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_20251023_151521
0 multin_zz1000_71002_barraindus_煤炭_pv_z 371.91 348.53 366.93 338.67 366.93 329.94 385.79 345.71 408.32
1 multin_zz1000_71002_barraindus_传媒_pv_z 141.98 118.60 137.00 108.74 137.00 100.00 155.86 115.78 178.39
2 multin_zz1000_71002_barraindus_社会服务_pv_z 134.73 111.35 129.75 101.49 129.75 92.75 148.61 108.53 171.14
3 multin_zz1000_71002_barraindus_休闲服务_pv_z 125.73 102.35 120.76 92.49 120.76 83.76 139.61 99.53 162.15
4 multin_zz1000_71002_barraindus_非银金融_pv_z 107.42 84.04 102.44 74.18 102.44 65.44 121.30 81.22 143.83
5 multin_zz1000_71002_barraindus_有色金属_pv_z 101.72 78.34 96.74 68.48 96.74 59.75 115.60 75.52 138.13
6 multin_zz1000_71002_barraindus_环保_pv_z 97.74 74.35 92.76 64.49 92.76 55.76 111.61 71.53 134.15
7 multin_zz1000_71002_barraindus_公用事业_pv_z 96.55 73.16 91.57 63.30 91.57 54.57 110.42 70.34 132.96
8 multin_zz1000_71002_barraindus_交通运输_pv_z 91.26 67.87 86.28 58.01 86.28 49.28 105.13 65.06 127.67
9 multin_zz1000_71001_barra_residualvolatility_botG 89.04 65.66 84.06 55.80 84.06 47.07 102.92 62.84 125.45
10 multin_zz1000_71002_barraindus_钢铁_pv_z 79.15 55.77 74.17 45.91 74.17 37.17 93.03 52.95 115.56
11 multin_zz1000_71002_barraindus_餐饮旅游_pv_z 77.02 53.64 72.04 43.78 72.04 35.05 90.90 50.82 113.43
12 multin_zz1000_71001_barra_earningsyield_topG 72.87 49.48 67.89 39.63 67.89 30.89 86.75 46.67 109.28
13 mx_opt_zz500_pv_z_v13_stable_4 70.77 47.38 65.79 37.52 65.79 28.79 84.64 44.57 107.18
14 mx_opt_zz500_pv_z_v11_stable_4 66.54 43.16 61.57 33.30 61.57 24.57 80.42 40.34 102.96
15 multin_zz1000_71001_barra_btop_topG 66.30 42.92 61.32 33.06 61.32 24.32 80.18 40.10 102.71
16 mx_opt_zz1000_pv_z_v1_stable_4 65.78 42.39 60.80 32.53 60.80 23.80 79.65 39.58 102.19
17 mx_opt_zz1000_pv_z_v5_stable_4 65.22 41.84 60.25 31.98 60.25 23.25 79.10 39.02 101.64
18 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 63.73 40.35 58.75 30.49 58.75 21.75 77.61 37.53 100.14
19 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 63.68 40.30 58.70 30.44 58.70 21.71 77.56 37.48 100.09
20 mx_opt_zz1000_pv_z_v13_stable_4 63.08 39.70 58.10 29.84 58.10 21.11 76.96 36.88 99.49
21 multin_zz1000_71002_barraindus_综合_pv_z 62.87 39.48 57.89 29.62 57.89 20.89 76.74 36.66 99.28
22 multin_zz500_21001_tp200 62.46 39.08 57.49 29.22 57.49 20.49 76.34 36.26 98.88
23 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 62.41 39.02 57.43 29.16 57.43 20.43 76.28 36.21 98.82
24 multin_zz1000_71002_barraindus_电气设备_pv_z 61.56 38.18 56.58 28.32 56.58 19.58 75.44 35.36 97.97
25 multin_zz1000_71001_barra_momentum_botG 61.44 38.06 56.46 28.20 56.46 19.47 75.32 35.24 97.85
26 multin_zz1000_71002_barraindus_化工_pv_z 61.10 37.72 56.13 27.86 56.13 19.13 74.98 34.90 97.52
27 mx_opt_zz1000_pv_z_v11_stable_4 61.10 37.72 56.13 27.86 56.13 19.13 74.98 34.90 97.52
28 mx_opt_zz1000_z_v2_stable_4 61.02 37.64 56.05 27.78 56.05 19.05 74.90 34.82 97.44
29 multin_zz1000_71001_barra_liquidity_botG 60.90 37.52 55.92 27.66 55.92 18.93 74.78 34.70 97.31
30 mx_opt1_absdef_50_v2 60.86 37.48 55.88 27.62 55.88 18.88 74.74 34.66 97.27
31 mx_opt_zz1000_z_v1_stable_4 60.74 37.35 55.76 27.49 55.76 18.76 74.61 34.53 97.15
32 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 59.71 36.33 54.73 26.47 54.73 17.73 73.59 33.51 96.12
