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_20251231_151647
16 mt_962_use2013_best_save_rnk500_idsctrl 63.10 54.33 64.48 107.19 64.48 28.27 33.26 90.22 76.95
22 mt_962_use2013_last_save_rnk500_idsctrl 55.94 47.17 57.32 100.03 57.32 21.11 26.10 83.06 69.79
24 mt_961_use2015_best_save_rnk500_idsctrl 55.46 46.68 56.83 99.55 56.83 20.63 25.61 82.58 69.31
26 mt_961_use2014_best_save_rnk500_idsctrl 54.02 45.24 55.40 98.11 55.39 19.19 24.17 81.14 67.87
36 mt_961_use2013_best_save_rnk500_idsctrl 51.11 42.34 52.49 95.20 52.49 16.28 21.27 78.23 64.96
38 mt_962_use2017_last_save_rnk500_idsctrl 51.04 42.27 52.42 95.13 52.42 16.21 21.20 78.16 64.89
45 mt_962_use2012_best_save_rnk500_idsctrl 48.55 39.78 49.93 92.64 49.92 13.72 18.70 75.67 62.40
50 mt_962_use2015_last_save_rnk500_idsctrl 47.97 39.20 49.35 92.06 49.35 13.14 18.13 75.09 61.82
62 mt_961_use2011_best_save_rnk500_idsctrl 45.78 37.00 47.15 89.87 47.15 10.95 15.93 72.89 59.62
71 mt_962_use2014_last_save_rnk500_idsctrl 43.28 34.51 44.66 87.37 44.65 8.45 13.43 70.40 57.13
78 mt_961_use2013_last_save_rnk500_idsctrl 42.49 33.72 43.87 86.58 43.87 7.66 12.65 69.61 56.34
83 mt_962_use2017_best_save_rnk500_idsctrl 41.84 33.06 43.21 85.93 43.21 7.01 11.99 68.95 55.68
99 mt_962_use2011_last_save_rnk500_idsctrl 40.23 31.46 41.61 84.32 41.61 5.40 10.39 67.35 54.08
101 mt_962_use2012_last_save_rnk500_idsctrl 39.96 31.19 41.34 84.05 41.34 5.13 10.12 67.08 53.81
104 mt_962_use2019_best_save_rnk500_idsctrl 39.88 31.11 41.26 83.97 41.25 5.05 10.03 67.00 53.73
108 mx_2023_gen_merge1_filtered_no_idsctrl 39.57 30.80 40.95 83.66 40.95 4.74 9.73 66.69 53.42
112 mt_961_use2012_best_save_rnk500_idsctrl 38.91 30.14 40.29 83.00 40.29 4.08 9.07 66.03 52.76
116 mt_961_use2016_best_save_rnk500_idsctrl 38.64 29.87 40.02 82.73 40.02 3.82 8.80 65.76 52.49
121 mt_961_use2014_last_save_rnk500_idsctrl 37.85 29.08 39.23 81.94 39.23 3.02 8.01 64.97 51.70
122 mt_962_use2016_last_save_rnk500_idsctrl 37.83 29.05 39.20 81.92 39.20 3.00 7.98 64.94 51.67
124 mx_2023_gen_merge2_filtered_idsctrl 37.70 28.93 39.08 81.79 39.08 2.87 7.86 64.82 51.55
127 mt_961_use2015_last_save_rnk500_idsctrl 37.18 28.40 38.55 81.27 38.55 2.35 7.33 64.30 51.03
137 mt_961_use2010_best_save_rnk500_idsctrl 35.74 26.97 37.12 79.83 37.12 0.92 5.90 62.86 49.59
141 mt_962_use2019_last_save_rnk500_idsctrl 35.26 26.48 36.63 79.35 36.63 0.43 5.41 62.37 49.11
143 mt_961_use2011_last_save_rnk500_idsctrl 35.13 26.36 36.51 79.22 36.50 0.30 5.28 62.25 48.98
145 mt_961_use2010_last_save_rnk500_idsctrl 34.87 26.10 36.25 78.96 36.24 0.04 5.03 61.99 48.72
147 mt_962_use2014_best_save_rnk500_idsctrl 34.36 25.59 35.74 78.45 35.74 -0.47 4.52 61.48 48.21
150 mt_961_use2009_last_save_rnk500_idsctrl 33.92 25.14 35.29 78.01 35.29 -0.91 4.07 61.04 47.77
152 mt_961_use2009_best_save_rnk500_idsctrl 33.51 24.74 34.89 77.60 34.89 -1.31 3.67 60.63 47.36
159 mt_961_use2012_last_save_rnk500_idsctrl 32.47 23.70 33.85 76.56 33.84 -2.36 2.62 59.59 46.32
160 mt_961_use2021_best_save_rnk500_idsctrl 32.22 23.45 33.60 76.32 33.60 -2.60 2.38 59.34 46.07
190 mt_961_use2016_last_save_rnk500_idsctrl 28.58 19.80 29.95 72.67 29.95 -6.25 -1.27 55.69 42.42
199 mt_962_use2024_best_save_rnk500_idsctrl 27.93 19.16 29.31 72.02 29.30 -6.90 -1.92 55.05 41.78
202 mt_962_use2010_last_save_rnk500_idsctrl 27.74 18.97 29.12 71.83 29.12 -7.09 -2.10 54.86 41.59
205 mt_961_use2018_best_save_rnk500_idsctrl 27.69 18.92 29.07 71.78 29.07 -7.14 -2.15 54.81 41.54
