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_20251127_161730
101 mx_2023_gen_merge1_filtered_no_idsctrl 10.11 27.22 63.33 31.38 63.33 -10.62 74.24 76.08 134.74
198 mt_962_use2013_best_save_rnk500_idsctrl -7.94 9.16 45.27 13.32 45.27 -28.68 56.18 58.02 116.68
200 mt_961_use2018_best_save_rnk500_idsctrl -8.06 9.05 45.16 13.21 45.16 -28.79 56.07 57.91 116.57
212 mt_962_use2013_last_save_rnk500_idsctrl -10.02 7.09 43.20 11.25 43.20 -30.75 54.11 55.95 114.61
229 mt_962_use2023_best_save_rnk500_idsctrl -11.86 5.25 41.36 9.41 41.36 -32.59 52.27 54.11 112.77
245 mt_961_use2011_best_save_rnk500_idsctrl -15.47 1.63 37.74 5.79 37.74 -36.21 48.65 50.49 109.15
249 mt_962_use2011_last_save_rnk500_idsctrl -16.20 0.90 37.01 5.06 37.01 -36.94 47.92 49.76 108.42
256 mt_961_use2018_last_save_rnk500_idsctrl -17.46 -0.35 35.76 3.81 35.76 -38.19 46.67 48.51 107.17
258 mt_962_use2023_last_save_rnk500_idsctrl -17.95 -0.85 35.26 3.31 35.26 -38.69 46.17 48.01 106.67
259 mt_961_use2015_last_save_rnk500_idsctrl -17.96 -0.85 35.26 3.31 35.26 -38.69 46.17 48.01 106.67
262 mt_961_use2017_last_save_rnk500_idsctrl -18.18 -1.08 35.03 3.08 35.03 -38.92 45.95 47.78 106.45
264 mt_962_use2018_best_save_rnk500_idsctrl -18.37 -1.26 34.85 2.90 34.85 -39.10 45.76 47.60 106.26
265 mt_961_use2013_last_save_rnk500_idsctrl -18.48 -1.37 34.74 2.79 34.74 -39.21 45.65 47.49 106.15
266 mt_962_use2021_best_save_rnk500_idsctrl -18.70 -1.59 34.52 2.57 34.52 -39.43 45.43 47.27 105.93
270 mt_961_use2012_last_save_rnk500_idsctrl -18.93 -1.82 34.29 2.34 34.29 -39.66 45.20 47.04 105.70
272 mt_961_use2022_last_save_rnk500_idsctrl -19.48 -2.37 33.74 1.79 33.74 -40.21 44.65 46.49 105.15
275 mt_962_use2012_last_save_rnk500_idsctrl -19.68 -2.58 33.53 1.58 33.53 -40.42 44.44 46.28 104.94
279 mt_962_use2010_last_save_rnk500_idsctrl -20.30 -3.19 32.92 0.97 32.92 -41.03 43.83 45.67 104.33
281 mt_961_use2019_last_save_rnk500_idsctrl -20.77 -3.67 32.44 0.49 32.44 -41.51 43.35 45.19 103.86
282 mt_962_use2020_last_save_rnk500_idsctrl -20.78 -3.67 32.44 0.49 32.44 -41.51 43.35 45.19 103.85
283 mt_961_use2013_best_save_rnk500_idsctrl -20.85 -3.74 32.37 0.42 32.37 -41.58 43.28 45.12 103.78
285 mt_961_use2015_best_save_rnk500_idsctrl -21.03 -3.92 32.19 0.24 32.19 -41.76 43.10 44.94 103.60
288 mt_962_use2022_last_save_rnk500_idsctrl -21.12 -4.01 32.10 0.15 32.10 -41.85 43.01 44.85 103.51
289 mt_962_use2021_last_save_rnk500_idsctrl -21.43 -4.32 31.79 -0.16 31.79 -42.16 42.70 44.54 103.20
290 mt_962_use2015_last_save_rnk500_idsctrl -21.51 -4.40 31.71 -0.24 31.71 -42.24 42.62 44.46 103.12
294 mt_961_use2023_best_save_rnk500_idsctrl -22.25 -5.14 30.97 -0.98 30.97 -42.98 41.88 43.72 102.38
295 mt_962_use2018_last_save_rnk500_idsctrl -22.38 -5.27 30.84 -1.11 30.84 -43.11 41.75 43.59 102.25
296 mt_961_use2012_best_save_rnk500_idsctrl -22.47 -5.37 30.74 -1.21 30.75 -43.21 41.66 43.49 102.16
300 mt_961_use2017_best_save_rnk500_idsctrl -22.92 -5.81 30.30 -1.65 30.30 -43.65 41.21 43.05 101.71
303 mt_961_use2011_last_save_rnk500_idsctrl -23.32 -6.21 29.90 -2.05 29.90 -44.05 40.81 42.65 101.31
307 mt_962_use2016_best_save_rnk500_idsctrl -24.13 -7.03 29.08 -2.87 29.08 -44.87 39.99 41.83 100.50
314 mx_2023_gen_merge2_filtered_idsctrl -25.45 -8.34 27.77 -4.18 27.77 -46.18 38.68 40.52 99.18
315 mt_961_use2022_best_save_rnk500_idsctrl -25.79 -8.68 27.43 -4.52 27.43 -46.52 38.34 40.18 98.84
319 mt_962_use2011_best_save_rnk500_idsctrl -26.84 -9.73 26.38 -5.57 26.38 -47.57 37.29 39.13 97.79
321 mt_961_use2010_best_save_rnk500_idsctrl -27.32 -10.21 25.90 -6.05 25.90 -48.05 36.81 38.65 97.31
