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
core_20250919_151700
0 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 628.58 616.07 579.88 563.05 579.88 657.99 721.92 680.96 718.16
1 multin_zz1000_71002_barraindus_休闲服务_pv_z 224.85 212.34 176.15 159.33 176.15 254.26 318.20 277.23 314.43
2 multin_zz1000_71002_barraindus_煤炭_pv_z 178.54 166.04 129.85 113.02 129.85 207.96 271.89 230.92 268.13
3 multin_zz1000_71002_barraindus_建筑材料_pv_z 127.45 114.94 78.75 61.93 78.75 156.86 220.80 179.83 217.03
4 multin_zz1000_71002_barraindus_国防军工_pv_z 110.98 98.47 62.28 45.46 62.28 140.39 204.32 163.36 200.56
5 multin_zz1000_71002_barraindus_社会服务_pv_z 104.15 91.64 55.45 38.63 55.45 133.56 197.49 156.53 193.73
6 multin_zz1000_71002_barraindus_纺织服装_pv_z 91.95 79.44 43.25 26.42 43.25 121.36 185.29 144.32 181.53
7 multin_zz1000_71001_barra_earningsyield_topG 91.70 79.19 43.00 26.17 43.00 121.11 185.04 144.07 181.28
8 multin_zz1000_71002_barraindus_传媒_pv_z 88.11 75.61 39.42 22.59 39.42 117.53 181.46 140.49 177.70
9 multin_zz1000_71002_barraindus_交通运输_pv_z 82.79 70.28 34.09 17.27 34.09 112.20 176.13 135.17 172.37
10 multin_zz1000_71002_barraindus_钢铁_pv_z 74.62 62.11 25.92 9.10 25.92 104.04 167.97 127.00 164.21
11 multin_zz1000_71002_barraindus_纺织服饰_pv_z 71.96 59.46 23.27 6.44 23.27 101.38 165.31 124.34 161.55
12 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 68.35 55.85 19.65 2.83 19.65 97.77 161.70 120.73 157.94
13 mx_opt1_absdef_zz1000_hssanbai_v2 67.16 54.65 18.46 1.64 18.46 96.58 160.51 119.54 156.74
14 mx_opt1_absdef_300_v2 67.16 54.65 18.46 1.64 18.46 96.58 160.51 119.54 156.74
15 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 66.76 54.25 18.06 1.23 18.06 96.17 160.10 119.13 156.34
16 multin_zz1000_71002_barraindus_银行_pv_z 66.10 53.59 17.40 0.57 17.40 95.51 159.44 118.48 155.68
17 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 65.93 53.43 17.24 0.41 17.24 95.35 159.28 118.31 155.52
18 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 65.32 52.81 16.62 -0.21 16.62 94.73 158.66 117.70 154.90
19 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 63.40 50.89 14.70 -2.13 14.70 92.81 156.74 115.77 152.98
20 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 62.69 50.19 13.99 -2.83 13.99 92.11 156.04 115.07 152.28
21 mx_opt_zz500_pv_z_v11_stable_4 61.44 48.94 12.75 -4.08 12.75 90.86 154.79 113.82 151.03
22 mx_opt1_absdef_50_v2 61.02 48.51 12.32 -4.51 12.32 90.43 154.36 113.40 150.60
23 mx_opt_zz1000_hssanbai 60.96 48.46 12.27 -4.56 12.27 90.38 154.31 113.34 150.55
24 mx_opt_hs300_stable_4 60.96 48.46 12.27 -4.56 12.27 90.38 154.31 113.34 150.55
25 mx_opt_zz1000_z_v3_stable_4 60.39 47.88 11.69 -5.13 11.69 89.80 153.74 112.77 149.97
26 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 59.36 46.85 10.66 -6.16 10.66 88.78 152.71 111.74 148.95
27 multin_zz1000_71002_barraindus_有色金属_pv_z 58.74 46.23 10.04 -6.79 10.04 88.15 152.08 111.11 148.32
28 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 58.51 46.01 9.82 -7.01 9.82 87.93 151.86 110.89 148.10
29 mx_opt_zz500_pv_z_v13_stable_4 57.62 45.12 8.92 -7.90 8.92 87.04 150.97 110.00 147.21
30 mx_opt3_usual_300_v1 55.89 43.39 7.20 -9.63 7.20 85.31 149.24 108.27 145.48
31 mx_opt2_dyna_300_v2 53.17 40.66 4.47 -12.35 4.47 82.58 146.52 105.55 142.75
32 mx_opt_zz1000_pv_z_v3_stable_4 52.68 40.17 3.98 -12.84 3.98 82.10 146.03 105.06 142.27
