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_20250716_151519
71 mx_2023_gen_merge1_filtered_no_idsctrl 32.86 63.86 65.36 93.28 65.36 -15.99 9.62 -3.47 4.82
88 mt_962_use2013_last_save_rnk500_idsctrl 29.03 60.03 61.53 89.45 61.53 -19.82 5.79 -7.30 0.99
104 mt_961_use2010_best_save_rnk500_idsctrl 26.32 57.33 58.83 86.74 58.83 -22.52 3.08 -10.01 -1.71
111 mt_961_use2011_best_save_rnk500_idsctrl 24.94 55.94 57.44 85.36 57.44 -23.91 1.69 -11.39 -3.10
117 mt_961_use2010_last_save_rnk500_idsctrl 23.78 54.79 56.28 84.20 56.29 -25.07 0.54 -12.55 -4.25
118 mt_961_use2013_last_save_rnk500_idsctrl 23.73 54.73 56.23 84.15 56.23 -25.12 0.49 -12.60 -4.31
128 mt_961_use2012_best_save_rnk500_idsctrl 21.77 52.78 54.28 82.19 54.28 -27.07 -1.47 -14.56 -6.26
150 mt_961_use2011_last_save_rnk500_idsctrl 19.70 50.71 52.21 80.12 52.21 -29.14 -3.54 -16.63 -8.33
151 mt_961_use2012_last_save_rnk500_idsctrl 19.63 50.63 52.13 80.05 52.13 -29.22 -3.62 -16.70 -8.41
187 mt_962_use2013_best_save_rnk500_idsctrl 16.32 47.33 48.83 76.74 48.83 -32.52 -6.92 -20.01 -11.71
233 mt_962_use2015_best_save_rnk500_idsctrl 9.12 40.12 41.62 69.54 41.62 -39.73 -14.12 -27.21 -18.92
239 mt_962_use2015_last_save_rnk500_idsctrl 8.39 39.39 40.89 68.81 40.89 -40.46 -14.86 -27.94 -19.65
262 mt_961_use2013_best_save_rnk500_idsctrl 6.16 37.17 38.67 66.58 38.67 -42.69 -17.08 -30.17 -21.87
270 mt_961_use2009_best_save_rnk500_idsctrl 5.12 36.13 37.63 65.54 37.63 -43.72 -18.12 -31.21 -22.91
271 mt_962_use2023_best_save_rnk500_idsctrl 4.98 35.98 37.48 65.40 37.48 -43.87 -18.26 -31.35 -23.06
273 mt_961_use2009_last_save_rnk500_idsctrl 4.92 35.92 37.42 65.34 37.42 -43.93 -18.33 -31.41 -23.12
284 mt_961_use2020_last_save_rnk500_idsctrl 2.81 33.81 35.31 63.23 35.31 -46.04 -20.44 -33.52 -25.23
285 mt_961_use2020_best_save_rnk500_idsctrl 2.66 33.66 35.16 63.08 35.16 -46.19 -20.58 -33.67 -25.38
292 mt_962_use2023_last_save_rnk500_idsctrl 1.85 32.85 34.35 62.27 34.35 -47.00 -21.39 -34.48 -26.19
310 mt_962_use2022_best_save_rnk500_idsctrl -0.72 30.29 31.79 59.70 31.79 -49.56 -23.96 -37.05 -28.75
311 mt_962_use2011_last_save_rnk500_idsctrl -0.82 30.18 31.68 59.60 31.68 -49.67 -24.06 -37.15 -28.86
314 mt_961_use2023_last_save_rnk500_idsctrl -1.25 29.76 31.26 59.17 31.26 -50.09 -24.49 -37.58 -29.28
322 mt_961_use2015_best_save_rnk500_idsctrl -3.25 27.75 29.25 57.17 29.25 -52.10 -26.49 -39.58 -31.29
