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
overnight_20260113_151520
24 multin_zz1000_61003_overnight_pv_rm_blc2 190.70 136.43 5.09 68.25 5.09 57.08 5.31 -70.61 6.21
51 multin_zz1000_61003_overnight_pv_rm_blc 175.04 120.77 -10.58 52.58 -10.58 41.42 -10.36 -86.28 -9.46
52 multin1_real1_overnight 175.04 120.77 -10.58 52.58 -10.58 41.42 -10.36 -86.28 -9.46
62 multin_zz1000_61004_overnight_pv_rm_blc2 168.90 114.63 -16.72 46.45 -16.72 35.28 -16.50 -92.42 -15.60
88 multin_zz1000_61002_overnight_pv_rm_blc 153.76 99.49 -31.85 31.31 -31.85 20.14 -31.63 -107.55 -30.73
89 multin_zz1000_61004_overnight_pv_rm_blc 153.76 99.49 -31.85 31.31 -31.85 20.14 -31.63 -107.55 -30.73
91 multin1_real0_overnight_中性 152.78 98.51 -32.83 30.33 -32.83 19.16 -32.61 -108.53 -31.71
92 multin1_real0_overnight 152.78 98.51 -32.83 30.33 -32.83 19.16 -32.61 -108.53 -31.71
122 multin_zz1000_61001_overnight_pv_rm_blc 136.31 82.04 -49.30 13.86 -49.31 2.69 -49.08 -125.00 -48.18
129 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 133.48 79.21 -52.14 11.03 -52.14 -0.14 -51.91 -127.84 -51.01
140 multin_zz1000_61003_overnight_pv_rm_fnd 131.20 76.93 -54.41 8.75 -54.41 -2.42 -54.19 -130.11 -53.29
149 multin_zz1000_61003_overnight_pv_rm_fnd_blc 129.30 75.03 -56.32 6.85 -56.32 -4.32 -56.10 -132.02 -55.19
150 multin1_real2_overnight 129.30 75.03 -56.32 6.85 -56.32 -4.32 -56.10 -132.02 -55.19
205 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 114.64 60.37 -70.97 -7.81 -70.97 -18.98 -70.75 -146.67 -69.85
222 multin_zz1000_61004_overnight_pv_rm_fnd 111.37 57.10 -74.25 -11.08 -74.25 -22.25 -74.03 -149.95 -73.12
223 multin_zz1000_61002_overnight_pv_rm_fnd 111.37 57.10 -74.25 -11.08 -74.25 -22.25 -74.03 -149.95 -73.12
231 multin_zz1000_61002_overnight_pv_rm_fnd_blc 109.84 55.57 -75.77 -12.61 -75.78 -23.78 -75.55 -151.47 -74.65
232 multin_zz1000_61004_overnight_pv_rm_fnd_blc 109.84 55.57 -75.77 -12.61 -75.78 -23.78 -75.55 -151.47 -74.65
283 multin_zz1000_61001_overnight_pv_rm_fnd 98.46 44.19 -87.16 -23.99 -87.16 -35.16 -86.93 -162.86 -86.03
290 multin_zz1000_61001_overnight_pv_rm_fnd_blc 97.09 42.82 -88.53 -25.36 -88.53 -36.53 -88.30 -164.23 -87.40