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_20251031_151522
31 mx_2023_gen_merge1_filtered_no_idsctrl 126.82 227.54 160.25 301.04 160.25 5.53 -61.22 -61.55 -33.17
104 mt_961_use2010_last_save_rnk500_idsctrl 84.51 185.23 117.94 258.73 117.94 -36.77 -103.53 -103.86 -75.48
116 mt_961_use2010_best_save_rnk500_idsctrl 73.02 173.74 106.45 247.24 106.45 -48.26 -115.02 -115.35 -86.97
128 mt_961_use2011_best_save_rnk500_idsctrl 68.07 168.79 101.50 242.29 101.50 -53.21 -119.97 -120.30 -91.92
131 mt_961_use2013_last_save_rnk500_idsctrl 65.46 166.18 98.89 239.68 98.89 -55.82 -122.58 -122.90 -94.52
141 mt_961_use2009_best_save_rnk500_idsctrl 63.97 164.69 97.40 238.19 97.39 -57.32 -124.07 -124.40 -96.02
143 mt_961_use2009_last_save_rnk500_idsctrl 63.82 164.54 97.25 238.04 97.25 -57.46 -124.22 -124.54 -96.16
162 mt_961_use2011_last_save_rnk500_idsctrl 59.55 160.28 92.98 233.77 92.98 -61.73 -128.48 -128.81 -100.43
169 mt_961_use2012_last_save_rnk500_idsctrl 56.72 157.44 90.15 230.94 90.15 -64.56 -131.32 -131.64 -103.26
187 mt_961_use2013_best_save_rnk500_idsctrl 50.74 151.46 84.16 224.95 84.16 -70.55 -137.30 -137.63 -109.25
194 mt_961_use2012_best_save_rnk500_idsctrl 50.37 151.09 83.80 224.59 83.80 -70.92 -137.67 -138.00 -109.62
218 mt_961_use2017_last_save_rnk500_idsctrl 38.36 139.08 71.78 212.57 71.78 -82.93 -149.68 -150.01 -121.63
222 mt_962_use2010_last_save_rnk500_idsctrl 36.68 137.40 70.11 210.90 70.11 -84.60 -151.36 -151.69 -123.31
229 mt_962_use2011_last_save_rnk500_idsctrl 35.90 136.62 69.33 210.12 69.33 -85.38 -152.14 -152.47 -124.09
231 mt_962_use2011_best_save_rnk500_idsctrl 35.10 135.82 68.53 209.32 68.53 -86.18 -152.94 -153.27 -124.89
239 mt_962_use2016_best_save_rnk500_idsctrl 31.97 132.69 65.39 206.18 65.39 -89.32 -156.07 -156.40 -128.02
241 mt_962_use2015_last_save_rnk500_idsctrl 28.94 129.66 62.36 203.15 62.36 -92.35 -159.10 -159.43 -131.05
242 mt_962_use2010_best_save_rnk500_idsctrl 28.88 129.60 62.31 203.10 62.30 -92.41 -159.16 -159.49 -131.11
245 mt_961_use2015_best_save_rnk500_idsctrl 28.32 129.04 61.74 202.53 61.74 -92.97 -159.72 -160.05 -131.67
246 mt_962_use2009_last_save_rnk500_idsctrl 28.07 128.79 61.50 202.29 61.50 -93.21 -159.97 -160.30 -131.92
250 mt_962_use2009_best_save_rnk500_idsctrl 26.91 127.64 60.34 201.13 60.34 -94.37 -161.13 -161.45 -133.07
258 mt_961_use2018_last_save_rnk500_idsctrl 25.00 125.73 58.43 199.22 58.43 -96.28 -163.03 -163.36 -134.98
260 mx_2023_gen_merge2_filtered_idsctrl 24.18 124.90 57.61 198.40 57.61 -97.11 -163.86 -164.19 -135.81
