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_20251229_151529
8 mt_962_use2015_best_save_rnk500_idsctrl 57.21 83.40 47.07 85.19 47.08 52.50 179.41 276.18 313.90
10 mt_962_use2018_best_save_rnk500_idsctrl 55.22 81.41 45.09 83.20 45.09 50.52 177.42 274.19 311.91
15 mt_962_use2021_best_save_rnk500_idsctrl 49.86 76.05 39.73 77.84 39.73 45.15 172.06 268.83 306.55
16 mt_962_use2020_last_save_rnk500_idsctrl 49.37 75.56 39.23 77.34 39.23 44.66 171.56 268.34 306.06
17 mt_962_use2013_last_save_rnk500_idsctrl 48.09 74.28 37.95 76.07 37.95 43.38 170.29 267.06 304.78
21 mt_962_use2019_last_save_rnk500_idsctrl 46.45 72.64 36.31 74.43 36.31 41.74 168.65 265.42 303.14
22 mt_962_use2019_best_save_rnk500_idsctrl 44.56 70.75 34.42 72.54 34.42 39.85 166.75 263.53 301.25
23 mt_962_use2021_last_save_rnk500_idsctrl 44.43 70.61 34.29 72.40 34.29 39.72 166.62 263.40 301.11
24 mt_962_use2022_last_save_rnk500_idsctrl 44.06 70.25 33.93 72.04 33.93 39.36 166.26 263.03 300.75
26 mt_962_use2015_last_save_rnk500_idsctrl 43.25 69.44 33.11 71.23 33.11 38.54 165.45 262.22 299.94
27 mt_962_use2013_best_save_rnk500_idsctrl 42.30 68.48 32.16 70.27 32.16 37.59 164.49 261.27 298.98
28 mx_2023_gen_merge2_filtered_idsctrl 41.99 68.18 31.86 69.97 31.86 37.29 164.19 260.96 298.68
29 mt_962_use2017_best_save_rnk500_idsctrl 41.41 67.60 31.28 69.39 31.28 36.71 163.61 260.38 298.10
30 mt_962_use2017_last_save_rnk500_idsctrl 39.38 65.56 29.24 67.35 29.24 34.67 161.57 258.35 296.06
32 mt_962_use2022_best_save_rnk500_idsctrl 37.68 63.87 27.55 65.66 27.55 32.98 159.88 256.65 294.37
36 mt_962_use2020_best_save_rnk500_idsctrl 33.02 59.20 22.88 60.99 22.88 28.31 155.21 251.99 289.70
37 mt_962_use2016_last_save_rnk500_idsctrl 32.67 58.86 22.53 60.65 22.53 27.96 154.86 251.64 289.36
41 mt_962_use2012_last_save_rnk500_idsctrl 31.45 57.63 21.31 59.42 21.31 26.74 153.64 250.42 288.13
43 mt_962_use2023_last_save_rnk500_idsctrl 30.46 56.64 20.32 58.43 20.32 25.75 152.65 249.42 287.14
46 mt_962_use2018_last_save_rnk500_idsctrl 30.03 56.21 19.89 58.00 19.89 25.32 152.22 249.00 286.72
48 mt_961_use2013_best_save_rnk500_idsctrl 28.35 54.53 18.21 56.32 18.21 23.64 150.54 247.32 285.03
52 mt_962_use2023_best_save_rnk500_idsctrl 26.48 52.66 16.34 54.45 16.34 21.77 148.67 245.45 283.16
53 mt_962_use2024_last_save_rnk500_idsctrl 24.81 51.00 14.68 52.79 14.68 20.11 147.01 243.78 281.50
54 mt_962_use2012_best_save_rnk500_idsctrl 24.15 50.33 14.01 52.12 14.01 19.44 146.34 243.12 280.83
58 mt_962_use2024_best_save_rnk500_idsctrl 22.62 48.80 12.48 50.59 12.48 17.91 144.81 241.59 279.30
59 mt_962_use2011_last_save_rnk500_idsctrl 22.25 48.44 12.12 50.23 12.12 17.55 144.45 241.22 278.94
60 mt_961_use2024_best_save_rnk500_idsctrl 22.10 48.29 11.96 50.08 11.96 17.39 144.30 241.07 278.79
63 mt_961_use2013_last_save_rnk500_idsctrl 21.14 47.33 11.00 49.12 11.00 16.43 143.34 240.11 277.83
65 mt_961_use2024_last_save_rnk500_idsctrl 20.78 46.97 10.64 48.76 10.64 16.07 142.98 239.75 277.47
68 mt_961_use2018_last_save_rnk500_idsctrl 19.71 45.89 9.57 47.68 9.57 15.00 141.90 238.67 276.39
71 mt_961_use2015_best_save_rnk500_idsctrl 18.96 45.14 8.82 46.93 8.82 14.25 141.15 237.92 275.64
73 mt_961_use2011_best_save_rnk500_idsctrl 18.04 44.22 7.90 46.01 7.90 13.33 140.23 237.01 274.72
75 mt_961_use2018_best_save_rnk500_idsctrl 17.93 44.12 7.79 45.91 7.79 13.22 140.12 236.90 274.62
80 mt_961_use2015_last_save_rnk500_idsctrl 16.88 43.07 6.75 44.86 6.75 12.17 139.08 235.85 273.57
83 mt_961_use2012_best_save_rnk500_idsctrl 16.73 42.92 6.60 44.71 6.60 12.02 138.93 235.70 273.42
