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_20251120_152215
11 mt_961_use2018_best_save_rnk500_idsctrl 49.53 72.09 -6.38 40.49 -6.38 61.65 168.75 114.10 131.43
13 mt_961_use2011_last_save_rnk500_idsctrl 44.66 67.22 -11.25 35.63 -11.25 56.78 163.88 109.23 126.56
14 mt_961_use2018_last_save_rnk500_idsctrl 44.07 66.63 -11.84 35.03 -11.84 56.19 163.29 108.64 125.97
15 mt_961_use2008_best_save_rnk500_idsctrl 42.93 65.49 -12.98 33.89 -12.98 55.05 162.15 107.49 124.83
17 mt_961_use2012_best_save_rnk500_idsctrl 42.54 65.10 -13.37 33.51 -13.37 54.67 161.77 107.11 124.44
19 mt_961_use2010_last_save_rnk500_idsctrl 40.64 63.20 -15.27 31.60 -15.27 52.76 159.86 105.21 122.54
22 mt_961_use2013_last_save_rnk500_idsctrl 39.00 61.55 -16.91 29.96 -16.91 51.12 158.22 103.56 120.90
23 mt_961_use2010_best_save_rnk500_idsctrl 38.98 61.53 -16.93 29.94 -16.94 51.10 158.20 103.54 120.88
26 mt_961_use2012_last_save_rnk500_idsctrl 38.22 60.78 -17.69 29.19 -17.69 50.34 157.44 102.79 120.12
27 mt_961_use2009_last_save_rnk500_idsctrl 38.14 60.70 -17.77 29.11 -17.77 50.26 157.36 102.71 120.04
28 mt_962_use2008_best_save_rnk500_idsctrl 37.69 60.24 -18.22 28.65 -18.23 49.81 156.91 102.25 119.59
29 mt_961_use2009_best_save_rnk500_idsctrl 37.44 60.00 -18.47 28.40 -18.47 49.56 156.66 102.00 119.34
30 mt_961_use2017_best_save_rnk500_idsctrl 37.28 59.84 -18.63 28.24 -18.63 49.40 156.50 101.85 119.18
31 mt_962_use2008_last_save_rnk500_idsctrl 35.96 58.52 -19.95 26.92 -19.95 48.08 155.18 100.53 117.86
32 mt_961_use2017_last_save_rnk500_idsctrl 35.23 57.79 -20.68 26.20 -20.68 47.35 154.45 99.80 117.13
33 mt_962_use2009_best_save_rnk500_idsctrl 35.01 57.57 -20.90 25.97 -20.90 47.13 154.23 99.58 116.91
34 mt_961_use2011_best_save_rnk500_idsctrl 34.83 57.39 -21.08 25.80 -21.08 46.95 154.05 99.40 116.73
35 mt_961_use2016_last_save_rnk500_idsctrl 34.65 57.21 -21.26 25.62 -21.26 46.78 153.88 99.22 116.55
39 mt_962_use2009_last_save_rnk500_idsctrl 32.89 55.45 -23.02 23.85 -23.02 45.01 152.11 97.45 114.79
42 mt_961_use2023_best_save_rnk500_idsctrl 32.13 54.69 -23.78 23.09 -23.78 44.25 151.35 96.69 114.03
43 mt_961_use2015_best_save_rnk500_idsctrl 31.95 54.51 -23.96 22.91 -23.96 44.07 151.17 96.52 113.85
44 mt_961_use2016_best_save_rnk500_idsctrl 31.83 54.39 -24.08 22.80 -24.08 43.95 151.05 96.40 113.73
45 mt_961_use2019_best_save_rnk500_idsctrl 31.77 54.33 -24.14 22.74 -24.14 43.90 151.00 96.34 113.68
50 mt_961_use2019_last_save_rnk500_idsctrl 31.00 53.56 -24.91 21.96 -24.91 43.12 150.22 95.57 112.90
53 mx_2023_gen_merge2_filtered_idsctrl 30.32 52.87 -25.59 21.28 -25.60 42.44 149.54 94.88 112.22
56 mt_961_use2008_last_save_rnk500_idsctrl 29.39 51.95 -26.52 20.36 -26.52 41.51 148.62 93.96 111.29
65 mt_961_use2022_best_save_rnk500_idsctrl 24.47 47.03 -31.44 15.43 -31.44 36.59 143.69 89.03 106.37
68 mt_961_use2021_last_save_rnk500_idsctrl 24.08 46.64 -31.83 15.05 -31.83 36.21 143.31 88.65 105.98
69 mt_962_use2010_best_save_rnk500_idsctrl 24.01 46.57 -31.90 14.97 -31.90 36.13 143.23 88.57 105.91
72 mt_961_use2015_last_save_rnk500_idsctrl 23.24 45.80 -32.67 14.21 -32.67 35.36 142.46 87.81 105.14
73 mt_961_use2021_best_save_rnk500_idsctrl 22.84 45.39 -33.07 13.80 -33.08 34.96 142.06 87.40 104.74
79 mt_961_use2022_last_save_rnk500_idsctrl 22.31 44.87 -33.60 13.28 -33.60 34.44 141.54 86.88 104.21
85 mt_961_use2020_best_save_rnk500_idsctrl 21.38 43.94 -34.53 12.35 -34.53 33.50 140.61 85.95 103.28
87 mt_961_use2020_last_save_rnk500_idsctrl 21.22 43.78 -34.69 12.19 -34.69 33.34 140.44 85.79 103.12
96 mt_961_use2014_best_save_rnk500_idsctrl 20.07 42.63 -35.84 11.04 -35.84 32.19 139.29 84.64 101.97
