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_20251111_151520
20 mt_962_use2011_best_save_rnk500_idsctrl 116.14 155.83 86.84 176.98 86.84 34.85 -6.71 -0.02 -11.38
22 mt_962_use2009_last_save_rnk500_idsctrl 111.12 150.81 81.82 171.96 81.82 29.82 -11.73 -5.04 -16.40
23 mt_962_use2009_best_save_rnk500_idsctrl 110.64 150.33 81.34 171.48 81.34 29.34 -12.21 -5.52 -16.88
29 mt_962_use2011_last_save_rnk500_idsctrl 106.77 146.45 77.46 167.61 77.46 25.47 -16.09 -9.40 -20.75
33 mt_962_use2008_last_save_rnk500_idsctrl 105.61 145.30 76.31 166.45 76.31 24.31 -17.24 -10.55 -21.91
36 mt_962_use2008_best_save_rnk500_idsctrl 102.47 142.16 73.17 163.31 73.17 21.18 -20.38 -13.69 -25.05
37 mt_961_use2008_last_save_rnk500_idsctrl 101.54 141.23 72.23 162.38 72.24 20.24 -21.31 -14.62 -25.98
38 mt_962_use2010_best_save_rnk500_idsctrl 101.37 141.06 72.07 162.21 72.07 20.07 -21.48 -14.79 -26.15
52 mt_961_use2008_best_save_rnk500_idsctrl 98.22 137.91 68.92 159.06 68.92 16.92 -24.63 -17.94 -29.30
55 mx_2023_gen_merge2_filtered_idsctrl 97.49 137.18 68.19 158.33 68.19 16.20 -25.36 -18.67 -30.03
68 mt_962_use2018_last_save_rnk500_idsctrl 95.13 134.82 65.83 155.98 65.83 13.84 -27.72 -21.03 -32.39
73 mt_962_use2010_last_save_rnk500_idsctrl 93.07 132.76 63.77 153.91 63.77 11.77 -29.78 -23.09 -34.45
75 mt_961_use2012_best_save_rnk500_idsctrl 92.73 132.42 63.43 153.57 63.43 11.43 -30.12 -23.43 -34.79
99 mt_962_use2012_last_save_rnk500_idsctrl 87.28 126.97 57.98 148.12 57.98 5.99 -35.57 -28.88 -40.24
102 mt_961_use2009_last_save_rnk500_idsctrl 86.84 126.53 57.54 147.69 57.54 5.55 -36.01 -29.32 -40.68
103 mt_961_use2012_last_save_rnk500_idsctrl 86.28 125.97 56.97 147.12 56.97 4.98 -36.58 -29.89 -41.24
104 mt_962_use2012_best_save_rnk500_idsctrl 86.10 125.79 56.80 146.94 56.80 4.81 -36.75 -30.06 -41.42
105 mt_961_use2021_last_save_rnk500_idsctrl 85.97 125.66 56.66 146.81 56.67 4.67 -36.88 -30.19 -41.55
106 mt_961_use2009_best_save_rnk500_idsctrl 85.95 125.64 56.64 146.79 56.64 4.65 -36.90 -30.21 -41.57
107 mx_2023_gen_merge1_filtered_no_idsctrl 85.66 125.35 56.35 146.50 56.36 4.36 -37.19 -30.50 -41.86
111 mt_962_use2013_last_save_rnk500_idsctrl 84.32 124.01 55.02 145.16 55.02 3.02 -38.53 -31.84 -43.20
117 mt_961_use2022_best_save_rnk500_idsctrl 83.54 123.22 54.23 144.38 54.23 2.24 -39.32 -32.63 -43.99
118 mt_961_use2013_last_save_rnk500_idsctrl 83.21 122.90 53.90 144.05 53.90 1.91 -39.64 -32.95 -44.31