33 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 52.26 39.75 3.56 -13.26 3.56 81.68 145.61 104.64 141.85
34 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 52.26 39.75 3.56 -13.26 3.56 81.68 145.61 104.64 141.85
35 multin1_real3 50.88 38.37 2.18 -14.64 2.18 80.29 144.23 103.26 140.46
36 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 50.88 38.37 2.18 -14.64 2.18 80.29 144.23 103.26 140.46
37 multin_zz1000_71002_barraindus_石油石化_pv_z 50.27 37.77 1.57 -15.25 1.57 79.69 143.62 102.65 139.86
38 multin_zz1000_71001_barra_beta_botG 48.43 35.93 -0.26 -17.09 -0.26 77.85 141.78 100.81 138.02
39 multin_zz1000_71001_barra_momentum_botG 48.14 35.63 -0.56 -17.38 -0.56 77.55 141.49 100.52 137.72
40 mx_opt_zz1000_z_v2_stable_4 47.79 35.28 -0.91 -17.74 -0.91 77.20 141.13 100.17 137.37
41 mx_opt_zz1000_z_v1_stable_4 47.79 35.28 -0.91 -17.74 -0.91 77.20 141.13 100.17 137.37
42 mx_opt_zz1000_pv_v3_stable_4 47.38 34.87 -1.32 -18.14 -1.32 76.79 140.73 99.76 136.96
43 multin_zz1000_61004_idscapctrl_pv_rm_fnd 45.70 33.19 -3.00 -19.83 -3.00 75.11 139.04 98.08 135.28
44 multin_zz1000_61002_idscapctrl_pv_rm_fnd 45.70 33.19 -3.00 -19.83 -3.00 75.11 139.04 98.08 135.28
45 multin_zz1000_61001_idscapctrl_pv_rm_fnd 44.44 31.93 -4.26 -21.09 -4.26 73.85 137.78 96.82 134.02
46 mx_opt_zz1000_pv_z_v1_stable_4 43.46 30.95 -5.24 -22.06 -5.24 72.88 136.81 95.84 133.04
47 mx_opt3_usual_300_v2 41.20 28.70 -7.49 -24.32 -7.49 70.62 134.55 93.58 130.79
48 multin_zz1000_71002_barraindus_美容护理_pv_z 41.15 28.64 -7.55 -24.38 -7.55 70.56 134.49 93.53 130.73
49 multin_zz1000_61004_idxctrl_pv_rm_fnd 40.07 27.56 -8.63 -25.45 -8.63 69.49 133.42 92.45 129.65
50 multin_zz1000_61002_idxctrl_pv_rm_fnd 40.07 27.56 -8.63 -25.45 -8.63 69.49 133.42 92.45 129.65
51 multin_zz1000_61001_idxctrl_pv_rm_fnd 39.94 27.43 -8.76 -25.59 -8.76 69.35 133.28 92.32 129.52
52 multin_zz1000_71002_barraindus_商贸零售_pv_z 39.82 27.31 -8.88 -25.71 -8.88 69.23 133.16 92.19 129.40
53 multin_zz1000_71001_barra_liquidity_botG 38.98 26.47 -9.72 -26.55 -9.72 68.39 132.32 91.36 128.56
54 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 38.73 26.22 -9.97 -26.79 -9.97 68.14 132.08 91.11 128.31
55 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 38.73 26.22 -9.97 -26.79 -9.97 68.14 132.08 91.11 128.31
56 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 38.56 26.05 -10.14 -26.97 -10.14 67.97 131.90 90.93 128.14
57 mx_opt_zz1000_pv_z_v8_stable_4 35.07 22.56 -13.63 -30.45 -13.63 64.48 128.42 87.45 124.65
58 multin_zz1000_61008_multistrategy_baseline 34.16 21.65 -14.54 -31.37 -14.54 63.57 127.50 86.54 123.74
59 mx_opt_zz1000_pv_z_v11_stable_4 34.16 21.65 -14.54 -31.37 -14.54 63.57 127.50 86.54 123.74
60 mx_opt_zz500_pv_z_v12_stable_4 33.84 21.33 -14.86 -31.68 -14.86 63.25 127.19 86.22 123.42
61 multin_zz1000_71001_barra_size_topG 33.35 20.84 -15.35 -32.18 -15.35 62.76 126.69 85.73 122.93
62 multin_zz500_61007_mix6 32.63 20.12 -16.07 -32.90 -16.07 62.04 125.97 85.00 122.21
63 mx_opt_zz1000_pv_z_v2_stable_4 32.31 19.80 -16.39 -33.21 -16.39 61.72 125.66 84.69 121.89
64 mx_opt_zz1000_pv_z_v5_stable_4 29.51 17.00 -19.19 -36.01 -19.19 58.93 122.86 81.89 119.10
65 mx_opt_zz1000_pv_z_v12_stable_4 29.38 16.87 -19.32 -36.14 -19.32 58.80 122.73 81.76 118.97
66 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 29.38 16.87 -19.32 -36.14 -19.32 58.79 122.73 81.76 118.96
