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_20251215_151523
24 mx_2023_gen_merge1_filtered_no_idsctrl 152.56 148.42 73.02 134.61 73.02 41.46 57.31 18.96 9.72
29 mt_962_use2009_last_save_rnk500_idsctrl 151.05 146.91 71.51 133.10 71.52 39.95 55.81 17.45 8.21
31 mt_962_use2009_best_save_rnk500_idsctrl 149.91 145.77 70.38 131.97 70.38 38.81 54.67 16.31 7.07
40 mt_962_use2011_best_save_rnk500_idsctrl 148.04 143.90 68.50 130.09 68.50 36.94 52.79 14.44 5.20
41 mt_962_use2016_best_save_rnk500_idsctrl 147.97 143.83 68.43 130.02 68.44 36.87 52.73 14.37 5.13
42 mt_962_use2008_last_save_rnk500_idsctrl 146.45 142.31 66.91 128.50 66.92 35.35 51.21 12.85 3.61
43 mt_962_use2008_best_save_rnk500_idsctrl 146.26 142.11 66.72 128.31 66.72 35.16 51.01 12.65 3.42
44 mt_961_use2008_best_save_rnk500_idsctrl 144.71 140.56 65.17 126.76 65.17 33.61 49.46 11.10 1.87
46 mt_961_use2009_best_save_rnk500_idsctrl 143.65 139.51 64.12 125.71 64.12 32.56 48.41 10.05 0.82
48 mt_961_use2009_last_save_rnk500_idsctrl 143.16 139.01 63.62 125.21 63.62 32.06 47.91 9.55 0.32
49 mt_961_use2008_last_save_rnk500_idsctrl 142.74 138.60 63.21 124.80 63.21 31.64 47.50 9.14 -0.10
52 mt_961_use2012_last_save_rnk500_idsctrl 142.12 137.98 62.58 124.17 62.58 31.02 46.88 8.52 -0.72
53 mt_962_use2010_best_save_rnk500_idsctrl 141.51 137.36 61.97 123.56 61.97 30.41 46.26 7.90 -1.33
56 mt_961_use2011_last_save_rnk500_idsctrl 138.36 134.22 58.82 120.41 58.83 27.26 43.12 4.76 -4.48
57 mt_961_use2018_best_save_rnk500_idsctrl 137.13 132.98 57.59 119.18 57.59 26.03 41.88 3.52 -5.71
67 mt_961_use2012_best_save_rnk500_idsctrl 133.53 129.39 54.00 115.59 54.00 22.44 38.29 -0.07 -9.30
68 mt_962_use2011_last_save_rnk500_idsctrl 133.35 129.21 53.81 115.40 53.82 22.25 38.11 -0.25 -9.49
86 mt_961_use2016_last_save_rnk500_idsctrl 126.06 121.92 46.52 108.11 46.52 14.96 30.81 -7.55 -16.78
87 mt_961_use2016_best_save_rnk500_idsctrl 125.69 121.55 46.16 107.75 46.16 14.60 30.45 -7.91 -17.14
89 mt_962_use2018_last_save_rnk500_idsctrl 124.70 120.55 45.16 106.75 45.16 13.60 29.45 -8.91 -18.14
92 mt_962_use2010_last_save_rnk500_idsctrl 123.05 118.90 43.51 105.10 43.51 11.95 27.80 -10.56 -19.79
96 mt_961_use2011_best_save_rnk500_idsctrl 122.37 118.23 42.84 104.43 42.84 11.27 27.13 -11.23 -20.47
99 mt_961_use2018_last_save_rnk500_idsctrl 121.13 116.99 41.60 103.19 41.60 10.03 25.89 -12.47 -21.71
102 mt_961_use2010_last_save_rnk500_idsctrl 119.77 115.63 40.24 101.83 40.24 8.67 24.53 -13.83 -23.07