119 mt_961_use2011_last_save_rnk500_idsctrl 82.83 122.51 53.52 143.67 53.52 1.53 -40.03 -33.34 -44.70
121 mt_961_use2016_best_save_rnk500_idsctrl 81.59 121.28 52.28 142.43 52.28 0.29 -41.26 -34.57 -45.93
148 mt_962_use2016_best_save_rnk500_idsctrl 75.07 114.76 45.76 135.91 45.76 -6.23 -47.78 -41.09 -52.45
150 mt_961_use2015_best_save_rnk500_idsctrl 74.41 114.10 45.11 135.25 45.11 -6.89 -48.44 -41.75 -53.11
160 mt_961_use2018_best_save_rnk500_idsctrl 72.58 112.27 43.28 133.42 43.28 -8.71 -50.27 -43.58 -54.94
161 mt_961_use2017_best_save_rnk500_idsctrl 72.57 112.26 43.27 133.41 43.27 -8.72 -50.28 -43.59 -54.95
167 mt_961_use2015_last_save_rnk500_idsctrl 71.69 111.38 42.38 132.53 42.38 -9.61 -51.16 -44.47 -55.83
181 mt_962_use2013_best_save_rnk500_idsctrl 69.12 108.81 39.82 129.96 39.82 -12.18 -53.73 -47.04 -58.40
183 mt_961_use2017_last_save_rnk500_idsctrl 68.63 108.32 39.33 129.47 39.33 -12.66 -54.22 -47.53 -58.89
185 mt_961_use2021_best_save_rnk500_idsctrl 68.29 107.97 38.98 129.13 38.98 -13.01 -54.57 -47.88 -59.23
191 mt_962_use2018_best_save_rnk500_idsctrl 67.52 107.21 38.21 128.36 38.21 -13.78 -55.33 -48.64 -60.00
209 mt_962_use2016_last_save_rnk500_idsctrl 64.58 104.27 35.27 125.42 35.27 -16.72 -58.28 -51.59 -62.94
230 mt_961_use2016_last_save_rnk500_idsctrl 61.78 101.46 32.47 122.62 32.47 -19.52 -61.08 -54.39 -65.74
241 mt_961_use2010_best_save_rnk500_idsctrl 60.95 100.64 31.65 121.79 31.65 -20.34 -61.90 -55.21 -66.57
244 mt_961_use2011_best_save_rnk500_idsctrl 60.36 100.05 31.06 121.20 31.06 -20.94 -62.49 -55.80 -67.16
256 mt_962_use2017_last_save_rnk500_idsctrl 58.93 98.62 29.63 119.77 29.63 -22.36 -63.92 -57.23 -68.59
257 mt_961_use2022_last_save_rnk500_idsctrl 58.69 98.38 29.39 119.53 29.39 -22.61 -64.16 -57.47 -68.83
263 mt_961_use2018_last_save_rnk500_idsctrl 57.74 97.43 28.44 118.58 28.44 -23.55 -65.11 -58.42 -69.78
290 mt_961_use2023_last_save_rnk500_idsctrl 51.90 91.58 22.59 112.74 22.59 -29.40 -70.96 -64.27 -75.62
295 mt_962_use2017_best_save_rnk500_idsctrl 50.50 90.18 21.19 111.34 21.19 -30.80 -72.36 -65.67 -77.02
299 mt_961_use2023_best_save_rnk500_idsctrl 50.11 89.80 20.81 110.95 20.81 -31.18 -72.74 -66.05 -77.41
301 mt_962_use2015_last_save_rnk500_idsctrl 49.98 89.66 20.67 110.82 20.67 -31.32 -72.88 -66.19 -77.54
315 mt_961_use2010_last_save_rnk500_idsctrl 45.98 85.67 16.68 106.82 16.68 -35.31 -76.87 -70.18 -81.54
336 mt_962_use2019_last_save_rnk500_idsctrl 43.04 82.73 13.73 103.88 13.73 -38.26 -79.82 -73.13 -84.48