67 mx_opt_zz1000_z_v4_stable_4 29.31 16.80 -19.39 -36.21 -19.39 58.73 122.66 81.69 118.89
68 multin_zz500_61004_idxctrl_zz500_pv 29.29 16.78 -19.41 -36.23 -19.41 58.70 122.64 81.67 118.87
69 multin_zz1000_61004_idscapctrl_pv_rm_blc2 29.17 16.66 -19.53 -36.36 -19.53 58.58 122.51 81.54 118.75
70 mx_opt_zz1000_pv_z_v13_stable_4 28.75 16.24 -19.95 -36.77 -19.95 58.17 122.10 81.13 118.34
71 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 28.57 16.06 -20.13 -36.95 -20.13 57.99 121.92 80.95 118.15
72 multin_zz500_61002_idxctrl_zz500_pv 28.48 15.97 -20.22 -37.05 -20.22 57.89 121.82 80.86 118.06
73 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 28.12 15.61 -20.58 -37.41 -20.58 57.53 121.46 80.49 117.70
74 multin_zz1000_71002_barraindus_电子_pv_z 27.67 15.16 -21.03 -37.86 -21.03 57.08 121.01 80.04 117.25
75 multin_zz500_61001_idxctrl_zz500_pv 27.50 14.99 -21.20 -38.02 -21.20 56.92 120.85 79.88 117.09
76 mx_opt_zz1000_pv_z_v4_stable_4 27.44 14.93 -21.26 -38.09 -21.26 56.85 120.78 79.81 117.02
77 multin_zz1000_71002_barraindus_食品饮料_pv_z 26.55 14.05 -22.14 -38.97 -22.14 55.97 119.90 78.93 116.14
78 multin_zz1000_71001_barra_btop_topG 25.84 13.33 -22.86 -39.69 -22.86 55.25 119.18 78.22 115.42
79 multin_zz1000_71002_barraindus_化工_pv_z 25.23 12.72 -23.47 -40.30 -23.47 54.64 118.57 77.61 114.81
80 multin_zz1000_61004_idxctrl_pv_rm_blc 24.87 12.37 -23.82 -40.65 -23.82 54.29 118.22 77.25 114.46
81 multin_zz1000_61002_idxctrl_pv_rm_blc 24.87 12.37 -23.82 -40.65 -23.82 54.29 118.22 77.25 114.46
82 multin_zz1000_61002_idscapctrl_pv_rm_blc 24.18 11.67 -24.52 -41.35 -24.52 53.59 117.52 76.55 113.76
83 multin_zz1000_61004_idscapctrl_pv_rm_blc 24.18 11.67 -24.52 -41.35 -24.52 53.59 117.52 76.55 113.76
84 multin_zz1000_61004_idxctrl_pv 24.05 11.54 -24.65 -41.48 -24.65 53.46 117.39 76.42 113.63
85 multin_zz1000_61002_idxctrl_pv 24.05 11.54 -24.65 -41.48 -24.65 53.46 117.39 76.42 113.63
86 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 23.77 11.26 -24.93 -41.75 -24.93 53.18 117.12 76.15 113.35
87 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 23.77 11.26 -24.93 -41.75 -24.93 53.18 117.12 76.15 113.35
88 multin_zz1000_61001_idxctrl_pv_rm_blc 23.36 10.85 -25.34 -42.16 -25.34 52.78 116.71 75.74 112.95
89 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 23.34 10.83 -25.36 -42.19 -25.36 52.75 116.68 75.71 112.92
90 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 23.29 10.78 -25.41 -42.24 -25.41 52.70 116.63 75.66 112.87
91 mx_opt_zz1000_pv_z_v9_stable_4 22.66 10.15 -26.04 -42.87 -26.04 52.07 116.00 75.04 112.24
92 multin_zz1000_61001_idxctrl_pv 22.31 9.80 -26.39 -43.21 -26.39 51.73 115.66 74.69 111.90
93 multin_zz1000_61001_idscapctrl_pv_rm_blc 21.82 9.31 -26.88 -43.70 -26.88 51.23 115.16 74.20 111.40
94 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 21.63 9.13 -27.06 -43.89 -27.06 51.05 114.98 74.01 111.22
95 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 21.58 9.07 -27.12 -43.94 -27.12 51.00 114.93 73.96 111.16
96 multin_zz1000_71002_barraindus_轻工制造_pv_z 21.34 8.84 -27.35 -44.18 -27.35 50.76 114.69 73.72 110.93
97 multin_zz1000_71002_barraindus_房地产_pv_z 19.35 6.85 -29.34 -46.17 -29.34 48.77 112.70 71.73 108.94
98 multin_zz1000_61007_mix6 19.13 6.62 -29.57 -46.39 -29.57 48.55 112.48 71.51 108.71
99 mx_opt_zz1000_pv_v1_stable_4 18.25 5.74 -30.45 -47.27 -30.45 47.66 111.60 70.63 107.83
