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_20251225_151525
34 mt_962_use2010_last_save_rnk500_idsctrl 20.85 39.20 119.91 100.59 119.91 21.33 1.38 52.29 70.37
55 mt_962_use2012_best_save_rnk500_idsctrl 16.74 35.09 115.80 96.48 115.79 17.22 -2.74 48.17 66.26
58 mt_962_use2010_best_save_rnk500_idsctrl 16.13 34.48 115.18 95.87 115.18 16.61 -3.35 47.56 65.65
67 mt_962_use2017_best_save_rnk500_idsctrl 13.87 32.22 112.92 93.61 112.92 14.35 -5.61 45.30 63.39
69 mt_962_use2013_best_save_rnk500_idsctrl 13.41 31.76 112.46 93.15 112.46 13.89 -6.07 44.84 62.93
70 mt_962_use2015_last_save_rnk500_idsctrl 12.98 31.33 112.04 92.73 112.04 13.47 -6.49 44.42 62.51
71 mt_962_use2016_last_save_rnk500_idsctrl 12.53 30.88 111.58 92.27 111.58 13.01 -6.95 43.96 62.05
86 mt_962_use2011_last_save_rnk500_idsctrl 9.06 27.41 108.12 88.81 108.12 9.55 -10.41 40.50 58.59
98 mt_962_use2013_last_save_rnk500_idsctrl 7.34 25.70 106.40 87.09 106.40 7.83 -12.13 38.78 56.87
102 mt_962_use2019_last_save_rnk500_idsctrl 7.09 25.44 106.14 86.83 106.14 7.57 -12.39 38.52 56.61
103 mt_962_use2012_last_save_rnk500_idsctrl 7.03 25.38 106.08 86.77 106.08 7.51 -12.45 38.46 56.55
115 mt_962_use2019_best_save_rnk500_idsctrl 4.52 22.87 103.57 84.26 103.57 5.00 -14.96 35.95 54.04
128 mt_962_use2015_best_save_rnk500_idsctrl 3.65 22.00 102.70 83.39 102.70 4.13 -15.83 35.08 53.17
151 mx_2023_gen_merge2_filtered_idsctrl 1.82 20.17 100.88 81.57 100.88 2.31 -17.65 33.26 51.35
157 mt_961_use2015_best_save_rnk500_idsctrl 1.25 19.60 100.31 80.99 100.31 1.74 -18.22 32.69 50.78
185 mt_961_use2011_best_save_rnk500_idsctrl -2.52 15.83 96.53 77.22 96.53 -2.04 -22.00 28.91 47.00
197 mt_962_use2018_best_save_rnk500_idsctrl -3.95 14.40 95.10 75.79 95.10 -3.47 -23.43 27.48 45.57
206 mt_961_use2013_best_save_rnk500_idsctrl -5.29 13.06 93.77 74.45 93.76 -4.81 -24.77 26.14 44.23
207 mt_961_use2010_last_save_rnk500_idsctrl -5.30 13.05 93.76 74.44 93.76 -4.82 -24.77 26.14 44.22
208 mt_961_use2009_best_save_rnk500_idsctrl -5.53 12.82 93.53 74.21 93.52 -5.05 -25.01 25.90 43.99
209 mt_961_use2013_last_save_rnk500_idsctrl -5.65 12.70 93.41 74.10 93.41 -5.16 -25.12 25.79 43.88
210 mt_962_use2014_best_save_rnk500_idsctrl -5.75 12.61 93.31 74.00 93.31 -5.26 -25.22 25.69 43.78
225 mt_961_use2010_best_save_rnk500_idsctrl -7.49 10.86 91.57 72.26 91.57 -7.00 -26.96 23.95 42.04
226 mt_962_use2011_best_save_rnk500_idsctrl -7.52 10.83 91.54 72.22 91.54 -7.03 -26.99 23.92 42.00
232 mt_961_use2009_last_save_rnk500_idsctrl -8.04 10.31 91.02 71.71 91.02 -7.55 -27.51 23.40 41.49
233 mt_962_use2021_best_save_rnk500_idsctrl -8.17 10.18 90.88 71.57 90.88 -7.69 -27.65 23.26 41.35
237 mt_962_use2017_last_save_rnk500_idsctrl -8.47 9.88 90.59 71.27 90.59 -7.98 -27.94 22.97 41.06
242 mt_961_use2015_last_save_rnk500_idsctrl -9.43 8.92 89.63 70.31 89.63 -8.94 -28.90 22.01 40.09
243 mt_962_use2021_last_save_rnk500_idsctrl -9.57 8.78 89.49 70.18 89.49 -9.08 -29.04 21.87 39.96
247 mt_962_use2023_best_save_rnk500_idsctrl -9.93 8.42 89.13 69.81 89.13 -9.45 -29.41 21.50 39.59
250 mt_962_use2020_last_save_rnk500_idsctrl -10.26 8.09 88.80 69.48 88.80 -9.78 -29.73 21.18 39.26
258 mt_961_use2014_best_save_rnk500_idsctrl -11.73 6.62 87.32 68.01 87.32 -11.25 -31.21 19.70 37.79
259 mt_961_use2008_last_save_rnk500_idsctrl -11.82 6.53 87.23 67.92 87.23 -11.34 -31.30 19.61 37.70
264 mt_962_use2009_last_save_rnk500_idsctrl -12.63 5.72 86.43 67.11 86.43 -12.15 -32.11 18.80 36.89
268 mt_962_use2018_last_save_rnk500_idsctrl -13.25 5.10 85.80 66.49 85.80 -12.77 -32.73 18.18 36.27
