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_20260227_194600
7 mt_962_use2014_best_save_rnk500_idsctrl 69.11 41.85 151.44 174.65 151.44 101.35 234.34 248.77 260.88
11 mt_962_use2014_last_save_rnk500_idsctrl 58.79 31.54 141.13 164.34 141.13 91.03 224.03 238.46 250.57
14 mt_962_use2016_best_save_rnk500_idsctrl 56.73 29.48 139.06 162.28 139.06 88.97 221.97 236.39 248.51
16 mt_961_use2014_best_save_rnk500_idsctrl 53.27 26.02 135.60 158.82 135.60 85.51 218.51 232.93 245.05
18 mt_961_use2015_best_save_rnk500_idsctrl 51.58 24.32 133.91 157.13 133.91 83.82 216.81 231.24 243.36
19 mt_961_use2015_last_save_rnk500_idsctrl 50.36 23.11 132.69 155.91 132.69 82.60 215.60 230.02 242.14
22 mt_962_use2012_best_save_rnk500_idsctrl 49.27 22.02 131.61 154.82 131.61 81.52 214.51 228.94 241.05
30 mt_962_use2017_best_save_rnk500_idsctrl 46.27 19.02 128.60 151.82 128.60 78.51 211.51 225.93 238.05
34 mt_962_use2016_last_save_rnk500_idsctrl 44.33 17.07 126.66 149.87 126.66 76.57 209.56 223.99 236.10
35 mx_2023_gen_merge2_filtered_idsctrl 43.84 16.59 126.17 149.39 126.17 76.08 209.07 223.50 235.62
36 mt_962_use2011_best_save_rnk500_idsctrl 43.39 16.13 125.72 148.93 125.72 75.63 208.62 223.05 235.17
40 mt_962_use2017_last_save_rnk500_idsctrl 42.47 15.22 124.81 148.02 124.81 74.72 207.71 222.14 234.25
41 mt_962_use2012_last_save_rnk500_idsctrl 42.23 14.98 124.57 147.78 124.57 74.48 207.47 221.90 234.01
50 mt_961_use2016_best_save_rnk500_idsctrl 38.79 11.54 121.12 144.34 121.12 71.03 204.03 218.45 230.57
51 mt_961_use2014_last_save_rnk500_idsctrl 38.56 11.31 120.90 144.11 120.90 70.80 203.80 218.23 230.34
52 mt_961_use2022_last_save_rnk500_idsctrl 38.19 10.94 120.52 143.74 120.52 70.43 203.43 217.85 229.97
54 mt_961_use2023_last_save_rnk500_idsctrl 36.48 9.22 118.81 142.03 118.81 68.72 201.71 216.14 228.26
61 mt_962_use2011_last_save_rnk500_idsctrl 34.58 7.33 116.91 140.13 116.92 66.82 199.82 214.25 226.36
62 mt_961_use2016_last_save_rnk500_idsctrl 34.58 7.33 116.91 140.13 116.92 66.82 199.82 214.25 226.36
63 mt_962_use2013_best_save_rnk500_idsctrl 33.21 5.96 115.54 138.76 115.54 65.45 198.45 212.87 224.99
68 mt_961_use2023_best_save_rnk500_idsctrl 32.11 4.86 114.44 137.66 114.44 64.35 197.35 211.77 223.89
72 mt_962_use2010_last_save_rnk500_idsctrl 31.24 3.98 113.57 136.78 113.57 63.48 196.47 210.90 223.01
84 mt_961_use2017_last_save_rnk500_idsctrl 29.88 2.63 112.22 135.43 112.22 62.12 195.12 209.55 221.66
87 mt_962_use2009_last_save_rnk500_idsctrl 29.70 2.45 112.03 135.25 112.03 61.94 194.94 209.36 221.48
88 mt_962_use2010_best_save_rnk500_idsctrl 29.61 2.36 111.94 135.16 111.95 61.85 194.85 209.28 221.39
90 mt_962_use2009_best_save_rnk500_idsctrl 28.48 1.23 110.81 134.03 110.81 60.72 193.72 208.14 220.26
92 mt_961_use2022_best_save_rnk500_idsctrl 27.91 0.66 110.25 133.46 110.25 60.15 193.15 207.58 219.69
97 mt_962_use2008_last_save_rnk500_idsctrl 26.76 -0.49 109.09 132.31 109.09 59.00 192.00 206.42 218.54
103 mt_961_use2008_last_save_rnk500_idsctrl 26.14 -1.11 108.48 131.69 108.48 58.39 191.38 205.81 217.92
107 mt_962_use2018_last_save_rnk500_idsctrl 25.22 -2.03 107.55 130.77 107.55 57.46 190.46 204.88 217.00
109 mt_962_use2008_best_save_rnk500_idsctrl 24.64 -2.62 106.97 130.18 106.97 56.88 189.87 204.30 216.41
110 mt_962_use2018_best_save_rnk500_idsctrl 24.41 -2.85 106.74 129.96 106.74 56.65 189.64 204.07 216.19
115 mt_961_use2011_best_save_rnk500_idsctrl 24.10 -3.15 106.43 129.65 106.43 56.34 189.34 203.76 215.88
116 mt_961_use2008_best_save_rnk500_idsctrl 24.09 -3.17 106.42 129.63 106.42 56.33 189.32 203.75 215.86
117 mt_961_use2017_best_save_rnk500_idsctrl 23.12 -4.14 105.45 128.67 105.45 55.36 188.35 202.78 214.90
