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_20251215_151523
59 multin1_real1_overnight 136.86 132.72 57.33 118.92 57.33 25.76 41.62 3.26 -5.98
60 multin_zz1000_61003_overnight_pv_rm_blc 136.86 132.72 57.33 118.92 57.33 25.76 41.62 3.26 -5.98
74 multin_zz1000_61002_overnight_pv_rm_blc 130.46 126.32 50.92 112.51 50.92 19.36 35.21 -3.15 -12.38
75 multin_zz1000_61004_overnight_pv_rm_blc 130.46 126.32 50.92 112.51 50.92 19.36 35.21 -3.15 -12.38
95 multin_zz1000_61003_overnight_pv_rm_blc2 122.51 118.36 42.97 104.56 42.97 11.41 27.26 -11.10 -20.33
108 multin_zz1000_61004_overnight_pv_rm_blc2 116.14 112.00 36.61 98.20 36.61 5.04 20.90 -17.46 -26.70
111 multin_zz1000_61001_overnight_pv_rm_blc 115.75 111.61 36.22 97.80 36.22 4.65 20.51 -17.85 -27.09
167 multin_zz1000_61003_overnight_pv_rm_fnd 100.79 96.65 21.26 82.85 21.26 -10.31 5.55 -32.81 -42.05
170 multin1_real2_overnight 100.65 96.50 21.11 82.70 21.11 -10.45 5.40 -32.96 -42.19
171 multin_zz1000_61003_overnight_pv_rm_fnd_blc 100.65 96.50 21.11 82.70 21.11 -10.45 5.40 -32.96 -42.19
180 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 99.35 95.21 19.81 81.40 19.82 -11.75 4.11 -34.25 -43.49
239 multin_zz1000_61004_overnight_pv_rm_fnd 85.33 81.19 5.80 67.39 5.80 -25.77 -9.91 -48.27 -57.51
240 multin_zz1000_61002_overnight_pv_rm_fnd 85.33 81.19 5.80 67.39 5.80 -25.77 -9.91 -48.27 -57.51
242 multin_zz1000_61002_overnight_pv_rm_fnd_blc 84.97 80.83 5.43 67.02 5.43 -26.13 -10.28 -48.64 -57.87
243 multin_zz1000_61004_overnight_pv_rm_fnd_blc 84.97 80.83 5.43 67.02 5.43 -26.13 -10.28 -48.64 -57.87
246 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 83.00 78.86 3.46 65.05 3.47 -28.10 -12.24 -50.60 -59.84
272 multin1_real0_overnight_中性 77.35 73.21 -2.19 59.40 -2.18 -33.75 -17.89 -56.25 -65.49
291 multin_zz1000_61001_overnight_pv_rm_fnd_blc 73.45 69.31 -6.08 55.51 -6.08 -37.65 -21.79 -60.15 -69.39
292 multin_zz1000_61001_overnight_pv_rm_fnd 73.41 69.27 -6.13 55.46 -6.13 -37.69 -21.84 -60.20 -69.43
306 multin1_real0_overnight 70.30 66.16 -9.24 52.35 -9.24 -40.80 -24.95 -63.31 -72.54