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_20251218_151526
26 mx_2023_gen_merge1_filtered_no_idsctrl 138.82 167.05 120.62 179.40 120.62 20.76 7.47 59.11 93.89
92 mt_962_use2009_best_save_rnk500_idsctrl 106.82 135.05 88.62 147.41 88.62 -11.24 -24.52 27.11 61.89
100 mt_961_use2012_best_save_rnk500_idsctrl 104.99 133.22 86.79 145.58 86.79 -13.07 -26.35 25.28 60.07
101 mt_962_use2009_last_save_rnk500_idsctrl 104.94 133.17 86.74 145.52 86.74 -13.12 -26.41 25.23 60.01
104 mt_962_use2008_best_save_rnk500_idsctrl 103.12 131.34 84.92 143.70 84.92 -14.95 -28.23 23.40 58.19
107 mt_961_use2012_last_save_rnk500_idsctrl 101.87 130.09 83.67 142.45 83.67 -16.20 -29.48 22.15 56.94
108 mt_962_use2011_best_save_rnk500_idsctrl 101.37 129.60 83.17 141.95 83.17 -16.69 -29.98 21.66 56.44
109 mt_961_use2011_last_save_rnk500_idsctrl 100.46 128.68 82.26 141.04 82.26 -17.61 -30.89 20.74 55.53
110 mt_962_use2008_last_save_rnk500_idsctrl 100.35 128.58 82.15 140.94 82.15 -17.71 -31.00 20.64 55.42
121 mt_962_use2011_last_save_rnk500_idsctrl 95.98 124.21 77.78 136.56 77.78 -22.08 -35.37 16.27 51.05
128 mt_961_use2009_best_save_rnk500_idsctrl 94.21 122.44 76.01 134.79 76.01 -23.85 -37.14 14.50 49.28
130 mt_961_use2009_last_save_rnk500_idsctrl 94.03 122.26 75.83 134.61 75.83 -24.03 -37.32 14.32 49.10
132 mt_961_use2008_best_save_rnk500_idsctrl 93.69 121.92 75.49 134.28 75.49 -24.37 -37.65 13.98 48.76
142 mt_961_use2011_best_save_rnk500_idsctrl 88.45 116.68 70.26 129.04 70.25 -29.61 -42.89 8.74 43.53
148 mt_961_use2013_last_save_rnk500_idsctrl 88.01 116.24 69.81 128.60 69.81 -30.05 -43.34 8.30 43.08
151 mt_962_use2013_last_save_rnk500_idsctrl 87.16 115.39 68.96 127.74 68.96 -30.90 -44.19 7.45 42.23
154 mt_961_use2018_best_save_rnk500_idsctrl 86.34 114.57 68.14 126.93 68.14 -31.72 -45.01 6.63 41.41
158 mt_962_use2016_best_save_rnk500_idsctrl 84.84 113.07 66.64 125.42 66.64 -33.22 -46.51 5.13 39.91
161 mt_962_use2010_best_save_rnk500_idsctrl 83.89 112.12 65.70 124.48 65.69 -34.17 -47.45 4.18 38.97
162 mt_961_use2008_last_save_rnk500_idsctrl 82.86 111.09 64.67 123.45 64.66 -35.20 -48.48 3.15 37.94
167 mt_962_use2018_last_save_rnk500_idsctrl 82.25 110.48 64.05 122.83 64.05 -35.81 -49.10 2.54 37.32
176 mt_961_use2010_last_save_rnk500_idsctrl 78.04 106.27 59.84 118.62 59.84 -40.02 -53.31 -1.67 33.11
186 mt_962_use2012_last_save_rnk500_idsctrl 76.32 104.55 58.12 116.90 58.12 -41.74 -55.03 -3.39 31.39
188 mt_962_use2010_last_save_rnk500_idsctrl 75.39 103.62 57.19 115.98 57.19 -42.67 -55.96 -4.32 30.46
192 mt_961_use2010_best_save_rnk500_idsctrl 74.14 102.37 55.95 114.73 55.94 -43.92 -57.20 -5.57 29.22
208 mt_962_use2013_best_save_rnk500_idsctrl 70.96 99.18 52.76 111.54 52.76 -47.11 -60.39 -8.76 26.03
211 mt_961_use2023_best_save_rnk500_idsctrl 70.57 98.80 52.37 111.15 52.37 -47.49 -60.78 -9.14 25.64
227 mt_961_use2015_best_save_rnk500_idsctrl 67.04 95.27 48.85 107.63 48.84 -51.02 -64.30 -12.67 22.12
234 mt_962_use2015_last_save_rnk500_idsctrl 65.39 93.62 47.19 105.97 47.19 -52.67 -65.96 -14.32 20.46
247 mt_961_use2023_last_save_rnk500_idsctrl 61.39 89.61 43.19 101.97 43.19 -56.68 -69.96 -18.33 16.46
251 mt_961_use2016_best_save_rnk500_idsctrl 61.03 89.26 42.83 101.62 42.83 -57.03 -70.31 -18.68 16.10
253 mt_961_use2018_last_save_rnk500_idsctrl 59.97 88.20 41.77 100.55 41.77 -58.09 -71.38 -19.74 15.04
258 mt_962_use2012_best_save_rnk500_idsctrl 58.29 86.52 40.10 98.88 40.09 -59.77 -73.05 -21.42 13.37
259 mt_962_use2017_last_save_rnk500_idsctrl 58.23 86.46 40.03 98.81 40.03 -59.83 -73.12 -21.48 13.30
262 mt_962_use2016_last_save_rnk500_idsctrl 56.93 85.16 38.73 97.51 38.73 -61.13 -74.42 -22.78 12.00
