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_20251022_151520
4 mt_962_use2008_best_save_rnk500_idsctrl 123.17 160.35 83.54 112.54 83.54 58.04 19.64 105.68 101.65
6 mt_962_use2008_last_save_rnk500_idsctrl 122.40 159.57 82.76 111.77 82.76 57.26 18.86 104.90 100.87
11 mt_961_use2008_best_save_rnk500_idsctrl 113.01 150.18 73.37 102.37 73.37 47.87 9.47 95.51 91.48
12 mt_961_use2009_last_save_rnk500_idsctrl 109.96 147.14 70.32 99.33 70.33 44.83 6.43 92.47 88.44
14 mt_961_use2009_best_save_rnk500_idsctrl 109.37 146.55 69.73 98.74 69.73 44.23 5.83 91.87 87.84
15 mt_962_use2009_best_save_rnk500_idsctrl 109.27 146.45 69.63 98.64 69.63 44.13 5.73 91.77 87.74
16 mt_961_use2008_last_save_rnk500_idsctrl 108.88 146.06 69.24 98.25 69.24 43.74 5.34 91.38 87.35
17 mt_962_use2009_last_save_rnk500_idsctrl 108.49 145.67 68.86 97.86 68.86 43.36 4.96 91.00 86.97
18 mt_962_use2011_best_save_rnk500_idsctrl 106.59 143.77 66.96 95.96 66.96 41.46 3.06 89.10 85.07
19 mx_2023_gen_merge2_filtered_idsctrl 103.97 141.14 64.33 93.34 64.33 38.83 0.43 86.47 82.44
20 mt_961_use2012_best_save_rnk500_idsctrl 103.38 140.56 63.75 92.75 63.75 38.25 -0.15 85.89 81.86
22 mt_961_use2012_last_save_rnk500_idsctrl 102.57 139.75 62.93 91.94 62.93 37.43 -0.97 85.07 81.04
23 mt_961_use2011_last_save_rnk500_idsctrl 102.09 139.26 62.45 91.46 62.45 36.95 -1.45 84.59 80.56
24 mt_962_use2010_best_save_rnk500_idsctrl 101.80 138.97 62.16 91.17 62.16 36.66 -1.74 84.30 80.27
28 mt_961_use2018_best_save_rnk500_idsctrl 97.98 135.16 58.34 87.35 58.34 32.85 -5.56 80.48 76.46
31 mt_961_use2016_best_save_rnk500_idsctrl 93.35 130.52 53.71 82.72 53.71 28.21 -10.19 75.85 71.82
40 mt_961_use2010_last_save_rnk500_idsctrl 87.99 125.16 48.35 77.36 48.35 22.85 -15.55 70.49 66.46
41 mt_961_use2010_best_save_rnk500_idsctrl 87.17 124.35 47.53 76.54 47.53 22.03 -16.37 69.67 65.64
42 mt_961_use2022_best_save_rnk500_idsctrl 86.70 123.87 47.06 76.07 47.06 21.56 -16.84 69.20 65.17
43 mt_962_use2011_last_save_rnk500_idsctrl 84.91 122.09 45.27 74.28 45.27 19.78 -18.63 67.41 63.39
44 mt_961_use2016_last_save_rnk500_idsctrl 84.69 121.87 45.05 74.06 45.06 19.56 -18.84 67.20 63.17
45 mt_962_use2010_last_save_rnk500_idsctrl 83.91 121.08 44.27 73.28 44.27 18.77 -19.63 66.41 62.38
46 mt_961_use2011_best_save_rnk500_idsctrl 83.77 120.95 44.13 73.14 44.13 18.63 -19.77 66.27 62.24
50 mt_961_use2022_last_save_rnk500_idsctrl 82.30 119.47 42.66 71.66 42.66 17.16 -21.24 64.80 60.77
51 mt_961_use2015_best_save_rnk500_idsctrl 81.87 119.04 42.23 71.23 42.23 16.73 -21.67 64.37 60.34
52 mt_962_use2018_last_save_rnk500_idsctrl 79.81 116.99 40.18 69.18 40.18 14.68 -23.72 62.32 58.29
55 mt_961_use2017_best_save_rnk500_idsctrl 79.66 116.83 40.02 69.03 40.02 14.52 -23.88 62.16 58.13
56 mt_961_use2015_last_save_rnk500_idsctrl 77.69 114.86 38.05 67.06 38.05 12.55 -25.85 60.19 56.16
57 mt_961_use2023_last_save_rnk500_idsctrl 77.69 114.87 38.05 67.06 38.06 12.56 -25.84 60.20 56.17
65 mt_961_use2023_best_save_rnk500_idsctrl 75.02 112.20 35.38 64.39 35.39 9.89 -28.51 57.52 53.50
66 mx_2023_gen_merge1_filtered_no_idsctrl 74.97 112.15 35.33 64.34 35.33 9.83 -28.57 57.47 53.44
69 mt_961_use2014_last_save_rnk500_idsctrl 74.07 111.24 34.43 63.44 34.43 8.93 -29.47 56.57 52.54
70 mt_961_use2018_last_save_rnk500_idsctrl 73.99 111.16 34.35 63.36 34.35 8.85 -29.55 56.49 52.46
71 mt_961_use2013_last_save_rnk500_idsctrl 73.84 111.02 34.20 63.21 34.20 8.71 -29.70 56.34 52.32
75 mt_961_use2021_last_save_rnk500_idsctrl 72.85 110.03 33.21 62.22 33.21 7.71 -30.69 55.35 51.32
