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_20251222_151523
12 mt_962_use2024_last_save_rnk500_idsctrl 57.56 46.91 169.15 72.65 169.15 145.37 126.15 99.18 75.24
16 mt_962_use2023_last_save_rnk500_idsctrl 46.00 35.35 157.59 61.09 157.59 133.82 114.59 87.63 63.68
19 mt_962_use2024_best_save_rnk500_idsctrl 43.53 32.87 155.11 58.61 155.11 131.34 112.12 85.15 61.20
21 mt_962_use2020_best_save_rnk500_idsctrl 41.84 31.19 153.43 56.93 153.43 129.66 110.43 83.47 59.52
25 mt_962_use2023_best_save_rnk500_idsctrl 38.08 27.43 149.67 53.17 149.66 125.89 106.67 79.70 55.76
27 mt_962_use2022_last_save_rnk500_idsctrl 36.31 25.65 147.89 51.40 147.89 124.12 104.90 77.93 53.98
32 mt_962_use2022_best_save_rnk500_idsctrl 32.52 21.87 144.11 47.61 144.11 120.34 101.11 74.15 50.20
53 mt_962_use2021_best_save_rnk500_idsctrl 6.19 -4.46 117.78 21.28 117.78 94.01 74.79 47.82 23.87
63 mt_962_use2014_best_save_rnk500_idsctrl 1.55 -9.10 113.13 16.64 113.13 89.36 70.14 43.17 19.23
65 mt_962_use2021_last_save_rnk500_idsctrl -0.98 -11.63 110.60 14.11 110.60 86.83 67.61 40.64 16.70
68 mt_962_use2020_last_save_rnk500_idsctrl -3.01 -13.66 108.58 12.08 108.58 84.80 65.58 38.62 14.67
72 mt_962_use2015_best_save_rnk500_idsctrl -3.63 -14.28 107.95 11.46 107.95 84.18 64.96 37.99 14.05
89 mt_961_use2015_last_save_rnk500_idsctrl -8.83 -19.48 102.75 6.26 102.75 78.98 59.76 32.79 8.85
108 mt_962_use2012_best_save_rnk500_idsctrl -18.55 -29.20 93.04 -3.46 93.04 69.27 50.04 23.08 -0.87
110 mt_961_use2017_last_save_rnk500_idsctrl -20.65 -31.31 90.93 -5.57 90.93 67.16 47.94 20.97 -2.98
114 mt_961_use2020_last_save_rnk500_idsctrl -21.55 -32.20 90.03 -6.46 90.03 66.26 47.04 20.07 -3.87
118 mt_961_use2020_best_save_rnk500_idsctrl -22.34 -33.00 89.24 -7.26 89.24 65.47 46.25 19.28 -4.67
125 mt_961_use2023_last_save_rnk500_idsctrl -23.44 -34.10 88.14 -8.36 88.14 64.37 45.15 18.18 -5.77
127 mt_961_use2014_best_save_rnk500_idsctrl -23.72 -34.37 87.87 -8.63 87.87 64.10 44.87 17.91 -6.04
139 mt_962_use2014_last_save_rnk500_idsctrl -26.30 -36.96 85.28 -11.22 85.28 61.51 42.29 15.32 -8.63
140 mt_961_use2014_last_save_rnk500_idsctrl -26.37 -37.02 85.21 -11.28 85.21 61.44 42.22 15.25 -8.69
150 mt_961_use2017_best_save_rnk500_idsctrl -28.40 -39.05 83.19 -13.31 83.19 59.42 40.19 13.23 -10.72
160 mt_962_use2019_last_save_rnk500_idsctrl -31.83 -42.49 79.75 -16.75 79.75 55.98 36.76 9.79 -14.16
165 mt_961_use2024_best_save_rnk500_idsctrl -32.74 -43.39 78.85 -17.65 78.85 55.08 35.85 8.89 -15.06
168 mt_962_use2017_best_save_rnk500_idsctrl -33.29 -43.94 78.29 -18.20 78.29 54.52 35.30 8.33 -15.61
172 mt_962_use2013_best_save_rnk500_idsctrl -33.71 -44.36 77.88 -18.62 77.88 54.10 34.88 7.92 -16.03
174 mt_961_use2021_best_save_rnk500_idsctrl -34.48 -45.13 77.10 -19.39 77.10 53.33 34.11 7.14 -16.80
182 mx_2023_gen_merge2_filtered_idsctrl -37.39 -48.05 74.19 -22.31 74.19 50.42 31.20 4.23 -19.72
197 mt_961_use2019_best_save_rnk500_idsctrl -39.53 -50.18 72.06 -24.44 72.06 48.29 29.06 2.10 -21.85
203 mt_962_use2019_best_save_rnk500_idsctrl -40.85 -51.50 70.73 -25.76 70.73 46.96 27.74 0.77 -23.18
209 mt_961_use2022_last_save_rnk500_idsctrl -41.75 -52.40 69.84 -26.66 69.84 46.06 26.84 -0.12 -24.07
210 mt_961_use2024_last_save_rnk500_idsctrl -42.11 -52.77 69.47 -27.03 69.47 45.70 26.48 -0.49 -24.44
211 mt_961_use2021_last_save_rnk500_idsctrl -42.22 -52.88 69.36 -27.14 69.36 45.59 26.37 -0.60 -24.55
212 mt_961_use2009_best_save_rnk500_idsctrl -42.24 -52.89 69.34 -27.15 69.34 45.57 26.35 -0.62 -24.57
214 mt_961_use2009_last_save_rnk500_idsctrl -42.40 -53.05 69.19 -27.31 69.19 45.42 26.20 -0.77 -24.72
