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_20250703_151547
0 multin_zz1000_71002_barraindus_医药生物_pv_z 93.41 94.64 147.08 84.56 147.08 82.29 51.03 132.89 82.60
1 multin_zz1000_71002_barraindus_电子元器件_pv_z 93.35 94.58 147.02 84.50 147.02 82.23 50.97 132.83 82.54
2 multin_zz1000_71002_barraindus_电子_pv_z 82.83 84.06 136.50 73.98 136.50 71.71 40.45 122.31 72.03
3 multin_zz1000_71002_barraindus_通信_pv_z 47.81 49.04 101.47 38.95 101.47 36.68 5.43 87.28 37.00
4 multin_zz1000_71002_barraindus_电力设备_pv_z 19.12 20.35 72.78 10.26 72.78 7.99 -23.26 58.60 8.31
5 mx_opt3_usual_500_v1 19.08 20.31 72.75 10.23 72.75 7.96 -23.30 58.56 8.27
6 multin_zz1000_71002_barraindus_家用电器_pv_z 18.81 20.04 72.47 9.95 72.47 7.68 -23.57 58.29 8.00
7 mx_capability_primitive 16.64 17.86 70.30 7.78 70.30 5.51 -25.75 56.11 5.83
8 mx_capability 16.64 17.86 70.30 7.78 70.30 5.51 -25.75 56.11 5.83
9 mx_opt2_dyna_500_v2 14.71 15.94 68.38 5.86 68.38 3.59 -27.67 54.19 3.91
10 multin_zz1000_71002_barraindus_建筑材料_pv_z 14.38 15.61 68.04 5.52 68.04 3.25 -28.00 53.86 3.57
11 multin_zz1000_71001_barra_growth_topG 14.14 15.37 67.80 5.28 67.80 3.01 -28.24 53.61 3.33
12 multin_zz1000_61001_idxctrl_top3800_pv 13.25 14.47 66.91 4.39 66.91 2.12 -29.14 52.72 2.44
13 mx_tenacity_morecapa 13.11 14.34 66.78 4.26 66.78 1.99 -29.27 52.59 2.31
14 mx_tenacity_morecapa_primitive 13.11 14.34 66.78 4.26 66.78 1.99 -29.27 52.59 2.31
15 multin_zz1000_61001_idxctrl_50010002000_pv 11.94 13.17 65.60 3.08 65.60 0.81 -30.44 51.41 1.13
16 multin_zz1000_61001_pv 11.39 12.62 65.05 2.53 65.05 0.26 -30.99 50.87 0.58
17 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 11.30 12.53 64.97 2.45 64.97 0.18 -31.08 50.78 0.50
18 multin_zz1000_71001_barra_leverage_botG 11.03 12.26 64.70 2.17 64.70 -0.09 -31.35 50.51 0.22
19 multin_zz1000_61001_overnight_pv_rm_blc 11.00 12.23 64.66 2.14 64.66 -0.13 -31.38 50.47 0.19
20 multin_zz1000_71002_barraindus_轻工制造_pv_z 10.83 12.06 64.50 1.97 64.49 -0.30 -31.55 50.31 0.02
21 multin_zz1000_61001_pv_rm_blc 10.73 11.96 64.39 1.87 64.39 -0.40 -31.65 50.21 -0.08
22 mx_tenacity_restrict_primitive 10.32 11.55 63.98 1.46 63.98 -0.81 -32.06 49.80 -0.49
23 mx_tenacity_restrict 10.32 11.55 63.98 1.46 63.98 -0.81 -32.06 49.80 -0.49
24 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 9.99 11.22 63.66 1.14 63.66 -1.13 -32.39 49.47 -0.81
25 mx_2023_gen_merge2_filtered_idsctrl 9.70 10.93 63.36 0.84 63.36 -1.43 -32.68 49.18 -1.11
26 mx_adaptability_v2 9.53 10.76 63.19 0.67 63.19 -1.60 -32.85 49.01 -1.28
27 multin_zz1000_61002_idxctrl_50010002000_pv 9.44 10.67 63.11 0.59 63.11 -1.68 -32.94 48.92 -1.36
28 multin_zz1000_61002_idxctrl_top3800_pv 8.87 10.10 62.53 0.01 62.53 -2.26 -33.51 48.35 -1.94
29 mx_opt_zz1000_z_v3_stable_4 8.76 9.99 62.42 -0.10 62.42 -2.37 -33.62 48.24 -2.05
30 mx_tenacity_morecapa_ctrlonly 8.76 9.99 62.42 -0.10 62.42 -2.37 -33.62 48.24 -2.05
31 multin_zz1000_61001_overnight_pv_rm_fnd 8.45 9.68 62.12 -0.40 62.12 -2.67 -33.93 47.93 -2.36
32 multin_zz1000_71001_barra_liquidity_topG 8.30 9.53 61.97 -0.55 61.97 -2.82 -34.08 47.78 -2.50
33 multin_zz1000_61004_idxctrl_top3800_pv 8.24 9.47 61.90 -0.62 61.90 -2.89 -34.14 47.72 -2.57
34 multin_zz1000_71002_barraindus_商贸零售_pv_z 8.15 9.38 61.82 -0.70 61.82 -2.97 -34.23 47.63 -2.65
