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
overnight_20251127_161730
24 multin1_real0_overnight 33.63 50.74 86.85 54.90 86.85 12.90 97.76 99.60 158.26
49 multin_zz1000_61001_overnight_pv_rm_blc 25.06 42.17 78.28 46.33 78.28 4.33 89.19 91.03 149.69
58 multin_zz1000_61002_overnight_pv_rm_blc 21.90 39.01 75.12 43.17 75.12 1.17 86.03 87.87 146.53
59 multin_zz1000_61004_overnight_pv_rm_blc 21.90 39.01 75.12 43.17 75.12 1.17 86.03 87.87 146.53
70 multin_zz1000_61004_overnight_pv_rm_blc2 15.89 33.00 69.11 37.16 69.11 -4.84 80.02 81.86 140.52
86 multin1_real0_overnight_中性 13.46 30.57 66.68 34.73 66.68 -7.27 77.59 79.43 138.09
90 multin1_real1_overnight 13.32 30.42 66.54 34.58 66.54 -7.42 77.45 79.29 137.95
91 multin_zz1000_61003_overnight_pv_rm_blc 13.32 30.42 66.54 34.58 66.54 -7.42 77.45 79.29 137.95
103 multin_zz1000_61003_overnight_pv_rm_blc2 9.97 27.08 63.19 31.24 63.19 -10.76 74.10 75.94 134.60
123 multin_zz1000_61001_overnight_pv_rm_fnd_blc 3.25 20.36 56.47 24.52 56.47 -17.48 67.38 69.22 127.88
124 multin_zz1000_61004_overnight_pv_rm_fnd_blc 3.08 20.18 56.29 24.34 56.29 -17.66 67.20 69.04 127.70
125 multin_zz1000_61002_overnight_pv_rm_fnd_blc 3.08 20.18 56.29 24.34 56.29 -17.66 67.20 69.04 127.70
128 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 2.73 19.83 55.94 23.99 55.94 -18.01 66.85 68.69 127.36
132 multin_zz1000_61001_overnight_pv_rm_fnd 2.36 19.47 55.58 23.63 55.58 -18.37 66.49 68.33 126.99
134 multin_zz1000_61004_overnight_pv_rm_fnd 2.07 19.17 55.28 23.33 55.28 -18.67 66.19 68.03 126.69
135 multin_zz1000_61002_overnight_pv_rm_fnd 2.07 19.17 55.28 23.33 55.28 -18.67 66.19 68.03 126.69
147 multin_zz1000_61003_overnight_pv_rm_fnd_blc 0.56 17.67 53.78 21.83 53.78 -20.17 64.69 66.53 125.19
148 multin1_real2_overnight 0.56 17.67 53.78 21.83 53.78 -20.17 64.69 66.53 125.19
155 multin_zz1000_61003_overnight_pv_rm_fnd -0.45 16.66 52.77 20.82 52.77 -21.19 63.68 65.52 124.18
158 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 -0.90 16.21 52.32 20.37 52.32 -21.63 63.23 65.07 123.73