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_20251128_151512
150 multin_zz1000_61001_overnight_pv_rm_blc 37.23 26.41 140.36 113.63 140.36 5.15 57.51 92.43 157.95
165 multin_zz1000_61004_overnight_pv_rm_blc 35.66 24.84 138.79 112.07 138.79 3.58 55.94 90.87 156.38
166 multin_zz1000_61002_overnight_pv_rm_blc 35.66 24.84 138.79 112.07 138.79 3.58 55.94 90.87 156.38
238 multin_zz1000_61004_overnight_pv_rm_blc2 22.27 11.45 125.40 98.68 125.40 -9.81 42.55 77.48 142.99
269 multin1_real0_overnight_中性 19.48 8.66 122.61 95.89 122.61 -12.60 39.76 74.69 140.20
272 multin_zz1000_61003_overnight_pv_rm_blc 19.39 8.56 122.52 95.79 122.52 -12.70 39.67 74.59 140.11
273 multin1_real1_overnight 19.39 8.56 122.52 95.79 122.52 -12.70 39.67 74.59 140.11
288 multin_zz1000_61002_overnight_pv_rm_fnd 17.32 6.50 120.45 93.72 120.45 -14.76 37.60 72.52 138.04
289 multin_zz1000_61004_overnight_pv_rm_fnd 17.32 6.50 120.45 93.72 120.45 -14.76 37.60 72.52 138.04
295 multin_zz1000_61001_overnight_pv_rm_fnd 16.48 5.66 119.61 92.89 119.61 -15.60 36.76 71.69 137.20
297 multin_zz1000_61004_overnight_pv_rm_fnd_blc 16.20 5.37 119.33 92.60 119.33 -15.89 36.48 71.40 136.91
298 multin_zz1000_61002_overnight_pv_rm_fnd_blc 16.20 5.37 119.33 92.60 119.33 -15.89 36.48 71.40 136.91
305 multin_zz1000_61001_overnight_pv_rm_fnd_blc 15.50 4.67 118.63 91.90 118.63 -16.59 35.78 70.70 136.21
311 multin_zz1000_61003_overnight_pv_rm_fnd 14.78 3.96 117.91 91.19 117.91 -17.30 35.06 69.99 135.50
316 multin_zz1000_61003_overnight_pv_rm_fnd_blc 14.07 3.25 117.20 90.47 117.20 -18.01 34.35 69.27 134.79
317 multin1_real2_overnight 14.07 3.25 117.20 90.47 117.20 -18.01 34.35 69.27 134.79
323 multin1_real0_overnight 13.61 2.79 116.74 90.02 116.74 -18.47 33.89 68.81 134.33
362 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 6.14 -4.68 109.27 82.54 109.27 -25.94 26.42 61.34 126.86
371 multin_zz1000_61003_overnight_pv_rm_blc2 4.77 -6.06 107.89 81.17 107.89 -27.32 25.05 59.97 125.48
374 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 4.41 -6.42 107.54 80.81 107.54 -27.68 24.69 59.61 125.13