35 mx_opt_zz1000_z_v4_stable_4 7.94 9.17 61.61 -0.91 61.61 -3.18 -34.44 47.42 -2.86
36 mx_resilience_inthandsctrl_amtctrl_capctrl 7.91 9.14 61.57 -0.95 61.57 -3.22 -34.47 47.39 -2.90
37 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 7.91 9.14 61.57 -0.95 61.57 -3.22 -34.47 47.39 -2.90
38 multin_zz1000_61004_idxctrl_50010002000_pv 7.71 8.94 61.37 -1.15 61.37 -3.42 -34.67 47.18 -3.10
39 multin_zz1000_61001_pv_rm_fnd 7.62 8.85 61.29 -1.23 61.29 -3.50 -34.76 47.10 -3.18
40 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 7.58 8.81 61.25 -1.27 61.25 -3.54 -34.80 47.06 -3.22
41 multin1_real1_rm_bjs_keep500 7.41 8.64 61.07 -1.45 61.07 -3.72 -34.97 46.89 -3.40
42 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 7.37 8.60 61.04 -1.48 61.04 -3.75 -35.01 46.85 -3.43
43 mx_opt3_usual_1000_v1 6.93 8.16 60.59 -1.93 60.59 -4.20 -35.46 46.40 -3.88
44 multin_zz1000_61005_score_pv_z_top300rnk 6.88 8.11 60.55 -1.97 60.55 -4.24 -35.50 46.36 -3.92
45 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 6.55 7.77 60.21 -2.31 60.21 -4.58 -35.84 46.02 -4.26
46 mx_opt1_absdef_300_v2 6.21 7.44 59.88 -2.65 59.88 -4.91 -36.17 45.69 -4.60
47 mx_opt1_absdef_zz1000_hssanbai_v2 6.21 7.44 59.88 -2.65 59.88 -4.91 -36.17 45.69 -4.60
48 multin_zz1000_61001_idxctrl_zz1000_pv 6.17 7.40 59.84 -2.68 59.84 -4.95 -36.21 45.65 -4.63
49 multin_zz1000_71001_barra_momentum_botG 6.15 7.38 59.82 -2.70 59.82 -4.97 -36.23 45.63 -4.65
50 multin_zz1000_61001_overnight_pv_rm_fnd_blc 6.12 7.34 59.78 -2.74 59.78 -5.01 -36.27 45.59 -4.69
51 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 6.10 7.33 59.76 -2.76 59.76 -5.03 -36.28 45.58 -4.71
52 multin_zz1000_61005_score_pv_z_top500rnk 5.94 7.17 59.61 -2.92 59.61 -5.19 -36.44 45.42 -4.87
53 multin_zz1000_21001_tp1000 5.85 7.08 59.52 -3.00 59.52 -5.27 -36.53 45.33 -4.95
54 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.77 7.00 59.43 -3.09 59.43 -5.36 -36.61 45.25 -5.04
55 multin_zz1000_71001_barra_earningsyield_botG 5.67 6.90 59.34 -3.18 59.34 -5.45 -36.71 45.15 -5.14
56 mx_tenacity 5.53 6.76 59.20 -3.32 59.20 -5.59 -36.85 45.01 -5.27
57 mx_tenacity_primitive 5.53 6.76 59.20 -3.32 59.20 -5.59 -36.85 45.01 -5.27
58 multin_zz1000_61004_pv 5.43 6.66 59.09 -3.43 59.09 -5.70 -36.95 44.91 -5.38
59 multin_zz1000_61002_pv 5.43 6.66 59.09 -3.43 59.09 -5.70 -36.95 44.91 -5.38
60 multin_zz1000_71002_barraindus_纺织服装_pv_z 5.42 6.65 59.09 -3.44 59.09 -5.70 -36.96 44.90 -5.39
61 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 5.37 6.60 59.03 -3.49 59.03 -5.76 -37.01 44.85 -5.44
62 mx_opt2_dyna_1000_v2 5.37 6.59 59.03 -3.49 59.03 -5.76 -37.02 44.84 -5.44
63 multin_zz1000_61004_idxctrl_zz1000_pv 5.35 6.58 59.01 -3.51 59.01 -5.78 -37.03 44.82 -5.46
64 multin_zz500_21001_tp500 5.32 6.55 58.98 -3.54 58.98 -5.81 -37.06 44.79 -5.49
65 multin_zz1000_61001_pv_rm_fnd_blc 5.13 6.36 58.79 -3.73 58.79 -6.00 -37.25 44.61 -5.68
66 multin_zz1000_61002_overnight_pv_rm_blc 5.07 6.30 58.73 -3.79 58.73 -6.06 -37.31 44.54 -5.74
67 multin_zz1000_61004_overnight_pv_rm_blc 5.07 6.30 58.73 -3.79 58.73 -6.06 -37.31 44.54 -5.74
68 mx_opt3_usual_1000_v2 4.98 6.21 58.64 -3.88 58.64 -6.15 -37.40 44.46 -5.83
69 multin_zz1000_61002_idxctrl_zz1000_pv 4.91 6.14 58.57 -3.95 58.57 -6.22 -37.47 44.39 -5.90
70 multin_zz1000_61004_pv_rm_blc 4.88 6.11 58.55 -3.98 58.55 -6.24 -37.50 44.36 -5.93