266 mt_962_use2013_last_save_rnk500_idsctrl 23.45 124.17 56.87 197.66 56.87 -97.84 -164.59 -164.92 -136.54
267 mt_961_use2008_best_save_rnk500_idsctrl 23.29 124.01 56.72 197.51 56.72 -97.99 -164.75 -165.08 -136.70
270 mt_961_use2008_last_save_rnk500_idsctrl 21.94 122.66 55.37 196.16 55.37 -99.35 -166.10 -166.43 -138.05
271 mt_961_use2023_best_save_rnk500_idsctrl 20.90 121.62 54.33 195.12 54.33 -100.38 -167.14 -167.47 -139.09
284 mt_961_use2018_best_save_rnk500_idsctrl 17.22 117.95 50.65 191.44 50.65 -104.06 -170.82 -171.14 -142.76
293 mt_961_use2023_last_save_rnk500_idsctrl 15.47 116.19 48.90 189.69 48.90 -105.81 -172.57 -172.90 -144.52
294 mt_961_use2019_last_save_rnk500_idsctrl 15.42 116.14 48.84 189.63 48.84 -105.87 -172.62 -172.95 -144.57
302 mt_961_use2017_best_save_rnk500_idsctrl 13.26 113.98 46.68 187.47 46.68 -108.03 -174.78 -175.11 -146.73
305 mt_962_use2008_best_save_rnk500_idsctrl 11.78 112.50 45.20 185.99 45.20 -109.51 -176.26 -176.59 -148.21
311 mt_962_use2008_last_save_rnk500_idsctrl 10.43 111.16 43.86 184.65 43.86 -110.85 -177.60 -177.93 -149.55
312 mt_962_use2016_last_save_rnk500_idsctrl 8.93 109.66 42.36 183.15 42.36 -112.35 -179.10 -179.43 -151.05
316 mt_962_use2018_last_save_rnk500_idsctrl 5.71 106.43 39.14 179.93 39.14 -115.57 -182.33 -182.65 -154.28
318 mt_962_use2013_best_save_rnk500_idsctrl 5.56 106.28 38.99 179.78 38.99 -115.73 -182.48 -182.81 -154.43
325 mt_961_use2021_last_save_rnk500_idsctrl 2.55 103.27 35.97 176.76 35.97 -118.74 -185.49 -185.82 -157.44
326 mt_961_use2021_best_save_rnk500_idsctrl 2.05 102.77 35.47 176.26 35.47 -119.24 -185.99 -186.32 -157.94
328 mt_962_use2012_last_save_rnk500_idsctrl 1.79 102.51 35.22 176.01 35.22 -119.49 -186.25 -186.58 -158.20
344 mt_961_use2016_best_save_rnk500_idsctrl -6.58 94.14 26.85 167.64 26.85 -127.86 -194.62 -194.95 -166.57
345 mt_961_use2022_best_save_rnk500_idsctrl -8.24 92.48 25.19 165.98 25.19 -129.52 -196.28 -196.60 -168.22
351 mt_961_use2016_last_save_rnk500_idsctrl -12.01 88.71 21.42 162.21 21.42 -133.29 -200.05 -200.38 -172.00
358 mt_961_use2024_best_save_rnk500_idsctrl -14.02 86.70 19.40 160.19 19.40 -135.31 -202.06 -202.39 -174.01
360 mt_961_use2019_best_save_rnk500_idsctrl -14.48 86.24 18.95 159.74 18.95 -135.76 -202.52 -202.84 -174.46
362 mt_961_use2015_last_save_rnk500_idsctrl -14.60 86.13 18.83 159.62 18.83 -135.88 -202.64 -202.96 -174.58
367 mt_961_use2024_last_save_rnk500_idsctrl -18.49 82.23 14.93 155.72 14.93 -139.78 -206.53 -206.86 -178.48
372 mt_961_use2022_last_save_rnk500_idsctrl -20.09 80.63 13.34 154.13 13.34 -141.37 -208.13 -208.46 -180.08