121 mt_961_use2011_last_save_rnk500_idsctrl 21.74 -5.51 104.07 127.29 104.07 53.98 186.98 201.40 213.52
123 mt_961_use2024_last_save_rnk500_idsctrl 21.24 -6.01 103.57 126.79 103.57 53.48 186.48 200.90 213.02
126 mt_962_use2021_last_save_rnk500_idsctrl 20.37 -6.88 102.71 125.92 102.71 52.62 185.61 200.04 212.15
128 mt_961_use2024_best_save_rnk500_idsctrl 20.16 -7.09 102.50 125.71 102.50 52.41 185.40 199.83 211.94
130 mt_962_use2015_last_save_rnk500_idsctrl 19.42 -7.83 101.76 124.97 101.76 51.67 184.66 199.09 211.20
131 mt_961_use2012_best_save_rnk500_idsctrl 19.38 -7.87 101.71 124.93 101.71 51.62 184.62 199.04 211.16
135 mt_961_use2009_best_save_rnk500_idsctrl 17.64 -9.61 99.97 123.19 99.98 49.88 182.88 197.31 209.42
143 mt_962_use2019_last_save_rnk500_idsctrl 16.88 -10.37 99.21 122.43 99.21 49.12 182.12 196.54 208.66
146 mt_962_use2013_last_save_rnk500_idsctrl 16.19 -11.06 98.52 121.74 98.52 48.43 181.43 195.85 207.97
148 mt_961_use2012_last_save_rnk500_idsctrl 16.05 -11.20 98.38 121.60 98.38 48.29 181.29 195.71 207.83
150 mt_961_use2018_last_save_rnk500_idsctrl 15.84 -11.42 98.17 121.38 98.17 48.08 181.07 195.50 207.61
159 mt_961_use2009_last_save_rnk500_idsctrl 14.70 -12.56 97.03 120.25 97.03 46.94 179.93 194.36 206.48
161 mt_961_use2021_last_save_rnk500_idsctrl 14.22 -13.03 96.55 119.77 96.55 46.46 179.46 193.88 206.00
163 mt_961_use2013_last_save_rnk500_idsctrl 13.99 -13.26 96.32 119.54 96.32 46.23 179.22 193.65 205.77
190 mt_961_use2018_best_save_rnk500_idsctrl 11.08 -16.18 93.41 116.63 93.41 43.32 176.31 190.74 202.86
202 mt_961_use2010_best_save_rnk500_idsctrl 8.69 -18.56 91.02 114.24 91.03 40.93 173.93 188.36 200.47
230 mt_962_use2024_best_save_rnk500_idsctrl 4.74 -22.51 87.08 110.29 87.08 36.99 169.98 184.41 196.52
233 mt_961_use2010_last_save_rnk500_idsctrl 4.66 -22.59 86.99 110.21 87.00 36.90 169.90 184.33 196.44
243 mt_962_use2020_last_save_rnk500_idsctrl 3.25 -24.00 85.59 108.80 85.59 35.50 168.49 182.92 195.03
246 mt_961_use2021_best_save_rnk500_idsctrl 2.96 -24.29 85.29 108.51 85.29 35.20 168.20 182.62 194.74
249 mt_962_use2023_best_save_rnk500_idsctrl 2.56 -24.69 84.90 108.11 84.90 34.81 167.80 182.23 194.34
255 mt_962_use2022_last_save_rnk500_idsctrl 2.11 -25.15 84.44 107.65 84.44 34.35 167.34 181.77 193.89
276 mt_962_use2024_last_save_rnk500_idsctrl -0.69 -27.94 81.64 104.86 81.65 31.55 164.55 178.98 191.09
280 mt_962_use2023_last_save_rnk500_idsctrl -1.19 -28.45 81.14 104.35 81.14 31.05 164.04 178.47 190.58
284 mt_962_use2019_best_save_rnk500_idsctrl -1.45 -28.70 80.88 104.10 80.88 30.79 163.79 178.21 190.33
288 mt_962_use2021_best_save_rnk500_idsctrl -2.39 -29.64 79.94 103.16 79.94 29.85 162.85 177.27 189.39
350 mt_961_use2019_last_save_rnk500_idsctrl -11.01 -38.26 71.32 94.54 71.33 21.23 154.23 168.65 180.77
372 mt_962_use2015_best_save_rnk500_idsctrl -16.42 -43.67 65.91 89.13 65.91 15.82 148.82 163.24 175.36
377 mt_962_use2020_best_save_rnk500_idsctrl -17.27 -44.53 65.06 88.28 65.06 14.97 147.96 162.39 174.51
395 mt_961_use2013_best_save_rnk500_idsctrl -20.28 -47.53 62.06 85.27 62.06 11.97 144.96 159.39 171.50
416 mt_961_use2020_last_save_rnk500_idsctrl -26.31 -53.57 56.02 79.23 56.02 5.93 138.92 153.35 165.46
420 mt_961_use2020_best_save_rnk500_idsctrl -27.07 -54.32 55.26 78.48 55.27 5.17 138.17 152.60 164.71
428 mt_961_use2019_best_save_rnk500_idsctrl -29.98 -57.23 52.35 75.57 52.35 2.26 135.26 149.68 161.80
432 mt_962_use2022_best_save_rnk500_idsctrl -31.92 -59.18 50.41 73.62 50.41 0.32 133.31 147.74 159.86
464 mx_2023_gen_merge1_filtered_no_idsctrl -45.30 -72.55 37.03 60.25 37.04 -13.06 119.94 134.37 146.48