100 mt_961_use2023_last_save_rnk500_idsctrl 19.94 42.50 -35.97 10.90 -35.97 32.06 139.16 84.50 101.84
103 mt_961_use2014_last_save_rnk500_idsctrl 19.61 42.17 -36.30 10.58 -36.30 31.73 138.83 84.18 101.51
123 mt_962_use2011_best_save_rnk500_idsctrl 15.54 38.10 -40.36 6.51 -40.37 27.67 134.77 80.11 97.45
138 mt_962_use2011_last_save_rnk500_idsctrl 13.78 36.33 -42.13 4.74 -42.14 25.90 133.00 78.34 95.68
141 mx_2023_gen_merge1_filtered_no_idsctrl 13.61 36.17 -42.30 4.58 -42.30 25.74 132.84 78.18 95.51
143 mt_962_use2018_last_save_rnk500_idsctrl 13.52 36.08 -42.38 4.49 -42.39 25.65 132.75 78.09 95.43
174 mt_961_use2013_best_save_rnk500_idsctrl 10.60 33.16 -45.31 1.56 -45.31 22.72 129.82 75.16 92.50
192 mt_961_use2024_best_save_rnk500_idsctrl 9.24 31.80 -46.67 0.21 -46.67 21.37 128.47 73.81 91.15
213 mt_962_use2010_last_save_rnk500_idsctrl 7.94 30.50 -47.97 -1.09 -47.97 20.06 127.16 72.51 89.84
234 mt_961_use2024_last_save_rnk500_idsctrl 5.19 27.75 -50.72 -3.85 -50.72 17.31 124.41 69.76 87.09
244 mt_962_use2012_last_save_rnk500_idsctrl 4.65 27.21 -51.26 -4.39 -51.26 16.77 123.87 69.21 86.55
289 mt_962_use2016_best_save_rnk500_idsctrl 1.87 24.43 -54.04 -7.16 -54.04 14.00 121.10 66.44 83.77
292 mt_962_use2018_best_save_rnk500_idsctrl 1.44 24.00 -54.47 -7.59 -54.47 13.56 120.66 66.01 83.34
293 mt_962_use2012_best_save_rnk500_idsctrl 1.39 23.95 -54.52 -7.65 -54.52 13.51 120.61 65.96 83.29
314 mt_962_use2017_last_save_rnk500_idsctrl -1.09 21.47 -57.00 -10.12 -57.00 11.03 118.13 63.48 80.81
329 mt_962_use2020_last_save_rnk500_idsctrl -1.85 20.71 -57.76 -10.88 -57.76 10.27 117.37 62.72 80.05
345 mt_962_use2013_best_save_rnk500_idsctrl -2.97 19.58 -58.88 -12.01 -58.88 9.15 116.25 61.59 78.93
369 mt_962_use2024_best_save_rnk500_idsctrl -6.31 16.25 -62.22 -15.34 -62.22 5.82 112.92 58.26 75.60
374 mt_962_use2019_best_save_rnk500_idsctrl -7.06 15.50 -62.96 -16.09 -62.97 5.07 112.17 57.51 74.85
379 mt_962_use2019_last_save_rnk500_idsctrl -7.55 15.01 -63.46 -16.58 -63.46 4.57 111.67 57.02 74.35
384 mt_962_use2024_last_save_rnk500_idsctrl -7.87 14.69 -63.78 -16.91 -63.78 4.25 111.35 56.69 74.03
392 mt_962_use2021_last_save_rnk500_idsctrl -8.58 13.97 -64.49 -17.62 -64.50 3.54 110.64 55.98 73.32
393 mt_962_use2023_last_save_rnk500_idsctrl -8.83 13.73 -64.74 -17.87 -64.74 3.29 110.39 55.73 73.07
398 mt_962_use2013_last_save_rnk500_idsctrl -9.43 13.13 -65.34 -18.46 -65.34 2.69 109.79 55.14 72.47
399 mt_962_use2016_last_save_rnk500_idsctrl -9.51 13.05 -65.42 -18.54 -65.42 2.62 109.72 55.06 72.39
404 mt_962_use2021_best_save_rnk500_idsctrl -10.19 12.37 -66.10 -19.22 -66.10 1.93 109.03 54.38 71.71
417 mt_962_use2023_best_save_rnk500_idsctrl -12.61 9.95 -68.52 -21.64 -68.52 -0.49 106.61 51.96 69.29
419 mt_962_use2015_last_save_rnk500_idsctrl -12.89 9.66 -68.80 -21.93 -68.80 -0.77 106.33 51.67 69.01
429 mt_962_use2022_last_save_rnk500_idsctrl -15.26 7.29 -71.17 -24.30 -71.18 -3.14 103.96 49.30 66.64
439 mt_962_use2022_best_save_rnk500_idsctrl -18.65 3.91 -74.56 -27.69 -74.56 -6.53 100.57 45.91 63.25
442 mt_962_use2017_best_save_rnk500_idsctrl -19.34 3.22 -75.25 -28.38 -75.25 -7.22 99.88 45.22 62.56
462 mt_962_use2015_best_save_rnk500_idsctrl -23.55 -0.99 -79.46 -32.58 -79.46 -11.42 95.68 41.02 58.35
479 mt_962_use2020_best_save_rnk500_idsctrl -28.38 -5.82 -84.29 -37.41 -84.29 -16.26 90.84 36.19 53.52
485 mt_962_use2014_last_save_rnk500_idsctrl -30.60 -8.04 -86.51 -39.63 -86.51 -18.47 88.63 33.97 51.31
488 mt_962_use2014_best_save_rnk500_idsctrl -31.21 -8.65 -87.12 -40.24 -87.12 -19.09 88.01 33.36 50.69