107 mt_961_use2013_last_save_rnk500_idsctrl 116.79 112.65 37.26 98.85 37.26 5.70 21.55 -16.81 -26.04
123 mt_961_use2010_best_save_rnk500_idsctrl 111.40 107.26 31.86 93.45 31.86 0.30 16.15 -22.20 -31.44
127 mt_961_use2014_last_save_rnk500_idsctrl 111.15 107.01 31.62 93.21 31.62 0.06 15.91 -22.45 -31.68
133 mt_961_use2014_best_save_rnk500_idsctrl 109.38 105.24 29.85 91.44 29.85 -1.72 14.14 -24.22 -33.46
144 mt_961_use2015_last_save_rnk500_idsctrl 106.63 102.49 27.09 88.68 27.10 -4.47 11.39 -26.97 -36.21
149 mt_961_use2017_last_save_rnk500_idsctrl 104.90 100.76 25.36 86.95 25.36 -6.20 9.66 -28.70 -37.94
161 mt_961_use2023_best_save_rnk500_idsctrl 101.53 97.39 21.99 83.58 21.99 -9.57 6.29 -32.07 -41.31
163 mt_961_use2017_best_save_rnk500_idsctrl 101.41 97.27 21.88 83.47 21.88 -9.68 6.17 -32.19 -41.43
176 mt_961_use2015_best_save_rnk500_idsctrl 99.88 95.74 20.35 81.94 20.35 -11.22 4.64 -33.72 -42.96
178 mt_962_use2012_last_save_rnk500_idsctrl 99.51 95.37 19.98 81.57 19.98 -11.59 4.27 -34.09 -43.33
184 mt_962_use2013_last_save_rnk500_idsctrl 98.27 94.13 18.74 80.33 18.74 -12.82 3.03 -35.33 -44.56
198 mt_962_use2013_best_save_rnk500_idsctrl 93.64 89.50 14.10 75.69 14.11 -17.46 -1.60 -39.96 -49.20
215 mt_961_use2023_last_save_rnk500_idsctrl 89.63 85.49 10.09 71.68 10.10 -21.47 -5.61 -43.97 -53.21
225 mt_962_use2016_last_save_rnk500_idsctrl 87.66 83.52 8.12 69.71 8.13 -23.44 -7.58 -45.94 -55.18
253 mt_962_use2014_best_save_rnk500_idsctrl 82.06 77.92 2.53 64.12 2.53 -29.04 -13.18 -51.54 -60.78
256 mt_962_use2012_best_save_rnk500_idsctrl 81.76 77.62 2.23 63.82 2.23 -29.33 -13.48 -51.84 -61.07
267 mt_961_use2022_best_save_rnk500_idsctrl 78.47 74.33 -1.06 60.53 -1.06 -32.63 -16.77 -55.13 -64.37
270 mt_961_use2021_last_save_rnk500_idsctrl 77.56 73.42 -1.97 59.62 -1.97 -33.53 -17.68 -56.04 -65.27
271 mt_962_use2015_last_save_rnk500_idsctrl 77.38 73.24 -2.16 59.43 -2.15 -33.72 -17.86 -56.22 -65.46
278 mt_961_use2022_last_save_rnk500_idsctrl 76.48 72.34 -3.06 58.53 -3.06 -34.62 -18.77 -57.13 -66.36
299 mt_962_use2017_last_save_rnk500_idsctrl 72.00 67.86 -7.53 54.06 -7.53 -39.10 -23.24 -61.60 -70.84
318 mx_2023_gen_merge2_filtered_idsctrl 67.20 63.06 -12.33 49.26 -12.33 -43.89 -28.04 -66.40 -75.64
323 mt_962_use2014_last_save_rnk500_idsctrl 66.61 62.47 -12.92 48.66 -12.92 -44.49 -28.63 -66.99 -76.23
