| signalDate |
tradeDate |
factor |
fexp |
facret |
contrib |
category |
| 2025-11-28 |
2025-12-01 |
fmom |
0.1621 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-11-28 |
2025-12-01 |
value_liq |
1.1792 |
0.0006 |
0.0007 |
alpha_VALUE |
| 2025-11-28 |
2025-12-01 |
linkage |
0.6880 |
0.0010 |
0.0007 |
alpha_MOMENTUM |
| 2025-11-28 |
2025-12-01 |
quality |
2.5247 |
0.0009 |
0.0022 |
alpha_QUALITY |
| 2025-11-28 |
2025-12-01 |
stability |
1.3193 |
0.0005 |
0.0006 |
alpha_QUALITY |
| 2025-11-28 |
2025-12-01 |
reversal |
1.5814 |
0.0012 |
0.0019 |
alpha_REVERSAL |
| 2025-11-28 |
2025-12-01 |
momentum |
0.0557 |
-0.0004 |
-0.0000 |
alpha_MOMENTUM |
| 2025-11-28 |
2025-12-01 |
neglect |
0.1801 |
0.0005 |
0.0001 |
alpha_VALUE |
| 2025-11-28 |
2025-12-01 |
value_gc |
1.3862 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-11-28 |
2025-12-01 |
revision |
3.0596 |
0.0006 |
0.0019 |
alpha_REVISION |
| 2025-12-01 |
2025-12-02 |
linkage |
0.6453 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-01 |
2025-12-02 |
value_liq |
1.1737 |
0.0012 |
0.0014 |
alpha_VALUE |
| 2025-12-01 |
2025-12-02 |
stability |
1.3675 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-12-01 |
2025-12-02 |
quality |
2.4480 |
0.0002 |
0.0005 |
alpha_QUALITY |
| 2025-12-01 |
2025-12-02 |
neglect |
0.1954 |
0.0005 |
0.0001 |
alpha_VALUE |
| 2025-12-01 |
2025-12-02 |
momentum |
0.0442 |
-0.0009 |
-0.0000 |
alpha_MOMENTUM |
| 2025-12-01 |
2025-12-02 |
value_gc |
1.3886 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-12-01 |
2025-12-02 |
revision |
3.0908 |
0.0014 |
0.0044 |
alpha_REVISION |
| 2025-12-01 |
2025-12-02 |
reversal |
1.4986 |
0.0006 |
0.0009 |
alpha_REVERSAL |
| 2025-12-01 |
2025-12-02 |
fmom |
0.1895 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-12-02 |
2025-12-03 |
fmom |
0.2303 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-12-02 |
2025-12-03 |
revision |
3.0941 |
0.0004 |
0.0014 |
alpha_REVISION |
| 2025-12-02 |
2025-12-03 |
value_gc |
1.3990 |
0.0009 |
0.0013 |
alpha_VALUE |
| 2025-12-02 |
2025-12-03 |
neglect |
0.1852 |
-0.0007 |
-0.0001 |
alpha_VALUE |
| 2025-12-02 |
2025-12-03 |
value_liq |
1.1798 |
0.0014 |
0.0017 |
alpha_VALUE |
| 2025-12-02 |
2025-12-03 |
momentum |
0.0488 |
0.0005 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-02 |
2025-12-03 |
reversal |
1.4135 |
-0.0002 |
-0.0002 |
alpha_REVERSAL |
| 2025-12-02 |
2025-12-03 |
linkage |
0.5686 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-02 |
2025-12-03 |
stability |
1.4216 |
0.0007 |
0.0010 |
alpha_QUALITY |
| 2025-12-02 |
2025-12-03 |
quality |
2.3994 |
0.0009 |
0.0022 |
alpha_QUALITY |
| 2025-12-03 |
2025-12-04 |
reversal |
1.4004 |
-0.0001 |
-0.0001 |
alpha_REVERSAL |
| 2025-12-03 |
2025-12-04 |
neglect |
0.1871 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-12-03 |
2025-12-04 |
value_liq |
1.2344 |
-0.0005 |
-0.0006 |
alpha_VALUE |
| 2025-12-03 |
2025-12-04 |
stability |
1.4534 |
0.0010 |
0.0015 |
alpha_QUALITY |
| 2025-12-03 |
2025-12-04 |
