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_20251226_151541
6 mt_962_use2014_last_save_rnk500_idsctrl 67.47 34.72 102.47 69.26 102.47 158.76 248.20 249.76 247.84
13 mt_962_use2014_best_save_rnk500_idsctrl 56.74 23.99 91.74 58.53 91.74 148.02 237.46 239.02 237.11
18 mt_961_use2014_best_save_rnk500_idsctrl 44.60 11.85 79.60 46.39 79.60 135.89 225.33 226.89 224.97
30 mt_961_use2014_last_save_rnk500_idsctrl 36.16 3.41 71.16 37.95 71.16 127.44 216.88 218.44 216.53
38 mt_961_use2023_last_save_rnk500_idsctrl 29.42 -3.33 64.42 31.21 64.42 120.70 210.14 211.70 209.79
57 mt_961_use2024_best_save_rnk500_idsctrl 20.51 -12.24 55.51 22.31 55.51 111.80 201.24 202.80 200.88
62 mt_961_use2023_best_save_rnk500_idsctrl 18.91 -13.84 53.91 20.71 53.91 110.20 199.64 201.20 199.28
68 mt_962_use2017_last_save_rnk500_idsctrl 17.05 -15.70 52.05 18.84 52.05 108.34 197.78 199.34 197.42
75 mt_961_use2024_last_save_rnk500_idsctrl 13.63 -19.12 48.63 15.42 48.63 104.91 194.35 195.91 194.00
76 mt_961_use2021_best_save_rnk500_idsctrl 13.23 -19.52 48.23 15.02 48.23 104.51 193.95 195.51 193.60
87 mt_961_use2019_best_save_rnk500_idsctrl 8.54 -24.21 43.54 10.33 43.54 99.82 189.26 190.82 188.91
93 mt_962_use2017_best_save_rnk500_idsctrl 7.56 -25.19 42.56 9.35 42.56 98.84 188.29 189.84 187.93
107 mt_962_use2020_best_save_rnk500_idsctrl 5.56 -27.19 40.56 7.35 40.56 96.84 186.28 187.84 185.93
110 mt_962_use2021_last_save_rnk500_idsctrl 4.89 -27.86 39.89 6.68 39.89 96.18 185.62 187.17 185.26
113 mt_962_use2013_best_save_rnk500_idsctrl 3.99 -28.76 38.98 5.78 38.98 95.27 184.71 186.27 184.35
123 mt_962_use2012_last_save_rnk500_idsctrl 2.41 -30.34 37.41 4.21 37.41 93.70 183.14 184.70 182.78
128 mt_962_use2012_best_save_rnk500_idsctrl 0.90 -31.85 35.90 2.70 35.90 92.19 181.63 183.19 181.27
130 mt_962_use2024_last_save_rnk500_idsctrl -0.25 -33.00 34.75 1.54 34.75 91.04 180.48 182.03 180.12
131 mt_962_use2020_last_save_rnk500_idsctrl -0.56 -33.31 34.44 1.23 34.44 90.72 180.17 181.72 179.81
143 mt_962_use2019_last_save_rnk500_idsctrl -2.87 -35.62 32.13 -1.08 32.13 88.42 177.86 179.42 177.50
172 mt_962_use2024_best_save_rnk500_idsctrl -8.06 -40.81 26.94 -6.26 26.94 83.23 172.67 174.23 172.31
176 mt_962_use2023_best_save_rnk500_idsctrl -8.32 -41.07 26.68 -6.52 26.68 82.97 172.41 173.97 172.05
181 mt_962_use2013_last_save_rnk500_idsctrl -8.84 -41.59 26.16 -7.05 26.16 82.44 171.88 173.44 171.53
182 mt_962_use2022_last_save_rnk500_idsctrl -8.91 -41.66 26.09 -7.12 26.09 82.38 171.82 173.38 171.46
186 mt_962_use2016_last_save_rnk500_idsctrl -9.72 -42.47 25.27 -7.93 25.27 81.56 171.00 172.56 170.65
188 mt_962_use2011_last_save_rnk500_idsctrl -9.86 -42.61 25.14 -8.07 25.14 81.43 170.87 172.42 170.51
189 mt_961_use2017_best_save_rnk500_idsctrl -10.24 -42.99 24.76 -8.45 24.76 81.05 170.49 172.05 170.13
195 mt_961_use2008_last_save_rnk500_idsctrl -11.07 -43.82 23.93 -9.28 23.93 80.21 169.65 171.21 169.30
203 mt_962_use2019_best_save_rnk500_idsctrl -13.25 -46.00 21.75 -11.46 21.75 78.03 167.47 169.03 167.12
206 mt_962_use2016_best_save_rnk500_idsctrl -14.00 -46.75 21.00 -12.20 21.00 77.29 166.73 168.29 166.37
209 mt_962_use2021_best_save_rnk500_idsctrl -14.59 -47.34 20.41 -12.80 20.41 76.70 166.14 167.69 165.78
214 mt_961_use2021_last_save_rnk500_idsctrl -15.52 -48.27 19.48 -13.73 19.48 75.76 165.20 166.76 164.85
215 mt_961_use2022_last_save_rnk500_idsctrl -15.67 -48.42 19.33 -13.88 19.33 75.61 165.05 166.61 164.70
217 mt_962_use2023_last_save_rnk500_idsctrl -16.26 -49.01 18.74 -14.46 18.74 75.03 164.47 166.03 164.11
219 mt_961_use2016_best_save_rnk500_idsctrl -16.59 -49.34 18.41 -14.80 18.41 74.69 164.13 165.69 163.78
