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_20251022_151520
91 multin_zz1000_61003_overnight_pv_rm_blc 67.93 105.11 28.29 57.30 28.29 2.79 -35.61 50.43 46.40
92 multin1_real1_overnight 67.93 105.11 28.29 57.30 28.29 2.79 -35.61 50.43 46.40
105 multin_zz1000_61003_overnight_pv_rm_blc2 65.75 102.92 26.11 55.11 26.11 0.61 -37.79 48.25 44.22
122 multin_zz1000_61004_overnight_pv_rm_blc 61.93 99.10 22.29 51.29 22.29 -3.21 -41.61 44.43 40.40
124 multin_zz1000_61002_overnight_pv_rm_blc 61.93 99.10 22.29 51.29 22.29 -3.21 -41.61 44.43 40.40
149 multin_zz1000_61004_overnight_pv_rm_blc2 58.04 95.22 18.40 47.41 18.40 -7.09 -45.50 40.54 36.51
154 multin_zz1000_61003_overnight_pv_rm_fnd 57.22 94.40 17.58 46.59 17.58 -7.92 -46.32 39.72 35.69
156 multin_zz1000_61003_overnight_pv_rm_fnd_blc 57.04 94.22 17.40 46.41 17.41 -8.09 -46.49 39.55 35.52
157 multin1_real2_overnight 57.04 94.22 17.40 46.41 17.41 -8.09 -46.49 39.55 35.52
182 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 53.43 90.61 13.79 42.80 13.79 -11.71 -50.11 35.93 31.90
191 multin_zz1000_61002_overnight_pv_rm_fnd 51.60 88.78 11.96 40.97 11.97 -13.53 -51.94 34.10 30.08
192 multin_zz1000_61004_overnight_pv_rm_fnd 51.60 88.78 11.96 40.97 11.97 -13.53 -51.94 34.10 30.08
194 multin_zz1000_61001_overnight_pv_rm_blc 51.45 88.63 11.81 40.82 11.81 -13.69 -52.09 33.95 29.92
196 multin_zz1000_61004_overnight_pv_rm_fnd_blc 51.39 88.56 11.75 40.75 11.75 -13.75 -52.15 33.89 29.86
197 multin_zz1000_61002_overnight_pv_rm_fnd_blc 51.39 88.56 11.75 40.75 11.75 -13.75 -52.15 33.89 29.86
204 multin1_real0_overnight_中性 50.66 87.84 11.02 40.03 11.02 -14.47 -52.88 33.16 29.14
226 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 46.05 83.23 6.42 35.42 6.42 -19.08 -57.48 28.56 24.53
232 multin_zz1000_61001_overnight_pv_rm_fnd 45.40 82.58 5.76 34.77 5.76 -19.74 -58.14 27.90 23.87
237 multin1_real0_overnight 44.71 81.88 5.07 34.08 5.07 -20.43 -58.83 27.21 23.18
238 multin_zz1000_61001_overnight_pv_rm_fnd_blc 44.66 81.84 5.02 34.03 5.02 -20.48 -58.88 27.16 23.13