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_20250717_151527
22 mt_962_use2020_best_save_rnk500_idsctrl 43.58 49.57 156.62 89.65 156.62 72.08 124.01 131.59 173.08
26 mt_962_use2022_last_save_rnk500_idsctrl 36.41 42.40 149.45 82.48 149.45 64.91 116.84 124.42 165.91
29 mt_962_use2023_best_save_rnk500_idsctrl 35.29 41.28 148.33 81.36 148.33 63.78 115.72 123.30 164.79
32 mt_962_use2021_best_save_rnk500_idsctrl 31.17 37.15 144.20 77.24 144.20 59.66 111.60 119.18 160.66
40 mt_962_use2021_last_save_rnk500_idsctrl 24.71 30.70 137.75 70.78 137.75 53.21 105.14 112.72 154.21
41 mt_962_use2020_last_save_rnk500_idsctrl 24.58 30.57 137.62 70.65 137.62 53.08 105.01 112.59 154.08
43 mt_962_use2023_last_save_rnk500_idsctrl 24.05 30.03 137.08 70.12 137.08 52.54 104.48 112.06 153.54
47 mt_962_use2022_best_save_rnk500_idsctrl 21.28 27.27 134.32 67.35 134.32 49.78 101.71 109.30 150.78
57 mt_962_use2019_best_save_rnk500_idsctrl 13.95 19.93 126.98 60.02 126.99 42.44 94.38 101.96 143.44
67 mt_962_use2015_best_save_rnk500_idsctrl 9.01 15.00 122.05 55.08 122.05 37.51 89.44 97.03 138.51
74 mt_962_use2019_last_save_rnk500_idsctrl 3.75 9.74 116.79 49.82 116.79 32.25 84.18 91.76 133.25
90 mt_961_use2021_best_save_rnk500_idsctrl -5.97 0.02 107.07 40.10 107.07 22.53 74.46 82.04 123.53
93 mt_962_use2024_last_save_rnk500_idsctrl -7.26 -1.27 105.78 38.81 105.78 21.24 73.18 80.76 122.24
99 mt_962_use2014_last_save_rnk500_idsctrl -9.80 -3.81 103.24 36.27 103.24 18.70 70.63 78.22 119.70
100 mt_962_use2014_best_save_rnk500_idsctrl -10.00 -4.01 103.04 36.07 103.04 18.50 70.43 78.01 119.50
112 mt_962_use2013_best_save_rnk500_idsctrl -14.08 -8.09 98.96 31.99 98.96 14.42 66.35 73.93 115.42
117 mt_962_use2024_best_save_rnk500_idsctrl -15.05 -9.06 97.99 31.02 97.99 13.45 65.38 72.96 114.45
143 mt_962_use2017_best_save_rnk500_idsctrl -21.84 -15.86 91.19 24.23 91.19 6.65 58.59 66.17 107.65
152 mt_962_use2012_best_save_rnk500_idsctrl -23.55 -17.57 89.48 22.52 89.48 4.94 56.88 64.46 105.94
188 mt_962_use2013_last_save_rnk500_idsctrl -30.27 -24.28 82.76 15.80 82.77 -1.78 50.16 57.74 99.23
189 mt_962_use2015_last_save_rnk500_idsctrl -30.31 -24.32 82.73 15.76 82.73 -1.81 50.12 57.70 99.19
195 mt_961_use2013_best_save_rnk500_idsctrl -31.59 -25.61 81.44 14.48 81.45 -3.10 48.84 56.42 97.90
214 mt_962_use2016_last_save_rnk500_idsctrl -36.68 -30.69 76.36 9.39 76.36 -8.19 43.75 51.33 92.82
232 mt_961_use2019_best_save_rnk500_idsctrl -38.46 -32.47 74.58 7.61 74.58 -9.96 41.97 49.55 91.04
246 mt_961_use2021_last_save_rnk500_idsctrl -39.65 -33.67 73.38 6.42 73.38 -11.16 40.78 48.36 89.84
258 mt_961_use2020_last_save_rnk500_idsctrl -41.61 -35.63 71.42 4.46 71.42 -13.12 38.82 46.40 87.88
260 mt_961_use2024_best_save_rnk500_idsctrl -41.88 -35.89 71.16 4.19 71.16 -13.38 38.55 46.14 87.62
272 mt_961_use2020_best_save_rnk500_idsctrl -42.79 -36.81 70.24 3.28 70.24 -14.30 37.64 45.22 86.70
281 mt_961_use2014_best_save_rnk500_idsctrl -44.30 -38.31 68.74 1.77 68.74 -15.80 36.13 43.72 85.20
285 mt_962_use2017_last_save_rnk500_idsctrl -44.46 -38.47 68.58 1.61 68.58 -15.96 35.97 43.55 85.04
290 mt_961_use2015_last_save_rnk500_idsctrl -45.07 -39.08 67.97 1.00 67.97 -16.57 35.36 42.95 84.43
295 mt_962_use2018_best_save_rnk500_idsctrl -45.92 -39.93 67.12 0.15 67.12 -17.42 34.51 42.09 83.58
298 mt_961_use2024_last_save_rnk500_idsctrl -46.11 -40.12 66.93 -0.04 66.93 -17.61 34.32 41.90 83.39
300 mt_962_use2012_last_save_rnk500_idsctrl -46.15 -40.16 66.89 -0.08 66.89 -17.65 34.29 41.87 83.35
307 mt_961_use2015_best_save_rnk500_idsctrl -47.29 -41.30 65.75 -1.22 65.75 -18.79 33.14 40.72 82.21