100 mx_opt_zz1000_pv_v2_stable_4 18.25 5.74 -30.45 -47.27 -30.45 47.66 111.60 70.63 107.83
101 multin_zz1000_61004_idscapctrl_pv 17.23 4.72 -31.47 -48.29 -31.47 46.64 110.58 69.61 106.81
102 multin_zz1000_61002_idscapctrl_pv 17.23 4.72 -31.47 -48.29 -31.47 46.64 110.58 69.61 106.81
103 multin_zz1000_21001_tp1000 17.21 4.70 -31.49 -48.31 -31.49 46.63 110.56 69.59 106.80
104 mx_opt1_absdef_500_v2 16.99 4.49 -31.70 -48.53 -31.70 46.41 110.34 69.37 106.58
105 multin_zz1000_61006_halfhalf 15.01 2.50 -33.69 -50.51 -33.69 44.43 108.36 67.39 104.60
106 multin_zz1000_61001_idscapctrl_pv 14.72 2.22 -33.97 -50.80 -33.97 44.14 108.07 67.10 104.31
107 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 13.23 0.72 -35.47 -52.29 -35.47 42.65 106.58 65.61 102.82
108 mx_opt_zz500_pv_z_v10_stable_4 12.83 0.32 -35.87 -52.70 -35.87 42.24 106.17 65.21 102.41
109 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 12.52 0.01 -36.18 -53.01 -36.18 41.93 105.86 64.90 102.10
110 multin_zz1000_61004_idxctrl_zz1000_pv 12.43 -0.08 -36.27 -53.10 -36.27 41.84 105.77 64.81 102.01
111 multin_zz1000_71002_barraindus_通信_pv_z 12.05 -0.46 -36.65 -53.47 -36.65 41.46 105.40 64.43 101.63
112 multin_zz1000_61006_halfhalf_stable4 11.91 -0.59 -36.79 -53.61 -36.79 41.33 105.26 64.29 101.50
113 multin_zz1000_61002_idxctrl_zz1000_pv 11.73 -0.77 -36.96 -53.79 -36.96 41.15 105.08 64.11 101.32
114 multin_zz1000_71001_barra_nonlinearsize_topG 9.70 -2.81 -39.00 -55.82 -39.00 39.12 103.05 62.08 99.29
115 multin_zz1000_71002_barraindus_公用事业_pv_z 9.50 -3.01 -39.20 -56.02 -39.20 38.92 102.85 61.88 99.09
116 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 9.45 -3.05 -39.24 -56.07 -39.24 38.87 102.80 61.83 99.04
117 multin_zz1000_61006_halfhalf_usualv1 9.38 -3.13 -39.32 -56.14 -39.32 38.79 102.72 61.76 98.96
118 multin_zz1000_61001_idxctrl_zz1000_pv 8.58 -3.93 -40.12 -56.95 -40.12 37.99 101.92 60.95 98.16
119 multin_zz1000_71001_barra_leverage_topG 5.58 -6.93 -43.12 -59.94 -43.12 35.00 98.93 57.96 95.17
120 mx_opt_zz1000_pv_v4_stable_4 5.20 -7.31 -43.50 -60.33 -43.50 34.61 98.54 57.58 94.78
121 multin_zz500_21001_tp500 5.03 -7.47 -43.67 -60.49 -43.67 34.45 98.38 57.41 94.62
122 multin_zz1000_61006_halfhalf_usualv2 2.03 -10.47 -46.66 -63.49 -46.66 31.45 95.38 54.41 91.62
123 mx_opt1_absdef_1000_v2 0.16 -12.34 -48.53 -65.36 -48.53 29.58 93.51 52.54 89.75
124 multin_zz1000_71002_barraindus_家用电器_pv_z -0.05 -12.56 -48.75 -65.57 -48.75 29.37 93.30 52.33 89.53
125 mx_resilience -0.85 -13.36 -49.55 -66.38 -49.55 28.56 92.49 51.53 88.73
126 mx_resilience_inthandsctrl -0.86 -13.37 -49.56 -66.38 -49.56 28.56 92.49 51.52 88.73
127 mx_resilience_inthandsctrl_amtctrl -0.86 -13.37 -49.56 -66.38 -49.56 28.56 92.49 51.52 88.73
128 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -1.18 -13.69 -49.88 -66.70 -49.88 28.23 92.17 51.20 88.40
129 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -1.56 -14.06 -50.25 -67.08 -50.25 27.86 91.79 50.82 88.03
130 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl -2.04 -14.55 -50.74 -67.57 -50.74 27.37 91.30 50.34 87.54
131 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -2.43 -14.94 -51.13 -67.96 -51.13 26.98 90.91 49.94 87.15
132 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl -2.65 -15.16 -51.35 -68.17 -51.35 26.76 90.70 49.73 86.93
