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_20250805_151523
66 multin1_real0_overnight_中性 37.87 42.20 106.73 28.13 106.73 0.47 -20.86 -31.49 -55.76
87 multin_zz1000_61003_overnight_pv_rm_blc 34.68 39.01 103.54 24.94 103.54 -2.72 -24.05 -34.68 -58.96
88 multin1_real1_overnight 34.68 39.01 103.54 24.94 103.54 -2.72 -24.05 -34.68 -58.96
118 multin_zz1000_61002_overnight_pv_rm_blc 30.82 35.16 99.69 21.08 99.69 -6.58 -27.90 -38.53 -62.81
119 multin_zz1000_61004_overnight_pv_rm_blc 30.82 35.16 99.69 21.08 99.69 -6.58 -27.90 -38.53 -62.81
153 multin_zz1000_61003_overnight_pv_rm_fnd 25.92 30.26 94.79 16.18 94.79 -11.48 -32.80 -43.43 -67.71
156 multin_zz1000_61003_overnight_pv_rm_fnd_blc 25.50 29.84 94.36 15.76 94.36 -11.90 -33.23 -43.85 -68.13
157 multin1_real2_overnight 25.50 29.84 94.36 15.76 94.36 -11.90 -33.23 -43.85 -68.13
165 multin_zz1000_61003_overnight_pv_rm_blc2 24.94 29.27 93.80 15.20 93.80 -12.46 -33.79 -44.42 -68.69
166 multin_zz1000_61001_overnight_pv_rm_blc 24.92 29.25 93.78 15.18 93.78 -12.48 -33.81 -44.43 -68.71
173 multin_zz1000_61004_overnight_pv_rm_blc2 24.55 28.89 93.42 14.82 93.42 -12.84 -34.17 -44.80 -69.08
214 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 20.57 24.91 89.44 10.84 89.44 -16.82 -38.15 -48.78 -73.06
219 multin_zz1000_61004_overnight_pv_rm_fnd 20.40 24.74 89.26 10.66 89.26 -17.00 -38.33 -48.95 -73.23
220 multin_zz1000_61002_overnight_pv_rm_fnd 20.40 24.74 89.26 10.66 89.26 -17.00 -38.33 -48.95 -73.23
229 multin_zz1000_61002_overnight_pv_rm_fnd_blc 20.08 24.42 88.94 10.34 88.94 -17.32 -38.65 -49.27 -73.55
230 multin_zz1000_61004_overnight_pv_rm_fnd_blc 20.08 24.42 88.94 10.34 88.94 -17.32 -38.65 -49.27 -73.55
262 multin_zz1000_61001_overnight_pv_rm_fnd 17.79 22.13 86.65 8.05 86.65 -19.61 -40.94 -51.56 -75.84
267 multin_zz1000_61001_overnight_pv_rm_fnd_blc 17.37 21.71 86.23 7.63 86.23 -20.03 -41.36 -51.98 -76.26
291 multin1_real0_overnight 15.75 20.08 84.61 6.01 84.61 -21.65 -42.98 -53.61 -77.89
323 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 13.34 17.68 82.21 3.61 82.21 -24.05 -45.38 -56.01 -80.29