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_20260327_151815
97 multin_zz1000_61004_overnight_pv_rm_blc 8.27 23.15 150.89 90.77 150.89 -8.54 52.73 101.11 105.57
98 multin_zz1000_61002_overnight_pv_rm_blc 8.27 23.15 150.89 90.77 150.89 -8.54 52.73 101.11 105.57
121 multin_zz1000_61001_overnight_pv_rm_blc 3.34 18.22 145.96 85.84 145.96 -13.47 47.80 96.18 100.64
142 multin1_real0_overnight 1.00 15.88 143.62 83.49 143.62 -15.81 45.45 93.84 98.29
143 multin1_real0_overnight_中性 1.00 15.88 143.62 83.49 143.62 -15.81 45.45 93.84 98.29
156 multin_zz1000_61002_overnight_pv_rm_fnd_blc -0.81 14.07 141.81 81.68 141.81 -17.63 43.64 92.03 96.48
157 multin_zz1000_61004_overnight_pv_rm_fnd_blc -0.81 14.07 141.81 81.68 141.81 -17.63 43.64 92.03 96.48
164 multin_zz1000_61004_overnight_pv_rm_fnd -1.44 13.44 141.18 81.05 141.18 -18.26 43.01 91.40 95.85
165 multin_zz1000_61002_overnight_pv_rm_fnd -1.44 13.44 141.18 81.05 141.18 -18.26 43.01 91.40 95.85
171 multin_zz1000_61003_overnight_pv_rm_fnd_blc -2.09 12.79 140.53 80.41 140.53 -18.90 42.37 90.75 95.21
172 multin1_real2_overnight -2.09 12.79 140.53 80.41 140.53 -18.90 42.37 90.75 95.21
182 multin_zz1000_61003_overnight_pv_rm_fnd -2.80 12.08 139.82 79.69 139.82 -19.62 41.65 90.04 94.49
184 multin_zz1000_61001_overnight_pv_rm_fnd_blc -2.96 11.92 139.66 79.54 139.66 -19.77 41.50 89.88 94.34
192 multin_zz1000_61004_overnight_pv_rm_blc2 -3.23 11.65 139.39 79.26 139.39 -20.05 41.22 89.61 94.06
198 multin_zz1000_61001_overnight_pv_rm_fnd -3.69 11.20 138.93 78.81 138.94 -20.50 40.77 89.15 93.61
207 multin_zz1000_61003_overnight_pv_rm_blc -4.55 10.33 138.07 77.95 138.07 -21.36 39.91 88.29 92.75
208 multin1_real1_overnight -4.55 10.33 138.07 77.95 138.07 -21.36 39.91 88.29 92.75
224 multin_zz1000_61004_overnight_pv_rm_fnd_blc2 -6.38 8.50 136.24 76.12 136.24 -23.19 38.08 86.46 90.92
225 multin_zz1000_61003_overnight_pv_rm_fnd_blc2 -6.67 8.21 135.95 75.82 135.95 -23.49 37.78 86.17 90.62
306 multin_zz1000_61003_overnight_pv_rm_blc2 -16.59 -1.70 126.04 65.91 126.04 -33.40 27.87 76.25 80.71