133 mx_resilience_inthandsctrl_amtctrl_capctrl -2.65 -15.16 -51.35 -68.17 -51.35 26.76 90.70 49.73 86.93
134 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -2.81 -15.32 -51.51 -68.33 -51.51 26.60 90.54 49.57 86.77
135 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -2.89 -15.39 -51.58 -68.41 -51.58 26.53 90.46 49.49 86.70
136 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -3.00 -15.51 -51.70 -68.52 -51.70 26.41 90.35 49.38 86.58
137 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -3.13 -15.64 -51.83 -68.65 -51.83 26.28 90.22 49.25 86.45
138 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -3.40 -15.91 -52.10 -68.93 -52.10 26.01 89.94 48.97 86.18
139 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -4.00 -16.51 -52.70 -69.53 -52.70 25.41 89.34 48.38 85.58
140 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -4.72 -17.23 -53.42 -70.24 -53.42 24.70 88.63 47.66 84.87
141 multin_zz1000_61004_idxctrl_50010002000_pv -5.41 -17.92 -54.11 -70.93 -54.11 24.00 87.94 46.97 84.17
142 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -5.50 -18.01 -54.20 -71.03 -54.20 23.91 87.84 46.88 84.08
143 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -5.73 -18.24 -54.43 -71.25 -54.43 23.68 87.62 46.65 83.85
144 multin_zz1000_61004_idxctrl_top3800_pv -6.22 -18.73 -54.92 -71.75 -54.92 23.19 87.12 46.15 83.36
145 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 -6.39 -18.90 -55.09 -71.91 -55.09 23.03 86.96 45.99 83.20
146 multin_zz1000_71002_barraindus_农林牧渔_pv_z -6.48 -18.99 -55.18 -72.00 -55.18 22.93 86.87 45.90 83.10
147 multin_zz1000_61002_idxctrl_top3800_pv -6.85 -19.36 -55.55 -72.37 -55.55 22.57 86.50 45.53 82.73
148 multin1_real0_overnight -6.92 -19.43 -55.62 -72.44 -55.62 22.50 86.43 45.46 82.67
149 multin_zz1000_61002_idxctrl_50010002000_pv -7.02 -19.52 -55.72 -72.54 -55.72 22.40 86.33 45.36 82.57
150 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -7.33 -19.83 -56.02 -72.85 -56.02 22.09 86.02 45.05 82.26
151 mx_opt_zz1000_pv_z_v10_stable_4 -7.53 -20.04 -56.23 -73.05 -56.23 21.89 85.82 44.85 82.05
152 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -8.03 -20.54 -56.73 -73.55 -56.73 21.39 85.32 44.35 81.56
153 multin_zz1000_61003_pv_rm_fnd_blc2 -8.12 -20.63 -56.82 -73.64 -56.82 21.30 85.23 44.26 81.47
154 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -9.27 -21.78 -57.97 -74.80 -57.97 20.14 84.07 43.10 80.31
155 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -9.57 -22.08 -58.27 -75.09 -58.27 19.84 83.77 42.81 80.01
156 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -10.08 -22.59 -58.78 -75.61 -58.78 19.33 83.26 42.30 79.50
157 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -10.10 -22.61 -58.80 -75.62 -58.80 19.31 83.25 42.28 79.48
158 multin_zz500_21001_tp500_rm_blc -10.29 -22.79 -58.99 -75.81 -58.99 19.13 83.06 42.09 79.30
159 mx_tenacity_ctrlonly -11.05 -23.56 -59.75 -76.58 -59.75 18.36 82.29 41.32 78.53
160 mx_opt_zz1000_pv_z_v7_stable_4 -11.59 -24.09 -60.28 -77.11 -60.28 17.83 81.76 40.79 78.00
161 mx_opt3_usual_1000_v2 -12.02 -24.53 -60.72 -77.54 -60.72 17.39 81.32 40.36 77.56
162 multin_zz1000_71002_barraindus_基础化工_pv_z -12.51 -25.02 -61.21 -78.03 -61.21 16.91 80.84 39.87 77.07
163 multin_zz1000_71001_barra_growth_topG -12.88 -25.39 -61.58 -78.40 -61.58 16.54 80.47 39.50 76.71
164 multin_zz1000_61001_idxctrl_top3800_pv -13.37 -25.88 -62.07 -78.90 -62.07 16.04 79.97 39.00 76.21
