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_20251112_151524
15 mt_961_use2018_best_save_rnk500_idsctrl 70.79 61.52 3.42 0.57 3.42 26.96 65.19 -10.24 -85.60
20 mt_961_use2017_best_save_rnk500_idsctrl 61.77 52.50 -5.60 -8.45 -5.60 17.94 56.17 -19.26 -94.62
23 mt_961_use2022_best_save_rnk500_idsctrl 59.60 50.33 -7.77 -10.62 -7.77 15.77 54.00 -21.43 -96.79
24 mt_961_use2022_last_save_rnk500_idsctrl 57.88 48.61 -9.49 -12.34 -9.49 14.05 52.29 -23.14 -98.51
25 mt_961_use2018_last_save_rnk500_idsctrl 57.76 48.49 -9.61 -12.45 -9.60 13.94 52.17 -23.26 -98.62
31 mt_961_use2012_last_save_rnk500_idsctrl 56.33 47.06 -11.04 -13.89 -11.04 12.50 50.73 -24.70 -100.06
32 mt_961_use2017_last_save_rnk500_idsctrl 56.20 46.93 -11.17 -14.02 -11.17 12.37 50.61 -24.83 -100.19
36 mt_961_use2023_best_save_rnk500_idsctrl 55.74 46.47 -11.63 -14.48 -11.63 11.91 50.14 -25.29 -100.65
37 mt_962_use2008_last_save_rnk500_idsctrl 55.55 46.28 -11.82 -14.66 -11.82 11.73 49.96 -25.47 -100.83
39 mt_962_use2018_last_save_rnk500_idsctrl 55.52 46.25 -11.85 -14.70 -11.85 11.69 49.92 -25.51 -100.87
42 mt_961_use2013_last_save_rnk500_idsctrl 55.29 46.02 -12.08 -14.93 -12.08 11.46 49.69 -25.74 -101.10
48 mt_962_use2011_best_save_rnk500_idsctrl 53.93 44.66 -13.44 -16.28 -13.43 10.11 48.34 -27.09 -102.45
55 mt_961_use2019_last_save_rnk500_idsctrl 53.02 43.75 -14.35 -17.20 -14.35 9.19 47.43 -28.00 -103.37
56 mt_961_use2021_last_save_rnk500_idsctrl 52.97 43.70 -14.40 -17.25 -14.40 9.14 47.38 -28.05 -103.42
59 mt_962_use2009_best_save_rnk500_idsctrl 52.60 43.33 -14.77 -17.62 -14.77 8.77 47.01 -28.42 -103.79
62 mt_962_use2009_last_save_rnk500_idsctrl 52.01 42.74 -15.36 -18.21 -15.36 8.18 46.42 -29.01 -104.38
64 mt_961_use2024_last_save_rnk500_idsctrl 51.37 42.10 -16.00 -18.84 -16.00 7.55 45.78 -29.65 -105.01
66 mt_961_use2016_best_save_rnk500_idsctrl 51.17 41.90 -16.20 -19.05 -16.20 7.34 45.57 -29.86 -105.22
68 mt_961_use2016_last_save_rnk500_idsctrl 51.02 41.75 -16.35 -19.19 -16.35 7.20 45.43 -30.00 -105.36
69 mt_961_use2011_last_save_rnk500_idsctrl 50.94 41.67 -16.43 -19.28 -16.43 7.11 45.34 -30.09 -105.45
73 mt_961_use2011_best_save_rnk500_idsctrl 50.07 40.81 -17.29 -20.14 -17.29 6.25 44.48 -30.95 -106.31
80 mt_962_use2016_best_save_rnk500_idsctrl 49.14 39.87 -18.23 -21.08 -18.23 5.31 43.55 -31.89 -107.25
81 mt_961_use2019_best_save_rnk500_idsctrl 49.08 39.81 -18.28 -21.13 -18.28 5.26 43.49 -31.94 -107.30