33 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 59.71 36.33 54.73 26.47 54.73 17.73 73.59 33.51 96.12
34 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 58.64 35.26 53.66 25.40 53.66 16.66 72.52 32.44 95.05
35 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 58.57 35.18 53.59 25.32 53.59 16.59 72.44 32.37 94.98
36 multin_zz1000_71002_barraindus_商业贸易_pv_z 58.51 35.12 53.53 25.26 53.53 16.53 72.38 32.30 94.92
37 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 58.04 34.66 53.06 24.80 53.06 16.07 71.92 31.84 94.45
38 multin_zz1000_61004_idxctrl_pv_rm_fnd 58.02 34.63 53.04 24.77 53.04 16.04 71.89 31.81 94.43
39 multin_zz1000_61002_idxctrl_pv_rm_fnd 58.02 34.63 53.04 24.77 53.04 16.04 71.89 31.81 94.43
40 mx_opt3_usual_300_v1 57.95 34.56 52.97 24.70 52.97 15.97 71.82 31.74 94.36
41 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc2 57.92 34.53 52.94 24.67 52.94 15.94 71.79 31.72 94.33
42 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc2 57.26 33.87 52.28 24.01 52.28 15.28 71.13 31.05 93.67
43 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 57.17 33.78 52.19 23.92 52.19 15.19 71.04 30.97 93.58
44 multin_zz1000_61001_idxctrl_pv_rm_fnd 56.30 32.92 51.32 23.06 51.32 14.32 70.18 30.10 92.71
45 multin_zz1000_71001_barra_beta_botG 56.29 32.90 51.31 23.04 51.31 14.31 70.16 30.08 92.70
46 multin_zz1000_71002_barraindus_计算机_pv_z 55.76 32.38 50.78 22.52 50.78 13.79 69.64 29.56 92.17
47 mx_opt2_dyna_300_v2 55.53 32.14 50.55 22.28 50.55 13.55 69.40 29.32 91.94
48 mx_opt3_usual_300_v2 54.38 30.99 49.40 21.13 49.40 12.40 68.26 28.18 90.79
49 multin_zz1000_71001_barra_leverage_topG 54.10 30.71 49.12 20.85 49.12 12.12 67.97 27.90 90.51
50 mx_opt_zz1000_z_v3_stable_4 53.50 30.12 48.52 20.26 48.52 11.52 67.38 27.30 89.91
51 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 52.63 29.25 47.65 19.39 47.65 10.66 66.51 26.43 89.04
52 mx_opt_zz1000_pv_z_v2_stable_4 52.54 29.16 47.56 19.30 47.56 10.56 66.42 26.34 88.95
53 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 52.30 28.91 47.32 19.05 47.32 10.32 66.17 26.09 88.71
54 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 51.77 28.38 46.79 18.52 46.79 9.79 65.64 25.57 88.18
55 multin1_real1_rm_bjs_keep500 51.76 28.37 46.78 18.51 46.78 9.78 65.63 25.55 88.17
56 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 51.44 28.06 46.46 18.20 46.46 9.46 65.32 25.24 87.85
57 multin_zz1000_61004_idscapctrl_pv_rm_fnd_blc 51.34 27.95 46.36 18.09 46.36 9.36 65.21 25.13 87.75
58 multin_zz1000_61002_idscapctrl_pv_rm_fnd_blc 51.34 27.95 46.36 18.09 46.36 9.36 65.21 25.13 87.75
59 multin_zz500_21001_tp500 51.23 27.84 46.25 17.98 46.25 9.25 65.10 25.03 87.64
60 multin_zz1000_71002_barraindus_银行_pv_z 51.22 27.83 46.24 17.97 46.24 9.24 65.09 25.02 87.63
61 multin_zz1000_61001_idscapctrl_pv_rm_fnd_blc 50.50 27.12 45.52 17.26 45.52 8.52 64.38 24.30 86.91
62 multin1_real3 50.50 27.12 45.52 17.26 45.52 8.52 64.38 24.30 86.91
63 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 49.78 26.40 44.80 16.54 44.80 7.80 63.66 23.58 86.19
64 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 49.47 26.09 44.49 16.23 44.49 7.49 63.35 23.27 85.88
