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_20251113_151541
12 mt_962_use2014_best_save_rnk500_idsctrl 78.14 64.12 218.32 95.35 218.32 120.96 50.45 91.99 90.59
16 mt_962_use2014_last_save_rnk500_idsctrl 74.13 60.11 214.32 91.35 214.32 116.96 46.44 87.99 86.58
25 mt_961_use2014_best_save_rnk500_idsctrl 64.47 50.44 204.65 81.68 204.65 107.29 36.78 78.32 76.92
32 mt_961_use2014_last_save_rnk500_idsctrl 57.74 43.72 197.93 74.96 197.93 100.57 30.06 71.60 70.19
47 mt_961_use2015_last_save_rnk500_idsctrl 45.59 31.57 185.78 62.80 185.78 88.42 17.90 59.44 58.04
50 mt_962_use2023_best_save_rnk500_idsctrl 44.65 30.63 184.84 61.86 184.84 87.48 16.96 58.51 57.10
51 mt_962_use2020_best_save_rnk500_idsctrl 44.15 30.13 184.33 61.36 184.33 86.97 16.46 58.00 56.60
53 mt_962_use2024_last_save_rnk500_idsctrl 43.57 29.55 183.76 60.79 183.76 86.40 15.88 57.43 56.02
54 mt_962_use2022_last_save_rnk500_idsctrl 42.39 28.37 182.58 59.60 182.58 85.22 14.70 56.24 54.84
55 mt_962_use2021_last_save_rnk500_idsctrl 41.99 27.97 182.17 59.20 182.17 84.81 14.30 55.84 54.44
56 mt_962_use2023_last_save_rnk500_idsctrl 41.90 27.88 182.09 59.12 182.09 84.73 14.22 55.76 54.35
57 mt_962_use2012_best_save_rnk500_idsctrl 40.63 26.61 180.82 57.85 180.82 83.46 12.95 54.49 53.08
58 mt_962_use2024_best_save_rnk500_idsctrl 37.82 23.80 178.01 55.04 178.01 80.65 10.13 51.68 50.27
60 mt_961_use2015_best_save_rnk500_idsctrl 37.26 23.24 177.44 54.47 177.45 80.09 9.57 51.11 49.71
62 mt_962_use2021_best_save_rnk500_idsctrl 37.07 23.05 177.26 54.28 177.26 79.90 9.38 50.92 49.52
64 mt_962_use2020_last_save_rnk500_idsctrl 36.38 22.36 176.57 53.59 176.57 79.21 8.69 50.23 48.83
74 mt_962_use2013_best_save_rnk500_idsctrl 31.44 17.42 171.63 48.66 171.63 74.27 3.76 45.30 43.89
76 mt_961_use2021_best_save_rnk500_idsctrl 29.53 15.51 169.72 46.74 169.72 72.36 1.84 43.38 41.98
80 mt_962_use2012_last_save_rnk500_idsctrl 24.58 10.56 164.76 41.79 164.76 67.40 -3.11 38.43 37.03
85 mt_962_use2017_best_save_rnk500_idsctrl 21.55 7.53 161.73 38.76 161.73 64.37 -6.14 35.40 34.00
97 mt_962_use2022_best_save_rnk500_idsctrl 17.24 3.22 157.42 34.45 157.42 60.07 -10.45 31.09 29.69
99 mt_962_use2017_last_save_rnk500_idsctrl 16.82 2.80 157.00 34.03 157.01 59.65 -10.87 30.67 29.27
100 mt_962_use2013_last_save_rnk500_idsctrl 14.90 0.88 155.08 32.11 155.08 57.72 -12.79 28.75 27.35
106 mt_962_use2019_last_save_rnk500_idsctrl 11.96 -2.06 152.14 29.17 152.14 54.78 -15.73 25.81 24.41
111 mt_961_use2011_best_save_rnk500_idsctrl 9.60 -4.42 149.79 26.82 149.79 52.43 -18.08 23.46 22.05
113 mt_961_use2013_best_save_rnk500_idsctrl 8.60 -5.42 148.78 25.81 148.78 51.42 -19.09 22.45 21.05
121 mt_962_use2019_best_save_rnk500_idsctrl 5.26 -8.76 145.44 22.47 145.44 48.08 -22.43 19.11 17.71
133 mt_961_use2024_best_save_rnk500_idsctrl 1.81 -12.21 142.00 19.02 142.00 44.64 -25.88 15.66 14.26
136 mt_961_use2009_last_save_rnk500_idsctrl 1.08 -12.94 141.27 18.29 141.27 43.91 -26.61 14.93 13.53
144 mt_961_use2009_best_save_rnk500_idsctrl -0.66 -14.68 139.53 16.56 139.53 42.17 -28.34 13.20 11.79
160 mt_962_use2015_last_save_rnk500_idsctrl -3.24 -17.26 136.94 13.97 136.94 39.58 -30.93 10.61 9.21
163 mt_962_use2015_best_save_rnk500_idsctrl -3.30 -17.32 136.89 13.91 136.89 39.53 -30.99 10.55 9.15
176 mt_961_use2017_last_save_rnk500_idsctrl -5.03 -19.05 135.15 12.18 135.15 37.79 -32.72 8.82 7.42
180 mt_961_use2022_last_save_rnk500_idsctrl -5.73 -19.75 134.46 11.48 134.46 37.10 -33.42 8.12 6.72
202 mt_961_use2024_last_save_rnk500_idsctrl -9.22 -23.24 130.97 8.00 130.97 33.61 -36.90 4.64 3.23