215 mt_962_use2010_last_save_rnk500_idsctrl -42.91 -53.57 68.67 -27.83 68.67 44.90 25.68 -1.29 -25.24
224 mt_962_use2016_last_save_rnk500_idsctrl -43.47 -54.12 68.11 -28.38 68.11 44.34 25.12 -1.85 -25.79
233 mt_961_use2015_best_save_rnk500_idsctrl -44.84 -55.49 66.74 -29.75 66.74 42.97 23.75 -3.22 -27.16
236 mt_962_use2017_last_save_rnk500_idsctrl -45.76 -56.41 65.83 -30.67 65.83 42.06 22.83 -4.13 -28.08
250 mt_962_use2012_last_save_rnk500_idsctrl -48.32 -58.97 63.26 -33.23 63.26 39.49 20.27 -6.70 -30.64
256 mt_962_use2015_last_save_rnk500_idsctrl -49.59 -60.24 62.00 -34.50 61.99 38.22 19.00 -7.97 -31.91
259 mt_961_use2023_best_save_rnk500_idsctrl -49.74 -60.40 61.84 -34.65 61.84 38.07 18.85 -8.12 -32.07
266 mt_961_use2008_last_save_rnk500_idsctrl -50.18 -60.83 61.40 -35.09 61.40 37.63 18.41 -8.56 -32.50
271 mt_962_use2010_best_save_rnk500_idsctrl -51.11 -61.77 60.47 -36.03 60.47 36.70 17.48 -9.49 -33.44
273 mt_961_use2016_best_save_rnk500_idsctrl -51.28 -61.93 60.30 -36.19 60.30 36.53 17.31 -9.66 -33.61
275 mt_961_use2013_best_save_rnk500_idsctrl -52.00 -62.65 59.58 -36.91 59.58 35.81 16.59 -10.38 -34.32
278 mt_961_use2016_last_save_rnk500_idsctrl -53.09 -63.74 58.49 -38.00 58.49 34.72 15.50 -11.47 -35.41
285 mt_961_use2019_last_save_rnk500_idsctrl -53.52 -64.17 58.06 -38.43 58.06 34.29 15.07 -11.90 -35.84
287 mt_962_use2011_best_save_rnk500_idsctrl -53.68 -64.34 57.90 -38.59 57.90 34.13 14.91 -12.06 -36.01
290 mt_962_use2013_last_save_rnk500_idsctrl -54.22 -64.87 57.37 -39.13 57.37 33.60 14.37 -12.59 -36.54
303 mt_962_use2018_best_save_rnk500_idsctrl -56.64 -67.29 54.94 -41.55 54.94 31.17 11.95 -15.02 -38.97
304 mt_961_use2010_best_save_rnk500_idsctrl -56.82 -67.47 54.76 -41.73 54.76 30.99 11.77 -15.20 -39.14
320 mt_961_use2018_last_save_rnk500_idsctrl -59.77 -70.42 51.82 -44.68 51.82 28.05 8.82 -18.14 -42.09
321 mt_961_use2010_last_save_rnk500_idsctrl -59.88 -70.53 51.71 -44.79 51.71 27.94 8.71 -18.25 -42.20
324 mt_961_use2022_best_save_rnk500_idsctrl -60.25 -70.90 51.33 -45.16 51.33 27.56 8.34 -18.63 -42.57
343 mt_961_use2008_best_save_rnk500_idsctrl -64.07 -74.72 47.52 -48.98 47.52 23.75 4.52 -22.44 -46.39
355 mt_962_use2011_last_save_rnk500_idsctrl -65.22 -75.88 46.36 -50.13 46.36 22.59 3.37 -23.60 -47.55
368 mt_961_use2011_best_save_rnk500_idsctrl -66.52 -77.17 45.07 -51.43 45.07 21.30 2.07 -24.89 -48.84
374 mt_962_use2009_last_save_rnk500_idsctrl -67.51 -78.16 44.08 -52.42 44.08 20.30 1.08 -25.88 -49.83
376 mt_961_use2013_last_save_rnk500_idsctrl -67.87 -78.52 43.72 -52.78 43.72 19.94 0.72 -26.24 -50.19
377 mt_962_use2009_best_save_rnk500_idsctrl -67.91 -78.56 43.67 -52.82 43.67 19.90 0.68 -26.29 -50.23
402 mt_961_use2011_last_save_rnk500_idsctrl -71.29 -81.94 40.29 -56.20 40.29 16.52 -2.70 -29.67 -53.61
407 mt_962_use2016_best_save_rnk500_idsctrl -71.75 -82.40 39.84 -56.66 39.84 16.06 -3.16 -30.12 -54.07
413 mt_962_use2008_best_save_rnk500_idsctrl -72.41 -83.07 39.17 -57.32 39.17 15.40 -3.82 -30.79 -54.74
428 mx_2023_gen_merge1_filtered_no_idsctrl -73.32 -83.98 38.26 -58.23 38.26 14.49 -4.73 -31.70 -55.65
443 mt_962_use2018_last_save_rnk500_idsctrl -74.62 -85.27 36.97 -59.53 36.97 13.19 -6.03 -32.99 -56.94
448 mt_961_use2012_last_save_rnk500_idsctrl -74.84 -85.49 36.74 -59.75 36.74 12.97 -6.25 -33.22 -57.17
466 mt_962_use2008_last_save_rnk500_idsctrl -77.45 -88.10 34.13 -62.36 34.13 10.36 -8.86 -35.83 -59.78
489 mt_961_use2012_best_save_rnk500_idsctrl -83.37 -94.03 28.21 -68.29 28.21 4.44 -14.78 -41.75 -65.70
498 mt_961_use2018_best_save_rnk500_idsctrl -86.99 -97.64 24.59 -71.90 24.59 0.82 -18.40 -45.37 -69.32