272 mt_962_use2018_best_save_rnk500_idsctrl 54.03 82.26 35.83 94.61 35.83 -64.03 -77.32 -25.68 9.10
283 mt_961_use2016_last_save_rnk500_idsctrl 52.07 80.30 33.88 92.66 33.87 -65.99 -79.27 -27.64 7.15
286 mt_961_use2014_best_save_rnk500_idsctrl 50.25 78.47 32.05 90.83 32.05 -67.82 -81.10 -29.47 5.32
294 mx_2023_gen_merge2_filtered_idsctrl 49.05 77.28 30.86 89.64 30.85 -69.01 -82.29 -30.66 4.13
296 mt_961_use2014_last_save_rnk500_idsctrl 48.57 76.79 30.37 89.15 30.37 -69.50 -82.78 -31.15 3.64
304 mt_961_use2015_last_save_rnk500_idsctrl 46.58 74.81 28.38 87.16 28.38 -71.48 -84.77 -33.13 1.65
322 mt_962_use2017_best_save_rnk500_idsctrl 41.37 69.60 23.17 81.96 23.17 -76.69 -89.97 -38.34 -3.55
335 mt_961_use2022_best_save_rnk500_idsctrl 37.74 65.97 19.54 78.33 19.54 -80.32 -93.61 -41.97 -7.19
336 mt_962_use2014_last_save_rnk500_idsctrl 37.52 65.74 19.32 78.10 19.32 -80.55 -93.83 -42.20 -7.41
337 mt_961_use2021_last_save_rnk500_idsctrl 37.38 65.61 19.19 77.97 19.18 -80.68 -93.96 -42.33 -7.54
347 mt_962_use2019_last_save_rnk500_idsctrl 35.14 63.36 16.94 75.72 16.94 -82.92 -96.21 -44.58 -9.79
354 mt_961_use2022_last_save_rnk500_idsctrl 32.71 60.94 14.52 73.30 14.51 -85.35 -98.63 -47.00 -12.21
376 mt_961_use2024_last_save_rnk500_idsctrl 27.66 55.88 9.46 68.24 9.46 -90.40 -103.69 -52.06 -17.27
377 mt_961_use2017_last_save_rnk500_idsctrl 27.46 55.69 9.26 68.04 9.26 -90.60 -103.89 -52.25 -17.47
387 mt_961_use2013_best_save_rnk500_idsctrl 24.01 52.24 5.81 64.59 5.81 -94.05 -107.34 -55.70 -20.92
389 mt_962_use2023_last_save_rnk500_idsctrl 23.82 52.05 5.62 64.40 5.62 -94.24 -107.53 -55.89 -21.11
393 mt_962_use2014_best_save_rnk500_idsctrl 22.28 50.51 4.09 62.87 4.08 -95.78 -109.06 -57.43 -22.64
397 mt_961_use2019_last_save_rnk500_idsctrl 21.05 49.28 2.85 61.63 2.85 -97.01 -110.30 -58.66 -23.88
398 mt_962_use2019_best_save_rnk500_idsctrl 20.88 49.11 2.69 61.47 2.68 -97.18 -110.46 -58.83 -24.04
399 mt_961_use2017_best_save_rnk500_idsctrl 20.68 48.91 2.49 61.27 2.48 -97.38 -110.66 -59.03 -24.24
404 mt_961_use2024_best_save_rnk500_idsctrl 17.86 46.09 -0.33 58.45 -0.33 -100.20 -113.48 -61.85 -27.06
407 mt_962_use2023_best_save_rnk500_idsctrl 16.57 44.80 -1.63 57.15 -1.63 -101.49 -114.78 -63.14 -28.36
429 mt_962_use2021_last_save_rnk500_idsctrl 8.64 36.86 -9.56 49.22 -9.56 -109.42 -122.71 -71.08 -36.29
433 mt_961_use2021_best_save_rnk500_idsctrl 8.30 36.53 -9.90 48.89 -9.90 -109.76 -123.04 -71.41 -36.63
438 mt_961_use2020_best_save_rnk500_idsctrl 5.39 33.61 -12.81 45.97 -12.81 -112.67 -125.96 -74.33 -39.54
441 mt_961_use2020_last_save_rnk500_idsctrl 4.99 33.22 -13.21 45.57 -13.21 -113.07 -126.36 -74.72 -39.94
442 mt_961_use2019_best_save_rnk500_idsctrl 4.79 33.02 -13.40 45.38 -13.41 -113.27 -126.55 -74.92 -40.13
445 mt_962_use2024_best_save_rnk500_idsctrl 4.26 32.48 -13.94 44.84 -13.94 -113.81 -127.09 -75.46 -40.67
456 mt_962_use2022_last_save_rnk500_idsctrl -1.11 27.11 -19.31 39.47 -19.31 -119.17 -132.46 -80.83 -46.04
460 mt_962_use2020_last_save_rnk500_idsctrl -5.11 23.11 -23.31 35.47 -23.31 -123.17 -136.46 -84.83 -50.04
474 mt_962_use2024_last_save_rnk500_idsctrl -9.63 18.60 -27.82 30.96 -27.83 -127.69 -140.97 -89.34 -54.55
480 mt_962_use2021_best_save_rnk500_idsctrl -14.13 14.10 -32.33 26.45 -32.33 -132.19 -145.48 -93.84 -59.06
490 mt_962_use2015_best_save_rnk500_idsctrl -18.42 9.81 -36.62 22.16 -36.62 -136.48 -149.77 -98.13 -63.35
506 mt_962_use2022_best_save_rnk500_idsctrl -32.83 -4.60 -51.02 7.76 -51.03 -150.89 -164.17 -112.54 -77.75
520 mt_962_use2020_best_save_rnk500_idsctrl -56.93 -28.70 -75.12 -16.34 -75.13 -174.99 -188.27 -136.64 -101.85