71 multin_zz1000_61002_pv_rm_blc 4.88 6.11 58.55 -3.98 58.55 -6.24 -37.50 44.36 -5.93
72 multin_zz1000_71002_barraindus_汽车_pv_z 4.75 5.98 58.41 -4.11 58.41 -6.38 -37.63 44.22 -6.06
73 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 4.74 5.97 58.40 -4.12 58.40 -6.39 -37.64 44.22 -6.07
74 mx_2023_gen_merge1_filtered_no_idsctrl 4.66 5.89 58.33 -4.19 58.33 -6.46 -37.72 44.14 -6.14
75 mx_gentleness 4.66 5.89 58.33 -4.19 58.33 -6.46 -37.72 44.14 -6.14
76 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 4.39 5.62 58.05 -4.47 58.05 -6.74 -37.99 43.87 -6.42
77 multin_zz1000_21001_tp1000_rm_blc 4.25 5.48 57.91 -4.61 57.91 -6.88 -38.13 43.73 -6.56
78 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 3.78 5.01 57.45 -5.07 57.45 -7.34 -38.60 43.26 -7.02
79 multin_zz500_21001_tp200_rm_blc 3.63 4.86 57.30 -5.23 57.30 -7.49 -38.75 43.11 -7.18
80 multin_zz1000_61004_overnight_pv_rm_blc2 3.50 4.73 57.17 -5.35 57.17 -7.62 -38.88 42.98 -7.30
81 multin_zz1000_61004_pv_rm_blc2 3.42 4.65 57.08 -5.44 57.08 -7.71 -38.96 42.90 -7.39
82 mx_resilience_inthandsctrl_amtctrl 3.37 4.60 57.03 -5.49 57.03 -7.76 -39.01 42.84 -7.44
83 multin_zz1000_61002_overnight_pv_rm_fnd 2.99 4.22 56.66 -5.86 56.66 -8.13 -39.39 42.47 -7.81
84 multin_zz1000_61004_overnight_pv_rm_fnd 2.99 4.22 56.66 -5.86 56.66 -8.13 -39.39 42.47 -7.81
85 multin_zz500_21001_tp200 2.96 4.19 56.63 -5.89 56.63 -8.16 -39.42 42.44 -7.84
86 mx_tenacity_ctrlonly 2.91 4.14 56.58 -5.95 56.58 -8.22 -39.47 42.39 -7.90
87 multin_zz1000_71001_barra_btop_botG 2.70 3.93 56.37 -6.15 56.37 -8.42 -39.68 42.18 -8.10
88 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 2.65 3.87 56.31 -6.21 56.31 -8.48 -39.74 42.12 -8.16
89 multin1_real1_rm_bjs 2.64 3.87 56.30 -6.22 56.30 -8.49 -39.74 42.12 -8.17
90 multin_zz1000_71001_barra_beta_topG 2.54 3.77 56.20 -6.32 56.20 -8.59 -39.84 42.02 -8.27
91 multin_zz500_21001_tp500_rm_blc 2.42 3.65 56.08 -6.44 56.08 -8.71 -39.96 41.90 -8.39
92 multin_zz1000_61005_score_pv_z_top2000rnk 2.15 3.38 55.82 -6.70 55.82 -8.97 -40.23 41.63 -8.65
93 multin_zz1000_61002_pv_rm_fnd 2.06 3.28 55.72 -6.80 55.72 -9.07 -40.33 41.53 -8.75
94 multin_zz1000_61004_pv_rm_fnd 2.06 3.28 55.72 -6.80 55.72 -9.07 -40.33 41.53 -8.75
95 mx_opt_zz1000_pv_v4_stable_4 1.87 3.10 55.53 -6.99 55.53 -9.26 -40.51 41.35 -8.94
96 mx_resilience_inthandsctrl 1.38 2.61 55.04 -7.48 55.04 -9.75 -41.00 40.86 -9.43
97 multin_zz1000_71001_barra_size_topG 1.38 2.61 55.04 -7.48 55.04 -9.75 -41.00 40.86 -9.43
98 mx_resilience 1.36 2.59 55.02 -7.50 55.02 -9.77 -41.02 40.84 -9.45
99 multin1_real1_rm_bjs_keep1k 1.27 2.50 54.94 -7.59 54.93 -9.86 -41.11 40.75 -9.54
100 mx_opt_zz1000_pv_v3_stable_4 1.24 2.47 54.91 -7.61 54.91 -9.88 -41.14 40.72 -9.56
101 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 1.13 2.36 54.80 -7.72 54.80 -9.99 -41.25 40.61 -9.67
102 mx_adaptability 1.00 2.23 54.66 -7.86 54.66 -10.13 -41.38 40.48 -9.81
103 multin_zz1000_61005_score_pv_z_top1000rnk 0.90 2.13 54.57 -7.96 54.56 -10.23 -41.48 40.38 -9.91
104 multin_zz1000_61004_overnight_pv_rm_fnd_blc 0.88 2.11 54.54 -7.98 54.54 -10.25 -41.50 40.36 -9.93
105 multin_zz1000_61002_overnight_pv_rm_fnd_blc 0.88 2.11 54.54 -7.98 54.54 -10.25 -41.50 40.36 -9.93
