 14.68 8.37 42.19 21.83 42.19 15.62 -58.22 -161.91 -95.76
349 mt_961_use2008_last_save_rnk500_idsctrl 14.14 7.82 41.64 21.29 41.64 15.08 -58.76 -162.46 -96.30
350 mt_961_use2011_last_save_rnk500_idsctrl 13.97 7.65 41.48 21.12 41.48 14.91 -58.93 -162.62 -96.47
361 mt_961_use2008_best_save_rnk500_idsctrl 12.96 6.64 40.46 20.11 40.46 13.90 -59.94 -163.64 -97.48
366 mt_962_use2023_best_save_rnk500_idsctrl 12.55 6.23 40.06 19.70 40.05 13.49 -60.35 -164.04 -97.89
367 mt_962_use2010_last_save_rnk500_idsctrl 12.50 6.18 40.00 19.65 40.00 13.44 -60.41 -164.10 -97.94
370 mt_961_use2014_last_save_rnk500_idsctrl 12.43 6.11 39.93 19.58 39.93 13.37 -60.47 -164.17 -98.01
374 mt_962_use2018_best_save_rnk500_idsctrl 11.99 5.67 39.49 19.14 39.49 12.93 -60.92 -164.61 -98.45
376 mx_2023_gen_merge2_filtered_idsctrl 11.11 4.80 38.62 18.26 38.62 12.05 -61.79 -165.48 -99.33
397 mt_961_use2016_best_save_rnk500_idsctrl 9.46 3.14 36.96 16.61 36.96 10.40 -63.45 -167.14 -100.98
403 mt_961_use2021_last_save_rnk500_idsctrl 9.26 2.95 36.77 16.42 36.77 10.21 -63.64 -167.33 -101.18
405 mt_962_use2022_best_save_rnk500_idsctrl 9.04 2.73 36.55 16.19 36.55 9.98 -63.86 -167.55 -101.40
406 mt_961_use2010_last_save_rnk500_idsctrl 9.01 2.69 36.51 16.16 36.51 9.95 -63.90 -167.59 -101.44
416 mt_961_use2012_best_save_rnk500_idsctrl 8.20 1.88 35.71 15.35 35.71 9.14 -64.70 -168.39 -102.24
421 mt_962_use2009_last_save_rnk500_idsctrl 7.98 1.67 35.49 15.14 35.49 8.93 -64.92 -168.61 -102.46
422 mt_962_use2016_best_save_rnk500_idsctrl 7.64 1.33 35.15 14.80 35.15 8.59 -65.26 -168.95 -102.80
425 mt_961_use2016_last_save_rnk500_idsctrl 7.27 0.95 34.77 14.42 34.77 8.21 -65.63 -169.33 -103.17
427 mt_961_use2010_best_save_rnk500_idsctrl 7.17 0.86 34.68 14.33 34.68 8.12 -65.73 -169.42 -103.27
428 mt_962_use2017_last_save_rnk500_idsctrl 7.16 0.84 34.67 14.31 34.66 8.10 -65.74 -169.43 -103.28
432 mt_962_use2010_best_save_rnk500_idsctrl 6.59 0.28 34.10 13.74 34.10 7.53 -66.31 -170.00 -103.85
435 mt_962_use2009_best_save_rnk500_idsctrl 5.99 -0.33 33.49 13.14 33.49 6.93 -66.91 -170.61 -104.45
438 mt_962_use2018_last_save_rnk500_idsctrl 5.87 -0.45 33.37 13.02 33.37 6.81 -67.04 -170.73 -104.57
442 mt_961_use2009_last_save_rnk500_idsctrl 5.36 -0.95 32.87 12.51 32.87 6.30 -67.54 -171.23 -105.08
445 mt_962_use2020_best_save_rnk500_idsctrl 4.97 -1.34 32.48 12.12 32.48 5.91 -67.93 -171.62 -105.47
446 mt_962_use2008_last_save_rnk500_idsctrl 4.97 -1.35 32.48 12.12 32.47 5.91 -67.93 -171.62 -105.47
448 mt_961_use2009_best_save_rnk500_idsctrl 4.79 -1.53 32.29 11.94 32.29 5.73 -68.12 -171.81 -105.65
452 mt_962_use2008_best_save_rnk500_idsctrl 3.94 -2.37 31.45 11.09 31.45 4.89 -68.96 -172.65 -106.50
453 mt_961_use2013_last_save_rnk500_idsctrl 3.72 -2.60 31.22 10.87 31.22 4.66 -69.19 -172.88 -106.72
455 mt_962_use2011_best_save_rnk500_idsctrl 3.39 -2.92 30.90 10.54 30.90 4.33 -69.51 -173.20 -107.05
459 mt_961_use2012_last_save_rnk500_idsctrl 3.16 -3.16 30.66 10.31 30.66 4.10 -69.74 -173.44 -107.28
461 mt_962_use2015_last_save_rnk500_idsctrl 2.91 -3.41 30.41 10.06 30.41 3.85 -69.99 -173.69 -107.53
476 mt_962_use2012_best_save_rnk500_idsctrl -0.37 -6.69 27.13 6.78 27.13 0.57 -73.28 -176.97 -110.82
478 mt_962_use2013_best_save_rnk500_idsctrl -0.79 -7.11 26.72 6.36 26.71 0.15 -73.69 -177.38 -111.23
482 mt_962_use2011_last_save_rnk500_idsctrl -2.27 -8.59 25.23 4.88 25.23 -1.33 -75.18 -178.87 -112.71
488 mt_962_use2016_last_save_rnk500_idsctrl -3.88 -10.19 23.63 3.27 23.63 -2.94 -76.78 -180.47 -114.32
498 mt_962_use2013_last_save_rnk500_idsctrl -10.78 -17.10 16.72 -3.63 16.72 -9.84 -83.68 -187.38 -121.22
503 mt_962_use2012_last_save_rnk500_idsctrl -16.29 -22.61 11.21 -9.14 11.21 -15.35 -89.19 -192.89 -126.73
506 mt_962_use2014_best_save_rnk500_idsctrl -17.12 -23.44 10.38 -9.97 10.38 -16.18 -90.03 -193.72 -127.56
514 mt_962_use2014_last_save_rnk500_idsctrl -32.64 -38.96 -5.13 -25.49 -5.14 -31.70 -105.54 -209.23 -143.08