83 mt_961_use2023_last_save_rnk500_idsctrl 48.97 39.70 -18.40 -21.25 -18.40 5.14 43.38 -32.05 -107.42
87 mt_962_use2008_best_save_rnk500_idsctrl 48.60 39.33 -18.77 -21.62 -18.77 4.77 43.01 -32.42 -107.79
93 mt_961_use2020_best_save_rnk500_idsctrl 47.82 38.55 -19.55 -22.40 -19.55 3.99 42.22 -33.21 -108.57
99 mt_961_use2008_best_save_rnk500_idsctrl 47.44 38.18 -19.92 -22.77 -19.92 3.62 41.85 -33.58 -108.94
117 mt_961_use2009_last_save_rnk500_idsctrl 45.15 35.88 -22.22 -25.06 -22.21 1.33 39.56 -35.87 -111.23
122 mt_961_use2008_last_save_rnk500_idsctrl 44.83 35.56 -22.54 -25.38 -22.54 1.01 39.24 -36.19 -111.55
123 mt_961_use2020_last_save_rnk500_idsctrl 44.81 35.55 -22.55 -25.40 -22.55 0.99 39.22 -36.21 -111.57
134 mt_961_use2012_best_save_rnk500_idsctrl 44.11 34.84 -23.25 -26.10 -23.25 0.29 38.52 -36.91 -112.27
138 mt_961_use2024_best_save_rnk500_idsctrl 43.76 34.49 -23.61 -26.46 -23.61 -0.06 38.17 -37.26 -112.62
139 mt_961_use2021_best_save_rnk500_idsctrl 43.68 34.41 -23.68 -26.53 -23.68 -0.14 38.09 -37.34 -112.70
154 mt_961_use2009_best_save_rnk500_idsctrl 42.65 33.38 -24.72 -27.56 -24.72 -1.17 37.06 -38.37 -113.73
164 mx_2023_gen_merge2_filtered_idsctrl 41.88 32.61 -25.49 -28.34 -25.49 -1.95 36.29 -39.15 -114.51
165 mt_962_use2011_last_save_rnk500_idsctrl 41.58 32.31 -25.79 -28.64 -25.79 -2.25 35.98 -39.45 -114.81
166 mt_961_use2015_last_save_rnk500_idsctrl 41.31 32.04 -26.06 -28.91 -26.06 -2.52 35.72 -39.71 -115.08
179 mx_2023_gen_merge1_filtered_no_idsctrl 40.17 30.90 -27.20 -30.04 -27.20 -3.65 34.58 -40.85 -116.21
187 mt_961_use2015_best_save_rnk500_idsctrl 39.30 30.03 -28.07 -30.91 -28.07 -4.52 33.71 -41.72 -117.08
188 mt_962_use2024_best_save_rnk500_idsctrl 39.27 30.00 -28.10 -30.95 -28.10 -4.56 33.67 -41.76 -117.12
191 mt_961_use2010_last_save_rnk500_idsctrl 39.13 29.86 -28.24 -31.09 -28.24 -4.70 33.54 -41.89 -117.26
197 mt_962_use2013_last_save_rnk500_idsctrl 38.65 29.38 -28.72 -31.57 -28.72 -5.18 33.06 -42.37 -117.74
213 mt_961_use2013_best_save_rnk500_idsctrl 37.00 27.73 -30.37 -33.22 -30.37 -6.82 31.41 -44.02 -119.38
214 mt_962_use2023_last_save_rnk500_idsctrl 37.00 27.73 -30.37 -33.22 -30.37 -6.83 31.40 -44.03 -119.39
223 mt_962_use2022_last_save_rnk500_idsctrl 35.49 26.22 -31.88 -34.73 -31.88 -8.34 29.90 -45.53 -120.90
224 mt_961_use2010_best_save_rnk500_idsctrl 35.45 26.18 -31.92 -34.77 -31.92 -8.38 29.85 -45.58 -120.94
230 mt_962_use2010_last_save_rnk500_idsctrl 34.62 25.35 -32.75 -35.60 -32.75 -9.20 29.03 -46.40 -121.76