65 mx_opt_zz1000_pv_v1_stable_4 48.57 25.19 43.59 15.33 43.59 6.60 62.45 22.37 84.98
66 multin_zz1000_21001_tp1000 48.03 24.65 43.05 14.79 43.05 6.05 61.91 21.83 84.44
67 multin_zz1000_61004_idscapctrl_pv_rm_fnd 47.82 24.44 42.84 14.58 42.84 5.84 61.70 21.62 84.23
68 multin_zz1000_61002_idscapctrl_pv_rm_fnd 47.82 24.44 42.84 14.58 42.84 5.84 61.70 21.62 84.23
69 mx_opt_zz1000_pv_v2_stable_4 47.79 24.41 42.82 14.55 42.82 5.82 61.67 21.59 84.21
70 mx_opt_zz1000_pv_v3_stable_4 47.38 24.00 42.40 14.14 42.40 5.41 61.26 21.18 83.79
71 multin_zz1000_61001_idscapctrl_pv_rm_fnd 47.02 23.64 42.04 13.78 42.04 5.04 60.90 20.82 83.43
72 mx_opt_zz1000_pv_z_v3_stable_4 46.67 23.28 41.69 13.42 41.69 4.69 60.54 20.47 83.08
73 multin_zz500_61007_mix6 46.30 22.92 41.32 13.06 41.32 4.33 60.18 20.10 82.71
74 multin1_real1_rm_bjs 46.17 22.79 41.20 12.93 41.20 4.20 60.05 19.97 82.59
75 mx_opt_zz500_pv_z_v10_stable_4 45.67 22.29 40.69 12.43 40.69 3.70 59.55 19.47 82.08
76 multin_zz1000_71002_barraindus_食品饮料_pv_z 45.63 22.25 40.66 12.39 40.66 3.66 59.51 19.43 82.05
77 mx_opt_zz1000_pv_z_v10_stable_4 44.78 21.40 39.80 11.54 39.80 2.81 58.66 18.58 81.19
78 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl_hitceilctrl 44.65 21.26 39.67 11.40 39.67 2.67 58.52 18.45 81.06
79 multin_zz1000_71002_barraindus_美容护理_pv_z 44.63 21.25 39.65 11.39 39.65 2.66 58.51 18.43 81.04
80 multin1_real1_rm_bjs_keep1k 44.02 20.64 39.04 10.78 39.04 2.05 57.90 17.82 80.43
81 multin_zz1000_71002_barraindus_轻工制造_pv_z 43.85 20.47 38.87 10.61 38.87 1.88 57.73 17.65 80.26
82 multin_zz1000_71002_barraindus_农林牧渔_pv_z 42.37 18.99 37.39 9.13 37.39 0.40 56.25 16.17 78.78
83 mx_opt_zz1000_hssanbai 42.31 18.93 37.33 9.07 37.33 0.34 56.19 16.11 78.72
84 mx_opt_hs300_stable_4 42.31 18.93 37.33 9.07 37.33 0.34 56.19 16.11 78.72
85 mx_resilience_inthandsctrl_amtctrl_capctrl 42.11 18.72 37.13 8.86 37.13 0.13 55.98 15.91 78.52
86 mx_resilience_inthandsctrl_amtctrl_capctrl_lhbctrl 42.11 18.72 37.13 8.86 37.13 0.13 55.98 15.91 78.52
87 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 41.98 18.59 37.00 8.74 37.00 0.00 55.86 15.78 78.39
88 multin_zz1000_61005_score_pv_z_rm_blacklist_top2000rnk 41.91 18.53 36.94 8.67 36.94 -0.06 55.79 15.71 78.33
89 multin_zz1000_61006_halfhalf_usualv1 41.84 18.45 36.86 8.59 36.86 -0.14 55.71 15.64 78.25
90 multin_zz1000_61003_pv_rm_fnd_blc2 41.79 18.41 36.81 8.55 36.81 -0.19 55.67 15.59 78.20
91 multin_zz1000_61007_mix6 41.51 18.13 36.53 8.27 36.53 -0.47 55.39 15.31 77.92
92 multin_zz1000_61005_score_pv_z_rm_blacklist_top1000rnk 41.24 17.85 36.26 7.99 36.26 -0.74 55.11 15.03 77.65
93 multin_zz1000_61005_score_pv_z_top2000rnk 40.58 17.19 35.60 7.33 35.60 -1.40 54.45 14.37 76.99
94 multin_zz1000_61003_overnight_pv_rm_fnd_blc 40.53 17.15 35.55 7.29 35.55 -1.45 54.41 14.33 76.94
95 multin1_real2_overnight 40.53 17.15 35.55 7.29 35.55 -1.45 54.41 14.33 76.94
96 mx_opt_zz1000_pv_z_v4_stable_4 40.16 16.78 35.18 6.92 35.18 -1.82 54.04 13.96 76.57
97 multin_zz1000_61003_overnight_pv_rm_fnd 40.07 16.68 35.09 6.82 35.09 -1.91 53.94 13.86 76.48
98 multin_zz1000_61006_halfhalf_usualv2 40.05 16.67 35.08 6.81 35.08 -1.92 53.93 13.85 76.47
99 mx_opt_zz1000_pv_z_v9_stable_4 39.66 16.28 34.68 6.42 34.68 -2.31 53.54 13.46 76.07