fmom |
0.2405 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-12-03 |
2025-12-04 |
revision |
3.1441 |
-0.0002 |
-0.0006 |
alpha_REVISION |
| 2025-12-03 |
2025-12-04 |
value_gc |
1.4550 |
0.0009 |
0.0012 |
alpha_VALUE |
| 2025-12-03 |
2025-12-04 |
quality |
2.4032 |
-0.0007 |
-0.0017 |
alpha_QUALITY |
| 2025-12-03 |
2025-12-04 |
momentum |
0.0768 |
0.0006 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-03 |
2025-12-04 |
linkage |
0.4997 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-04 |
2025-12-05 |
reversal |
1.5077 |
0.0007 |
0.0011 |
alpha_REVERSAL |
| 2025-12-04 |
2025-12-05 |
quality |
2.3657 |
0.0001 |
0.0003 |
alpha_QUALITY |
| 2025-12-04 |
2025-12-05 |
fmom |
0.2365 |
-0.0003 |
-0.0001 |
alpha_QUALITY |
| 2025-12-04 |
2025-12-05 |
value_liq |
1.2987 |
-0.0001 |
-0.0001 |
alpha_VALUE |
| 2025-12-04 |
2025-12-05 |
momentum |
0.1326 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-04 |
2025-12-05 |
neglect |
0.1941 |
0.0004 |
0.0001 |
alpha_VALUE |
| 2025-12-04 |
2025-12-05 |
value_gc |
1.4763 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-12-04 |
2025-12-05 |
linkage |
0.5582 |
0.0007 |
0.0004 |
alpha_MOMENTUM |
| 2025-12-04 |
2025-12-05 |
stability |
1.4288 |
0.0001 |
0.0002 |
alpha_QUALITY |
| 2025-12-04 |
2025-12-05 |
revision |
3.2133 |
0.0007 |
0.0022 |
alpha_REVISION |
| 2025-12-05 |
2025-12-08 |
neglect |
0.1942 |
-0.0004 |
-0.0001 |
alpha_VALUE |
| 2025-12-05 |
2025-12-08 |
linkage |
0.5440 |
-0.0007 |
-0.0004 |
alpha_MOMENTUM |
| 2025-12-05 |
2025-12-08 |
stability |
1.4101 |
0.0007 |
0.0010 |
alpha_QUALITY |
| 2025-12-05 |
2025-12-08 |
revision |
3.2833 |
0.0010 |
0.0034 |
alpha_REVISION |
| 2025-12-05 |
2025-12-08 |
value_gc |
1.4502 |
-0.0008 |
-0.0012 |
alpha_VALUE |
| 2025-12-05 |
2025-12-08 |
momentum |
0.2132 |
0.0004 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-05 |
2025-12-08 |
fmom |
0.2447 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-12-05 |
2025-12-08 |
quality |
2.2840 |
-0.0009 |
-0.0020 |
alpha_QUALITY |
| 2025-12-05 |
2025-12-08 |
reversal |
1.4799 |
0.0008 |
0.0012 |
alpha_REVERSAL |
| 2025-12-05 |
2025-12-08 |
value_liq |
1.3335 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-12-08 |
2025-12-09 |
linkage |
0.5832 |
-0.0004 |
-0.0002 |
alpha_MOMENTUM |
| 2025-12-08 |
2025-12-09 |
momentum |
0.2403 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-08 |
2025-12-09 |
revision |
3.3018 |
0.0002 |
0.0008 |
alpha_REVISION |
| 2025-12-08 |
2025-12-09 |
value_gc |
1.4442 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-12-08 |
2025-12-09 |
stability |
1.4072 |
-0.0001 |
-0.0001 |
alpha_QUALITY |
| 2025-12-08 |
2025-12-09 |
quality |
2.2312 |
0.0005 |
0.0012 |
alpha_QUALITY |
| 2025-12-08 |
2025-12-09 |
fmom |
0.2476 |
-0.0002 |
-0.0001 |
alpha_QUALITY |
| 2025-12-08 |
2025-12-09 |
value_liq |
1.3487 |
-0.0006 |
-0.0008 |
alpha_VALUE |
| 2025-12-08 |
2025-12-09 |
reversal |
1.4374 |
0.0004 |
0.0005 |
alpha_REVERSAL |
| 2025-12-08 |
2025-12-09 |
