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_20251107_151520
19 mt_961_use2014_last_save_rnk500_idsctrl 55.41 66.98 43.90 72.59 43.90 50.30 138.87 123.61 114.02
33 mt_961_use2016_best_save_rnk500_idsctrl 46.65 58.22 35.15 63.84 35.15 41.54 130.12 114.86 105.27
34 mt_962_use2016_best_save_rnk500_idsctrl 46.09 57.66 34.58 63.27 34.58 40.97 129.55 114.29 104.70
37 mt_961_use2014_best_save_rnk500_idsctrl 45.55 57.12 34.04 62.73 34.04 40.44 129.01 113.75 104.16
57 mt_962_use2009_best_save_rnk500_idsctrl 41.64 53.21 30.14 58.83 30.14 36.53 125.10 109.85 100.26
60 mt_962_use2009_last_save_rnk500_idsctrl 40.80 52.36 29.29 57.98 29.29 35.68 124.26 109.00 99.41
61 mt_961_use2016_last_save_rnk500_idsctrl 40.79 52.36 29.28 57.97 29.28 35.67 124.25 108.99 99.40
68 mt_962_use2008_best_save_rnk500_idsctrl 38.89 50.46 27.38 56.07 27.38 33.77 122.35 107.09 97.50
78 mt_962_use2011_best_save_rnk500_idsctrl 36.78 48.35 25.28 53.97 25.28 31.67 120.25 104.99 95.40
80 mt_962_use2008_last_save_rnk500_idsctrl 36.07 47.64 24.57 53.26 24.57 30.96 119.54 104.28 94.69
82 mt_962_use2014_last_save_rnk500_idsctrl 35.30 46.87 23.79 52.48 23.79 30.19 118.76 103.50 93.91
86 mt_961_use2012_best_save_rnk500_idsctrl 35.20 46.77 23.69 52.38 23.69 30.09 118.66 103.40 93.81
95 mt_962_use2017_last_save_rnk500_idsctrl 33.84 45.41 22.34 51.03 22.34 28.73 117.31 102.05 92.46
96 mt_962_use2011_last_save_rnk500_idsctrl 33.81 45.38 22.30 50.99 22.30 28.70 117.27 102.01 92.42
102 mt_961_use2015_last_save_rnk500_idsctrl 31.26 42.83 19.76 48.45 19.76 26.15 114.73 99.47 89.88
104 mt_961_use2012_last_save_rnk500_idsctrl 30.82 42.39 19.31 48.01 19.32 25.71 114.28 99.03 89.43
107 mt_961_use2013_last_save_rnk500_idsctrl 29.84 41.41 18.33 47.02 18.33 24.73 113.30 98.04 88.45
109 mt_961_use2015_best_save_rnk500_idsctrl 29.77 41.34 18.26 46.95 18.26 24.66 113.23 97.97 88.38
110 mt_961_use2008_best_save_rnk500_idsctrl 29.56 41.13 18.05 46.74 18.05 24.44 113.02 97.76 88.17
128 mt_961_use2008_last_save_rnk500_idsctrl 27.86 39.43 16.35 45.04 16.35 22.75 111.32 96.06 86.47
131 mt_961_use2023_last_save_rnk500_idsctrl 26.80 38.37 15.29 43.98 15.29 21.69 110.26 95.00 85.41
136 mt_962_use2018_last_save_rnk500_idsctrl 26.30 37.86 14.79 43.48 14.79 21.18 109.76 94.50 84.91
144 mt_962_use2014_best_save_rnk500_idsctrl 25.35 36.92 13.84 42.53 13.84 20.24 108.81 93.55 83.96
148 mx_2023_gen_merge2_filtered_idsctrl 25.15 36.72 13.64 42.33 13.64 20.04 108.61 93.35 83.76
149 mt_962_use2012_last_save_rnk500_idsctrl 25.12 36.69 13.61 42.30 13.61 20.01 108.58 93.32 83.73
153 mt_961_use2023_best_save_rnk500_idsctrl 24.63 36.19 13.12 41.81 13.12 19.51 108.09 92.83 83.24
156 mt_962_use2013_last_save_rnk500_idsctrl 23.97 35.53 12.46 41.15 12.46 18.85 107.43 92.17 82.58
185 mt_962_use2016_last_save_rnk500_idsctrl 21.33 32.90 9.82 38.51 9.82 16.22 104.79 89.53 79.94
208 mt_962_use2024_last_save_rnk500_idsctrl 19.12 30.68 7.61 36.30 7.61 14.00 102.58 87.32 77.73
225 mt_962_use2023_best_save_rnk500_idsctrl 18.00 29.57 6.49 35.19 6.50 12.89 101.46 86.21 76.62
234 mt_961_use2024_last_save_rnk500_idsctrl 17.84 29.41 6.33 35.02 6.33 12.72 101.30 86.04 76.45
242 mt_961_use2009_last_save_rnk500_idsctrl 17.09 28.66 5.58 34.28 5.59 11.98 100.55 85.30 75.70
243 mt_962_use2023_last_save_rnk500_idsctrl 16.93 28.50 5.42 34.11 5.42 11.82 100.39 85.13 75.54
252 mt_962_use2012_best_save_rnk500_idsctrl 16.16 27.73 4.66 33.35 4.66 11.05 99.63 84.37 74.78
271 mt_961_use2009_best_save_rnk500_idsctrl 14.03 25.60 2.52 31.21 2.52 8.92 97.49 82.23 72.64