220 mt_961_use2017_last_save_rnk500_idsctrl -16.64 -49.39 18.36 -14.84 18.36 74.65 164.09 165.65 163.73
221 mt_961_use2016_last_save_rnk500_idsctrl -16.65 -49.40 18.35 -14.85 18.35 74.64 164.08 165.64 163.72
227 mt_962_use2010_best_save_rnk500_idsctrl -17.72 -50.47 17.28 -15.92 17.28 73.57 163.01 164.57 162.65
229 mt_961_use2022_best_save_rnk500_idsctrl -17.91 -50.66 17.09 -16.12 17.09 73.37 162.81 164.37 162.46
230 mx_2023_gen_merge2_filtered_idsctrl -18.05 -50.80 16.95 -16.26 16.95 73.23 162.68 164.23 162.32
234 mt_961_use2008_best_save_rnk500_idsctrl -18.65 -51.40 16.35 -16.85 16.35 72.64 162.08 163.64 161.72
237 mt_962_use2018_best_save_rnk500_idsctrl -19.37 -52.12 15.63 -17.58 15.63 71.91 161.35 162.91 161.00
238 mt_962_use2009_last_save_rnk500_idsctrl -19.40 -52.15 15.60 -17.60 15.60 71.89 161.33 162.89 160.97
239 mt_962_use2008_best_save_rnk500_idsctrl -19.45 -52.20 15.55 -17.66 15.55 71.84 161.28 162.83 160.92
240 mt_962_use2009_best_save_rnk500_idsctrl -19.84 -52.59 15.16 -18.04 15.16 71.45 160.89 162.45 160.53
241 mt_962_use2008_last_save_rnk500_idsctrl -19.98 -52.73 15.02 -18.19 15.02 71.30 160.74 162.30 160.39
243 mt_962_use2015_last_save_rnk500_idsctrl -20.28 -53.03 14.72 -18.48 14.72 71.01 160.45 162.01 160.09
252 mt_962_use2010_last_save_rnk500_idsctrl -21.86 -54.61 13.14 -20.07 13.14 69.42 158.87 160.42 158.51
253 mt_961_use2015_best_save_rnk500_idsctrl -22.04 -54.80 12.95 -20.25 12.95 69.24 158.68 160.24 158.32
256 mt_961_use2015_last_save_rnk500_idsctrl -22.57 -55.32 12.42 -20.78 12.42 68.71 158.15 159.71 157.80
259 mt_962_use2011_best_save_rnk500_idsctrl -23.40 -56.15 11.60 -21.61 11.60 67.88 157.32 158.88 156.97
266 mt_961_use2009_best_save_rnk500_idsctrl -25.09 -57.84 9.91 -23.30 9.91 66.19 155.63 157.19 155.28
268 mt_961_use2020_last_save_rnk500_idsctrl -25.92 -58.68 9.07 -24.13 9.07 65.36 154.80 156.36 154.44
270 mt_961_use2011_best_save_rnk500_idsctrl -26.26 -59.01 8.74 -24.47 8.74 65.03 154.47 156.03 154.11
273 mt_961_use2020_best_save_rnk500_idsctrl -26.71 -59.46 8.29 -24.92 8.29 64.58 154.02 155.58 153.66
278 mt_961_use2013_best_save_rnk500_idsctrl -26.88 -59.63 8.12 -25.09 8.12 64.41 153.85 155.41 153.49
279 mt_961_use2009_last_save_rnk500_idsctrl -27.20 -59.96 7.79 -25.41 7.79 64.08 153.52 155.08 153.16
280 mt_962_use2018_last_save_rnk500_idsctrl -27.28 -60.04 7.71 -25.49 7.71 64.00 153.44 155.00 153.08
295 mt_961_use2019_last_save_rnk500_idsctrl -29.87 -62.62 5.13 -28.07 5.13 61.42 150.86 152.42 150.50
300 mt_962_use2022_best_save_rnk500_idsctrl -30.59 -63.34 4.41 -28.80 4.41 60.69 150.13 151.69 149.78
308 mt_961_use2011_last_save_rnk500_idsctrl -32.94 -65.69 2.06 -31.15 2.06 58.34 147.78 149.34 147.43
311 mt_961_use2012_last_save_rnk500_idsctrl -33.65 -66.41 1.34 -31.86 1.34 57.63 147.07 148.63 146.71
314 mt_962_use2015_best_save_rnk500_idsctrl -35.20 -67.95 -0.20 -33.40 -0.20 56.09 145.53 147.09 145.17
318 mt_961_use2012_best_save_rnk500_idsctrl -37.09 -69.84 -2.09 -35.30 -2.09 54.19 143.63 145.19 143.28
333 mt_961_use2018_last_save_rnk500_idsctrl -41.70 -74.45 -6.70 -39.90 -6.70 49.59 139.03 140.59 138.67
338 mt_961_use2018_best_save_rnk500_idsctrl -43.34 -76.09 -8.34 -41.55 -8.34 47.94 137.38 138.94 137.03
340 mt_961_use2013_last_save_rnk500_idsctrl -43.95 -76.70 -8.95 -42.16 -8.95 47.33 136.77 138.33 136.42
344 mt_961_use2010_last_save_rnk500_idsctrl -46.38 -79.13 -11.38 -44.59 -11.38 44.90 134.34 135.90 133.99
346 mt_961_use2010_best_save_rnk500_idsctrl -47.17 -79.92 -12.17 -45.38 -12.17 44.12 133.56 135.11 133.20
474 mx_2023_gen_merge1_filtered_no_idsctrl -74.74 -107.49 -39.74 -72.94 -39.74 16.55 105.99 107.55 105.63