106 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 0.76 1.98 54.42 -8.10 54.42 -10.37 -41.63 40.23 -10.05
107 multin_zz1000_61001_idxctrl_pv 0.70 1.93 54.37 -8.15 54.37 -10.42 -41.68 40.18 -10.10
108 multin_zz1000_61001_idxctrl_pv_rm_blc 0.60 1.82 54.26 -8.26 54.26 -10.53 -41.79 40.07 -10.21
109 multin_zz1000_61006_halfhalf 0.57 1.80 54.24 -8.29 54.24 -10.55 -41.81 40.05 -10.24
110 multin_zz1000_61004_pv_rm_fnd_blc2 0.55 1.78 54.22 -8.30 54.22 -10.57 -41.83 40.03 -10.25
111 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 0.50 1.73 54.17 -8.35 54.17 -10.62 -41.88 39.98 -10.30
112 mx_opt_zz1000_pv_z_v13_stable_4 0.49 1.72 54.15 -8.37 54.15 -10.64 -41.89 39.97 -10.32
113 mx_opt_zz1000_pv_z_v3_stable_4 0.43 1.66 54.09 -8.43 54.09 -10.70 -41.95 39.91 -10.38
114 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -0.24 0.99 53.43 -9.09 53.43 -11.36 -42.62 39.24 -11.04
115 multin_zz1000_71001_barra_residualvolatility_botG -0.28 0.95 53.38 -9.14 53.38 -11.41 -42.66 39.20 -11.09
116 multin_zz1000_61002_pv_rm_fnd_blc -0.44 0.79 53.22 -9.30 53.22 -11.57 -42.82 39.04 -11.25
117 multin_zz1000_61004_pv_rm_fnd_blc -0.44 0.79 53.22 -9.30 53.22 -11.57 -42.82 39.04 -11.25
118 mx_opt_zz1000_pv_z_v4_stable_4 -0.44 0.79 53.23 -9.29 53.23 -11.56 -42.82 39.04 -11.24
119 multin_zz1000_61001_idscapctrl_pv_rm_blc -0.61 0.62 53.06 -9.46 53.06 -11.73 -42.99 38.87 -11.41
120 multin_zz1000_61002_idxctrl_pv -0.78 0.45 52.88 -9.64 52.88 -11.91 -43.16 38.70 -11.59
121 multin_zz1000_61004_idxctrl_pv -0.78 0.45 52.88 -9.64 52.88 -11.91 -43.16 38.70 -11.59
122 multin_zz1000_61001_idscapctrl_pv -0.89 0.34 52.77 -9.75 52.77 -12.02 -43.27 38.59 -11.70
123 multin_zz1000_61004_idxctrl_pv_rm_blc -0.94 0.29 52.73 -9.79 52.73 -12.06 -43.32 38.54 -11.74
124 multin_zz1000_61002_idxctrl_pv_rm_blc -0.94 0.29 52.73 -9.79 52.73 -12.06 -43.32 38.54 -11.74
125 multin_zz1000_71002_barraindus_机械设备_pv_z -0.98 0.25 52.68 -9.84 52.68 -12.11 -43.36 38.49 -11.79
126 mx_opt1_absdef_500_v2 -1.11 0.12 52.56 -9.96 52.56 -12.23 -43.49 38.37 -11.91
127 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk -1.23 -0.00 52.43 -10.09 52.43 -12.36 -43.61 38.25 -12.04
128 multin_zz1000_71002_barraindus_纺织服饰_pv_z -1.39 -0.16 52.28 -10.24 52.28 -12.51 -43.77 38.09 -12.20
129 multin_zz1000_71002_barraindus_计算机_pv_z -1.65 -0.42 52.02 -10.50 52.02 -12.77 -44.03 37.83 -12.45
130 multin_zz1000_71002_barraindus_房地产_pv_z -1.72 -0.49 51.94 -10.58 51.94 -12.85 -44.10 37.76 -12.53
131 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -1.98 -0.75 51.69 -10.83 51.69 -13.10 -44.36 37.50 -12.78
132 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -2.14 -0.91 51.52 -11.00 51.52 -13.27 -44.52 37.34 -12.95
133 mx_opt_zz500_pv_z_v13_stable_4 -2.16 -0.93 51.51 -11.01 51.51 -13.28 -44.54 37.32 -12.96
134 multin_zz1000_61002_idscapctrl_pv_rm_blc -2.24 -1.01 51.42 -11.10 51.42 -13.37 -44.62 37.24 -13.05
135 multin_zz1000_61004_idscapctrl_pv_rm_blc -2.24 -1.01 51.42 -11.10 51.42 -13.37 -44.62 37.24 -13.05
136 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -2.26 -1.04 51.40 -11.12 51.40 -13.39 -44.65 37.21 -13.07
137 mx_opt1_absdef_1000_v2 -2.27 -1.04 51.40 -11.12 51.40 -13.39 -44.65 37.21 -13.08
138 multin_zz1000_61004_idscapctrl_pv -2.47 -1.24 51.20 -11.32 51.20 -13.59 -44.85 37.01 -13.27