208 mt_961_use2017_best_save_rnk500_idsctrl -9.56 -23.58 130.63 7.66 130.63 33.27 -37.25 4.30 2.89
209 mt_962_use2016_last_save_rnk500_idsctrl -9.63 -23.65 130.55 7.58 130.55 33.19 -37.32 4.22 2.82
210 mt_961_use2022_best_save_rnk500_idsctrl -9.83 -23.85 130.36 7.39 130.36 33.00 -37.52 4.03 2.62
219 mt_961_use2019_best_save_rnk500_idsctrl -10.88 -24.90 129.30 6.33 129.30 31.94 -38.57 2.97 1.57
220 mt_961_use2016_last_save_rnk500_idsctrl -10.96 -24.98 129.22 6.25 129.23 31.87 -38.65 2.89 1.49
225 mt_962_use2011_last_save_rnk500_idsctrl -11.12 -25.14 129.06 6.09 129.07 31.71 -38.81 2.73 1.33
234 mt_961_use2016_best_save_rnk500_idsctrl -12.07 -26.09 128.12 5.15 128.12 30.76 -39.76 1.79 0.38
249 mx_2023_gen_merge2_filtered_idsctrl -13.22 -27.24 126.96 3.99 126.96 29.60 -40.91 0.63 -0.77
266 mt_962_use2010_last_save_rnk500_idsctrl -14.71 -28.74 125.47 2.50 125.47 28.11 -42.40 -0.86 -2.27
274 mt_961_use2008_last_save_rnk500_idsctrl -15.28 -29.30 124.91 1.94 124.91 27.55 -42.96 -1.42 -2.83
276 mt_962_use2018_best_save_rnk500_idsctrl -15.43 -29.45 124.75 1.78 124.75 27.39 -43.12 -1.58 -2.98
298 mt_962_use2011_best_save_rnk500_idsctrl -17.70 -31.72 122.49 -0.49 122.49 25.13 -45.39 -3.85 -5.25
308 mt_961_use2021_last_save_rnk500_idsctrl -18.82 -32.84 121.37 -1.60 121.37 24.01 -46.50 -4.96 -6.37
316 mt_961_use2023_last_save_rnk500_idsctrl -19.73 -33.75 120.46 -2.52 120.46 23.10 -47.42 -5.88 -7.28
317 mt_962_use2010_best_save_rnk500_idsctrl -19.81 -33.83 120.38 -2.59 120.38 23.02 -47.49 -5.95 -7.36
318 mt_961_use2011_last_save_rnk500_idsctrl -19.81 -33.83 120.37 -2.60 120.37 23.01 -47.50 -5.96 -7.36
348 mx_2023_gen_merge1_filtered_no_idsctrl -22.28 -36.30 117.91 -5.07 117.91 20.55 -49.97 -8.42 -9.83
352 mt_962_use2009_last_save_rnk500_idsctrl -22.96 -36.98 117.23 -5.74 117.23 19.87 -50.65 -9.10 -10.51
357 mt_962_use2009_best_save_rnk500_idsctrl -23.58 -37.60 116.61 -6.36 116.61 19.25 -51.26 -9.72 -11.13
359 mt_961_use2012_last_save_rnk500_idsctrl -23.87 -37.89 116.32 -6.65 116.32 18.96 -51.56 -10.01 -11.42
363 mt_961_use2010_last_save_rnk500_idsctrl -24.16 -38.18 116.03 -6.94 116.03 18.67 -51.84 -10.30 -11.71
367 mt_961_use2010_best_save_rnk500_idsctrl -24.56 -38.58 115.63 -7.35 115.63 18.27 -52.25 -10.71 -12.11
398 mt_961_use2012_best_save_rnk500_idsctrl -29.30 -43.32 110.89 -12.08 110.89 13.53 -56.98 -15.44 -16.85
404 mt_962_use2008_best_save_rnk500_idsctrl -30.59 -44.62 109.59 -13.38 109.59 12.23 -58.28 -16.74 -18.14
414 mt_961_use2013_last_save_rnk500_idsctrl -32.33 -46.35 107.85 -15.12 107.85 10.49 -60.02 -18.48 -19.88
418 mt_962_use2008_last_save_rnk500_idsctrl -33.00 -47.02 107.19 -15.78 107.19 9.83 -60.69 -19.14 -20.55
423 mt_961_use2023_best_save_rnk500_idsctrl -34.18 -48.20 106.01 -16.96 106.01 8.65 -61.87 -20.32 -21.73
428 mt_961_use2008_best_save_rnk500_idsctrl -34.68 -48.70 105.50 -17.47 105.50 8.14 -62.37 -20.83 -22.23
435 mt_961_use2020_last_save_rnk500_idsctrl -35.77 -49.79 104.42 -18.55 104.42 7.06 -63.45 -21.91 -23.32
441 mt_961_use2020_best_save_rnk500_idsctrl -36.45 -50.47 103.74 -19.24 103.74 6.38 -64.14 -22.59 -24.00
449 mt_961_use2019_last_save_rnk500_idsctrl -38.00 -52.02 102.18 -20.79 102.18 4.82 -65.69 -24.15 -25.55
453 mt_962_use2018_last_save_rnk500_idsctrl -38.52 -52.54 101.66 -21.31 101.67 4.31 -66.21 -24.67 -26.07
457 mt_962_use2016_best_save_rnk500_idsctrl -39.82 -53.84 100.36 -22.61 100.37 3.01 -67.51 -25.97 -27.37
488 mt_961_use2018_last_save_rnk500_idsctrl -51.50 -65.52 88.69 -34.29 88.69 -8.67 -79.19 -37.65 -39.05
502 mt_961_use2018_best_save_rnk500_idsctrl -64.61 -78.63 75.58 -47.39 75.58 -21.78 -92.30 -50.75 -52.16