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_20251126_155056
4 mt_962_use2022_best_save_rnk500_idsctrl 86.65 62.82 85.14 21.44 85.13 154.73 279.44 294.35 335.80
5 mt_962_use2020_best_save_rnk500_idsctrl 83.08 59.26 81.57 17.87 81.57 151.17 275.87 290.79 332.23
14 mt_961_use2021_best_save_rnk500_idsctrl 62.12 38.30 60.61 -3.09 60.61 130.21 254.91 269.82 311.27
17 mt_962_use2015_best_save_rnk500_idsctrl 59.32 35.50 57.81 -5.88 57.81 127.41 252.12 267.03 308.47
22 mt_961_use2019_best_save_rnk500_idsctrl 53.52 29.70 52.01 -11.69 52.01 121.61 246.32 261.23 302.67
25 mt_962_use2021_best_save_rnk500_idsctrl 52.01 28.19 50.50 -13.20 50.50 120.10 244.81 259.72 301.16
29 mt_962_use2020_last_save_rnk500_idsctrl 50.99 27.17 49.48 -14.22 49.48 119.08 243.79 258.70 300.14
31 mt_961_use2020_last_save_rnk500_idsctrl 47.88 24.06 46.37 -17.33 46.37 115.97 240.67 255.58 297.03
33 mt_961_use2020_best_save_rnk500_idsctrl 47.08 23.26 45.57 -18.12 45.57 115.17 239.88 254.79 296.23
35 mt_962_use2012_best_save_rnk500_idsctrl 45.72 21.90 44.21 -19.49 44.21 113.81 238.51 253.42 294.87
36 mt_962_use2024_last_save_rnk500_idsctrl 44.63 20.81 43.12 -20.58 43.12 112.72 237.43 252.34 293.78
38 mt_962_use2021_last_save_rnk500_idsctrl 44.06 20.23 42.55 -21.15 42.54 112.14 236.85 251.76 293.21
39 mt_962_use2022_last_save_rnk500_idsctrl 43.23 19.41 41.72 -21.98 41.72 111.32 236.03 250.94 292.38
47 mt_962_use2019_best_save_rnk500_idsctrl 39.84 16.02 38.33 -25.37 38.33 107.93 232.64 247.55 288.99
50 mt_961_use2019_last_save_rnk500_idsctrl 38.89 15.07 37.38 -26.32 37.38 106.98 231.69 246.60 288.04
52 mt_962_use2019_last_save_rnk500_idsctrl 35.78 11.96 34.27 -29.43 34.27 103.87 228.57 243.49 284.93
54 mt_962_use2015_last_save_rnk500_idsctrl 35.23 11.41 33.72 -29.98 33.72 103.32 228.02 242.93 284.38
57 mt_962_use2024_best_save_rnk500_idsctrl 33.33 9.51 31.82 -31.88 31.82 101.42 226.12 241.03 282.48
58 mt_962_use2023_last_save_rnk500_idsctrl 32.22 8.39 30.71 -32.99 30.70 100.30 225.01 239.92 281.37
59 mt_962_use2016_last_save_rnk500_idsctrl 31.24 7.42 29.73 -33.97 29.73 99.33 224.03 238.95 280.39
63 mt_962_use2018_best_save_rnk500_idsctrl 30.36 6.54 28.85 -34.85 28.85 98.45 223.16 238.07 279.51
71 mt_962_use2013_best_save_rnk500_idsctrl 25.32 1.50 23.81 -39.89 23.81 93.41 218.12 233.03 274.47
74 mt_961_use2008_best_save_rnk500_idsctrl 24.12 0.30 22.61 -41.09 22.61 92.21 216.91 231.83 273.27
75 mt_962_use2011_best_save_rnk500_idsctrl 24.10 0.27 22.59 -41.11 22.58 92.18 216.89 231.80 273.25
79 mt_962_use2008_last_save_rnk500_idsctrl 23.68 -0.14 22.17 -41.53 22.17 91.77 216.47 231.39 272.83
80 mt_961_use2022_best_save_rnk500_idsctrl 23.12 -0.70 21.61 -42.08 21.61 91.21 215.92 230.83 272.27
81 mt_961_use2021_last_save_rnk500_idsctrl 22.70 -1.12 21.19 -42.50 21.19 90.79 215.50 230.41 271.85
82 mt_961_use2008_last_save_rnk500_idsctrl 22.49 -1.33 20.98 -42.72 20.98 90.58 215.28 230.19 271.64
85 mt_962_use2008_best_save_rnk500_idsctrl 21.78 -2.04 20.27 -43.43 20.27 89.87 214.57 229.49 270.93
87 mt_962_use2023_best_save_rnk500_idsctrl 20.59 -3.23 19.08 -44.61 19.08 88.68 213.39 228.30 269.74
88 mt_962_use2017_best_save_rnk500_idsctrl 20.43 -3.39 18.92 -44.78 18.92 88.52 213.23 228.14 269.58
92 mt_961_use2013_best_save_rnk500_idsctrl 19.56 -4.26 18.05 -45.65 18.05 87.65 212.35 227.26 268.71
93 mt_962_use2009_last_save_rnk500_idsctrl 18.60 -5.22 17.09 -46.60 17.09 86.69 211.40 226.31 267.75
94 mt_961_use2022_last_save_rnk500_idsctrl 18.42 -5.40 16.91 -46.79 16.91 86.51 211.21 226.12 267.57
96 mx_2023_gen_merge2_filtered_idsctrl 18.00 -5.82 16.49 -47.21 16.49 86.09 210.79 225.71 267.15