324 mt_962_use2011_best_save_rnk500_idsctrl -3.46 27.54 29.04 56.96 29.04 -52.31 -26.70 -39.79 -31.50
328 mt_962_use2019_best_save_rnk500_idsctrl -4.10 26.91 28.40 56.32 28.41 -52.95 -27.34 -40.43 -32.13
331 mt_961_use2019_last_save_rnk500_idsctrl -4.45 26.56 28.06 55.97 28.06 -53.29 -27.69 -40.78 -32.48
332 mt_962_use2010_last_save_rnk500_idsctrl -4.66 26.35 27.85 55.76 27.85 -53.50 -27.90 -40.99 -32.69
343 mt_961_use2023_best_save_rnk500_idsctrl -6.38 24.62 26.12 54.04 26.12 -55.23 -29.62 -42.71 -34.42
347 mt_962_use2022_last_save_rnk500_idsctrl -7.73 23.27 24.77 52.69 24.77 -56.58 -30.98 -44.06 -35.77
348 mt_962_use2010_best_save_rnk500_idsctrl -7.86 23.14 24.64 52.56 24.64 -56.71 -31.11 -44.19 -35.90
353 mt_962_use2016_best_save_rnk500_idsctrl -8.56 22.44 23.94 51.85 23.94 -57.41 -31.81 -44.89 -36.60
355 mt_962_use2009_last_save_rnk500_idsctrl -8.63 22.38 23.88 51.79 23.88 -57.47 -31.87 -44.96 -36.66
362 mx_2023_gen_merge2_filtered_idsctrl -9.48 21.53 23.03 50.94 23.03 -58.32 -32.72 -45.81 -37.51
369 mt_961_use2021_last_save_rnk500_idsctrl -10.91 20.10 21.60 49.51 21.60 -59.76 -34.15 -47.24 -38.94
373 mt_962_use2021_best_save_rnk500_idsctrl -11.28 19.73 21.23 49.14 21.23 -60.12 -34.52 -47.61 -39.31
377 mt_962_use2009_best_save_rnk500_idsctrl -11.57 19.43 20.93 48.85 20.93 -60.42 -34.81 -47.90 -39.61
390 mt_961_use2015_last_save_rnk500_idsctrl -13.11 17.90 19.40 47.31 19.40 -61.96 -36.35 -49.44 -41.14
392 mt_961_use2022_best_save_rnk500_idsctrl -13.87 17.13 18.63 46.55 18.63 -62.72 -37.11 -50.20 -41.91
397 mt_961_use2008_best_save_rnk500_idsctrl -14.59 16.41 17.91 45.83 17.91 -63.44 -37.83 -50.92 -42.63
402 mt_962_use2016_last_save_rnk500_idsctrl -15.42 15.59 17.09 45.00 17.09 -64.26 -38.66 -51.75 -43.45
404 mt_962_use2012_best_save_rnk500_idsctrl -16.41 14.60 16.10 44.01 16.10 -65.25 -39.65 -52.74 -44.44
413 mt_962_use2020_best_save_rnk500_idsctrl -18.54 12.46 13.96 41.88 13.96 -67.39 -41.78 -54.87 -46.58
414 mt_962_use2008_best_save_rnk500_idsctrl -19.06 11.94 13.44 41.36 13.44 -67.91 -42.30 -55.39 -47.10
418 mt_961_use2021_best_save_rnk500_idsctrl -19.79 11.21 12.71 40.63 12.71 -68.64 -43.04 -56.12 -47.83
419 mt_962_use2008_last_save_rnk500_idsctrl -19.99 11.01 12.51 40.43 12.51 -68.84 -43.23 -56.32 -48.03
420 mt_961_use2018_best_save_rnk500_idsctrl -20.21 10.79 12.29 40.21 12.29 -69.06 -43.45 -56.54 -48.25
