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_20251210_151520
7 mt_962_use2014_best_save_rnk500_idsctrl 40.20 30.42 82.17 96.08 82.17 134.35 159.24 99.26 81.80
9 mt_962_use2014_last_save_rnk500_idsctrl 30.49 20.71 72.45 86.36 72.45 124.63 149.53 89.55 72.09
10 mt_961_use2014_last_save_rnk500_idsctrl 29.82 20.04 71.78 85.69 71.78 123.96 148.86 88.88 71.42
12 mt_961_use2008_last_save_rnk500_idsctrl 27.67 17.89 69.64 83.55 69.64 121.82 146.72 86.73 69.28
14 mt_961_use2014_best_save_rnk500_idsctrl 25.73 15.95 67.70 81.61 67.70 119.88 144.78 84.79 67.34
16 mt_962_use2008_last_save_rnk500_idsctrl 24.52 14.75 66.49 80.40 66.49 118.67 143.57 83.59 66.13
22 mt_961_use2008_best_save_rnk500_idsctrl 20.68 10.90 62.65 76.56 62.65 114.83 139.73 79.74 62.28
43 mt_962_use2008_best_save_rnk500_idsctrl 15.22 5.44 57.18 71.09 57.18 109.36 134.26 74.28 56.82
59 mt_962_use2011_best_save_rnk500_idsctrl 11.05 1.27 53.02 66.93 53.02 105.20 130.10 70.11 52.66
66 mt_962_use2012_last_save_rnk500_idsctrl 10.37 0.59 52.34 66.25 52.34 104.52 129.42 69.43 51.98
68 mt_962_use2009_last_save_rnk500_idsctrl 9.49 -0.29 51.46 65.37 51.46 103.64 128.54 68.55 51.09
72 mt_962_use2009_best_save_rnk500_idsctrl 8.59 -1.19 50.55 64.46 50.55 102.73 127.63 67.65 50.19
78 mt_961_use2024_last_save_rnk500_idsctrl 7.78 -2.00 49.75 63.66 49.75 101.93 126.83 66.84 49.38
81 mt_961_use2024_best_save_rnk500_idsctrl 7.28 -2.49 49.25 63.16 49.25 101.43 126.33 66.35 48.89
88 mt_961_use2009_best_save_rnk500_idsctrl 6.15 -3.62 48.12 62.03 48.12 100.30 125.20 65.22 47.76
95 mt_961_use2009_last_save_rnk500_idsctrl 4.91 -4.87 46.88 60.79 46.88 99.06 123.96 63.97 46.52
113 mt_962_use2012_best_save_rnk500_idsctrl 2.42 -7.36 44.39 58.30 44.39 96.57 121.46 61.48 44.02
115 mt_962_use2011_last_save_rnk500_idsctrl 1.91 -7.87 43.88 57.79 43.88 96.06 120.95 60.97 43.51
116 mt_961_use2015_last_save_rnk500_idsctrl 1.72 -8.06 43.69 57.60 43.69 95.87 120.77 60.78 43.32
124 mt_961_use2016_best_save_rnk500_idsctrl 0.67 -9.10 42.64 56.55 42.64 94.82 119.72 59.74 42.28
126 mt_962_use2010_best_save_rnk500_idsctrl 0.58 -9.20 42.55 56.46 42.55 94.73 119.63 59.64 42.19
128 mt_962_use2022_best_save_rnk500_idsctrl 0.37 -9.40 42.34 56.25 42.34 94.52 119.42 59.44 41.98
130 mt_962_use2024_last_save_rnk500_idsctrl 0.15 -9.62 42.12 56.03 42.12 94.30 119.20 59.22 41.76
131 mt_961_use2023_last_save_rnk500_idsctrl 0.15 -9.62 42.12 56.03 42.12 94.30 119.20 59.22 41.76
154 mt_962_use2024_best_save_rnk500_idsctrl -1.56 -11.33 40.41 54.32 40.41 92.59 117.49 57.51 40.05
166 mt_962_use2020_last_save_rnk500_idsctrl -2.57 -12.34 39.40 53.31 39.40 91.58 116.48 56.50 39.04
169 mt_961_use2016_last_save_rnk500_idsctrl -3.33 -13.10 38.64 52.55 38.64 90.82 115.72 55.74 38.28
174 mt_961_use2015_best_save_rnk500_idsctrl -3.97 -13.75 37.99 51.90 37.99 90.17 115.07 55.09 37.63
176 mt_962_use2020_best_save_rnk500_idsctrl -4.11 -13.89 37.86 51.77 37.86 90.04 114.94 54.95 37.49
183 mt_961_use2017_best_save_rnk500_idsctrl -5.30 -15.07 36.67 50.58 36.67 88.85 113.75 53.77 36.31
186 mt_961_use2022_last_save_rnk500_idsctrl -5.77 -15.55 36.19 50.10 36.19 88.37 113.27 53.29 35.83
187 mt_961_use2022_best_save_rnk500_idsctrl -5.84 -15.62 36.12 50.03 36.12 88.30 113.20 53.22 35.76
190 mt_962_use2017_last_save_rnk500_idsctrl -6.27 -16.05 35.70 49.61 35.70 87.88 112.78 52.79 35.34
191 mt_961_use2017_last_save_rnk500_idsctrl -6.48 -16.25 35.49 49.40 35.49 87.67 112.57 52.59 35.13
194 mt_962_use2021_last_save_rnk500_idsctrl -7.20 -16.98 34.77 48.68 34.77 86.95 111.84 51.86 34.40
