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_20251103_151524
67 multin1_real1_overnight 73.27 110.88 114.74 87.55 114.74 24.86 60.62 72.11 101.01
68 multin_zz1000_61003_overnight_pv_rm_blc 73.27 110.88 114.74 87.55 114.74 24.86 60.62 72.11 101.01
70 multin1_real0_overnight_中性 73.09 110.71 114.56 87.37 114.56 24.69 60.44 71.93 100.83
133 multin_zz1000_61002_overnight_pv_rm_blc 59.02 96.64 100.49 73.30 100.49 10.62 46.37 57.86 86.76
134 multin_zz1000_61004_overnight_pv_rm_blc 59.02 96.64 100.49 73.30 100.49 10.62 46.37 57.86 86.76
137 multin_zz1000_61003_overnight_pv_rm_blc2 58.46 96.08 99.93 72.74 99.93 10.06 45.81 57.30 86.20
162 multin1_real0_overnight 51.65 89.27 93.12 65.93 93.12 3.25 39.00 50.49 79.39
182 multin_zz1000_61003_overnight_pv_rm_fnd 46.30 83.92 87.77 60.58 87.77 -2.10 33.65 45.14 74.04
187 multin_zz1000_61003_overnight_pv_rm_fnd_blc 45.86 83.48 87.33 60.14 87.34 -2.54 33.21 44.71 73.61
188 multin1_real2_overnight 45.86 83.48 87.33 60.14 87.34 -2.54 33.21 44.71 73.61
207 multin_zz1000_61004_overnight_pv_rm_blc2 42.26 79.88 83.73 56.54 83.74 -6.14 29.61 41.11 70.01
211 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 41.80 79.42 83.27 56.08 83.27 -6.60 29.15 40.64 69.54
223 multin_zz1000_61001_overnight_pv_rm_blc 39.85 77.47 81.33 54.13 81.33 -8.55 27.20 38.70 67.60
278 multin_zz1000_61002_overnight_pv_rm_fnd 31.10 68.72 72.57 45.38 72.57 -17.30 18.45 29.94 58.85
279 multin_zz1000_61004_overnight_pv_rm_fnd 31.10 68.72 72.57 45.38 72.57 -17.30 18.45 29.94 58.85
284 multin_zz1000_61004_overnight_pv_rm_fnd_blc 30.71 68.33 72.18 44.99 72.19 -17.69 18.06 29.56 58.46
285 multin_zz1000_61002_overnight_pv_rm_fnd_blc 30.71 68.33 72.18 44.99 72.19 -17.69 18.06 29.56 58.46
333 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 24.86 62.48 66.33 39.14 66.33 -23.54 12.21 23.70 52.61
342 multin_zz1000_61001_overnight_pv_rm_fnd 22.86 60.48 64.33 37.14 64.33 -25.54 10.21 21.71 50.61
346 multin_zz1000_61001_overnight_pv_rm_fnd_blc 22.37 59.99 63.84 36.65 63.84 -26.03 9.72 21.21 50.12