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_20251027_151525
22 mt_962_use2020_best_save_rnk500_idsctrl 50.39 -12.97 156.39 36.28 156.39 112.94 109.23 136.47 121.01
36 mt_962_use2014_last_save_rnk500_idsctrl 39.48 -23.89 145.48 25.37 145.48 102.03 98.32 125.56 110.09
45 mt_962_use2014_best_save_rnk500_idsctrl 32.19 -31.17 138.19 18.08 138.19 94.74 91.03 118.28 102.81
50 mt_962_use2021_best_save_rnk500_idsctrl 30.29 -33.07 136.29 16.18 136.29 92.84 89.13 116.38 100.91
54 mt_962_use2022_last_save_rnk500_idsctrl 28.60 -34.77 134.60 14.49 134.60 91.15 87.44 114.68 99.21
58 mt_962_use2015_best_save_rnk500_idsctrl 28.00 -35.36 134.00 13.89 134.00 90.55 86.84 114.08 98.61
60 mt_962_use2023_best_save_rnk500_idsctrl 26.10 -37.27 132.10 11.98 132.10 88.64 84.94 112.18 96.71
61 mt_962_use2022_best_save_rnk500_idsctrl 26.05 -37.31 132.05 11.94 132.05 88.60 84.89 112.13 96.66
62 mt_962_use2020_last_save_rnk500_idsctrl 25.44 -37.93 131.43 11.32 131.43 87.98 84.27 111.52 96.05
67 mt_962_use2021_last_save_rnk500_idsctrl 22.30 -41.07 128.30 8.18 128.30 84.84 81.14 108.38 92.91
78 mt_962_use2017_best_save_rnk500_idsctrl 17.16 -46.21 123.16 3.05 123.16 79.71 76.00 103.24 87.77
83 mt_962_use2023_last_save_rnk500_idsctrl 14.52 -48.85 120.52 0.41 120.52 77.07 73.36 100.60 85.13
88 mt_962_use2024_last_save_rnk500_idsctrl 13.07 -50.30 119.06 -1.05 119.06 75.61 71.91 99.15 83.68
94 mt_962_use2024_best_save_rnk500_idsctrl 11.02 -52.35 117.02 -3.10 117.02 73.56 69.86 97.10 81.63
95 mt_961_use2019_best_save_rnk500_idsctrl 11.01 -52.36 117.01 -3.10 117.01 73.56 69.85 97.09 81.62
98 mt_962_use2012_last_save_rnk500_idsctrl 10.07 -53.30 116.06 -4.05 116.06 72.61 68.91 96.15 80.68
108 mt_962_use2017_last_save_rnk500_idsctrl 6.43 -56.94 112.42 -7.69 112.42 68.97 65.27 92.51 77.04
126 mt_962_use2013_last_save_rnk500_idsctrl -0.02 -63.39 105.98 -14.14 105.98 62.52 58.82 86.06 70.59
127 mt_962_use2013_best_save_rnk500_idsctrl -0.11 -63.48 105.89 -14.22 105.89 62.44 58.73 85.97 70.50
134 mt_962_use2019_last_save_rnk500_idsctrl -2.50 -65.87 103.49 -16.62 103.49 60.04 56.34 83.58 68.11
137 mt_961_use2014_best_save_rnk500_idsctrl -2.66 -66.03 103.34 -16.77 103.34 59.89 56.18 83.42 67.95
148 mt_962_use2019_best_save_rnk500_idsctrl -4.99 -68.35 101.01 -19.10 101.01 57.56 53.85 81.09 65.62
152 mt_961_use2013_best_save_rnk500_idsctrl -6.14 -69.51 99.85 -20.26 99.85 56.40 52.70 79.94 64.47
153 mt_962_use2012_best_save_rnk500_idsctrl -6.83 -70.20 99.17 -20.95 99.16 55.71 52.01 79.25 63.78
157 mt_962_use2018_best_save_rnk500_idsctrl -7.54 -70.91 98.46 -21.66 98.46 55.00 51.30 78.54 63.07
160 mt_962_use2015_last_save_rnk500_idsctrl -8.37 -71.74 97.63 -22.48 97.63 54.18 50.47 77.71 62.24
171 mt_961_use2023_last_save_rnk500_idsctrl -10.46 -73.83 95.54 -24.58 95.53 52.08 48.38 75.62 60.15
174 mt_961_use2017_last_save_rnk500_idsctrl -10.65 -74.02 95.35 -24.77 95.35 51.89 48.19 75.43 59.96
176 mt_961_use2016_last_save_rnk500_idsctrl -10.93 -74.30 95.07 -25.04 95.07 51.62 47.91 75.15 59.68
178 mt_961_use2021_best_save_rnk500_idsctrl -11.56 -74.92 94.44 -25.67 94.44 50.99 47.28 74.52 59.05
189 mt_961_use2015_last_save_rnk500_idsctrl -13.66 -77.03 92.34 -27.77 92.34 48.89 45.18 72.42 56.95
195 mt_961_use2024_best_save_rnk500_idsctrl -14.38 -77.75 91.62 -28.50 91.62 48.16 44.46 71.70 56.23
198 mt_961_use2019_last_save_rnk500_idsctrl -14.67 -78.03 91.33 -28.78 91.33 47.88 44.17 71.41 55.95
203 mt_961_use2023_best_save_rnk500_idsctrl -16.15 -79.52 89.85 -30.27 89.85 46.39 42.69 69.93 54.46
210 mt_961_use2014_last_save_rnk500_idsctrl -16.81 -80.18 89.19 -30.93 89.18 45.73 42.03 69.27 53.80
