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
barraAttack_20260227_194600
0 multin_zz1000_71001_barra_beta_topG 16.94 -10.31 99.27 122.49 99.27 49.18 182.18 196.60 208.72
1 multin_zz1000_71001_barra_liquidity_topG 15.80 -11.45 98.13 121.35 98.13 48.04 181.03 195.46 207.58
2 multin_zz1000_71001_barra_earningsyield_botG 11.73 -15.52 94.06 117.28 94.07 43.97 176.97 191.39 203.51
3 multin_zz1000_71001_barra_growth_botG 2.65 -24.60 84.98 108.20 84.98 34.89 167.89 182.31 194.43
4 multin_zz1000_71001_barra_momentum_botG -23.62 -50.88 58.71 81.93 58.71 8.62 141.61 156.04 168.16
5 multin_zz1000_71001_barra_btop_botG -29.24 -56.49 53.09 76.31 53.09 3.00 136.00 150.42 162.54
6 multin_zz1000_71001_barra_leverage_botG -33.89 -61.14 48.45 71.66 48.45 -1.65 131.35 145.78 157.89
7 multin_zz1000_71001_barra_residualvolatility_botG -45.24 -72.49 37.09 60.31 37.09 -13.00 120.00 134.42 146.54
8 multin_zz1000_71001_barra_nonlinearsize_botG -50.73 -77.99 31.60 54.82 31.60 -18.49 114.50 128.93 141.05
9 multin_zz1000_71001_barra_size_botG -50.73 -77.99 31.60 54.82 31.60 -18.49 114.50 128.93 141.05