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_20251103_151524
19 mt_961_use2008_last_save_rnk500_idsctrl 101.22 138.84 142.69 115.50 142.70 52.82 88.57 100.07 128.97
20 mt_962_use2008_last_save_rnk500_idsctrl 99.86 137.48 141.33 114.14 141.33 51.46 87.21 98.71 127.61
21 mt_961_use2009_best_save_rnk500_idsctrl 99.74 137.36 141.21 114.02 141.22 51.34 87.09 98.59 127.49
23 mt_961_use2009_last_save_rnk500_idsctrl 98.56 136.18 140.03 112.84 140.03 50.16 85.91 97.40 126.31
25 mt_962_use2011_best_save_rnk500_idsctrl 96.89 134.51 138.36 111.17 138.36 48.49 84.24 95.73 124.63
26 mt_962_use2009_last_save_rnk500_idsctrl 94.98 132.60 136.45 109.26 136.46 46.58 82.33 93.83 122.73
27 mt_962_use2009_best_save_rnk500_idsctrl 94.85 132.47 136.32 109.13 136.32 46.45 82.20 93.70 122.60
28 mt_962_use2008_best_save_rnk500_idsctrl 94.67 132.29 136.14 108.95 136.14 46.27 82.02 93.51 122.42
30 mt_961_use2008_best_save_rnk500_idsctrl 93.63 131.25 135.10 107.91 135.10 45.23 80.98 92.48 121.38
35 mx_2023_gen_merge2_filtered_idsctrl 88.29 125.91 129.76 102.57 129.76 39.89 75.64 87.13 116.03
36 mt_961_use2014_last_save_rnk500_idsctrl 87.94 125.56 129.41 102.22 129.42 39.54 75.29 86.79 115.69
37 mt_962_use2010_best_save_rnk500_idsctrl 87.39 125.01 128.86 101.67 128.86 38.99 74.74 86.24 115.14
38 mt_962_use2012_last_save_rnk500_idsctrl 87.22 124.84 128.69 101.50 128.69 38.82 74.57 86.07 114.97
39 mt_961_use2016_best_save_rnk500_idsctrl 86.17 123.79 127.64 100.45 127.65 37.77 73.52 85.02 113.92
40 mt_961_use2016_last_save_rnk500_idsctrl 85.76 123.38 127.23 100.04 127.23 37.36 73.11 84.60 113.50
43 mt_962_use2011_last_save_rnk500_idsctrl 84.44 122.06 125.92 98.72 125.92 36.04 71.79 83.29 112.19
47 mt_962_use2010_last_save_rnk500_idsctrl 81.41 119.03 122.88 95.69 122.88 33.01 68.76 80.25 109.15
49 mt_962_use2018_last_save_rnk500_idsctrl 80.20 117.82 121.67 94.48 121.67 31.80 67.55 79.04 107.94
53 mt_961_use2010_last_save_rnk500_idsctrl 79.11 116.73 120.58 93.39 120.59 30.71 66.46 77.96 106.86
55 mt_961_use2011_last_save_rnk500_idsctrl 78.32 115.94 119.79 92.60 119.79 29.92 65.67 77.16 106.07
60 mt_961_use2018_best_save_rnk500_idsctrl 74.62 112.24 116.09 88.90 116.09 26.22 61.97 73.47 102.37
61 mt_961_use2012_last_save_rnk500_idsctrl 74.58 112.20 116.05 88.86 116.05 26.17 61.93 73.42 102.32
63 mt_961_use2011_best_save_rnk500_idsctrl 74.16 111.78 115.63 88.44 115.63 25.76 61.51 73.00 101.91
78 mt_961_use2015_last_save_rnk500_idsctrl 71.48 109.10 112.95 85.76 112.95 23.08 58.83 70.32 99.22
79 mt_961_use2010_best_save_rnk500_idsctrl 70.89 108.51 112.37 85.17 112.37 22.49 58.24 69.74 98.64
85 mt_961_use2012_best_save_rnk500_idsctrl 70.36 107.98 111.83 84.64 111.83 21.96 57.71 69.21 98.11
87 mt_962_use2016_last_save_rnk500_idsctrl 70.12 107.74 111.59 84.40 111.59 21.72 57.47 68.96 97.86
89 mt_962_use2016_best_save_rnk500_idsctrl 70.06 107.68 111.53 84.34 111.53 21.66 57.41 68.90 97.80
90 mt_961_use2014_best_save_rnk500_idsctrl 69.96 107.58 111.43 84.24 111.43 21.56 57.31 68.80 97.71
93 mt_961_use2015_best_save_rnk500_idsctrl 68.73 106.35 110.20 83.01 110.20 20.33 56.08 67.57 96.47
95 mt_962_use2014_last_save_rnk500_idsctrl 68.30 105.92 109.77 82.58 109.78 19.90 55.65 67.15 96.05
97 mx_2023_gen_merge1_filtered_no_idsctrl 68.28 105.90 109.75 82.56 109.75 19.88 55.63 67.12 96.03
103 mt_962_use2014_best_save_rnk500_idsctrl 67.46 105.08 108.93 81.74 108.93 19.06 54.81 66.30 95.20
106 mt_961_use2023_last_save_rnk500_idsctrl 66.92 104.54 108.39 81.20 108.39 18.52 54.27 65.76 94.67