139 multin_zz1000_61002_idscapctrl_pv -2.47 -1.24 51.20 -11.32 51.20 -13.59 -44.85 37.01 -13.27
140 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -3.13 -1.90 50.53 -11.99 50.53 -14.26 -45.51 36.35 -13.94
141 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -3.39 -2.16 50.27 -12.25 50.27 -14.52 -45.77 36.08 -14.20
142 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -3.39 -2.16 50.27 -12.25 50.27 -14.52 -45.77 36.09 -14.20
143 multin_zz1000_61003_pv -3.58 -2.35 50.08 -12.44 50.08 -14.71 -45.96 35.90 -14.39
144 multin_zz1000_61007_mix6 -3.60 -2.37 50.06 -12.46 50.06 -14.73 -45.98 35.87 -14.41
145 multin_zz1000_71001_barra_growth_botG -3.70 -2.47 49.96 -12.56 49.96 -14.83 -46.08 35.78 -14.51
146 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -3.87 -2.64 49.80 -12.72 49.80 -14.99 -46.25 35.61 -14.67
147 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -4.07 -2.84 49.59 -12.93 49.59 -15.20 -46.45 35.41 -14.88
148 multin_zz1000_61003_overnight_pv_rm_fnd -4.15 -2.92 49.51 -13.01 49.51 -15.28 -46.53 35.33 -14.96
149 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -4.22 -2.99 49.44 -13.08 49.44 -15.35 -46.60 35.25 -15.03
150 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -4.31 -3.08 49.35 -13.17 49.35 -15.44 -46.69 35.16 -15.12
151 mx_opt3_usual_500_v2 -4.42 -3.19 49.25 -13.28 49.25 -15.54 -46.80 35.06 -15.23
152 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -4.45 -3.22 49.21 -13.31 49.21 -15.58 -46.83 35.03 -15.26
153 multin1_real1_keep_bjs_keep500 -4.53 -3.30 49.13 -13.39 49.13 -15.66 -46.91 34.94 -15.34
154 multin1_real0_overnight_中性 -4.53 -3.30 49.13 -13.39 49.13 -15.66 -46.91 34.94 -15.34
155 mx_opt_zz1000_pv_z_v12_stable_4 -4.54 -3.31 49.13 -13.39 49.13 -15.66 -46.92 34.94 -15.34
156 multin_zz500_61007_mix6 -5.00 -3.77 48.66 -13.86 48.66 -16.13 -47.38 34.47 -15.81
157 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 -5.14 -3.91 48.53 -13.99 48.53 -16.26 -47.52 34.34 -15.95
158 multin_zz1000_61003_pv_rm_blc -5.14 -3.91 48.52 -14.00 48.52 -16.27 -47.52 34.33 -15.95
159 multin1_real1 -5.14 -3.91 48.52 -14.00 48.52 -16.27 -47.52 34.33 -15.95
160 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -5.18 -3.95 48.49 -14.03 48.49 -16.30 -47.56 34.30 -15.99
161 multin1_real1_keep_bjs_keep1k -5.27 -4.04 48.39 -14.13 48.39 -16.40 -47.65 34.21 -16.08
162 multin1_real1_overnight -5.28 -4.05 48.39 -14.13 48.39 -16.40 -47.66 34.20 -16.08
163 multin_zz1000_61003_overnight_pv_rm_blc -5.28 -4.05 48.39 -14.13 48.39 -16.40 -47.66 34.20 -16.08
164 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -5.50 -4.27 48.17 -14.36 48.17 -16.62 -47.88 33.98 -16.31
165 multin_zz1000_71002_barraindus_环保_pv_z -5.56 -4.33 48.10 -14.42 48.10 -16.69 -47.94 33.91 -16.37
166 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -5.66 -4.43 48.01 -14.51 48.01 -16.78 -48.04 33.82 -16.46
167 multin_zz1000_71002_barraindus_综合_pv_z -5.69 -4.46 47.97 -14.55 47.97 -16.82 -48.07 33.79 -16.50
168 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -5.84 -4.61 47.83 -14.69 47.83 -16.96 -48.22 33.64 -16.64
169 multin_zz1000_61003_pv_rm_fnd -5.85 -4.62 47.81 -14.71 47.81 -16.98 -48.23 33.62 -16.66
170 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -5.98 -4.75 47.69 -14.83 47.69 -17.10 -48.36 33.50 -16.78