100 multin_zz1000_61003_pv_rm_fnd_blc 39.46 16.08 34.48 6.22 34.48 -2.52 53.34 13.26 75.87
101 multin1_real2 39.46 16.08 34.48 6.22 34.48 -2.52 53.34 13.26 75.87
102 multin_zz1000_61003_pv_rm_fnd 39.24 15.86 34.26 6.00 34.26 -2.73 53.12 13.04 75.65
103 multin_zz1000_61005_score_pv_z_top1000rnk 38.90 15.52 33.92 5.66 33.92 -3.08 52.78 12.70 75.31
104 mx_opt_zz1000_z_v4_stable_4 38.77 15.38 33.79 5.52 33.79 -3.21 52.64 12.56 75.18
105 multin_zz1000_61005_score_pv_z_rm_blacklist_top500rnk 37.95 14.57 32.97 4.71 32.97 -4.03 51.83 11.75 74.36
106 multin_zz1000_71002_barraindus_电子元器件_pv_z 37.87 14.48 32.89 4.62 32.89 -4.11 51.74 11.67 74.28
107 mx_resilience_inthandsctrl_amtctrl 37.65 14.26 32.67 4.40 32.67 -4.33 51.52 11.44 74.06
108 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 35.60 12.22 30.62 2.36 30.62 -6.38 49.48 9.40 72.01
109 mx_opt1_absdef_zz1000_hssanbai_v2 35.13 11.75 30.16 1.89 30.16 -6.84 49.01 8.93 71.55
110 mx_opt1_absdef_300_v2 35.13 11.75 30.16 1.89 30.16 -6.84 49.01 8.93 71.55
111 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 35.05 11.67 30.07 1.81 30.07 -6.92 48.93 8.85 71.46
112 mx_opt_zz1000_pv_v4_stable_4 34.61 11.23 29.64 1.37 29.64 -7.36 48.49 8.41 71.03
113 multin_zz1000_61006_halfhalf_stable4 34.02 10.64 29.04 0.78 29.04 -7.95 47.90 7.82 70.43
114 mx_opt_zz500_pv_z_v12_stable_4 33.97 10.58 28.99 0.72 28.99 -8.01 47.84 7.77 70.38
115 multin_zz1000_61005_score_pv_z_top500rnk 33.79 10.41 28.81 0.55 28.81 -8.18 47.67 7.59 70.20
116 multin_zz1000_71002_barraindus_黑色金属_pv_z 33.35 9.96 28.37 0.10 28.37 -8.63 47.22 7.15 69.76
117 multin1_real0 33.25 9.86 28.27 0.00 28.27 -8.73 47.12 7.04 69.66
118 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 32.57 9.18 27.59 -0.68 27.59 -9.41 46.44 6.36 68.98
119 multin_zz500_61002_idxctrl_zz500_pv 32.51 9.13 27.54 -0.73 27.54 -9.46 46.39 6.31 68.93
120 multin_zz500_61004_idxctrl_zz500_pv 31.96 8.58 26.98 -1.28 26.98 -10.01 45.84 5.76 68.37
121 mx_opt_zz1000_pv_z_v8_stable_4 30.99 7.61 26.02 -2.25 26.02 -10.98 44.87 4.79 67.41
122 multin_zz1000_61004_idxctrl_pv_rm_blc 30.90 7.52 25.92 -2.34 25.92 -11.08 44.78 4.70 67.31
123 multin_zz1000_71002_barraindus_纺织服装_pv_z 30.90 7.51 25.92 -2.35 25.92 -11.08 44.77 4.70 67.31
124 multin_zz1000_61002_idxctrl_pv_rm_blc 30.90 7.52 25.92 -2.34 25.92 -11.08 44.78 4.70 67.31
125 multin_zz1000_61004_idxctrl_pv 30.76 7.37 25.78 -2.49 25.78 -11.22 44.63 4.55 67.17
126 multin_zz1000_61002_idxctrl_pv 30.76 7.37 25.78 -2.49 25.78 -11.22 44.63 4.55 67.17
127 multin_zz1000_61006_halfhalf 30.43 7.05 25.45 -2.81 25.45 -11.54 44.31 4.23 66.84
128 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 29.80 6.42 24.83 -3.44 24.83 -12.17 43.68 3.60 66.22
129 multin_zz500_61001_idxctrl_zz500_pv 29.46 6.07 24.48 -3.79 24.48 -12.52 43.33 3.26 65.87
130 mx_resilience_inthandsctrl 29.44 6.06 24.46 -3.80 24.46 -12.54 43.32 3.24 65.85
131 mx_resilience 29.32 5.94 24.34 -3.92 24.34 -12.65 43.20 3.12 65.73
132 multin_zz1000_61004_pv_rm_fnd_blc2 28.89 5.51 23.92 -4.35 23.92 -13.08 42.77 2.69 65.31
133 multin_zz1000_61005_score_pv_z_rm_blacklist_top300rnk 28.55 5.17 23.57 -4.69 23.57 -13.42 42.43 2.35 64.96
134 multin1_real1_keep_bjs_keep500 28.49 5.11 23.51 -4.75 23.51 -13.48 42.37 2.29 64.90