neglect |
0.2325 |
-0.0007 |
-0.0002 |
alpha_VALUE |
| 2025-12-09 |
2025-12-10 |
stability |
1.3847 |
0.0002 |
0.0003 |
alpha_QUALITY |
| 2025-12-09 |
2025-12-10 |
value_liq |
1.3688 |
0.0001 |
0.0002 |
alpha_VALUE |
| 2025-12-09 |
2025-12-10 |
reversal |
1.5029 |
-0.0002 |
-0.0003 |
alpha_REVERSAL |
| 2025-12-09 |
2025-12-10 |
quality |
2.1425 |
0.0007 |
0.0015 |
alpha_QUALITY |
| 2025-12-09 |
2025-12-10 |
fmom |
0.2476 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-12-09 |
2025-12-10 |
linkage |
0.6077 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-12-09 |
2025-12-10 |
revision |
3.2560 |
-0.0000 |
-0.0001 |
alpha_REVISION |
| 2025-12-09 |
2025-12-10 |
momentum |
0.2232 |
-0.0006 |
-0.0001 |
alpha_MOMENTUM |
| 2025-12-09 |
2025-12-10 |
neglect |
0.2502 |
-0.0003 |
-0.0001 |
alpha_VALUE |
| 2025-12-09 |
2025-12-10 |
value_gc |
1.4179 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-12-10 |
2025-12-11 |
quality |
2.0655 |
0.0007 |
0.0014 |
alpha_QUALITY |
| 2025-12-10 |
2025-12-11 |
momentum |
0.2178 |
0.0002 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-10 |
2025-12-11 |
fmom |
0.2445 |
0.0002 |
0.0001 |
alpha_QUALITY |
| 2025-12-10 |
2025-12-11 |
linkage |
0.5963 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-10 |
2025-12-11 |
reversal |
1.3564 |
-0.0002 |
-0.0003 |
alpha_REVERSAL |
| 2025-12-10 |
2025-12-11 |
revision |
3.2141 |
0.0000 |
0.0001 |
alpha_REVISION |
| 2025-12-10 |
2025-12-11 |
value_gc |
1.3750 |
0.0005 |
0.0006 |
alpha_VALUE |
| 2025-12-10 |
2025-12-11 |
stability |
1.3977 |
0.0004 |
0.0006 |
alpha_QUALITY |
| 2025-12-10 |
2025-12-11 |
value_liq |
1.4008 |
0.0008 |
0.0011 |
alpha_VALUE |
| 2025-12-10 |
2025-12-11 |
neglect |
0.2703 |
-0.0010 |
-0.0003 |
alpha_VALUE |
| 2025-12-11 |
2025-12-12 |
reversal |
1.0919 |
-0.0006 |
-0.0006 |
alpha_REVERSAL |
| 2025-12-11 |
2025-12-12 |
quality |
2.0792 |
-0.0012 |
-0.0024 |
alpha_QUALITY |
| 2025-12-11 |
2025-12-12 |
value_gc |
1.3935 |
0.0003 |
0.0004 |
alpha_VALUE |
| 2025-12-11 |
2025-12-12 |
stability |
1.4433 |
0.0009 |
0.0014 |
alpha_QUALITY |
| 2025-12-11 |
2025-12-12 |
revision |
3.2232 |
0.0006 |
0.0019 |
alpha_REVISION |
| 2025-12-11 |
2025-12-12 |
value_liq |
1.4484 |
-0.0001 |
-0.0002 |
alpha_VALUE |
| 2025-12-11 |
2025-12-12 |
linkage |
0.5398 |
0.0006 |
0.0003 |
alpha_MOMENTUM |
| 2025-12-11 |
2025-12-12 |
neglect |
0.2850 |
-0.0006 |
-0.0002 |
alpha_VALUE |
| 2025-12-11 |
2025-12-12 |
fmom |
0.2402 |
0.0009 |
0.0002 |
alpha_QUALITY |
| 2025-12-11 |
2025-12-12 |
momentum |
0.2357 |
0.0007 |
0.0002 |
alpha_MOMENTUM |
| 2025-12-12 |
2025-12-15 |
linkage |
0.5710 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-12 |
2025-12-15 |
stability |
1.4647 |
-0.0006 |
-0.0008 |
alpha_QUALITY |
| 2025-12-12 |
2025-12-15 |
value_gc |
1.3542 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-12-12 |
2025-12-15 |
momentum |
0.3111 |
-0.0017 |
-0.0005 |
alpha_MOMENTUM |
| 2025-12-12 |
2025-12-15 |
fmom |
0.2302 |
0.0005 |
0.0001 |
alpha_QUALITY |