171 mx_opt_zz1000_z_v1_stable_4 -6.06 -4.83 47.61 -14.91 47.61 -17.18 -48.44 33.42 -16.86
172 mx_opt_zz1000_z_v2_stable_4 -6.06 -4.83 47.61 -14.91 47.61 -17.18 -48.44 33.42 -16.86
173 multin_zz1000_61003_overnight_pv_rm_fnd_blc -6.22 -4.99 47.44 -15.08 47.44 -17.35 -48.60 33.26 -17.03
174 multin1_real2_overnight -6.22 -4.99 47.44 -15.08 47.44 -17.35 -48.60 33.26 -17.03
175 multin_zz1000_61001_idxctrl_pv_rm_fnd -6.33 -5.10 47.34 -15.18 47.34 -17.45 -48.71 33.15 -17.13
176 mx_opt_zz1000_pv_z_v10_stable_4 -6.39 -5.16 47.27 -15.25 47.27 -17.52 -48.77 33.09 -17.20
177 multin_zz1000_61004_idscapctrl_pv_rm_blc2 -6.47 -5.24 47.19 -15.33 47.19 -17.60 -48.85 33.01 -17.28
178 multin_zz1000_61003_overnight_pv_rm_blc2 -6.92 -5.69 46.74 -15.78 46.74 -18.05 -49.30 32.56 -17.73
179 multin_zz1000_61003_pv_rm_blc2 -6.97 -5.74 46.70 -15.82 46.70 -18.09 -49.35 32.51 -17.77
180 mx_opt_zz1000_pv_z_v9_stable_4 -7.13 -5.90 46.53 -15.99 46.53 -18.26 -49.51 32.35 -17.94
181 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -7.17 -5.94 46.49 -16.03 46.49 -18.30 -49.55 32.31 -17.98
182 multin_zz1000_71002_barraindus_公用事业_pv_z -7.19 -5.96 46.47 -16.05 46.47 -18.32 -49.57 32.29 -18.00
183 multin_zz1000_61004_idxctrl_pv_rm_fnd -7.28 -6.05 46.39 -16.13 46.39 -18.40 -49.66 32.20 -18.08
184 multin_zz1000_61002_idxctrl_pv_rm_fnd -7.28 -6.05 46.39 -16.13 46.39 -18.40 -49.66 32.20 -18.08
185 mx_opt2_dyna_300_v2 -7.86 -6.63 45.81 -16.71 45.81 -18.98 -50.24 31.62 -18.66
186 multin_zz1000_61003_pv_rm_fnd_blc2 -7.99 -6.76 45.68 -16.85 45.68 -19.11 -50.37 31.49 -18.80
187 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -8.03 -6.80 45.63 -16.89 45.63 -19.16 -50.41 31.45 -18.84
188 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -8.03 -6.80 45.63 -16.89 45.63 -19.16 -50.41 31.45 -18.84
189 mx_opt_zz500_pv_z_v12_stable_4 -8.05 -6.82 45.61 -16.91 45.61 -19.18 -50.43 31.43 -18.86
190 multin1_real2 -8.16 -6.93 45.50 -17.02 45.50 -19.29 -50.54 31.32 -18.97
191 multin_zz1000_61008_multistrategy_baseline -8.16 -6.93 45.50 -17.02 45.50 -19.29 -50.54 31.32 -18.97
192 multin_zz1000_61003_pv_rm_fnd_blc -8.16 -6.93 45.50 -17.02 45.50 -19.29 -50.54 31.32 -18.97
193 multin_zz1000_61006_halfhalf_stable4 -8.22 -6.99 45.44 -17.08 45.44 -19.35 -50.60 31.25 -19.03
194 multin_zz1000_71002_barraindus_建筑装饰_pv_z -8.32 -7.09 45.35 -17.18 45.35 -19.44 -50.70 31.16 -19.13
195 mx_opt_zz500_pv_z_v10_stable_4 -8.64 -7.41 45.03 -17.49 45.03 -19.76 -51.02 30.84 -19.44
196 multin1_real0_中性 -9.18 -7.95 44.49 -18.03 44.49 -20.30 -51.56 30.30 -19.98
197 multin1_real0 -9.18 -7.95 44.49 -18.03 44.49 -20.30 -51.56 30.30 -19.98
198 multin_zz1000_71001_barra_momentum_topG -9.21 -7.99 44.45 -18.07 44.45 -20.34 -51.60 30.26 -20.02
199 multin_zz1000_71001_barra_liquidity_botG -9.42 -8.19 44.24 -18.28 44.24 -20.55 -51.80 30.05 -20.23
200 multin_zz1000_71002_barraindus_电气设备_pv_z -9.45 -8.22 44.21 -18.31 44.21 -20.58 -51.83 30.03 -20.26
201 multin_zz1000_71001_barra_nonlinearsize_topG -9.88 -8.65 43.79 -18.74 43.79 -21.01 -52.26 29.60 -20.69
202 multin_zz1000_71001_barra_nonlinearsize_botG -10.19 -8.96 43.48 -19.04 43.48 -21.31 -52.57 29.29 -20.99
203 multin_zz1000_71001_barra_size_botG -10.19 -8.96 43.48 -19.04 43.48 -21.31 -52.57 29.29 -20.99
204 multin_zz1000_61001_idscapctrl_pv_rm_fnd -11.14 -9.91 42.52 -20.00 42.52 -22.27 -53.52 28.33 -21.95