238 mt_962_use2022_best_save_rnk500_idsctrl 34.03 24.76 -33.34 -36.19 -33.34 -9.80 28.44 -47.00 -122.36
255 mt_962_use2010_best_save_rnk500_idsctrl 32.52 23.25 -34.85 -37.69 -34.84 -11.30 26.93 -48.50 -123.86
256 mt_962_use2023_best_save_rnk500_idsctrl 32.52 23.25 -34.85 -37.70 -34.85 -11.31 26.93 -48.50 -123.87
259 mt_962_use2018_best_save_rnk500_idsctrl 32.36 23.09 -35.01 -37.86 -35.01 -11.47 26.77 -48.66 -124.03
287 mt_962_use2024_last_save_rnk500_idsctrl 30.07 20.80 -37.30 -40.15 -37.30 -13.76 24.47 -50.96 -126.32
302 mt_962_use2019_best_save_rnk500_idsctrl 29.15 19.88 -38.22 -41.07 -38.22 -14.68 23.55 -51.88 -127.24
307 mt_962_use2020_last_save_rnk500_idsctrl 28.45 19.18 -38.92 -41.77 -38.92 -15.38 22.85 -52.58 -127.94
308 mt_962_use2019_last_save_rnk500_idsctrl 28.41 19.14 -38.96 -41.81 -38.96 -15.42 22.82 -52.61 -127.98
309 mt_962_use2015_last_save_rnk500_idsctrl 28.31 19.04 -39.06 -41.91 -39.06 -15.52 22.72 -52.71 -128.08
310 mt_962_use2016_last_save_rnk500_idsctrl 28.30 19.03 -39.06 -41.91 -39.06 -15.52 22.71 -52.72 -128.08
313 mt_962_use2021_last_save_rnk500_idsctrl 28.03 18.76 -39.34 -42.19 -39.34 -15.80 22.44 -53.00 -128.36
323 mt_962_use2021_best_save_rnk500_idsctrl 27.21 17.94 -40.16 -43.01 -40.16 -16.62 21.61 -53.82 -129.18
335 mt_962_use2013_best_save_rnk500_idsctrl 25.93 16.66 -41.44 -44.29 -41.44 -17.90 20.33 -55.10 -130.46
365 mt_961_use2014_last_save_rnk500_idsctrl 22.54 13.27 -44.83 -47.68 -44.83 -21.29 16.95 -58.48 -133.85
374 mt_962_use2012_best_save_rnk500_idsctrl 21.44 12.17 -45.93 -48.78 -45.93 -22.39 15.84 -59.59 -134.95
375 mt_962_use2012_last_save_rnk500_idsctrl 21.39 12.12 -45.98 -48.82 -45.97 -22.43 15.80 -59.63 -134.99
391 mt_961_use2014_best_save_rnk500_idsctrl 20.14 10.88 -47.22 -50.07 -47.22 -23.68 14.55 -60.88 -136.24
430 mt_962_use2017_last_save_rnk500_idsctrl 13.47 4.20 -53.89 -56.74 -53.89 -30.35 7.88 -67.55 -142.91
431 mt_962_use2015_best_save_rnk500_idsctrl 13.11 3.84 -54.25 -57.10 -54.25 -30.71 7.52 -67.91 -143.27
447 mt_962_use2017_best_save_rnk500_idsctrl 11.58 2.31 -55.79 -58.64 -55.79 -32.25 5.99 -69.45 -144.81
450 mt_962_use2020_best_save_rnk500_idsctrl 10.73 1.46 -56.63 -59.48 -56.63 -33.09 5.14 -70.29 -145.65
490 mt_962_use2014_best_save_rnk500_idsctrl -3.20 -12.47 -70.57 -73.42 -70.57 -47.03 -8.80 -84.23 -159.59
507 mt_962_use2014_last_save_rnk500_idsctrl -11.48 -20.75 -78.85 -81.69 -78.85 -55.30 -17.07 -92.50 -167.86