84 mt_961_use2022_last_save_rnk500_idsctrl 16.27 42.45 6.13 44.24 6.13 11.56 138.46 235.23 272.95
90 mt_961_use2019_last_save_rnk500_idsctrl 14.04 40.22 3.90 42.01 3.90 9.33 136.23 233.01 270.72
91 mt_961_use2022_best_save_rnk500_idsctrl 13.95 40.14 3.81 41.93 3.82 9.24 136.15 232.92 270.64
98 mt_961_use2017_last_save_rnk500_idsctrl 11.58 37.76 1.44 39.55 1.44 6.87 133.77 230.55 268.26
99 mt_961_use2010_last_save_rnk500_idsctrl 11.45 37.64 1.32 39.43 1.32 6.74 133.65 230.42 268.14
100 mt_961_use2020_last_save_rnk500_idsctrl 11.45 37.63 1.31 39.42 1.31 6.74 133.64 230.42 268.13
104 mt_961_use2021_best_save_rnk500_idsctrl 10.88 37.07 0.74 38.86 0.74 6.17 133.07 229.85 267.57
116 mt_961_use2020_best_save_rnk500_idsctrl 8.92 35.11 -1.21 36.90 -1.21 4.21 131.12 227.89 265.61
118 mt_961_use2012_last_save_rnk500_idsctrl 8.76 34.94 -1.38 36.73 -1.38 4.05 130.95 227.73 265.44
126 mt_961_use2011_last_save_rnk500_idsctrl 7.48 33.67 -2.66 35.46 -2.66 2.77 129.67 226.45 264.17
131 mt_961_use2010_best_save_rnk500_idsctrl 7.04 33.22 -3.10 35.01 -3.10 2.33 129.23 226.01 263.73
139 mt_961_use2016_best_save_rnk500_idsctrl 6.20 32.38 -3.94 34.17 -3.94 1.49 128.39 225.17 262.88
151 mt_961_use2017_best_save_rnk500_idsctrl 4.29 30.48 -5.84 32.27 -5.84 -0.41 126.49 223.26 260.98
153 mt_961_use2023_best_save_rnk500_idsctrl 3.78 29.97 -6.35 31.76 -6.35 -0.93 125.98 222.75 260.47
161 mt_961_use2023_last_save_rnk500_idsctrl 2.76 28.95 -7.38 30.74 -7.38 -1.95 124.96 221.73 259.45
165 mt_962_use2016_best_save_rnk500_idsctrl 2.11 28.29 -8.03 30.08 -8.03 -2.60 124.30 221.07 258.79
176 mt_962_use2010_last_save_rnk500_idsctrl 0.55 26.74 -9.58 28.53 -9.58 -4.15 122.75 219.52 257.24
181 mt_961_use2009_last_save_rnk500_idsctrl -0.02 26.16 -10.16 27.95 -10.16 -4.73 122.17 218.95 256.67
183 mt_961_use2009_best_save_rnk500_idsctrl -0.26 25.92 -10.40 27.71 -10.40 -4.97 121.93 218.71 256.42
184 mt_962_use2011_best_save_rnk500_idsctrl -0.29 25.90 -10.43 27.69 -10.43 -5.00 121.90 218.68 256.40
196 mt_962_use2010_best_save_rnk500_idsctrl -2.23 23.96 -12.36 25.75 -12.36 -6.93 119.97 216.74 254.46
204 mt_961_use2014_best_save_rnk500_idsctrl -3.60 22.59 -13.74 24.38 -13.74 -8.31 118.59 215.37 253.09
210 mt_961_use2021_last_save_rnk500_idsctrl -4.48 21.71 -14.62 23.50 -14.62 -9.19 117.71 214.49 252.21
225 mt_961_use2016_last_save_rnk500_idsctrl -6.51 19.68 -16.65 21.47 -16.65 -11.22 115.68 212.46 250.18
241 mt_961_use2019_best_save_rnk500_idsctrl -8.69 17.49 -18.83 19.28 -18.83 -13.40 113.50 210.28 247.99
242 mt_962_use2008_best_save_rnk500_idsctrl -8.88 17.30 -19.02 19.09 -19.02 -13.59 113.31 210.09 247.80
249 mt_962_use2008_last_save_rnk500_idsctrl -9.60 16.59 -19.74 18.38 -19.74 -14.31 112.59 209.37 247.09
254 mt_962_use2014_last_save_rnk500_idsctrl -9.88 16.30 -20.02 18.09 -20.02 -14.59 112.31 209.09 246.80
257 mt_962_use2009_best_save_rnk500_idsctrl -10.12 16.07 -20.25 17.86 -20.25 -14.82 112.08 208.85 246.57
272 mt_961_use2008_last_save_rnk500_idsctrl -12.03 14.16 -22.17 15.95 -22.17 -16.74 110.17 206.94 244.66
276 mt_962_use2009_last_save_rnk500_idsctrl -12.23 13.96 -22.37 15.75 -22.36 -16.94 109.97 206.74 244.46
290 mt_961_use2008_best_save_rnk500_idsctrl -13.89 12.29 -24.03 14.08 -24.03 -18.60 108.30 205.08 242.79
303 mt_961_use2014_last_save_rnk500_idsctrl -15.20 10.98 -25.34 12.77 -25.34 -19.91 106.99 203.77 241.48
305 mt_962_use2014_best_save_rnk500_idsctrl -15.27 10.92 -25.41 12.71 -25.41 -19.98 106.93 203.70 241.42
492 mx_2023_gen_merge1_filtered_no_idsctrl -45.43 -19.25 -55.57 -17.46 -55.57 -50.14 76.76 173.54 211.25