165 multin_zz1000_61001_idxctrl_50010002000_pv -13.61 -26.12 -62.31 -79.13 -62.31 15.81 79.74 38.77 75.98
166 multin_zz1000_71002_barraindus_商业贸易_pv_z -13.74 -26.24 -62.43 -79.26 -62.43 15.68 79.61 38.64 75.85
167 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk -13.78 -26.29 -62.48 -79.31 -62.48 15.63 79.56 38.59 75.80
168 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 -13.82 -26.33 -62.52 -79.34 -62.52 15.60 79.53 38.56 75.76
169 mx_opt2_dyna_1000_v2 -14.65 -27.16 -63.35 -80.17 -63.35 14.76 78.70 37.73 74.93
170 multin_zz1000_61005_score_pv_z_top2000rnk -15.05 -27.55 -63.75 -80.57 -63.75 14.37 78.30 37.33 74.54
171 multin_zz1000_71002_barraindus_电子元器件_pv_z -16.14 -28.65 -64.84 -81.67 -64.84 13.27 77.20 36.24 73.44
172 multin_zz1000_61004_pv_rm_fnd_blc2 -16.63 -29.14 -65.33 -82.15 -65.33 12.78 76.72 35.75 72.95
173 multin1_real2_overnight -16.91 -29.42 -65.61 -82.44 -65.61 12.50 76.43 35.47 72.67
174 multin_zz1000_61003_overnight_pv_rm_fnd_blc -16.91 -29.42 -65.61 -82.44 -65.61 12.50 76.43 35.47 72.67
175 multin_zz1000_71001_barra_residualvolatility_botG -17.14 -29.65 -65.84 -82.66 -65.84 12.27 76.20 35.24 72.44
176 multin_zz1000_71002_barraindus_环保_pv_z -17.60 -30.11 -66.30 -83.12 -66.30 11.82 75.75 34.78 71.99
177 multin_zz500_21001_tp200_rm_blc -17.92 -30.43 -66.62 -83.44 -66.62 11.50 75.43 34.46 71.67
178 mx_opt3_usual_500_v2 -18.44 -30.94 -67.13 -83.96 -67.13 10.98 74.91 33.94 71.15
179 multin_zz1000_21001_tp1000_rm_blc -18.51 -31.02 -67.21 -84.03 -67.21 10.91 74.84 33.87 71.08
180 multin_zz1000_61003_overnight_pv_rm_fnd -19.19 -31.70 -67.89 -84.72 -67.89 10.22 74.15 33.19 70.39
181 multin_zz1000_61004_pv_rm_blc2 -19.72 -32.23 -68.42 -85.24 -68.42 9.69 73.62 32.66 69.86
182 multin_zz1000_61004_overnight_pv_rm_blc2 -19.75 -32.26 -68.45 -85.28 -68.45 9.66 73.59 32.63 69.83
183 multin_zz1000_61003_pv_rm_fnd -20.56 -33.07 -69.26 -86.09 -69.26 8.85 72.78 31.81 69.02
184 multin_zz1000_71002_barraindus_黑色金属_pv_z -20.71 -33.21 -69.40 -86.23 -69.40 8.71 72.64 31.67 68.88
185 multin_zz1000_61003_pv_rm_fnd_blc -20.79 -33.29 -69.49 -86.31 -69.49 8.63 72.56 31.59 68.80
186 multin1_real2 -20.79 -33.29 -69.49 -86.31 -69.49 8.63 72.56 31.59 68.80
187 multin_zz500_21001_tp200 -21.28 -33.79 -69.98 -86.80 -69.98 8.13 72.07 31.10 68.30
188 mx_opt3_usual_1000_v1 -21.62 -34.13 -70.32 -87.15 -70.32 7.79 71.72 30.76 67.96
189 multin_zz1000_71001_barra_leverage_botG -21.89 -34.40 -70.59 -87.42 -70.59 7.52 71.45 30.49 67.69
190 multin_zz1000_61001_overnight_pv_rm_blc -23.24 -35.74 -71.93 -88.76 -71.93 6.18 70.11 29.14 66.35
191 multin_zz1000_61002_overnight_pv_rm_fnd_blc -24.30 -36.81 -73.00 -89.83 -73.00 5.11 69.04 28.07 65.28
192 multin_zz1000_61004_overnight_pv_rm_fnd_blc -24.30 -36.81 -73.00 -89.83 -73.00 5.11 69.04 28.07 65.28
193 multin_zz1000_61001_pv_rm_blc -24.41 -36.92 -73.11 -89.93 -73.11 5.00 68.94 27.97 65.17
194 mx_opt3_usual_500_v1 -24.49 -37.00 -73.19 -90.01 -73.19 4.93 68.86 27.89 65.09
195 mx_opt2_dyna_500_v2 -24.65 -37.16 -73.35 -90.18 -73.35 4.76 68.69 27.72 64.93
196 mx_tenacity_morecapa_ctrlonly -25.02 -37.53 -73.72 -90.55 -73.72 4.39 68.32 27.35 64.56
197 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk -25.34 -37.85 -74.04 -90.87 -74.04 4.07 68.00 27.03 64.24
198 multin_zz1000_71002_barraindus_建筑装饰_pv_z -25.64 -38.15 -74.34 -91.17 -74.34 3.77 67.70 26.73 63.94