206 mt_961_use2017_best_save_rnk500_idsctrl 27.57 18.80 28.95 71.66 28.95 -7.25 -2.27 54.69 41.42
215 mt_962_use2010_best_save_rnk500_idsctrl 26.84 18.07 28.22 70.93 28.21 -7.99 -3.01 53.96 40.69
231 mt_962_use2020_last_save_rnk500_idsctrl 25.77 17.00 27.15 69.87 27.15 -9.05 -4.07 52.89 39.62
234 mt_961_use2008_best_save_rnk500_idsctrl 25.67 16.90 27.05 69.76 27.05 -9.15 -4.17 52.79 39.52
249 mt_961_use2024_last_save_rnk500_idsctrl 24.88 16.11 26.26 68.97 26.26 -9.95 -4.96 52.00 38.73
250 mt_962_use2011_best_save_rnk500_idsctrl 24.80 16.03 26.18 68.89 26.18 -10.03 -5.04 51.92 38.65
260 mt_961_use2008_last_save_rnk500_idsctrl 23.71 14.94 25.09 67.80 25.09 -11.12 -6.13 50.83 37.56
264 mt_961_use2021_last_save_rnk500_idsctrl 23.09 14.31 24.47 67.18 24.46 -11.74 -6.76 50.21 36.94
267 mt_962_use2018_last_save_rnk500_idsctrl 22.57 13.80 23.95 66.66 23.95 -12.26 -7.27 49.69 36.42
268 mt_962_use2022_last_save_rnk500_idsctrl 22.29 13.52 23.67 66.38 23.67 -12.54 -7.55 49.41 36.14
270 mt_962_use2016_best_save_rnk500_idsctrl 22.22 13.44 23.59 66.31 23.59 -12.61 -7.63 49.33 36.06
271 mt_962_use2021_best_save_rnk500_idsctrl 21.78 13.01 23.16 65.87 23.16 -13.04 -8.06 48.90 35.63
274 mt_961_use2018_last_save_rnk500_idsctrl 21.65 12.87 23.03 65.74 23.02 -13.18 -8.20 48.77 35.50
275 mt_962_use2009_best_save_rnk500_idsctrl 21.58 12.81 22.96 65.67 22.96 -13.25 -8.26 48.70 35.43
277 mt_962_use2023_last_save_rnk500_idsctrl 21.08 12.31 22.46 65.17 22.46 -13.75 -8.76 48.20 34.93
282 mt_962_use2009_last_save_rnk500_idsctrl 20.59 11.81 21.96 64.68 21.96 -14.24 -9.26 47.70 34.43
288 mt_961_use2024_best_save_rnk500_idsctrl 19.84 11.06 21.21 63.93 21.21 -14.99 -10.01 46.96 33.69
289 mt_962_use2024_last_save_rnk500_idsctrl 19.68 10.91 21.06 63.77 21.06 -15.14 -10.16 46.80 33.53
298 mt_961_use2017_last_save_rnk500_idsctrl 19.20 10.43 20.58 63.29 20.58 -15.62 -10.64 46.32 33.05
308 mt_962_use2023_best_save_rnk500_idsctrl 18.31 9.54 19.69 62.40 19.69 -16.52 -11.53 45.43 32.16
311 mt_962_use2021_last_save_rnk500_idsctrl 17.92 9.15 19.30 62.01 19.30 -16.91 -11.92 45.04 31.77
322 mt_962_use2018_best_save_rnk500_idsctrl 16.59 7.82 17.97 60.68 17.97 -18.24 -13.25 43.71 30.44
335 mt_962_use2008_best_save_rnk500_idsctrl 14.84 6.06 16.22 58.93 16.21 -19.99 -15.01 41.96 28.69
336 mt_961_use2019_last_save_rnk500_idsctrl 14.56 5.78 15.93 58.65 15.93 -20.27 -15.29 41.68 28.41
341 mt_961_use2022_best_save_rnk500_idsctrl 13.65 4.87 15.02 57.74 15.02 -21.18 -16.20 40.77 27.50
345 mt_962_use2008_last_save_rnk500_idsctrl 13.23 4.46 14.61 57.32 14.61 -21.59 -16.61 40.35 27.08
389 mt_961_use2023_best_save_rnk500_idsctrl 8.15 -0.62 9.53 52.24 9.52 -26.68 -21.70 35.27 22.00
401 mt_961_use2019_best_save_rnk500_idsctrl 6.73 -2.05 8.10 50.82 8.10 -28.10 -23.12 33.85 20.58
409 mt_962_use2020_best_save_rnk500_idsctrl 6.18 -2.60 7.55 50.27 7.55 -28.65 -23.67 33.29 20.03
411 mt_961_use2022_last_save_rnk500_idsctrl 6.11 -2.67 7.48 50.20 7.48 -28.72 -23.74 33.22 19.95
413 mt_961_use2023_last_save_rnk500_idsctrl 5.77 -3.00 7.15 49.86 7.15 -29.06 -24.07 32.89 19.62
423 mt_962_use2015_best_save_rnk500_idsctrl 4.87 -3.91 6.25 48.96 6.24 -29.96 -24.98 31.99 18.72
445 mt_961_use2020_last_save_rnk500_idsctrl 1.23 -7.54 2.61 45.32 2.61 -33.60 -28.61 28.35 15.08
462 mt_961_use2020_best_save_rnk500_idsctrl -0.62 -9.40 0.75 43.47 0.75 -35.45 -30.47 26.50 13.23
513 mt_962_use2022_best_save_rnk500_idsctrl -19.53 -28.31 -18.16 24.56 -18.16 -54.36 -49.38 7.58 -5.69