198 mt_961_use2021_best_save_rnk500_idsctrl -8.10 -17.87 33.87 47.78 33.87 86.05 110.95 50.97 33.51
200 mt_962_use2010_last_save_rnk500_idsctrl -8.23 -18.00 33.74 47.65 33.74 85.92 110.82 50.83 33.38
205 mt_962_use2017_best_save_rnk500_idsctrl -8.72 -18.50 33.25 47.16 33.25 85.43 110.33 50.34 32.89
206 mt_962_use2016_last_save_rnk500_idsctrl -8.77 -18.55 33.20 47.11 33.20 85.38 110.28 50.29 32.83
214 mt_961_use2010_last_save_rnk500_idsctrl -10.58 -20.35 31.39 45.30 31.39 83.57 108.47 48.49 31.03
217 mt_961_use2023_best_save_rnk500_idsctrl -11.37 -21.15 30.59 44.50 30.59 82.77 107.67 47.69 30.23
218 mt_962_use2022_last_save_rnk500_idsctrl -11.56 -21.33 30.41 44.32 30.41 82.59 107.49 47.50 30.05
223 mt_961_use2011_last_save_rnk500_idsctrl -13.21 -22.99 28.75 42.66 28.75 80.93 105.83 45.85 28.39
224 mt_962_use2013_best_save_rnk500_idsctrl -13.39 -23.16 28.58 42.49 28.58 80.76 105.66 45.68 28.22
227 mx_2023_gen_merge2_filtered_idsctrl -13.66 -23.44 28.30 42.21 28.30 80.48 105.38 45.40 27.94
230 mt_961_use2021_last_save_rnk500_idsctrl -15.01 -24.79 26.96 40.87 26.96 79.14 104.04 44.05 26.59
232 mt_961_use2010_best_save_rnk500_idsctrl -15.52 -25.30 26.45 40.36 26.45 78.63 103.53 43.54 26.09
245 mt_962_use2018_best_save_rnk500_idsctrl -18.20 -27.97 23.77 37.68 23.77 75.95 100.85 40.87 23.41
247 mt_962_use2021_best_save_rnk500_idsctrl -18.84 -28.62 23.13 37.04 23.13 75.31 100.21 40.22 22.76
248 mt_961_use2011_best_save_rnk500_idsctrl -18.96 -28.74 23.00 36.91 23.00 75.18 100.08 40.10 22.64
257 mt_961_use2012_last_save_rnk500_idsctrl -20.28 -30.05 21.69 35.60 21.69 73.87 98.77 38.79 21.33
258 mt_962_use2018_last_save_rnk500_idsctrl -20.44 -30.21 21.53 35.44 21.53 73.71 98.61 38.63 21.17
259 mt_962_use2019_last_save_rnk500_idsctrl -20.90 -30.68 21.06 34.97 21.06 73.24 98.14 38.16 20.70
264 mt_961_use2013_best_save_rnk500_idsctrl -22.19 -31.97 19.78 33.69 19.78 71.96 96.86 36.87 19.42
266 mt_962_use2013_last_save_rnk500_idsctrl -22.69 -32.46 19.28 33.19 19.28 71.46 96.36 36.38 18.92
272 mt_962_use2015_last_save_rnk500_idsctrl -24.09 -33.86 17.88 31.79 17.88 70.06 94.96 34.98 17.52
273 mt_961_use2012_best_save_rnk500_idsctrl -24.39 -34.16 17.58 31.49 17.58 69.76 94.66 34.68 17.22
277 mt_961_use2019_best_save_rnk500_idsctrl -27.06 -36.84 14.91 28.82 14.91 67.09 91.98 32.00 14.54
279 mt_962_use2023_last_save_rnk500_idsctrl -27.86 -37.63 14.11 28.02 14.11 66.29 91.19 31.21 13.75
280 mt_962_use2019_best_save_rnk500_idsctrl -28.42 -38.20 13.54 27.45 13.54 65.72 90.62 30.64 13.18
281 mt_962_use2015_best_save_rnk500_idsctrl -28.85 -38.62 13.12 27.03 13.12 65.30 90.20 30.22 12.76
284 mt_961_use2018_last_save_rnk500_idsctrl -29.91 -39.69 12.06 25.97 12.06 64.24 89.14 29.15 11.69
287 mt_961_use2020_best_save_rnk500_idsctrl -30.60 -40.38 11.36 25.27 11.36 63.54 88.44 28.46 11.00
289 mt_961_use2020_last_save_rnk500_idsctrl -31.04 -40.82 10.93 24.84 10.93 63.11 88.00 28.02 10.56
290 mt_961_use2013_last_save_rnk500_idsctrl -31.27 -41.04 10.70 24.61 10.70 62.88 87.78 27.80 10.34
291 mt_962_use2023_best_save_rnk500_idsctrl -31.57 -41.34 10.40 24.31 10.40 62.58 87.48 27.50 10.04
301 mt_961_use2019_last_save_rnk500_idsctrl -35.28 -45.06 6.69 20.60 6.69 58.87 83.77 23.78 6.33
303 mt_961_use2018_best_save_rnk500_idsctrl -35.54 -45.32 6.43 20.34 6.43 58.61 83.50 23.52 6.06
304 mt_962_use2016_best_save_rnk500_idsctrl -35.87 -45.64 6.10 20.01 6.10 58.28 83.18 23.20 5.74
491 mx_2023_gen_merge1_filtered_no_idsctrl -100.25 -110.03 -58.29 -44.38 -58.29 -6.11 18.79 -41.19 -58.65