| 2025-12-12 |
2025-12-15 |
neglect |
0.2567 |
0.0002 |
0.0000 |
alpha_VALUE |
| 2025-12-12 |
2025-12-15 |
value_liq |
1.4236 |
0.0016 |
0.0023 |
alpha_VALUE |
| 2025-12-12 |
2025-12-15 |
revision |
3.2837 |
-0.0002 |
-0.0005 |
alpha_REVISION |
| 2025-12-12 |
2025-12-15 |
reversal |
0.9200 |
0.0003 |
0.0003 |
alpha_REVERSAL |
| 2025-12-12 |
2025-12-15 |
quality |
2.0374 |
0.0007 |
0.0014 |
alpha_QUALITY |
| 2025-12-15 |
2025-12-16 |
quality |
1.9225 |
0.0013 |
0.0024 |
alpha_QUALITY |
| 2025-12-15 |
2025-12-16 |
revision |
3.3663 |
-0.0004 |
-0.0013 |
alpha_REVISION |
| 2025-12-15 |
2025-12-16 |
neglect |
0.1778 |
0.0003 |
0.0001 |
alpha_VALUE |
| 2025-12-15 |
2025-12-16 |
reversal |
1.2563 |
0.0002 |
0.0002 |
alpha_REVERSAL |
| 2025-12-15 |
2025-12-16 |
value_gc |
1.3044 |
-0.0002 |
-0.0003 |
alpha_VALUE |
| 2025-12-15 |
2025-12-16 |
momentum |
0.3793 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-12-15 |
2025-12-16 |
linkage |
0.5978 |
-0.0008 |
-0.0005 |
alpha_MOMENTUM |
| 2025-12-15 |
2025-12-16 |
fmom |
0.2053 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-12-15 |
2025-12-16 |
stability |
1.4849 |
-0.0003 |
-0.0005 |
alpha_QUALITY |
| 2025-12-15 |
2025-12-16 |
value_liq |
1.3537 |
0.0015 |
0.0020 |
alpha_VALUE |
| 2025-12-16 |
2025-12-17 |
stability |
1.5126 |
0.0002 |
0.0004 |
alpha_QUALITY |
| 2025-12-16 |
2025-12-17 |
neglect |
0.0727 |
-0.0019 |
-0.0001 |
alpha_VALUE |
| 2025-12-16 |
2025-12-17 |
quality |
1.8797 |
0.0014 |
0.0026 |
alpha_QUALITY |
| 2025-12-16 |
2025-12-17 |
linkage |
0.5768 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-12-16 |
2025-12-17 |
reversal |
1.2133 |
0.0014 |
0.0017 |
alpha_REVERSAL |
| 2025-12-16 |
2025-12-17 |
revision |
3.3590 |
0.0014 |
0.0047 |
alpha_REVISION |
| 2025-12-16 |
2025-12-17 |
value_liq |
1.3107 |
0.0012 |
0.0016 |
alpha_VALUE |
| 2025-12-16 |
2025-12-17 |
momentum |
0.4249 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-12-16 |
2025-12-17 |
value_gc |
1.2857 |
-0.0004 |
-0.0005 |
alpha_VALUE |
| 2025-12-16 |
2025-12-17 |
fmom |
0.1835 |
0.0004 |
0.0001 |
alpha_QUALITY |
| 2025-12-17 |
2025-12-18 |
fmom |
0.1556 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-12-17 |
2025-12-18 |
linkage |
0.5643 |
0.0004 |
0.0002 |
alpha_MOMENTUM |
| 2025-12-17 |
2025-12-18 |
revision |
3.3968 |
0.0001 |
0.0002 |
alpha_REVISION |
| 2025-12-17 |
2025-12-18 |
stability |
1.5132 |
0.0007 |
0.0010 |
alpha_QUALITY |
| 2025-12-17 |
2025-12-18 |
reversal |
1.3126 |
0.0010 |
0.0014 |
alpha_REVERSAL |
| 2025-12-17 |
2025-12-18 |
momentum |
0.3811 |
-0.0003 |
-0.0001 |
alpha_MOMENTUM |
| 2025-12-17 |
2025-12-18 |
value_gc |
1.2892 |
-0.0000 |
-0.0000 |
alpha_VALUE |
| 2025-12-17 |
2025-12-18 |
value_liq |
1.3721 |
0.0011 |
0.0015 |
alpha_VALUE |
| 2025-12-17 |
2025-12-18 |
quality |
1.8313 |
0.0005 |
0.0009 |
alpha_QUALITY |
| 2025-12-17 |
2025-12-18 |
neglect |
0.0958 |
0.0009 |
0.0001 |
alpha_VALUE |
| 2025-12-18 |
2025-12-19 |
value_liq |