422 mt_961_use2019_best_save_rnk500_idsctrl -20.55 10.46 11.96 39.87 11.96 -69.40 -43.79 -56.88 -48.58
423 mt_961_use2008_last_save_rnk500_idsctrl -20.60 10.40 11.90 39.82 11.90 -69.45 -43.84 -56.93 -48.64
428 mt_961_use2017_last_save_rnk500_idsctrl -21.09 9.92 11.41 39.33 11.42 -69.94 -44.33 -57.42 -49.12
433 mt_961_use2018_last_save_rnk500_idsctrl -22.57 8.44 9.94 37.85 9.94 -71.41 -45.81 -58.90 -50.60
434 mt_961_use2022_last_save_rnk500_idsctrl -22.58 8.42 9.92 37.84 9.92 -71.43 -45.83 -58.91 -50.62
440 mt_962_use2012_last_save_rnk500_idsctrl -24.25 6.75 8.25 36.17 8.25 -73.10 -47.50 -60.58 -52.29
441 mt_962_use2018_best_save_rnk500_idsctrl -24.38 6.63 8.12 36.04 8.13 -73.23 -47.62 -60.71 -52.41
445 mt_962_use2024_best_save_rnk500_idsctrl -25.30 5.70 7.20 35.12 7.20 -74.15 -48.54 -61.63 -53.34
446 mt_962_use2017_best_save_rnk500_idsctrl -25.65 5.35 6.85 34.77 6.85 -74.50 -48.89 -61.98 -53.69
449 mt_962_use2021_last_save_rnk500_idsctrl -26.31 4.69 6.19 34.11 6.19 -75.16 -49.56 -62.64 -54.35
450 mt_962_use2019_last_save_rnk500_idsctrl -26.58 4.42 5.92 33.84 5.92 -75.43 -49.82 -62.91 -54.62
455 mt_961_use2016_last_save_rnk500_idsctrl -27.67 3.33 4.83 32.75 4.83 -76.52 -50.91 -64.00 -55.71
456 mt_962_use2024_last_save_rnk500_idsctrl -27.83 3.18 4.68 32.59 4.68 -76.68 -51.07 -64.16 -55.86
463 mt_961_use2024_best_save_rnk500_idsctrl -28.36 2.65 4.14 32.06 4.15 -77.21 -51.60 -64.69 -56.39
464 mt_961_use2024_last_save_rnk500_idsctrl -28.42 2.59 4.09 32.00 4.09 -77.26 -51.66 -64.75 -56.45
466 mt_961_use2017_best_save_rnk500_idsctrl -28.80 2.21 3.71 31.62 3.71 -77.65 -52.04 -65.13 -56.83
474 mt_962_use2018_last_save_rnk500_idsctrl -29.39 1.61 3.11 31.03 3.11 -78.24 -52.64 -65.72 -57.43
482 mt_962_use2017_last_save_rnk500_idsctrl -31.64 -0.64 0.86 28.78 0.86 -80.49 -54.89 -67.97 -59.68
486 mt_961_use2016_best_save_rnk500_idsctrl -32.60 -1.60 -0.10 27.82 -0.10 -81.45 -55.85 -68.93 -60.64
487 mt_962_use2020_last_save_rnk500_idsctrl -32.76 -1.76 -0.26 27.66 -0.26 -81.61 -56.00 -69.09 -60.80
492 mt_961_use2014_last_save_rnk500_idsctrl -34.34 -3.34 -1.84 26.08 -1.84 -83.19 -57.59 -70.67 -62.38
498 mt_962_use2014_last_save_rnk500_idsctrl -37.94 -6.94 -5.44 22.48 -5.44 -86.79 -61.19 -74.27 -65.98
500 mt_962_use2014_best_save_rnk500_idsctrl -38.58 -7.58 -6.08 21.84 -6.08 -87.43 -61.82 -74.91 -66.62
508 mt_961_use2014_best_save_rnk500_idsctrl -43.62 -12.61 -11.11 16.80 -11.11 -92.47 -66.86 -79.95 -71.65