135 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 28.41 5.03 23.43 -4.83 23.43 -13.56 42.29 2.21 64.82
136 mx_2023_gen_merge1_filtered_no_idsctrl 28.41 5.03 23.43 -4.83 23.43 -13.56 42.29 2.21 64.82
137 mx_gentleness 28.41 5.03 23.43 -4.83 23.43 -13.56 42.29 2.21 64.82
138 multin_zz1000_61002_idxctrl_zz1000_pv 28.15 4.76 23.17 -5.10 23.17 -13.83 42.02 1.95 64.56
139 mx_opt3_usual_500_v2 28.09 4.71 23.12 -5.15 23.12 -13.88 41.97 1.89 64.51
140 multin_zz1000_61001_idxctrl_pv_rm_blc 27.83 4.45 22.85 -5.41 22.86 -14.14 41.71 1.63 64.24
141 multin_zz1000_61001_idxctrl_pv 27.67 4.29 22.69 -5.57 22.69 -14.30 41.55 1.47 64.08
142 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 27.57 4.18 22.59 -5.67 22.59 -14.41 41.45 1.37 63.98
143 multin1_real0_overnight 27.52 4.14 22.54 -5.72 22.54 -14.46 41.40 1.32 63.93
144 multin_zz1000_61004_overnight_pv_rm_fnd_blc 27.45 4.06 22.47 -5.80 22.47 -14.53 41.32 1.25 63.86
145 multin_zz1000_61002_overnight_pv_rm_fnd_blc 27.45 4.06 22.47 -5.80 22.47 -14.53 41.32 1.25 63.86
146 multin_zz1000_61004_idxctrl_zz1000_pv 27.43 4.05 22.46 -5.81 22.46 -14.54 41.31 1.23 63.85
147 multin_zz1000_61004_overnight_pv_rm_fnd 27.26 3.87 22.28 -5.98 22.28 -14.72 41.14 1.06 63.67
148 multin_zz1000_61002_overnight_pv_rm_fnd 27.26 3.87 22.28 -5.98 22.28 -14.72 41.14 1.06 63.67
149 multin_zz1000_71001_barra_size_botG 27.23 3.85 22.26 -6.01 22.26 -14.74 41.11 1.03 63.65
150 multin_zz1000_71001_barra_nonlinearsize_botG 27.23 3.85 22.26 -6.01 22.26 -14.74 41.11 1.03 63.65
151 multin_zz1000_61003_pv 26.98 3.60 22.00 -6.26 22.00 -14.99 40.86 0.78 63.39
152 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 26.84 3.46 21.87 -6.40 21.87 -15.13 40.72 0.64 63.26
153 mx_opt2_dyna_500_v2 26.62 3.24 21.64 -6.62 21.64 -15.36 40.50 0.42 63.03
154 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 26.60 3.21 21.62 -6.65 21.62 -15.38 40.47 0.39 63.01
155 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 26.57 3.18 21.59 -6.68 21.59 -15.41 40.44 0.37 62.98
156 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 26.20 2.82 21.22 -7.04 21.22 -15.78 40.08 -0.00 62.61
157 multin_zz1000_71002_barraindus_建筑装饰_pv_z 25.95 2.56 20.97 -7.29 20.97 -16.03 39.83 -0.25 62.36
158 multin_zz1000_61004_pv_rm_fnd 25.93 2.55 20.95 -7.31 20.95 -16.05 39.81 -0.27 62.34
159 multin_zz1000_61002_pv_rm_fnd 25.93 2.55 20.95 -7.31 20.95 -16.05 39.81 -0.27 62.34
160 multin_zz1000_61004_pv_rm_fnd_blc 25.90 2.52 20.92 -7.34 20.92 -16.07 39.78 -0.30 62.31
161 multin_zz1000_61002_pv_rm_fnd_blc 25.90 2.52 20.92 -7.34 20.92 -16.07 39.78 -0.30 62.31
162 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 25.89 2.51 20.91 -7.35 20.91 -16.09 39.77 -0.31 62.30
163 multin_zz1000_61003_overnight_pv_rm_blc 25.85 2.46 20.87 -7.40 20.87 -16.13 39.72 -0.36 62.26
164 multin1_real1_overnight 25.85 2.46 20.87 -7.40 20.87 -16.13 39.72 -0.36 62.26
165 multin1_real1 25.73 2.35 20.75 -7.51 20.75 -16.25 39.61 -0.47 62.14
166 multin_zz1000_61003_pv_rm_blc 25.73 2.35 20.75 -7.51 20.75 -16.25 39.61 -0.47 62.14
167 multin_zz1000_61008_multistrategy_baseline 25.73 2.35 20.75 -7.51 20.75 -16.25 39.61 -0.47 62.14
168 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 25.51 2.13 20.53 -7.73 20.53 -16.47 39.39 -0.69 61.92