205 mx_opt_hs300_stable_4 -11.35 -10.13 42.31 -20.21 42.31 -22.48 -53.74 28.12 -22.16
206 mx_opt_zz1000_hssanbai -11.35 -10.13 42.31 -20.21 42.31 -22.48 -53.74 28.12 -22.16
207 multin1_real3 -11.49 -10.26 42.17 -20.35 42.17 -22.62 -53.87 27.99 -22.30
208 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc -11.49 -10.26 42.17 -20.35 42.17 -22.62 -53.87 27.99 -22.30
209 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 -11.88 -10.65 41.79 -20.73 41.79 -23.00 -54.26 27.60 -22.68
210 multin_zz1000_61002_idscapctrl_pv_rm_fnd -11.96 -10.73 41.70 -20.82 41.70 -23.09 -54.34 27.52 -22.77
211 multin_zz1000_61004_idscapctrl_pv_rm_fnd -11.96 -10.73 41.70 -20.82 41.70 -23.09 -54.34 27.52 -22.77
212 multin_zz1000_61006_halfhalf_usualv2 -11.99 -10.76 41.67 -20.85 41.67 -23.12 -54.37 27.49 -22.80
213 mx_opt_zz1000_pv_z_v11_stable_4 -12.00 -10.78 41.66 -20.86 41.66 -23.13 -54.39 27.47 -22.81
214 mx_opt_zz500_pv_z_v11_stable_4 -12.20 -10.97 41.46 -21.06 41.46 -23.33 -54.58 27.28 -23.01
215 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc -12.28 -11.05 41.38 -21.14 41.38 -23.41 -54.66 27.20 -23.09
216 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc -12.28 -11.05 41.38 -21.14 41.38 -23.41 -54.66 27.20 -23.09
217 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 -12.39 -11.16 41.27 -21.25 41.27 -23.52 -54.77 27.08 -23.20
218 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -12.65 -11.42 41.01 -21.51 41.01 -23.78 -55.03 26.83 -23.46
219 multin_zz500_61001_idxctrl_zz500_pv -12.73 -11.50 40.94 -21.59 40.94 -23.86 -55.11 26.75 -23.54
220 multin_zz1000_71001_barra_earningsyield_topG -13.03 -11.80 40.64 -21.89 40.63 -24.16 -55.41 26.45 -23.84
221 multin_zz1000_61006_halfhalf_usualv1 -13.22 -11.99 40.44 -22.08 40.44 -24.35 -55.60 26.26 -24.03
222 multin1_real1_rzrq_keep_bjs -13.48 -12.25 40.19 -22.33 40.19 -24.60 -55.86 26.00 -24.28
223 multin1_real0_overnight -13.80 -12.58 39.86 -22.66 39.86 -24.93 -56.19 25.67 -24.61
224 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -14.12 -12.89 39.54 -22.98 39.54 -25.25 -56.50 25.35 -24.93
225 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -14.24 -13.01 39.42 -23.10 39.42 -25.37 -56.62 25.24 -25.05
226 multin_zz500_61002_idxctrl_zz500_pv -14.24 -13.01 39.43 -23.09 39.43 -25.36 -56.62 25.24 -25.05
227 multin_zz500_61004_idxctrl_zz500_pv -14.32 -13.09 39.35 -23.18 39.35 -25.44 -56.70 25.16 -25.13
228 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -14.53 -13.31 39.13 -23.39 39.13 -25.66 -56.92 24.94 -25.34
229 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -14.72 -13.49 38.95 -23.57 38.95 -25.84 -57.10 24.76 -25.52
230 multin_zz1000_71002_barraindus_国防军工_pv_z -15.30 -14.07 38.37 -24.15 38.37 -26.42 -57.68 24.18 -26.10
231 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -15.64 -14.41 38.03 -24.49 38.03 -26.76 -58.02 23.84 -26.44
232 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -15.65 -14.42 38.01 -24.51 38.01 -26.78 -58.03 23.82 -26.46
233 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -15.76 -14.53 37.90 -24.62 37.90 -26.89 -58.14 23.72 -26.57
234 mx_opt_zz1000_pv_z_v2_stable_4 -15.78 -14.55 37.88 -24.64 37.88 -26.91 -58.16 23.70 -26.59
235 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -15.79 -14.57 37.87 -24.65 37.87 -26.92 -58.18 23.68 -26.60
