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_20250710_151518
65 multin1_real0_overnight_中性 75.76 51.34 100.56 42.39 100.56 91.62 -0.40 -43.65 -3.31
130 multin_zz1000_61003_overnight_pv_rm_blc 58.28 33.86 83.09 24.91 83.09 74.15 -17.87 -61.13 -20.79
131 multin1_real1_overnight 58.28 33.86 83.09 24.91 83.09 74.15 -17.87 -61.13 -20.79
143 multin_zz1000_61003_overnight_pv_rm_blc2 56.98 32.56 81.78 23.60 81.78 72.84 -19.18 -62.43 -22.09
209 multin_zz1000_61004_overnight_pv_rm_blc 45.34 20.92 70.15 11.97 70.15 61.21 -30.81 -74.07 -33.73
210 multin_zz1000_61002_overnight_pv_rm_blc 45.34 20.92 70.15 11.97 70.15 61.21 -30.81 -74.07 -33.73
222 multin_zz1000_61004_overnight_pv_rm_blc2 42.88 18.46 67.68 9.51 67.68 58.74 -33.28 -76.53 -36.19
254 multin_zz1000_61003_overnight_pv_rm_fnd 38.81 14.39 63.61 5.44 63.61 54.67 -37.35 -80.60 -40.26
283 multin_zz1000_61003_overnight_pv_rm_fnd_blc 34.66 10.24 59.47 1.29 59.47 50.53 -41.49 -84.75 -44.41
284 multin1_real2_overnight 34.66 10.24 59.47 1.29 59.47 50.53 -41.49 -84.75 -44.41
286 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 34.06 9.64 58.86 0.68 58.86 49.92 -42.10 -85.36 -45.02
306 multin_zz1000_61001_overnight_pv_rm_blc 32.57 8.15 57.37 -0.81 57.37 48.43 -43.59 -86.85 -46.51
318 multin_zz1000_61002_overnight_pv_rm_fnd 30.74 6.32 55.55 -2.63 55.55 46.61 -45.41 -88.67 -48.33
319 multin_zz1000_61004_overnight_pv_rm_fnd 30.74 6.32 55.55 -2.63 55.55 46.61 -45.41 -88.67 -48.33
349 multin_zz1000_61004_overnight_pv_rm_fnd_blc 25.77 1.35 50.58 -7.60 50.58 41.64 -50.38 -93.64 -53.30
350 multin_zz1000_61002_overnight_pv_rm_fnd_blc 25.77 1.35 50.58 -7.60 50.58 41.64 -50.38 -93.64 -53.30
359 multin_zz1000_61001_overnight_pv_rm_fnd 24.07 -0.35 48.87 -9.31 48.87 39.93 -52.09 -95.34 -55.00
364 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 22.78 -1.64 47.58 -10.60 47.58 38.64 -53.38 -96.63 -56.29
380 multin_zz1000_61001_overnight_pv_rm_fnd_blc 19.77 -4.65 44.57 -13.61 44.57 35.63 -56.39 -99.65 -59.31
385 multin1_real0_overnight 18.89 -5.53 43.69 -14.49 43.69 34.75 -57.27 -100.52 -60.18