272 mt_962_use2022_last_save_rnk500_idsctrl -13.78 4.58 85.28 65.97 85.28 -13.29 -33.25 17.66 35.75
278 mt_962_use2020_best_save_rnk500_idsctrl -14.11 4.24 84.95 65.64 84.95 -13.62 -33.58 17.33 35.42
280 mt_961_use2022_best_save_rnk500_idsctrl -14.18 4.17 84.87 65.56 84.87 -13.70 -33.66 17.25 35.34
292 mt_961_use2017_last_save_rnk500_idsctrl -15.16 3.19 83.90 64.58 83.90 -14.68 -34.63 16.28 34.36
294 mt_961_use2012_last_save_rnk500_idsctrl -15.30 3.05 83.75 64.44 83.75 -14.82 -34.78 16.13 34.22
295 mt_961_use2011_last_save_rnk500_idsctrl -15.48 2.87 83.57 64.26 83.57 -15.00 -34.96 15.95 34.04
296 mt_962_use2022_best_save_rnk500_idsctrl -15.50 2.85 83.56 64.24 83.55 -15.02 -34.98 15.93 34.02
297 mt_962_use2023_last_save_rnk500_idsctrl -15.68 2.67 83.38 64.06 83.38 -15.19 -35.15 15.76 33.85
298 mt_962_use2009_best_save_rnk500_idsctrl -15.82 2.53 83.24 63.92 83.24 -15.34 -35.30 15.61 33.70
299 mt_962_use2014_last_save_rnk500_idsctrl -16.24 2.11 82.82 63.51 82.82 -15.75 -35.71 15.20 33.29
306 mt_961_use2008_best_save_rnk500_idsctrl -16.82 1.53 82.23 62.92 82.23 -16.34 -36.30 14.61 32.70
308 mt_961_use2022_last_save_rnk500_idsctrl -16.87 1.48 82.19 62.88 82.19 -16.38 -36.34 14.57 32.66
336 mt_961_use2018_last_save_rnk500_idsctrl -19.22 -0.87 79.83 60.52 79.83 -18.74 -38.70 12.21 30.30
345 mt_961_use2012_best_save_rnk500_idsctrl -20.42 -2.07 78.64 59.32 78.64 -19.94 -39.89 11.02 29.10
347 mt_961_use2018_best_save_rnk500_idsctrl -20.89 -2.54 78.17 58.85 78.17 -20.41 -40.36 10.55 28.63
348 mt_962_use2016_best_save_rnk500_idsctrl -20.92 -2.56 78.14 58.83 78.14 -20.43 -40.39 10.52 28.61
350 mt_961_use2019_last_save_rnk500_idsctrl -21.14 -2.79 77.92 58.60 77.92 -20.65 -40.61 10.30 28.38
355 mt_961_use2016_best_save_rnk500_idsctrl -21.38 -3.03 77.67 58.36 77.67 -20.90 -40.86 10.05 28.14
357 mt_961_use2016_last_save_rnk500_idsctrl -21.77 -3.42 77.29 57.97 77.29 -21.29 -41.25 9.66 27.75
360 mx_2023_gen_merge1_filtered_no_idsctrl -22.10 -3.75 76.95 57.64 76.95 -21.62 -41.58 9.33 27.42
367 mt_962_use2024_best_save_rnk500_idsctrl -22.64 -4.29 76.42 57.10 76.42 -22.15 -42.11 8.80 26.88
371 mt_961_use2017_best_save_rnk500_idsctrl -23.32 -4.97 75.73 56.42 75.73 -22.84 -42.80 8.11 26.20
383 mt_962_use2024_last_save_rnk500_idsctrl -24.01 -5.66 75.05 55.73 75.04 -23.53 -43.49 7.42 25.51
403 mt_961_use2021_last_save_rnk500_idsctrl -28.28 -9.93 70.78 51.46 70.77 -27.80 -47.76 3.15 21.24
412 mt_962_use2008_best_save_rnk500_idsctrl -29.31 -10.95 69.75 50.44 69.75 -28.82 -48.78 2.13 20.22
421 mt_962_use2008_last_save_rnk500_idsctrl -30.10 -11.75 68.96 49.64 68.95 -29.62 -49.58 1.33 19.42
430 mt_961_use2019_best_save_rnk500_idsctrl -31.40 -13.05 67.66 48.34 67.66 -30.91 -50.87 0.04 18.12
441 mt_961_use2021_best_save_rnk500_idsctrl -32.59 -14.24 66.47 47.15 66.47 -32.11 -52.07 -1.16 16.93
442 mt_961_use2014_last_save_rnk500_idsctrl -32.72 -14.37 66.33 47.02 66.33 -32.24 -52.20 -1.29 16.80
449 mt_961_use2020_last_save_rnk500_idsctrl -35.56 -17.21 63.50 44.19 63.50 -35.07 -55.03 -4.12 13.97
450 mt_961_use2020_best_save_rnk500_idsctrl -35.58 -17.23 63.47 44.16 63.47 -35.10 -55.06 -4.15 13.94
457 mt_961_use2024_last_save_rnk500_idsctrl -37.57 -19.22 61.49 42.17 61.49 -37.09 -57.05 -6.14 11.95
458 mt_961_use2023_last_save_rnk500_idsctrl -37.57 -19.22 61.48 42.17 61.48 -37.09 -57.05 -6.14 11.95
471 mt_961_use2023_best_save_rnk500_idsctrl -41.46 -23.11 57.59 38.28 57.59 -40.98 -60.94 -10.03 8.06
474 mt_961_use2024_best_save_rnk500_idsctrl -42.15 -23.80 56.90 37.59 56.90 -41.67 -61.63 -10.72 7.37