322 mt_962_use2019_best_save_rnk500_idsctrl -27.54 -10.43 25.68 -6.27 25.68 -48.27 36.59 38.43 97.09
323 mt_962_use2016_last_save_rnk500_idsctrl -27.62 -10.51 25.60 -6.35 25.60 -48.35 36.51 38.35 97.01
325 mt_962_use2010_best_save_rnk500_idsctrl -27.76 -10.65 25.46 -6.49 25.46 -48.49 36.37 38.21 96.87
326 mt_961_use2019_best_save_rnk500_idsctrl -27.78 -10.68 25.43 -6.52 25.43 -48.52 36.34 38.18 96.85
335 mt_962_use2024_best_save_rnk500_idsctrl -29.04 -11.93 24.18 -7.77 24.18 -49.77 35.09 36.93 95.59
340 mt_961_use2021_last_save_rnk500_idsctrl -29.45 -12.35 23.76 -8.19 23.76 -50.19 34.67 36.51 95.17
341 mt_962_use2017_best_save_rnk500_idsctrl -29.85 -12.74 23.37 -8.58 23.37 -50.58 34.28 36.12 94.78
342 mt_962_use2019_last_save_rnk500_idsctrl -29.94 -12.84 23.28 -8.68 23.28 -50.68 34.19 36.02 94.69
344 mt_961_use2010_last_save_rnk500_idsctrl -30.29 -13.18 22.93 -9.02 22.93 -51.02 33.84 35.68 94.34
345 mt_961_use2009_best_save_rnk500_idsctrl -30.44 -13.33 22.78 -9.17 22.78 -51.17 33.69 35.53 94.19
347 mt_961_use2009_last_save_rnk500_idsctrl -30.58 -13.47 22.64 -9.32 22.64 -51.32 33.55 35.39 94.05
348 mt_961_use2016_best_save_rnk500_idsctrl -30.64 -13.54 22.57 -9.38 22.57 -51.38 33.48 35.32 93.99
370 mt_961_use2023_last_save_rnk500_idsctrl -33.24 -16.14 19.97 -11.98 19.98 -53.98 30.89 32.72 91.39
384 mt_961_use2024_last_save_rnk500_idsctrl -35.05 -17.94 18.17 -13.78 18.17 -55.78 29.08 30.92 89.58
387 mt_962_use2015_best_save_rnk500_idsctrl -35.64 -18.53 17.58 -14.37 17.58 -56.37 28.49 30.33 88.99
393 mt_961_use2020_best_save_rnk500_idsctrl -35.89 -18.78 17.33 -14.62 17.33 -56.62 28.24 30.08 88.74
400 mt_961_use2016_last_save_rnk500_idsctrl -36.93 -19.82 16.29 -15.66 16.29 -57.66 27.20 29.04 87.70
403 mt_961_use2020_last_save_rnk500_idsctrl -37.19 -20.08 16.03 -15.92 16.03 -57.92 26.94 28.78 87.44
407 mt_961_use2014_best_save_rnk500_idsctrl -37.62 -20.52 15.59 -16.36 15.60 -58.36 26.51 28.34 87.01
412 mt_961_use2021_best_save_rnk500_idsctrl -37.80 -20.69 15.42 -16.53 15.42 -58.53 26.33 28.17 86.83
416 mt_962_use2009_last_save_rnk500_idsctrl -38.09 -20.98 15.13 -16.82 15.13 -58.82 26.04 27.88 86.54
419 mt_961_use2024_best_save_rnk500_idsctrl -38.36 -21.25 14.86 -17.09 14.86 -59.09 25.77 27.61 86.27
420 mt_962_use2024_last_save_rnk500_idsctrl -38.54 -21.43 14.68 -17.27 14.68 -59.27 25.59 27.43 86.09
424 mt_962_use2022_best_save_rnk500_idsctrl -38.94 -21.83 14.28 -17.67 14.28 -59.67 25.19 27.03 85.69
427 mt_962_use2009_best_save_rnk500_idsctrl -39.38 -22.27 13.84 -18.11 13.84 -60.11 24.75 26.59 85.25
433 mt_962_use2017_last_save_rnk500_idsctrl -39.84 -22.74 13.37 -18.58 13.37 -60.58 24.28 26.12 84.78
447 mt_962_use2014_best_save_rnk500_idsctrl -42.06 -24.95 11.16 -20.79 11.16 -62.79 22.07 23.91 82.57
451 mt_962_use2008_best_save_rnk500_idsctrl -43.44 -26.33 9.78 -22.17 9.78 -64.17 20.69 22.53 81.19
453 mt_962_use2014_last_save_rnk500_idsctrl -43.55 -26.45 9.66 -22.29 9.66 -64.29 20.58 22.41 81.08
462 mt_962_use2012_best_save_rnk500_idsctrl -45.04 -27.93 8.18 -23.77 8.18 -65.77 19.09 20.93 79.59
469 mt_961_use2008_best_save_rnk500_idsctrl -47.02 -29.92 6.19 -25.76 6.19 -67.76 17.10 18.94 77.60
470 mt_962_use2008_last_save_rnk500_idsctrl -47.17 -30.06 6.05 -25.90 6.05 -67.90 16.96 18.80 77.46
479 mt_962_use2020_best_save_rnk500_idsctrl -48.41 -31.30 4.81 -27.14 4.81 -69.14 15.72 17.56 76.22
482 mt_961_use2008_last_save_rnk500_idsctrl -49.94 -32.84 3.27 -28.68 3.27 -70.68 14.18 16.02 74.68
492 mt_961_use2014_last_save_rnk500_idsctrl -52.94 -35.83 0.28 -31.67 0.28 -73.68 11.19 13.03 71.69