80 mt_961_use2024_best_save_rnk500_idsctrl 70.39 107.57 30.75 59.76 30.75 5.25 -33.15 52.89 48.86
84 mt_961_use2017_last_save_rnk500_idsctrl 69.31 106.49 29.67 58.68 29.68 4.18 -34.22 51.81 47.79
87 mt_961_use2021_best_save_rnk500_idsctrl 68.55 105.72 28.91 57.92 28.91 3.41 -34.99 51.05 47.02
99 mt_962_use2016_best_save_rnk500_idsctrl 67.25 104.42 27.61 56.62 27.61 2.11 -36.29 49.75 45.72
101 mt_962_use2016_last_save_rnk500_idsctrl 66.82 104.00 27.18 56.19 27.19 1.69 -36.71 49.33 45.30
103 mt_962_use2012_last_save_rnk500_idsctrl 66.05 103.23 26.41 55.42 26.42 0.92 -37.48 48.55 44.53
107 mt_961_use2014_best_save_rnk500_idsctrl 64.90 102.07 25.26 54.27 25.26 -0.24 -38.64 47.40 43.37
110 mt_962_use2013_last_save_rnk500_idsctrl 64.50 101.68 24.87 53.87 24.87 -0.63 -39.03 47.01 42.98
119 mt_961_use2024_last_save_rnk500_idsctrl 62.85 100.02 23.21 52.21 23.21 -2.29 -40.69 45.35 41.32
155 mt_962_use2012_best_save_rnk500_idsctrl 57.10 94.27 17.46 46.47 17.46 -8.04 -46.44 39.60 35.57
160 mt_962_use2015_last_save_rnk500_idsctrl 56.69 93.87 17.05 46.06 17.05 -8.45 -46.85 39.19 35.16
169 mt_962_use2018_best_save_rnk500_idsctrl 55.45 92.63 15.81 44.82 15.82 -9.68 -48.09 37.95 33.93
188 mt_961_use2019_last_save_rnk500_idsctrl 52.17 89.34 12.53 41.54 12.53 -12.97 -51.37 34.67 30.64
190 mt_962_use2013_best_save_rnk500_idsctrl 51.68 88.85 12.04 41.05 12.04 -13.46 -51.86 34.18 30.15
223 mt_961_use2019_best_save_rnk500_idsctrl 46.44 83.61 6.80 35.80 6.80 -18.70 -57.10 28.94 24.91
240 mt_962_use2017_last_save_rnk500_idsctrl 44.48 81.66 4.84 33.85 4.84 -20.65 -59.06 26.98 22.96
257 mt_962_use2017_best_save_rnk500_idsctrl 41.79 78.97 2.15 31.16 2.15 -23.34 -61.75 24.29 20.27
265 mt_962_use2023_last_save_rnk500_idsctrl 41.06 78.23 1.42 30.42 1.42 -24.08 -62.48 23.56 19.53
272 mt_962_use2024_best_save_rnk500_idsctrl 40.00 77.17 0.36 29.37 0.36 -25.14 -63.54 22.50 18.47
292 mt_962_use2021_last_save_rnk500_idsctrl 36.82 73.99 -2.82 26.19 -2.82 -28.32 -66.72 19.32 15.29
320 mt_962_use2023_best_save_rnk500_idsctrl 33.69 70.87 -5.94 23.06 -5.94 -31.44 -69.84 16.20 12.17
328 mt_961_use2020_best_save_rnk500_idsctrl 32.67 69.85 -6.97 22.04 -6.96 -32.46 -70.86 15.18 11.15
337 mt_961_use2020_last_save_rnk500_idsctrl 31.06 68.23 -8.58 20.43 -8.58 -34.08 -72.48 13.56 9.53
353 mt_962_use2022_last_save_rnk500_idsctrl 27.03 64.20 -12.61 16.39 -12.61 -38.11 -76.51 9.53 5.50
363 mt_962_use2019_last_save_rnk500_idsctrl 25.44 62.61 -14.20 14.81 -14.20 -39.70 -78.10 7.94 3.91
389 mt_962_use2024_last_save_rnk500_idsctrl 19.93 57.11 -19.70 9.30 -19.70 -45.20 -83.60 2.44 -1.59
400 mt_961_use2013_best_save_rnk500_idsctrl 17.80 54.97 -21.84 7.17 -21.84 -47.34 -85.74 0.30 -3.73
414 mt_962_use2020_last_save_rnk500_idsctrl 14.79 51.96 -24.85 4.16 -24.85 -50.35 -88.75 -2.71 -6.74
416 mt_962_use2021_best_save_rnk500_idsctrl 14.42 51.60 -25.21 3.79 -25.21 -50.71 -89.11 -3.07 -7.10
428 mt_962_use2022_best_save_rnk500_idsctrl 11.91 49.09 -27.73 1.28 -27.72 -53.22 -91.63 -5.59 -9.61
432 mt_962_use2014_last_save_rnk500_idsctrl 11.50 48.67 -28.14 0.87 -28.14 -53.64 -92.04 -6.00 -10.03
441 mt_962_use2019_best_save_rnk500_idsctrl 8.57 45.74 -31.07 -2.07 -31.07 -56.57 -94.97 -8.93 -12.96
453 mt_962_use2014_best_save_rnk500_idsctrl 5.13 42.30 -34.51 -5.50 -34.51 -60.01 -98.41 -12.37 -16.40
470 mt_962_use2015_best_save_rnk500_idsctrl -0.96 36.22 -40.60 -11.59 -40.60 -66.10 -104.50 -18.46 -22.49
498 mt_962_use2020_best_save_rnk500_idsctrl -20.55 16.63 -60.19 -31.18 -60.19 -85.69 -124.09 -38.05 -42.08