97 mt_962_use2009_best_save_rnk500_idsctrl 17.93 -5.89 16.42 -47.27 16.42 86.02 210.73 225.64 267.08
98 mt_962_use2013_last_save_rnk500_idsctrl 17.20 -6.62 15.69 -48.01 15.69 85.29 209.99 224.90 266.35
104 mt_961_use2017_best_save_rnk500_idsctrl 15.18 -8.64 13.67 -50.02 13.67 83.27 207.98 222.89 264.33
106 mt_961_use2017_last_save_rnk500_idsctrl 15.11 -8.71 13.60 -50.10 13.60 83.20 207.90 222.82 264.26
107 mt_961_use2009_best_save_rnk500_idsctrl 14.58 -9.25 13.06 -50.63 13.06 82.66 207.37 222.28 263.73
109 mt_961_use2009_last_save_rnk500_idsctrl 14.17 -9.65 12.66 -51.04 12.66 82.26 206.97 221.88 263.32
110 mt_962_use2017_last_save_rnk500_idsctrl 14.05 -9.78 12.54 -51.16 12.53 82.13 206.84 221.75 263.20
111 mt_961_use2012_last_save_rnk500_idsctrl 13.60 -10.22 12.09 -51.60 12.09 81.69 206.40 221.31 262.75
114 mt_962_use2010_best_save_rnk500_idsctrl 12.49 -11.33 10.98 -52.72 10.98 80.58 205.28 220.20 261.64
118 mt_962_use2012_last_save_rnk500_idsctrl 11.03 -12.79 9.52 -54.17 9.52 79.12 203.83 218.74 260.18
121 mt_961_use2014_last_save_rnk500_idsctrl 10.71 -13.11 9.20 -54.50 9.20 78.80 203.51 218.42 259.86
139 mt_961_use2023_last_save_rnk500_idsctrl 6.98 -16.84 5.47 -58.22 5.47 75.07 199.78 214.69 256.13
146 mt_961_use2014_best_save_rnk500_idsctrl 6.22 -17.60 4.71 -58.99 4.71 74.31 199.01 213.93 255.37
147 mt_961_use2015_best_save_rnk500_idsctrl 6.03 -17.79 4.52 -59.17 4.52 74.12 198.83 213.74 255.18
151 mt_962_use2010_last_save_rnk500_idsctrl 5.36 -18.47 3.85 -59.85 3.84 73.44 198.15 213.06 254.51
153 mt_961_use2016_last_save_rnk500_idsctrl 5.11 -18.71 3.60 -60.09 3.60 73.20 197.91 212.82 254.26
161 mt_962_use2018_last_save_rnk500_idsctrl 4.01 -19.82 2.49 -61.20 2.49 72.09 196.80 211.71 253.16
166 mt_961_use2010_last_save_rnk500_idsctrl 3.71 -20.11 2.20 -61.50 2.20 71.80 196.50 211.41 252.86
167 mt_961_use2016_best_save_rnk500_idsctrl 3.49 -20.33 1.98 -61.71 1.98 71.58 196.29 211.20 252.64
171 mt_961_use2011_last_save_rnk500_idsctrl 3.13 -20.70 1.62 -62.08 1.61 71.21 195.92 210.83 252.28
175 mt_962_use2011_last_save_rnk500_idsctrl 2.88 -20.94 1.37 -62.33 1.37 70.97 195.67 210.59 252.03
181 mt_961_use2018_last_save_rnk500_idsctrl 2.58 -21.24 1.07 -62.63 1.07 70.67 195.38 210.29 251.73
182 mt_961_use2011_best_save_rnk500_idsctrl 2.36 -21.47 0.85 -62.85 0.84 70.44 195.15 210.06 251.51
190 mt_961_use2012_best_save_rnk500_idsctrl 0.84 -22.98 -0.67 -64.37 -0.67 68.93 193.64 208.55 249.99
192 mt_961_use2013_last_save_rnk500_idsctrl 0.57 -23.25 -0.94 -64.64 -0.94 68.66 193.36 208.28 249.72
196 mt_962_use2014_last_save_rnk500_idsctrl 0.28 -23.54 -1.23 -64.92 -1.23 68.37 193.08 207.99 249.43
197 mt_961_use2023_best_save_rnk500_idsctrl 0.03 -23.79 -1.48 -65.18 -1.48 68.12 192.83 207.74 249.18
199 mt_961_use2010_best_save_rnk500_idsctrl -0.32 -24.14 -1.83 -65.53 -1.83 67.77 192.48 207.39 248.83
202 mt_962_use2014_best_save_rnk500_idsctrl -1.59 -25.41 -3.10 -66.80 -3.10 66.50 191.21 206.12 247.56
222 mt_961_use2024_best_save_rnk500_idsctrl -3.77 -27.59 -5.28 -68.97 -5.28 64.32 189.03 203.94 245.38
231 mt_961_use2018_best_save_rnk500_idsctrl -4.59 -28.41 -6.10 -69.80 -6.10 63.50 188.20 203.12 244.56
232 mt_961_use2024_last_save_rnk500_idsctrl -4.88 -28.70 -6.39 -70.09 -6.39 63.21 187.91 202.82 244.27
246 mt_961_use2015_last_save_rnk500_idsctrl -7.58 -31.40 -9.09 -72.79 -9.09 60.51 185.22 200.13 241.57
274 mt_962_use2016_best_save_rnk500_idsctrl -11.23 -35.05 -12.74 -76.44 -12.74 56.86 181.57 196.48 237.92
359 mx_2023_gen_merge1_filtered_no_idsctrl -35.68 -59.50 -37.19 -100.89 -37.19 32.41 157.11 172.02 213.47