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_20251211_151524
36 multin_zz1000_61003_overnight_pv_rm_blc2 98.92 69.88 -27.62 64.07 -27.62 129.26 -365.73 -503.61 -684.44
60 multin_zz1000_61004_overnight_pv_rm_blc2 75.90 46.86 -50.64 41.05 -50.64 106.24 -388.75 -526.63 -707.46
89 multin_zz1000_61001_overnight_pv_rm_blc 57.59 28.55 -68.95 22.74 -68.95 87.93 -407.07 -544.95 -725.78
94 multin_zz1000_61003_overnight_pv_rm_blc 56.04 27.00 -70.50 21.19 -70.50 86.38 -408.61 -546.49 -727.32
95 multin1_real1_overnight 56.04 27.00 -70.50 21.19 -70.50 86.38 -408.61 -546.49 -727.32
103 multin1_real0_overnight 52.72 23.68 -73.82 17.87 -73.82 83.06 -411.94 -549.82 -730.65
118 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 46.38 17.34 -80.16 11.53 -80.16 76.73 -418.27 -556.15 -736.98
123 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 45.37 16.33 -81.17 10.52 -81.17 75.71 -419.29 -557.17 -737.99
137 multin_zz1000_61001_overnight_pv_rm_fnd_blc 40.54 11.50 -86.00 5.69 -86.00 70.88 -424.12 -562.00 -742.82
152 multin_zz1000_61001_overnight_pv_rm_fnd 38.08 9.04 -88.46 3.23 -88.46 68.42 -426.57 -564.45 -745.28
169 multin_zz1000_61002_overnight_pv_rm_blc 35.07 6.03 -91.47 0.22 -91.47 65.42 -429.58 -567.46 -748.29
171 multin_zz1000_61004_overnight_pv_rm_blc 35.07 6.03 -91.47 0.22 -91.47 65.42 -429.58 -567.46 -748.29
173 multin_zz1000_61002_overnight_pv_rm_fnd_blc 34.75 5.71 -91.79 -0.10 -91.79 65.10 -429.90 -567.78 -748.61
174 multin_zz1000_61004_overnight_pv_rm_fnd_blc 34.75 5.71 -91.79 -0.10 -91.79 65.10 -429.90 -567.78 -748.61
176 multin1_real0_overnight_中性 34.54 5.50 -92.00 -0.31 -92.00 64.88 -430.12 -568.00 -748.83
184 multin_zz1000_61003_overnight_pv_rm_fnd_blc 32.08 3.04 -94.46 -2.77 -94.46 62.42 -432.57 -570.45 -751.28
185 multin1_real2_overnight 32.08 3.04 -94.46 -2.77 -94.46 62.42 -432.57 -570.45 -751.28
187 multin_zz1000_61002_overnight_pv_rm_fnd 31.43 2.40 -95.10 -3.42 -95.10 61.78 -433.22 -571.10 -751.93
188 multin_zz1000_61004_overnight_pv_rm_fnd 31.43 2.40 -95.10 -3.42 -95.10 61.78 -433.22 -571.10 -751.93
202 multin_zz1000_61003_overnight_pv_rm_fnd 29.74 0.70 -96.80 -5.11 -96.80 60.08 -434.91 -572.79 -753.62