199 multin_zz1000_61003_pv_rm_blc2 -25.76 -38.27 -74.46 -91.28 -74.46 3.65 67.59 26.62 63.82
200 multin_zz1000_61003_overnight_pv_rm_blc2 -25.76 -38.27 -74.46 -91.28 -74.46 3.65 67.59 26.62 63.82
201 multin_zz1000_71002_barraindus_电气设备_pv_z -26.13 -38.64 -74.83 -91.65 -74.83 3.28 67.22 26.25 63.45
202 multin_zz1000_61004_overnight_pv_rm_fnd -26.48 -38.99 -75.18 -92.00 -75.18 2.93 66.87 25.90 63.10
203 multin_zz1000_61002_overnight_pv_rm_fnd -26.48 -38.99 -75.18 -92.00 -75.18 2.93 66.87 25.90 63.10
204 multin_zz1000_61005_score_pv_z_top1000rnk -26.78 -39.29 -75.48 -92.30 -75.48 2.64 66.57 25.60 62.81
205 multin_zz1000_61001_pv -28.06 -40.57 -76.76 -93.58 -76.76 1.36 65.29 24.32 61.53
206 multin_zz1000_61004_pv_rm_fnd -28.60 -41.11 -77.30 -94.12 -77.30 0.81 64.75 23.78 60.98
207 multin_zz1000_61002_pv_rm_fnd -28.60 -41.11 -77.30 -94.12 -77.30 0.81 64.75 23.78 60.98
208 mx_opt_zz1000_pv_z_v6_stable_4 -28.71 -41.22 -77.41 -94.24 -77.41 0.70 64.63 23.66 60.87
209 multin_zz1000_71001_barra_growth_botG -28.92 -41.43 -77.62 -94.45 -77.62 0.49 64.42 23.45 60.66
210 mx_adaptability_v2 -29.20 -41.71 -77.90 -94.72 -77.90 0.22 64.15 23.18 60.38
211 multin_zz1000_61004_pv_rm_fnd_blc -29.76 -42.27 -78.46 -95.28 -78.46 -0.34 63.59 22.62 59.83
212 multin_zz1000_61002_pv_rm_fnd_blc -29.76 -42.27 -78.46 -95.28 -78.46 -0.34 63.59 22.62 59.83
213 mx_capability_primitive -29.81 -42.32 -78.51 -95.34 -78.51 -0.40 63.53 22.57 59.77
214 mx_capability -29.81 -42.32 -78.51 -95.34 -78.51 -0.40 63.53 22.57 59.77
215 multin_zz1000_61002_overnight_pv_rm_blc -30.15 -42.66 -78.85 -95.68 -78.85 -0.74 63.19 22.22 59.43
216 multin_zz1000_61004_overnight_pv_rm_blc -30.15 -42.66 -78.85 -95.68 -78.85 -0.74 63.19 22.22 59.43
217 mx_gentleness -30.75 -43.26 -79.45 -96.27 -79.45 -1.33 62.60 21.63 58.84
218 multin_zz1000_61001_overnight_pv_rm_fnd_blc -30.87 -43.38 -79.57 -96.39 -79.57 -1.45 62.48 21.51 58.72
219 multin_zz1000_61004_pv_rm_blc -31.65 -44.15 -80.34 -97.17 -80.34 -2.23 61.70 20.73 57.94
220 multin_zz1000_61002_pv_rm_blc -31.65 -44.15 -80.34 -97.17 -80.34 -2.23 61.70 20.73 57.94
221 mx_2023_gen_merge2_filtered_idsctrl -31.72 -44.23 -80.42 -97.25 -80.42 -2.31 61.62 20.66 57.86
222 multin1_real1_rm_bjs_keep1k -32.55 -45.06 -81.25 -98.07 -81.25 -3.13 60.80 19.83 57.04
223 multin_zz1000_61001_overnight_pv_rm_fnd -32.81 -45.32 -81.51 -98.33 -81.51 -3.39 60.54 19.57 56.77
224 multin_zz1000_71002_barraindus_电力设备_pv_z -33.11 -45.61 -81.80 -98.63 -81.80 -3.69 60.24 19.27 56.48
225 multin_zz1000_61001_pv_rm_fnd -35.03 -47.53 -83.73 -100.55 -83.73 -5.61 58.32 17.35 54.56
226 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk -35.08 -47.59 -83.78 -100.61 -83.78 -5.67 58.26 17.29 54.50
227 multin1_real1_keep_bjs_keep1k -35.10 -47.60 -83.79 -100.62 -83.79 -5.68 58.25 17.28 54.49
228 mx_tenacity_restrict -35.15 -47.65 -83.85 -100.67 -83.85 -5.73 58.20 17.23 54.44
229 mx_tenacity_restrict_primitive -35.15 -47.65 -83.85 -100.67 -83.85 -5.73 58.20 17.23 54.44
230 multin1_real1_overnight -35.35 -47.86 -84.05 -100.87 -84.05 -5.94 58.00 17.03 54.23
231 multin_zz1000_61003_overnight_pv_rm_blc -35.35 -47.86 -84.05 -100.87 -84.05 -5.94 58.00 17.03 54.23
232 multin1_real1_rzrq_keep_bjs -36.09 -48.59 -84.78 -101.61 -84.78 -6.67 57.26 16.29 53.50
233 multin_zz1000_61001_pv_rm_fnd_blc -36.27 -48.78 -84.97 -101.79 -84.97 -6.85 57.08 16.11 53.32
