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_20250728_151518
75 multin_zz1000_61001_overnight_pv_rm_blc 34.70 34.35 75.24 43.09 75.24 -16.09 -25.69 -78.34 -156.85
91 multin_zz1000_61004_overnight_pv_rm_blc2 29.37 29.03 69.91 37.76 69.92 -21.42 -31.01 -83.66 -162.18
104 multin_zz1000_61004_overnight_pv_rm_blc 24.73 24.38 65.27 33.12 65.27 -26.06 -35.66 -88.31 -166.82
105 multin_zz1000_61002_overnight_pv_rm_blc 24.73 24.38 65.27 33.12 65.27 -26.06 -35.66 -88.31 -166.82
157 multin_zz1000_61001_overnight_pv_rm_fnd_blc 10.00 9.65 50.54 18.39 50.54 -40.79 -50.39 -103.04 -181.55
181 multin_zz1000_61001_overnight_pv_rm_fnd 6.38 6.03 46.92 14.77 46.92 -44.41 -54.01 -106.66 -185.17
187 multin_zz1000_61003_overnight_pv_rm_blc2 4.94 4.60 45.48 13.33 45.49 -45.85 -55.44 -108.09 -186.61
189 multin_zz1000_61004_overnight_pv_rm_fnd_blc 4.82 4.48 45.36 13.21 45.37 -45.97 -55.56 -108.21 -186.73
190 multin_zz1000_61002_overnight_pv_rm_fnd_blc 4.82 4.48 45.36 13.21 45.37 -45.97 -55.56 -108.21 -186.73
192 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 4.68 4.34 45.22 13.07 45.22 -46.11 -55.70 -108.36 -186.87
208 multin1_real1_overnight 2.26 1.92 42.80 10.65 42.80 -48.53 -58.13 -110.78 -189.29
209 multin_zz1000_61003_overnight_pv_rm_blc 2.26 1.92 42.80 10.65 42.80 -48.53 -58.13 -110.78 -189.29
218 multin_zz1000_61004_overnight_pv_rm_fnd 1.27 0.92 41.81 9.66 41.81 -49.52 -59.12 -111.77 -190.28
219 multin_zz1000_61002_overnight_pv_rm_fnd 1.27 0.92 41.81 9.66 41.81 -49.52 -59.12 -111.77 -190.28
260 multin_zz1000_61003_overnight_pv_rm_fnd_blc -6.76 -7.10 33.78 1.63 33.78 -57.55 -67.14 -119.79 -198.31
261 multin1_real2_overnight -6.76 -7.10 33.78 1.63 33.78 -57.55 -67.14 -119.79 -198.31
272 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 -8.45 -8.79 32.09 -0.06 32.09 -59.24 -68.84 -121.49 -200.00
278 multin_zz1000_61003_overnight_pv_rm_fnd -9.91 -10.25 30.63 -1.52 30.64 -60.70 -70.29 -122.94 -201.46
366 multin1_real0_overnight -26.45 -26.79 14.09 -18.06 14.09 -77.24 -86.84 -139.49 -218.00
373 multin1_real0_overnight_中性 -28.22 -28.57 12.32 -19.83 12.32 -79.01 -88.61 -141.26 -219.77