236 mx_opt_zz1000_pv_v2_stable_4 -15.86 -14.63 37.81 -24.71 37.81 -26.98 -58.24 23.62 -26.66
237 mx_opt_zz1000_pv_v1_stable_4 -15.86 -14.63 37.81 -24.71 37.81 -26.98 -58.24 23.62 -26.66
238 multin_zz1000_71001_barra_residualvolatility_topG -16.22 -14.99 37.45 -25.07 37.45 -27.34 -58.60 23.26 -27.02
239 mx_opt_zz1000_pv_z_v5_stable_4 -17.19 -15.96 36.48 -26.05 36.48 -28.32 -59.57 22.29 -28.00
240 mx_opt_zz1000_pv_z_v8_stable_4 -17.26 -16.03 36.40 -26.12 36.40 -28.39 -59.64 22.22 -28.07
241 mx_opt3_usual_300_v2 -18.90 -17.67 34.77 -27.75 34.77 -30.02 -61.28 20.58 -29.70
242 multin_zz1000_71002_barraindus_美容护理_pv_z -18.90 -17.67 34.77 -27.76 34.77 -30.02 -61.28 20.58 -29.71
243 mx_opt_zz1000_pv_z_v6_stable_4 -19.45 -18.22 34.22 -28.30 34.22 -30.57 -61.83 20.03 -30.25
244 multin_zz1000_71001_barra_leverage_topG -19.61 -18.38 34.06 -28.46 34.06 -30.73 -61.99 19.87 -30.41
245 mx_opt_zz1000_pv_z_v1_stable_4 -20.28 -19.05 33.39 -29.13 33.39 -31.40 -62.66 19.20 -31.08
246 mx_opt3_usual_300_v1 -21.35 -20.12 32.31 -30.21 32.31 -32.48 -63.73 18.12 -32.16
247 mx_opt_zz1000_pv_z_v7_stable_4 -25.25 -24.02 28.42 -34.10 28.42 -36.37 -67.63 14.23 -36.05
248 multin_zz1000_71002_barraindus_石油石化_pv_z -28.22 -26.99 25.45 -37.07 25.45 -39.34 -70.60 11.26 -39.02
249 multin_zz1000_71002_barraindus_传媒_pv_z -28.49 -27.26 25.17 -37.35 25.17 -39.62 -70.87 10.99 -39.30
250 multin_zz1000_71002_barraindus_有色金属_pv_z -28.61 -27.38 25.06 -37.46 25.06 -39.73 -70.99 10.87 -39.41
251 multin_zz1000_71001_barra_btop_topG -29.64 -28.41 24.03 -38.49 24.03 -40.76 -72.02 9.84 -40.44
252 multin_zz1000_71001_barra_beta_botG -31.30 -30.07 22.37 -40.15 22.37 -42.42 -73.68 8.18 -42.10
253 multin_zz1000_71002_barraindus_农林牧渔_pv_z -31.50 -30.27 22.16 -40.36 22.16 -42.63 -73.88 7.98 -42.31
254 multin_zz1000_71002_barraindus_银行_pv_z -40.17 -38.94 13.49 -49.03 13.49 -51.30 -82.55 -0.69 -50.98
255 multin_zz1000_71002_barraindus_化工_pv_z -43.10 -41.87 10.57 -51.95 10.57 -54.22 -85.48 -3.62 -53.91
256 multin_zz1000_71002_barraindus_非银金融_pv_z -43.86 -42.63 9.80 -52.72 9.80 -54.99 -86.24 -4.38 -54.67
257 multin_zz1000_71002_barraindus_商业贸易_pv_z -46.79 -45.56 6.88 -55.64 6.88 -57.91 -89.17 -7.31 -57.59
258 mx_opt1_absdef_50_v2 -47.41 -46.18 6.26 -56.27 6.26 -58.53 -89.79 -7.93 -58.22
259 multin_zz1000_71002_barraindus_食品饮料_pv_z -49.90 -48.67 3.77 -58.76 3.76 -61.03 -92.28 -10.42 -60.71
260 multin_zz1000_71002_barraindus_餐饮旅游_pv_z -52.02 -50.79 1.64 -60.88 1.64 -63.15 -94.40 -12.54 -62.83
261 multin_zz1000_71002_barraindus_黑色金属_pv_z -55.40 -54.17 -1.74 -64.26 -1.74 -66.53 -97.78 -15.92 -66.21
262 multin_zz1000_71002_barraindus_社会服务_pv_z -57.84 -56.62 -4.18 -66.70 -4.18 -68.97 -100.23 -18.37 -68.65
263 multin_zz1000_71002_barraindus_交通运输_pv_z -61.02 -59.79 -7.36 -69.88 -7.36 -72.15 -103.40 -21.54 -71.83
264 multin_zz1000_71002_barraindus_基础化工_pv_z -69.20 -67.97 -15.53 -78.05 -15.53 -80.32 -111.58 -29.72 -80.01
265 multin_zz1000_71002_barraindus_休闲服务_pv_z -69.38 -68.15 -15.71 -78.23 -15.71 -80.50 -111.76 -29.90 -80.18
266 multin_zz1000_71002_barraindus_钢铁_pv_z -83.52 -82.29 -29.86 -92.38 -29.86 -94.65 -125.91 -44.05 -94.33
267 multin_zz1000_71002_barraindus_煤炭_pv_z -93.03 -91.80 -39.37 -101.89 -39.37 -104.16 -135.41 -53.55 -103.84