108 mt_961_use2017_best_save_rnk500_idsctrl 65.94 103.56 107.41 80.22 107.41 17.54 53.29 64.78 93.69
116 mt_961_use2017_last_save_rnk500_idsctrl 63.88 101.50 105.35 78.16 105.35 15.48 51.23 62.72 91.63
121 mt_961_use2018_last_save_rnk500_idsctrl 60.68 98.30 102.15 74.96 102.15 12.28 48.03 59.53 88.43
123 mt_962_use2017_last_save_rnk500_idsctrl 60.32 97.94 101.80 74.60 101.80 11.92 47.67 59.17 88.07
126 mt_962_use2018_best_save_rnk500_idsctrl 59.77 97.39 101.24 74.05 101.25 11.37 47.12 58.62 87.52
142 mt_961_use2023_best_save_rnk500_idsctrl 57.36 94.98 98.83 71.64 98.84 8.96 44.71 56.21 85.11
160 mt_961_use2013_last_save_rnk500_idsctrl 52.38 90.00 93.86 66.66 93.86 3.98 39.73 51.23 80.13
165 mt_962_use2012_best_save_rnk500_idsctrl 51.04 88.66 92.51 65.32 92.52 2.64 38.39 49.89 78.79
173 mt_961_use2024_last_save_rnk500_idsctrl 47.28 84.90 88.75 61.56 88.75 -1.12 34.63 46.12 75.02
185 mt_961_use2021_last_save_rnk500_idsctrl 46.08 83.70 87.55 60.36 87.55 -2.32 33.43 44.93 73.83
217 mt_962_use2013_last_save_rnk500_idsctrl 40.86 78.48 82.33 55.14 82.33 -7.54 28.21 39.70 68.60
221 mt_962_use2017_best_save_rnk500_idsctrl 40.41 78.03 81.88 54.69 81.88 -7.99 27.76 39.26 68.16
227 mt_962_use2015_last_save_rnk500_idsctrl 39.21 76.83 80.68 53.49 80.68 -9.20 26.56 38.05 66.95
236 mt_962_use2013_best_save_rnk500_idsctrl 37.87 75.49 79.34 52.15 79.34 -10.53 25.22 36.71 65.62
246 mt_962_use2023_best_save_rnk500_idsctrl 36.45 74.07 77.93 50.73 77.93 -11.95 23.80 35.30 64.20
249 mt_961_use2024_best_save_rnk500_idsctrl 35.49 73.11 76.96 49.77 76.96 -12.91 22.84 34.33 63.24
255 mt_962_use2022_last_save_rnk500_idsctrl 34.35 71.97 75.82 48.63 75.82 -14.05 21.70 33.19 62.10
264 mt_962_use2023_last_save_rnk500_idsctrl 32.65 70.26 74.12 46.93 74.12 -15.76 19.99 31.49 60.39
301 mt_961_use2022_last_save_rnk500_idsctrl 29.76 67.38 71.23 44.04 71.23 -18.64 17.11 28.60 57.50
305 mt_962_use2024_best_save_rnk500_idsctrl 28.95 66.57 70.42 43.23 70.42 -19.45 16.30 27.79 56.69
315 mt_961_use2022_best_save_rnk500_idsctrl 27.98 65.60 69.45 42.26 69.46 -20.42 15.33 26.83 55.73
336 mt_961_use2021_best_save_rnk500_idsctrl 23.85 61.47 65.32 38.13 65.32 -24.55 11.20 22.69 51.59
350 mt_962_use2024_last_save_rnk500_idsctrl 21.78 59.40 63.25 36.06 63.25 -26.62 9.13 20.63 49.53
382 mt_962_use2021_last_save_rnk500_idsctrl 15.99 53.61 57.46 30.27 57.46 -32.41 3.34 14.83 43.73
388 mt_962_use2019_last_save_rnk500_idsctrl 15.13 52.75 56.60 29.41 56.60 -33.27 2.48 13.98 42.88
418 mt_962_use2019_best_save_rnk500_idsctrl 6.54 44.16 48.01 20.82 48.01 -41.86 -6.11 5.38 34.29
439 mt_961_use2019_last_save_rnk500_idsctrl 0.94 38.56 42.41 15.22 42.42 -47.46 -11.71 -0.21 28.69
444 mt_962_use2021_best_save_rnk500_idsctrl -1.26 36.36 40.22 13.02 40.22 -49.66 -13.91 -2.41 26.49
448 mt_962_use2020_last_save_rnk500_idsctrl -4.40 33.22 37.07 9.88 37.08 -52.80 -17.05 -5.55 23.35
451 mt_961_use2019_best_save_rnk500_idsctrl -6.06 31.56 35.41 8.22 35.42 -54.46 -18.71 -7.21 21.69
462 mt_962_use2022_best_save_rnk500_idsctrl -10.97 26.65 30.51 3.31 30.51 -59.37 -23.62 -12.12 16.78
467 mt_961_use2013_best_save_rnk500_idsctrl -12.98 24.64 28.49 1.30 28.49 -61.38 -25.63 -14.13 14.77
496 mt_962_use2015_best_save_rnk500_idsctrl -27.78 9.84 13.69 -13.50 13.70 -76.18 -40.43 -28.93 -0.03
500 mt_961_use2020_best_save_rnk500_idsctrl -29.42 8.20 12.05 -15.14 12.05 -77.82 -42.07 -30.58 -1.68
502 mt_961_use2020_last_save_rnk500_idsctrl -30.47 7.15 11.00 -16.19 11.00 -78.87 -43.12 -31.63 -2.73
513 mt_962_use2020_best_save_rnk500_idsctrl -42.64 -5.02 -1.17 -28.36 -1.17 -91.04 -55.29 -43.80 -14.90