343 mt_961_use2023_last_save_rnk500_idsctrl -50.70 -44.71 62.34 -4.63 62.34 -22.20 29.73 37.32 78.80
356 mt_962_use2016_best_save_rnk500_idsctrl -53.71 -47.72 59.33 -7.64 59.33 -25.21 26.72 34.30 75.79
371 mt_961_use2019_last_save_rnk500_idsctrl -55.61 -49.62 57.43 -9.54 57.43 -27.11 24.82 32.41 73.89
382 mt_961_use2022_best_save_rnk500_idsctrl -57.21 -51.22 55.83 -11.14 55.83 -28.72 23.22 30.80 72.29
383 mt_961_use2014_last_save_rnk500_idsctrl -57.22 -51.24 55.81 -11.15 55.81 -28.73 23.21 30.79 72.27
393 mt_961_use2013_last_save_rnk500_idsctrl -58.89 -52.90 54.14 -12.82 54.15 -30.40 21.54 29.12 70.61
396 mt_962_use2011_last_save_rnk500_idsctrl -59.27 -53.29 53.76 -13.20 53.76 -30.78 21.16 28.74 70.22
410 mx_2023_gen_merge2_filtered_idsctrl -60.87 -54.89 52.16 -14.81 52.16 -32.38 19.56 27.14 68.62
421 mt_961_use2011_best_save_rnk500_idsctrl -61.86 -55.87 51.18 -15.79 51.18 -33.37 18.57 26.15 67.64
424 mt_962_use2010_last_save_rnk500_idsctrl -62.67 -56.68 50.37 -16.60 50.37 -34.17 17.76 25.34 66.83
428 mt_961_use2022_last_save_rnk500_idsctrl -63.06 -57.07 49.98 -16.99 49.98 -34.56 17.38 24.96 66.44
433 mx_2023_gen_merge1_filtered_no_idsctrl -63.51 -57.52 49.53 -17.44 49.53 -35.01 16.92 24.50 65.99
438 mt_961_use2023_best_save_rnk500_idsctrl -65.11 -59.13 47.92 -19.04 47.92 -36.62 15.32 22.90 64.38
439 mt_961_use2016_last_save_rnk500_idsctrl -65.28 -59.29 47.76 -19.21 47.76 -36.78 15.15 22.73 64.22
440 mt_961_use2010_last_save_rnk500_idsctrl -65.41 -59.42 47.63 -19.34 47.63 -36.91 15.02 22.60 64.09
444 mt_961_use2009_best_save_rnk500_idsctrl -66.31 -60.32 46.73 -20.24 46.73 -37.82 14.12 21.70 63.19
446 mt_962_use2011_best_save_rnk500_idsctrl -66.62 -60.63 46.42 -20.55 46.42 -38.12 13.81 21.40 62.88
453 mt_961_use2017_last_save_rnk500_idsctrl -67.13 -61.15 45.90 -21.06 45.90 -38.64 13.30 20.88 62.36
459 mt_961_use2009_last_save_rnk500_idsctrl -68.06 -62.07 44.98 -21.99 44.98 -39.56 12.37 19.96 61.44
460 mt_962_use2010_best_save_rnk500_idsctrl -68.79 -62.80 44.25 -22.72 44.25 -40.29 11.64 19.22 60.71
467 mt_961_use2017_best_save_rnk500_idsctrl -69.46 -63.47 43.58 -23.39 43.58 -40.96 10.97 18.56 60.04
468 mt_961_use2010_best_save_rnk500_idsctrl -69.48 -63.49 43.56 -23.41 43.56 -40.98 10.95 18.53 60.02
469 mt_961_use2012_last_save_rnk500_idsctrl -69.57 -63.58 43.47 -23.50 43.47 -41.07 10.87 18.45 59.93
474 mt_961_use2016_best_save_rnk500_idsctrl -70.08 -64.10 42.95 -24.01 42.95 -41.59 10.35 17.93 59.41
475 mt_961_use2011_last_save_rnk500_idsctrl -70.19 -64.20 42.85 -24.12 42.85 -41.69 10.24 17.82 59.31
479 mt_962_use2018_last_save_rnk500_idsctrl -71.71 -65.72 41.33 -25.64 41.33 -43.21 8.72 16.30 57.79
482 mt_961_use2012_best_save_rnk500_idsctrl -73.16 -67.18 39.87 -27.09 39.87 -44.67 7.27 14.85 56.33
490 mt_962_use2009_last_save_rnk500_idsctrl -76.54 -70.56 36.49 -30.47 36.49 -48.05 3.89 11.47 52.95
491 mt_961_use2008_last_save_rnk500_idsctrl -76.55 -70.56 36.49 -30.48 36.49 -48.05 3.88 11.46 52.95
498 mt_962_use2009_best_save_rnk500_idsctrl -78.86 -72.87 34.18 -32.79 34.18 -50.36 1.57 9.16 50.64
499 mt_961_use2008_best_save_rnk500_idsctrl -79.01 -73.02 34.03 -32.94 34.03 -50.51 1.42 9.01 50.49
503 mt_962_use2008_best_save_rnk500_idsctrl -82.28 -76.30 30.75 -36.21 30.75 -53.79 -1.85 5.73 47.21
505 mt_962_use2008_last_save_rnk500_idsctrl -83.67 -77.68 29.37 -37.60 29.37 -55.17 -3.24 4.34 45.83
506 mt_961_use2018_last_save_rnk500_idsctrl -83.76 -77.77 29.28 -37.69 29.28 -55.26 -3.33 4.26 45.74
516 mt_961_use2018_best_save_rnk500_idsctrl -93.95 -87.97 19.08 -47.88 19.08 -65.46 -13.52 -5.94 35.54