380 mt_962_use2012_best_save_rnk500_idsctrl -23.23 77.49 10.20 150.99 10.20 -144.51 -211.27 -211.59 -183.21
382 mt_961_use2020_best_save_rnk500_idsctrl -25.12 75.60 8.31 149.10 8.31 -146.40 -213.16 -213.49 -185.11
386 mt_961_use2020_last_save_rnk500_idsctrl -28.82 71.90 4.61 145.40 4.61 -150.10 -216.86 -217.19 -188.81
396 mt_962_use2018_best_save_rnk500_idsctrl -33.71 67.01 -0.28 140.50 -0.29 -155.00 -221.75 -222.08 -193.70
407 mt_962_use2019_best_save_rnk500_idsctrl -37.92 62.80 -4.49 136.30 -4.49 -159.20 -225.96 -226.29 -197.91
409 mt_962_use2015_best_save_rnk500_idsctrl -37.94 62.78 -4.52 136.27 -4.52 -159.23 -225.98 -226.31 -197.93
415 mt_962_use2023_best_save_rnk500_idsctrl -39.85 60.88 -6.42 134.37 -6.42 -161.13 -227.88 -228.21 -199.83
416 mt_962_use2024_best_save_rnk500_idsctrl -40.12 60.60 -6.69 134.10 -6.69 -161.40 -228.16 -228.48 -200.10
417 mt_961_use2014_last_save_rnk500_idsctrl -40.31 60.41 -6.88 133.91 -6.88 -161.59 -228.35 -228.68 -200.30
420 mt_962_use2023_last_save_rnk500_idsctrl -42.34 58.38 -8.92 131.87 -8.92 -163.63 -230.38 -230.71 -202.33
421 mt_962_use2017_last_save_rnk500_idsctrl -42.35 58.38 -8.92 131.87 -8.92 -163.63 -230.38 -230.71 -202.33
422 mt_961_use2014_best_save_rnk500_idsctrl -42.63 58.09 -9.20 131.59 -9.20 -163.91 -230.67 -231.00 -202.62
423 mt_962_use2017_best_save_rnk500_idsctrl -43.29 57.43 -9.86 130.93 -9.86 -164.57 -231.33 -231.66 -203.28
426 mt_962_use2019_last_save_rnk500_idsctrl -46.64 54.08 -13.21 127.57 -13.22 -167.93 -234.68 -235.01 -206.63
435 mt_962_use2021_last_save_rnk500_idsctrl -52.58 48.14 -19.15 121.64 -19.15 -173.86 -240.62 -240.95 -212.57
442 mt_962_use2024_last_save_rnk500_idsctrl -58.42 42.30 -24.99 115.80 -25.00 -179.71 -246.46 -246.79 -218.41
448 mt_962_use2014_best_save_rnk500_idsctrl -65.39 35.33 -31.96 108.83 -31.96 -186.68 -253.43 -253.76 -225.38
452 mt_962_use2022_last_save_rnk500_idsctrl -69.26 31.46 -35.84 104.95 -35.84 -190.55 -257.30 -257.63 -229.25
453 mt_962_use2021_best_save_rnk500_idsctrl -70.46 30.26 -37.03 103.76 -37.03 -191.74 -258.50 -258.82 -230.45
462 mt_962_use2022_best_save_rnk500_idsctrl -75.39 25.33 -41.96 98.83 -41.96 -196.67 -263.43 -263.76 -235.38
466 mt_962_use2014_last_save_rnk500_idsctrl -78.13 22.59 -44.70 96.09 -44.70 -199.41 -266.17 -266.50 -238.12
471 mt_962_use2020_last_save_rnk500_idsctrl -81.56 19.16 -48.13 92.66 -48.13 -202.84 -269.60 -269.93 -241.55
504 mt_962_use2020_best_save_rnk500_idsctrl -119.78 -19.06 -86.35 54.44 -86.35 -241.06 -307.82 -308.15 -279.77