216 mt_961_use2015_best_save_rnk500_idsctrl -17.76 -81.13 88.23 -31.88 88.23 44.78 41.08 68.32 52.85
226 mt_962_use2016_last_save_rnk500_idsctrl -19.19 -82.56 86.81 -33.31 86.80 43.35 39.65 66.89 51.42
229 mt_961_use2018_last_save_rnk500_idsctrl -19.64 -83.01 86.35 -33.76 86.35 42.90 39.20 66.44 50.97
231 mt_962_use2010_last_save_rnk500_idsctrl -20.10 -83.47 85.90 -34.22 85.89 42.44 38.74 65.98 50.51
236 mt_961_use2024_last_save_rnk500_idsctrl -20.91 -84.28 85.09 -35.03 85.09 41.63 37.93 65.17 49.70
239 mt_961_use2016_best_save_rnk500_idsctrl -22.08 -85.45 83.92 -36.19 83.92 40.47 36.76 64.00 48.53
250 mt_961_use2010_last_save_rnk500_idsctrl -24.18 -87.55 81.82 -38.30 81.82 38.36 34.66 61.90 46.43
257 mt_961_use2011_best_save_rnk500_idsctrl -25.22 -88.59 80.78 -39.33 80.78 37.33 33.62 60.86 45.39
260 mt_962_use2010_best_save_rnk500_idsctrl -25.51 -88.88 80.49 -39.63 80.48 37.03 33.33 60.57 45.10
262 mt_961_use2020_last_save_rnk500_idsctrl -25.68 -89.05 80.32 -39.79 80.32 36.87 33.16 60.40 44.93
265 mt_961_use2017_best_save_rnk500_idsctrl -26.19 -89.56 79.81 -40.30 79.81 36.36 32.65 59.89 44.42
269 mt_961_use2020_best_save_rnk500_idsctrl -26.59 -89.96 79.41 -40.71 79.41 35.95 32.25 59.49 44.02
273 mt_961_use2018_best_save_rnk500_idsctrl -27.32 -90.69 78.68 -41.44 78.68 35.22 31.52 58.76 43.29
297 mt_962_use2011_last_save_rnk500_idsctrl -32.79 -96.16 73.21 -46.91 73.20 29.75 26.05 53.29 37.82
314 mt_961_use2010_best_save_rnk500_idsctrl -35.76 -99.13 70.24 -49.88 70.24 26.78 23.08 50.32 34.85
317 mt_961_use2011_last_save_rnk500_idsctrl -36.02 -99.39 69.98 -50.13 69.98 26.53 22.82 50.06 34.59
320 mt_961_use2013_last_save_rnk500_idsctrl -36.56 -99.93 69.43 -50.68 69.43 25.98 22.28 49.52 34.05
337 mx_2023_gen_merge2_filtered_idsctrl -39.35 -102.72 66.65 -53.47 66.64 23.19 19.49 46.73 31.26
342 mt_961_use2022_last_save_rnk500_idsctrl -39.59 -102.96 66.41 -53.71 66.40 22.95 19.25 46.49 31.02
349 mt_961_use2021_last_save_rnk500_idsctrl -41.22 -104.59 64.77 -55.34 64.77 21.32 17.62 44.86 29.39
365 mt_961_use2012_last_save_rnk500_idsctrl -43.91 -107.28 62.09 -58.02 62.09 18.64 14.93 42.17 26.70
369 mt_961_use2022_best_save_rnk500_idsctrl -44.40 -107.77 61.60 -58.51 61.60 18.15 14.44 41.68 26.21
380 mt_961_use2012_best_save_rnk500_idsctrl -46.90 -110.27 59.10 -61.01 59.10 15.65 11.94 39.18 23.71
387 mt_962_use2018_last_save_rnk500_idsctrl -47.99 -111.36 58.00 -62.11 58.00 14.55 10.85 38.09 22.62
392 mt_962_use2011_best_save_rnk500_idsctrl -48.78 -112.14 57.22 -62.89 57.22 13.77 10.06 37.30 21.84
393 mt_962_use2009_best_save_rnk500_idsctrl -48.84 -112.21 57.16 -62.95 57.16 13.71 10.00 37.24 21.77
396 mt_962_use2009_last_save_rnk500_idsctrl -49.28 -112.65 56.72 -63.40 56.71 13.26 9.56 36.80 21.33
405 mt_961_use2008_last_save_rnk500_idsctrl -50.92 -114.28 55.08 -65.03 55.08 11.63 7.92 35.16 19.70
407 mt_961_use2008_best_save_rnk500_idsctrl -51.47 -114.84 54.53 -65.58 54.53 11.07 7.37 34.61 19.14
424 mt_962_use2016_best_save_rnk500_idsctrl -54.77 -118.14 51.23 -68.89 51.22 7.77 4.07 31.31 15.84
426 mt_961_use2009_best_save_rnk500_idsctrl -55.15 -118.52 50.85 -69.27 50.85 7.39 3.69 30.93 15.46
431 mt_961_use2009_last_save_rnk500_idsctrl -56.07 -119.44 49.93 -70.19 49.93 6.47 2.77 30.01 14.54
441 mt_962_use2008_last_save_rnk500_idsctrl -60.05 -123.42 45.94 -74.17 45.94 2.49 -1.22 26.03 10.56
445 mt_962_use2008_best_save_rnk500_idsctrl -62.25 -125.61 43.75 -76.36 43.75 0.30 -3.41 23.83 8.37
485 mx_2023_gen_merge1_filtered_no_idsctrl -73.07 -136.44 32.93 -87.19 32.93 -10.53 -14.23 13.01 -2.46