169 multin1_real1_keep_bjs_keep1k 25.48 2.10 20.51 -7.76 20.51 -16.49 39.36 -0.72 61.90
170 mx_opt3_usual_500_v1 25.37 1.98 20.39 -7.88 20.39 -16.61 39.24 -0.83 61.78
171 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 25.29 1.90 20.31 -7.96 20.31 -16.69 39.16 -0.92 61.70
172 multin_zz1000_61001_idxctrl_zz1000_pv 24.54 1.15 19.56 -8.71 19.56 -17.44 38.41 -1.67 60.95
173 multin_zz1000_61003_pv_rm_blc2 24.40 1.02 19.42 -8.84 19.42 -17.57 38.28 -1.80 60.81
174 multin_zz1000_61003_overnight_pv_rm_blc2 24.40 1.01 19.42 -8.85 19.42 -17.58 38.27 -1.80 60.81
175 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 24.34 0.96 19.36 -8.90 19.36 -17.63 38.22 -1.86 60.75
176 multin_zz1000_61005_score_pv_z_top300rnk 23.48 0.10 18.50 -9.76 18.50 -18.50 37.36 -2.72 59.89
177 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 23.20 -0.19 18.22 -10.05 18.22 -18.78 37.07 -3.01 59.61
178 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 23.02 -0.36 18.04 -10.22 18.04 -18.95 36.90 -3.18 59.43
179 multin1_real0_中性 23.02 -0.36 18.05 -10.22 18.05 -18.95 36.90 -3.18 59.44
180 multin1_real0_overnight_中性 22.48 -0.91 17.50 -10.76 17.50 -19.50 36.36 -3.72 58.89
181 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 21.91 -1.48 16.93 -11.34 16.93 -20.07 35.78 -4.29 58.32
182 multin_zz1000_61001_overnight_pv_rm_fnd_blc 20.73 -2.65 15.75 -12.51 15.76 -21.24 34.61 -5.47 57.15
183 multin_zz1000_61001_overnight_pv_rm_fnd 20.37 -3.01 15.40 -12.87 15.40 -21.60 34.25 -5.83 56.79
184 multin_zz1000_61001_pv_rm_fnd_blc 20.11 -3.28 15.13 -13.14 15.13 -21.87 33.98 -6.10 56.52
185 multin_zz1000_61001_pv_rm_fnd 19.90 -3.48 14.92 -13.34 14.93 -22.07 33.78 -6.30 56.32
186 mx_opt1_absdef_500_v2 19.80 -3.58 14.82 -13.44 14.82 -22.18 33.68 -6.40 56.21
187 multin_zz1000_71002_barraindus_电力设备_pv_z 19.24 -4.14 14.26 -14.00 14.26 -22.74 33.12 -6.96 55.65
188 mx_opt_zz1000_pv_z_v12_stable_4 19.23 -4.16 14.25 -14.02 14.25 -22.75 33.10 -6.97 55.64
189 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 17.38 -6.01 12.40 -15.87 12.40 -24.60 31.25 -8.83 53.79
190 multin_zz1000_61004_idscapctrl_pv_rm_blc2 17.29 -6.10 12.31 -15.95 12.31 -24.69 31.17 -8.91 53.70
191 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 16.40 -6.99 11.42 -16.85 11.42 -25.58 30.27 -9.81 52.81
192 multin_zz1000_71001_barra_growth_botG 15.97 -7.41 11.00 -17.27 11.00 -26.00 29.85 -10.23 52.39
193 multin_zz1000_61004_idscapctrl_pv_rm_blc 15.93 -7.46 10.95 -17.32 10.95 -26.05 29.80 -10.28 52.34
194 multin_zz1000_61002_idscapctrl_pv_rm_blc 15.93 -7.46 10.95 -17.32 10.95 -26.05 29.80 -10.28 52.34
195 multin_zz1000_71001_barra_size_topG 15.45 -7.93 10.47 -17.79 10.47 -26.53 29.33 -10.75 51.86
196 multin_zz1000_61004_idscapctrl_pv 14.13 -9.25 9.15 -19.11 9.15 -27.84 28.01 -12.07 50.54
197 multin_zz1000_61002_idscapctrl_pv 14.13 -9.25 9.15 -19.11 9.15 -27.84 28.01 -12.07 50.54
198 multin_zz1000_61001_idscapctrl_pv_rm_blc 14.07 -9.31 9.09 -19.17 9.09 -27.91 27.95 -12.13 50.48
199 multin_zz1000_61004_pv 13.85 -9.53 8.87 -19.39 8.87 -28.12 27.73 -12.35 50.26
200 multin_zz1000_61002_pv 13.85 -9.53 8.87 -19.39 8.87 -28.12 27.73 -12.35 50.26
201 mx_opt3_usual_1000_v2 13.30 -10.08 8.33 -19.94 8.33 -28.67 27.18 -12.90 49.72
202 multin_zz1000_61001_idscapctrl_pv 12.33 -11.05 7.35 -20.91 7.35 -29.64 26.21 -13.87 48.74