344 mt_961_use2014_last_save_rnk500_idsctrl 41.95 81.64 12.65 102.79 12.65 -39.35 -80.90 -74.21 -85.57
351 mt_961_use2019_last_save_rnk500_idsctrl 40.12 79.80 10.81 100.96 10.81 -41.18 -82.74 -76.05 -87.40
380 mt_961_use2014_best_save_rnk500_idsctrl 32.27 71.96 2.97 93.11 2.97 -49.02 -90.58 -83.89 -95.25
383 mt_962_use2019_best_save_rnk500_idsctrl 31.25 70.94 1.95 92.09 1.95 -50.05 -91.60 -84.91 -96.27
386 mt_962_use2021_last_save_rnk500_idsctrl 29.99 69.67 0.68 90.83 0.68 -51.31 -92.87 -86.18 -97.53
399 mt_961_use2024_last_save_rnk500_idsctrl 26.62 66.31 -2.68 87.46 -2.68 -54.67 -96.23 -89.54 -100.90
403 mt_962_use2014_last_save_rnk500_idsctrl 25.71 65.39 -3.60 86.55 -3.60 -55.59 -97.15 -90.46 -101.81
405 mt_962_use2023_last_save_rnk500_idsctrl 24.68 64.37 -4.63 85.52 -4.62 -56.62 -98.17 -91.48 -102.84
407 mt_962_use2014_best_save_rnk500_idsctrl 23.70 63.39 -5.60 84.54 -5.60 -57.59 -99.15 -92.46 -103.82
412 mt_961_use2024_best_save_rnk500_idsctrl 21.79 61.48 -7.52 82.63 -7.52 -59.51 -101.06 -94.37 -105.73
413 mt_961_use2020_best_save_rnk500_idsctrl 21.69 61.38 -7.61 82.53 -7.61 -59.61 -101.16 -94.47 -105.83
415 mt_961_use2020_last_save_rnk500_idsctrl 21.07 60.75 -8.24 81.91 -8.24 -60.23 -101.79 -95.10 -106.45
423 mt_962_use2023_best_save_rnk500_idsctrl 18.65 58.34 -10.65 79.49 -10.65 -62.64 -104.20 -97.51 -108.87
427 mt_962_use2022_last_save_rnk500_idsctrl 17.59 57.28 -11.71 78.43 -11.71 -63.70 -105.26 -98.57 -109.93
430 mt_961_use2013_best_save_rnk500_idsctrl 17.25 56.94 -12.05 78.09 -12.05 -64.05 -105.60 -98.91 -110.27
446 mt_962_use2020_last_save_rnk500_idsctrl 11.30 50.99 -18.00 72.14 -18.00 -69.99 -111.55 -104.86 -116.22
462 mt_962_use2015_best_save_rnk500_idsctrl 4.80 44.49 -24.50 65.64 -24.50 -76.50 -118.05 -111.36 -122.72
468 mt_962_use2021_best_save_rnk500_idsctrl 2.63 42.32 -26.67 63.47 -26.67 -78.66 -120.22 -113.53 -124.89
471 mt_962_use2022_best_save_rnk500_idsctrl 1.60 41.29 -27.71 62.44 -27.71 -79.70 -121.26 -114.57 -125.92
473 mt_961_use2019_best_save_rnk500_idsctrl 1.40 41.09 -27.90 62.24 -27.90 -79.89 -121.45 -114.76 -126.12
476 mt_962_use2024_best_save_rnk500_idsctrl 0.90 40.59 -28.40 61.75 -28.40 -80.39 -121.95 -115.26 -126.62
497 mt_962_use2024_last_save_rnk500_idsctrl -12.77 26.91 -42.08 48.07 -42.08 -94.07 -135.63 -128.94 -140.29
502 mt_962_use2020_best_save_rnk500_idsctrl -21.91 17.78 -51.22 38.93 -51.22 -103.21 -144.77 -138.08 -149.43