273 mt_961_use2017_best_save_rnk500_idsctrl 13.82 25.39 2.31 31.00 2.31 8.71 97.28 82.02 72.43
276 mt_961_use2024_best_save_rnk500_idsctrl 13.69 25.26 2.18 30.87 2.18 8.58 97.15 81.89 72.30
278 mt_961_use2017_last_save_rnk500_idsctrl 13.54 25.11 2.04 30.73 2.04 8.43 97.01 81.75 72.16
293 mt_961_use2011_last_save_rnk500_idsctrl 11.73 23.30 0.22 28.91 0.22 6.61 95.19 79.93 70.34
295 mt_961_use2021_best_save_rnk500_idsctrl 11.53 23.10 0.02 28.71 0.02 6.41 94.99 79.73 70.14
297 mt_962_use2024_best_save_rnk500_idsctrl 11.43 23.00 -0.08 28.62 -0.07 6.32 94.89 79.64 70.04
302 mt_961_use2018_best_save_rnk500_idsctrl 10.74 22.31 -0.77 27.92 -0.77 5.62 94.20 78.94 69.35
317 mt_961_use2021_last_save_rnk500_idsctrl 9.99 21.56 -1.52 27.17 -1.52 4.88 93.45 78.19 68.60
332 mt_962_use2013_best_save_rnk500_idsctrl 8.67 20.24 -2.84 25.85 -2.83 3.56 92.13 76.87 67.28
333 mt_961_use2022_best_save_rnk500_idsctrl 8.40 19.97 -3.10 25.59 -3.10 3.29 91.87 76.61 67.02
338 mt_962_use2010_best_save_rnk500_idsctrl 7.75 19.32 -3.76 24.93 -3.76 2.64 91.21 75.95 66.36
343 mx_2023_gen_merge1_filtered_no_idsctrl 7.30 18.87 -4.21 24.48 -4.21 2.19 90.76 75.50 65.91
357 mt_961_use2011_best_save_rnk500_idsctrl 5.74 17.31 -5.77 22.92 -5.77 0.63 89.20 73.94 64.35
361 mt_962_use2017_best_save_rnk500_idsctrl 5.37 16.94 -6.14 22.55 -6.14 0.26 88.83 73.57 63.98
370 mt_961_use2018_last_save_rnk500_idsctrl 2.65 14.22 -8.86 19.83 -8.86 -2.46 86.11 70.85 61.26
372 mt_962_use2018_best_save_rnk500_idsctrl 2.17 13.74 -9.34 19.35 -9.34 -2.94 85.63 70.37 60.78
375 mt_961_use2022_last_save_rnk500_idsctrl 1.20 12.77 -10.31 18.38 -10.31 -3.91 84.66 69.40 59.81
378 mt_962_use2022_last_save_rnk500_idsctrl -0.20 11.37 -11.71 16.98 -11.71 -5.31 83.26 68.00 58.41
386 mt_961_use2010_best_save_rnk500_idsctrl -1.33 10.24 -12.84 15.85 -12.84 -6.44 82.13 66.87 57.28
393 mt_962_use2010_last_save_rnk500_idsctrl -3.30 8.27 -14.81 13.88 -14.81 -8.41 80.16 64.90 55.31
421 mt_962_use2015_last_save_rnk500_idsctrl -8.63 2.94 -20.14 8.55 -20.14 -13.75 74.83 59.57 49.98
426 mt_961_use2020_best_save_rnk500_idsctrl -9.48 2.09 -20.99 7.70 -20.99 -14.59 73.98 58.72 49.13
430 mt_961_use2020_last_save_rnk500_idsctrl -9.89 1.68 -21.39 7.30 -21.39 -15.00 73.58 58.32 48.73
442 mt_961_use2019_last_save_rnk500_idsctrl -12.74 -1.17 -24.25 4.44 -24.25 -17.85 70.72 55.46 45.87
448 mt_961_use2013_best_save_rnk500_idsctrl -14.85 -3.28 -26.36 2.34 -26.35 -19.96 68.61 53.36 43.76
451 mt_962_use2021_last_save_rnk500_idsctrl -15.01 -3.45 -26.52 2.17 -26.52 -20.13 68.45 53.19 43.60
466 mt_962_use2020_last_save_rnk500_idsctrl -19.47 -7.90 -30.98 -2.29 -30.97 -24.58 63.99 48.73 39.14
467 mt_961_use2010_last_save_rnk500_idsctrl -19.61 -8.04 -31.12 -2.43 -31.12 -24.72 63.85 48.59 39.00
470 mt_962_use2019_best_save_rnk500_idsctrl -21.19 -9.62 -32.69 -4.00 -32.69 -26.30 62.28 47.02 37.43
474 mt_962_use2019_last_save_rnk500_idsctrl -23.25 -11.68 -34.75 -6.06 -34.75 -28.36 60.21 44.96 35.37
480 mt_961_use2019_best_save_rnk500_idsctrl -25.20 -13.63 -36.71 -8.02 -36.71 -30.31 58.26 43.00 33.41
487 mt_962_use2021_best_save_rnk500_idsctrl -27.92 -16.36 -39.43 -10.74 -39.43 -33.04 55.54 40.28 30.69
493 mt_962_use2020_best_save_rnk500_idsctrl -30.62 -19.05 -42.13 -13.44 -42.13 -35.74 52.84 37.58 27.99
509 mt_962_use2022_best_save_rnk500_idsctrl -42.85 -31.28 -54.36 -25.67 -54.36 -47.96 40.61 25.35 15.76
514 mt_962_use2015_best_save_rnk500_idsctrl -48.99 -37.42 -60.50 -31.81 -60.50 -54.11 34.47 19.21 9.62