203 mx_opt3_usual_1000_v1 12.25 -11.14 7.27 -20.99 7.27 -29.73 26.13 -13.95 48.66
204 multin_zz1000_61002_overnight_pv_rm_blc 11.98 -11.40 7.00 -21.26 7.00 -29.99 25.86 -14.22 48.39
205 multin_zz1000_61004_overnight_pv_rm_blc 11.98 -11.40 7.00 -21.26 7.00 -29.99 25.86 -14.22 48.39
206 multin_zz1000_61002_pv_rm_blc 11.88 -11.50 6.91 -21.36 6.91 -30.09 25.76 -14.32 48.30
207 multin_zz1000_61004_pv_rm_blc 11.88 -11.50 6.91 -21.36 6.91 -30.09 25.76 -14.32 48.30
208 multin_zz1000_71002_barraindus_家用电器_pv_z 11.42 -11.96 6.44 -21.82 6.44 -30.55 25.30 -14.78 47.83
209 multin_zz1000_61004_overnight_pv_rm_blc2 10.91 -12.47 5.94 -22.33 5.94 -31.06 24.79 -15.29 47.33
210 multin_zz1000_61004_pv_rm_blc2 10.91 -12.47 5.94 -22.33 5.94 -31.06 24.79 -15.29 47.33
211 multin_zz1000_71001_barra_leverage_botG 10.00 -13.38 5.03 -23.24 5.03 -31.97 23.88 -16.20 46.42
212 mx_opt2_dyna_1000_v2 8.88 -14.51 3.90 -24.37 3.90 -33.10 22.75 -17.32 45.29
213 multin_zz1000_71001_barra_nonlinearsize_topG 7.69 -15.69 2.72 -25.55 2.72 -34.28 21.57 -18.51 44.11
214 mx_adaptability_v2 5.87 -17.51 0.90 -27.37 0.90 -36.10 19.75 -20.33 42.29
215 mx_adaptability 5.20 -18.19 0.22 -28.05 0.22 -36.78 19.07 -21.01 41.61
216 multin_zz1000_71002_barraindus_汽车_pv_z 4.66 -18.72 -0.32 -28.58 -0.32 -37.32 18.54 -21.54 41.07
217 mx_2023_gen_merge2_filtered_idsctrl 4.14 -19.25 -0.84 -29.11 -0.84 -37.84 18.01 -22.07 40.55
218 multin_zz1000_71002_barraindus_基础化工_pv_z 3.43 -19.95 -1.54 -29.81 -1.54 -38.54 17.31 -22.77 39.85
219 mx_opt_zz1000_pv_z_v6_stable_4 3.10 -20.28 -1.88 -30.14 -1.88 -38.87 16.98 -23.10 39.51
220 mx_capability 2.96 -20.43 -2.02 -30.29 -2.02 -39.02 16.83 -23.24 39.37
221 mx_capability_primitive 2.96 -20.43 -2.02 -30.29 -2.02 -39.02 16.83 -23.24 39.37
222 multin_zz1000_71002_barraindus_通信_pv_z 2.10 -21.29 -2.88 -31.15 -2.88 -39.88 15.97 -24.11 38.51
223 multin_zz1000_61001_pv 0.12 -23.26 -4.86 -33.12 -4.85 -41.85 14.00 -26.08 36.53
224 multin_zz1000_61002_idxctrl_top3800_pv -0.37 -23.75 -5.35 -33.61 -5.35 -42.35 13.51 -26.57 36.04
225 multin_zz1000_61002_idxctrl_50010002000_pv -0.75 -24.13 -5.73 -33.99 -5.73 -42.73 13.13 -26.95 35.66
226 multin1_real1_rzrq_keep_bjs -0.88 -24.27 -5.86 -34.13 -5.86 -42.86 12.99 -27.08 35.53
227 multin_zz1000_61004_idxctrl_top3800_pv -0.94 -24.32 -5.91 -34.18 -5.91 -42.91 12.94 -27.14 35.48
228 multin_zz1000_61001_overnight_pv_rm_blc -0.98 -24.36 -5.96 -34.22 -5.96 -42.96 12.90 -27.18 35.43
229 multin_zz1000_61001_pv_rm_blc -1.02 -24.40 -5.99 -34.26 -5.99 -42.99 12.86 -27.22 35.40
230 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -1.50 -24.88 -6.48 -34.74 -6.48 -43.48 12.38 -27.70 34.91
231 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -1.94 -25.32 -6.91 -35.18 -6.91 -43.91 11.94 -28.14 34.48
232 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -1.98 -25.37 -6.96 -35.23 -6.96 -43.96 11.89 -28.19 34.43
233 multin_zz1000_61004_idxctrl_50010002000_pv -2.65 -26.03 -7.62 -35.89 -7.62 -44.62 11.23 -28.85 33.77
234 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -3.89 -27.28 -8.87 -37.13 -8.87 -45.87 9.99 -30.09 32.52
235 mx_tenacity_morecapa_ctrlonly -4.45 -27.84 -9.43 -37.70 -9.43 -46.43 9.42 -30.66 31.96