331 mt_962_use2018_best_save_rnk500_idsctrl 64.14 60.00 -15.40 46.19 -15.40 -46.96 -31.11 -69.46 -78.70
361 mt_962_use2017_best_save_rnk500_idsctrl 55.95 51.81 -23.58 38.00 -23.58 -55.15 -39.29 -77.65 -86.89
385 mt_961_use2021_best_save_rnk500_idsctrl 44.67 40.53 -34.86 26.73 -34.86 -66.42 -50.57 -88.93 -98.17
402 mt_961_use2020_best_save_rnk500_idsctrl 41.09 36.95 -38.44 23.15 -38.44 -70.00 -54.15 -92.51 -101.74
411 mt_961_use2020_last_save_rnk500_idsctrl 38.14 34.00 -41.39 20.20 -41.39 -72.95 -57.10 -95.46 -104.69
412 mt_962_use2023_last_save_rnk500_idsctrl 37.98 33.84 -41.55 20.03 -41.55 -73.12 -57.26 -95.62 -104.86
414 mt_961_use2024_best_save_rnk500_idsctrl 36.86 32.72 -42.68 18.91 -42.67 -74.24 -58.38 -96.74 -105.98
424 mt_961_use2019_best_save_rnk500_idsctrl 35.10 30.96 -44.43 17.16 -44.43 -76.00 -60.14 -98.50 -107.74
426 mt_962_use2021_last_save_rnk500_idsctrl 34.37 30.23 -45.16 16.43 -45.16 -76.72 -60.87 -99.23 -108.46
429 mt_962_use2023_best_save_rnk500_idsctrl 33.69 29.55 -45.85 15.74 -45.85 -77.41 -61.56 -99.91 -109.15
435 mt_961_use2013_best_save_rnk500_idsctrl 30.56 26.41 -48.98 12.61 -48.98 -80.54 -64.69 -103.05 -112.28
441 mt_962_use2024_best_save_rnk500_idsctrl 29.03 24.89 -50.50 11.08 -50.50 -82.07 -66.21 -104.57 -113.81
444 mt_961_use2024_last_save_rnk500_idsctrl 27.97 23.83 -51.56 10.03 -51.56 -83.13 -67.27 -105.63 -114.87
448 mt_961_use2019_last_save_rnk500_idsctrl 27.20 23.06 -52.33 9.25 -52.33 -83.90 -68.04 -106.40 -115.64
466 mt_962_use2019_last_save_rnk500_idsctrl 20.11 15.97 -59.42 2.17 -59.42 -90.99 -75.13 -113.49 -122.73
468 mt_962_use2024_last_save_rnk500_idsctrl 19.82 15.68 -59.71 1.88 -59.71 -91.27 -75.42 -113.78 -123.02
480 mt_962_use2019_best_save_rnk500_idsctrl 3.45 -0.69 -76.08 -14.49 -76.08 -107.64 -91.79 -130.15 -139.38
483 mt_962_use2022_last_save_rnk500_idsctrl 3.06 -1.08 -76.47 -14.88 -76.47 -108.03 -92.18 -130.54 -139.77
504 mt_962_use2020_last_save_rnk500_idsctrl -20.31 -24.45 -99.84 -38.25 -99.84 -131.41 -115.55 -153.91 -163.15
507 mt_962_use2021_best_save_rnk500_idsctrl -25.67 -29.81 -105.21 -43.62 -105.21 -136.77 -120.91 -159.27 -168.51
510 mt_962_use2015_best_save_rnk500_idsctrl -30.67 -34.81 -110.21 -48.62 -110.21 -141.77 -125.92 -164.27 -173.51
519 mt_962_use2022_best_save_rnk500_idsctrl -50.88 -55.02 -130.41 -68.82 -130.41 -161.98 -146.12 -184.48 -193.72
523 mt_962_use2020_best_save_rnk500_idsctrl -63.11 -67.26 -142.65 -81.06 -142.65 -174.21 -158.36 -196.72 -205.95