234 multin_zz1000_61002_pv -36.62 -49.12 -85.31 -102.14 -85.31 -7.20 56.73 15.76 52.97
235 multin_zz1000_61004_pv -36.62 -49.12 -85.31 -102.14 -85.31 -7.20 56.73 15.76 52.97
236 multin1_real1 -37.14 -49.65 -85.84 -102.66 -85.84 -7.72 56.21 15.24 52.45
237 multin_zz1000_61003_pv_rm_blc -37.14 -49.65 -85.84 -102.66 -85.84 -7.72 56.21 15.24 52.45
238 mx_adaptability -37.49 -50.00 -86.19 -103.01 -86.19 -8.07 55.86 14.89 52.10
239 mx_tenacity_morecapa_primitive -37.94 -50.45 -86.64 -103.46 -86.64 -8.53 55.41 14.44 51.64
240 mx_tenacity_morecapa -37.94 -50.45 -86.64 -103.46 -86.64 -8.53 55.41 14.44 51.64
241 multin1_real0 -39.04 -51.55 -87.74 -104.56 -87.74 -9.63 54.30 13.34 50.54
242 multin1_real1_rm_bjs -39.04 -51.55 -87.74 -104.56 -87.74 -9.63 54.30 13.34 50.54
243 multin_zz1000_61003_pv -39.85 -52.36 -88.55 -105.37 -88.55 -10.44 53.50 12.53 49.73
244 multin1_real0_中性 -41.45 -53.96 -90.15 -106.97 -90.15 -12.03 51.90 10.93 48.14
245 mx_tenacity -41.45 -53.96 -90.15 -106.97 -90.15 -12.03 51.90 10.93 48.14
246 mx_tenacity_primitive -41.45 -53.96 -90.15 -106.97 -90.15 -12.03 51.90 10.93 48.14
247 multin_zz1000_61005_score_pv_z_top500rnk -41.51 -54.01 -90.20 -107.03 -90.20 -12.09 51.84 10.87 48.08
248 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk -42.05 -54.56 -90.75 -107.58 -90.75 -12.64 51.29 10.33 47.53
249 multin_zz1000_71001_barra_earningsyield_botG -49.26 -61.76 -97.95 -114.78 -97.95 -19.84 44.09 3.12 40.33
250 multin_zz1000_61005_score_pv_z_top300rnk -49.63 -62.14 -98.33 -115.15 -98.33 -20.22 43.71 2.75 39.95
251 multin_zz1000_71001_barra_btop_botG -52.03 -64.54 -100.73 -117.56 -100.73 -22.62 41.31 0.34 37.55
252 multin_zz1000_71002_barraindus_机械设备_pv_z -52.17 -64.68 -100.87 -117.69 -100.87 -22.75 41.18 0.21 37.41
253 multin_zz1000_71001_barra_size_botG -52.56 -65.07 -101.26 -118.09 -101.26 -23.15 40.78 -0.18 37.02
254 multin_zz1000_71001_barra_nonlinearsize_botG -52.56 -65.07 -101.26 -118.09 -101.26 -23.15 40.78 -0.18 37.02
255 multin_zz1000_71002_barraindus_非银金融_pv_z -54.62 -67.13 -103.32 -120.14 -103.32 -25.21 38.72 -2.24 34.96
256 multin_zz1000_71002_barraindus_计算机_pv_z -55.35 -67.86 -104.05 -120.87 -104.05 -25.93 38.00 -2.97 34.24
257 multin1_real1_rm_bjs_keep500 -55.95 -68.46 -104.65 -121.47 -104.65 -26.54 37.40 -3.57 33.63
258 multin1_real1_keep_bjs_keep500 -56.27 -68.78 -104.97 -121.80 -104.97 -26.86 37.07 -3.90 33.31
259 multin1_real0_overnight_中性 -56.27 -68.78 -104.97 -121.80 -104.97 -26.86 37.07 -3.90 33.31
260 multin_zz1000_71001_barra_residualvolatility_topG -61.99 -74.50 -110.69 -127.52 -110.69 -32.58 31.35 -9.62 27.59
261 mx_2023_gen_merge1_filtered_no_idsctrl -64.05 -76.55 -112.74 -129.57 -112.74 -34.63 29.30 -11.67 25.54
262 multin_zz1000_71002_barraindus_综合_pv_z -66.19 -78.69 -114.89 -131.71 -114.89 -36.77 27.16 -13.81 23.40
263 multin_zz1000_71001_barra_momentum_topG -68.45 -80.95 -117.15 -133.97 -117.15 -39.03 24.90 -16.07 21.14
264 multin_zz1000_71001_barra_liquidity_topG -72.28 -84.79 -120.98 -137.80 -120.98 -42.86 21.07 -19.90 17.30
265 multin_zz1000_71001_barra_beta_topG -74.54 -87.05 -123.24 -140.07 -123.24 -45.13 18.80 -22.17 15.04
266 multin_zz1000_71002_barraindus_医药生物_pv_z -84.22 -96.73 -132.92 -149.75 -132.92 -54.81 9.12 -31.85 5.36
267 multin_zz1000_71002_barraindus_汽车_pv_z -164.75 -177.26 -213.45 -230.28 -213.45 -135.34 -71.41 -112.37 -75.17