236 mx_tenacity -4.70 -28.08 -9.68 -37.94 -9.68 -46.67 9.18 -30.90 31.71
237 mx_tenacity_primitive -4.70 -28.08 -9.68 -37.94 -9.68 -46.67 9.18 -30.90 31.71
238 multin_zz1000_71001_barra_growth_topG -8.92 -32.30 -13.90 -42.16 -13.90 -50.90 4.96 -35.12 27.49
239 multin_zz1000_71002_barraindus_机械设备_pv_z -9.53 -32.92 -14.51 -42.78 -14.51 -51.51 4.34 -35.73 26.88
240 mx_tenacity_morecapa_primitive -9.60 -32.98 -14.58 -42.84 -14.58 -51.57 4.28 -35.80 26.81
241 mx_tenacity_morecapa -9.60 -32.98 -14.58 -42.84 -14.58 -51.57 4.28 -35.80 26.81
242 mx_opt_zz1000_pv_z_v7_stable_4 -10.20 -33.58 -15.17 -43.44 -15.17 -52.17 3.68 -36.40 26.22
243 multin_zz1000_61001_idxctrl_top3800_pv -10.22 -33.61 -15.20 -43.47 -15.20 -52.20 3.65 -36.42 26.19
244 mx_tenacity_ctrlonly -10.39 -33.77 -15.37 -43.63 -15.37 -52.37 3.49 -36.59 26.02
245 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -10.88 -34.27 -15.86 -44.13 -15.86 -52.86 2.99 -37.09 25.53
246 mx_opt1_absdef_1000_v2 -11.13 -34.51 -16.11 -44.37 -16.11 -53.11 2.75 -37.33 25.28
247 multin_zz1000_61001_idxctrl_50010002000_pv -11.88 -35.26 -16.86 -45.12 -16.86 -53.85 2.00 -38.08 24.53
248 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -12.72 -36.11 -17.70 -45.97 -17.70 -54.70 1.15 -38.93 23.69
249 multin_zz1000_71002_barraindus_建筑材料_pv_z -13.19 -36.58 -18.17 -46.44 -18.17 -55.17 0.68 -39.39 23.22
250 mx_tenacity_restrict -13.96 -37.34 -18.94 -47.20 -18.94 -55.94 -0.08 -40.16 22.45
251 mx_tenacity_restrict_primitive -13.96 -37.34 -18.94 -47.20 -18.94 -55.94 -0.08 -40.16 22.45
252 multin_zz1000_71002_barraindus_国防军工_pv_z -14.92 -38.30 -19.90 -48.16 -19.90 -56.89 -1.04 -41.12 21.49
253 multin_zz1000_71002_barraindus_商贸零售_pv_z -16.36 -39.75 -21.34 -49.61 -21.34 -58.34 -2.49 -42.56 20.05
254 multin_zz1000_71002_barraindus_石油石化_pv_z -31.86 -55.25 -36.84 -65.11 -36.84 -73.84 -17.99 -58.07 4.55
255 multin_zz1000_71002_barraindus_电子_pv_z -31.88 -55.26 -36.86 -65.12 -36.86 -73.86 -18.00 -58.08 4.53
256 multin_zz1000_71001_barra_earningsyield_botG -36.65 -60.03 -41.63 -69.89 -41.63 -78.62 -22.77 -62.85 -0.24
257 multin_zz1000_71002_barraindus_医药生物_pv_z -46.16 -69.55 -51.14 -79.40 -51.14 -88.14 -32.28 -72.36 -9.75
258 multin_zz1000_71002_barraindus_房地产_pv_z -46.50 -69.89 -51.48 -79.75 -51.48 -88.48 -32.63 -72.70 -10.09
259 multin_zz1000_71001_barra_btop_botG -48.72 -72.10 -53.70 -81.96 -53.69 -90.69 -34.84 -74.92 -12.30
260 multin_zz1000_21001_tp1000_rm_blc -52.52 -75.90 -57.50 -85.76 -57.50 -94.50 -38.64 -78.72 -16.11
261 multin_zz1000_71001_barra_liquidity_topG -61.41 -84.79 -66.39 -94.65 -66.39 -103.39 -47.53 -87.61 -25.00
262 multin_zz1000_71001_barra_beta_topG -68.02 -91.41 -73.00 -101.27 -73.00 -110.00 -54.15 -94.22 -31.61
263 multin_zz500_21001_tp500_rm_blc -77.91 -101.29 -82.89 -111.15 -82.89 -119.88 -64.03 -104.11 -41.50
264 multin_zz1000_71002_barraindus_纺织服饰_pv_z -87.68 -111.07 -92.66 -120.92 -92.66 -129.66 -73.80 -113.88 -51.27
265 multin_zz1000_71001_barra_residualvolatility_topG -91.30 -114.68 -96.27 -124.54 -96.27 -133.27 -77.42 -117.50 -54.88
266 multin_zz1000_71001_barra_momentum_topG -94.40 -117.78 -99.38 -127.64 -99.38 -136.38 -80.52 -120.60 -57.99
267 multin_zz500_21001_tp200_rm_blc -111.49 -134.87 -116.47 -144.73 -116.47 -153.47 -97.61 -137.69 -75.08