1.4307 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-12-18 |
2025-12-19 |
quality |
1.8209 |
0.0001 |
0.0002 |
alpha_QUALITY |
| 2025-12-18 |
2025-12-19 |
revision |
3.4537 |
0.0005 |
0.0018 |
alpha_REVISION |
| 2025-12-18 |
2025-12-19 |
fmom |
0.1138 |
0.0001 |
0.0000 |
alpha_QUALITY |
| 2025-12-18 |
2025-12-19 |
reversal |
1.4154 |
0.0026 |
0.0037 |
alpha_REVERSAL |
| 2025-12-18 |
2025-12-19 |
value_gc |
1.3219 |
-0.0005 |
-0.0007 |
alpha_VALUE |
| 2025-12-18 |
2025-12-19 |
momentum |
0.3304 |
0.0011 |
0.0004 |
alpha_MOMENTUM |
| 2025-12-18 |
2025-12-19 |
neglect |
0.1511 |
0.0004 |
0.0001 |
alpha_VALUE |
| 2025-12-18 |
2025-12-19 |
stability |
1.5575 |
-0.0003 |
-0.0005 |
alpha_QUALITY |
| 2025-12-18 |
2025-12-19 |
linkage |
0.6071 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-19 |
2025-12-22 |
stability |
1.6547 |
0.0005 |
0.0008 |
alpha_QUALITY |
| 2025-12-19 |
2025-12-22 |
reversal |
1.3889 |
0.0027 |
0.0037 |
alpha_REVERSAL |
| 2025-12-19 |
2025-12-22 |
quality |
1.8718 |
0.0002 |
0.0004 |
alpha_QUALITY |
| 2025-12-19 |
2025-12-22 |
revision |
3.4516 |
0.0009 |
0.0031 |
alpha_REVISION |
| 2025-12-19 |
2025-12-22 |
neglect |
0.1227 |
-0.0010 |
-0.0001 |
alpha_VALUE |
| 2025-12-19 |
2025-12-22 |
fmom |
0.0540 |
-0.0003 |
-0.0000 |
alpha_QUALITY |
| 2025-12-19 |
2025-12-22 |
value_liq |
1.4103 |
-0.0011 |
-0.0016 |
alpha_VALUE |
| 2025-12-19 |
2025-12-22 |
value_gc |
1.3145 |
0.0004 |
0.0005 |
alpha_VALUE |
| 2025-12-19 |
2025-12-22 |
momentum |
0.3434 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-12-19 |
2025-12-22 |
linkage |
0.5973 |
0.0008 |
0.0005 |
alpha_MOMENTUM |
| 2025-12-22 |
2025-12-23 |
fmom |
0.0410 |
0.0002 |
0.0000 |
alpha_QUALITY |
| 2025-12-22 |
2025-12-23 |
neglect |
0.1156 |
-0.0022 |
-0.0003 |
alpha_VALUE |
| 2025-12-22 |
2025-12-23 |
reversal |
1.3199 |
0.0008 |
0.0010 |
alpha_REVERSAL |
| 2025-12-22 |
2025-12-23 |
value_gc |
1.2243 |
-0.0002 |
-0.0002 |
alpha_VALUE |
| 2025-12-22 |
2025-12-23 |
momentum |
0.3100 |
0.0006 |
0.0002 |
alpha_MOMENTUM |
| 2025-12-22 |
2025-12-23 |
quality |
1.9275 |
0.0011 |
0.0021 |
alpha_QUALITY |
| 2025-12-22 |
2025-12-23 |
value_liq |
1.3519 |
0.0007 |
0.0010 |
alpha_VALUE |
| 2025-12-22 |
2025-12-23 |
revision |
3.5314 |
-0.0000 |
-0.0000 |
alpha_REVISION |
| 2025-12-22 |
2025-12-23 |
linkage |
0.6757 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-22 |
2025-12-23 |
stability |
1.7158 |
-0.0002 |
-0.0004 |
alpha_QUALITY |
| 2025-12-23 |
2025-12-24 |
momentum |
0.3040 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-12-23 |
2025-12-24 |
value_gc |
1.2959 |
0.0002 |
0.0002 |
alpha_VALUE |
| 2025-12-23 |
2025-12-24 |
linkage |
0.6663 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-23 |
2025-12-24 |
fmom |
0.0427 |
-0.0009 |
-0.0000 |
alpha_QUALITY |
| 2025-12-23 |
2025-12-24 |
revision |
3.5696 |
-0.0001 |
-0.0002 |
alpha_REVISION |
| 2025-12-23 |
2025-12-24 |
stability |
1.7413 |
0.0003 |
0.0004 |
alpha_QUALITY |
| 2025-12-23 |
2025-12-24 |
quality |
2.0132 |
-0.0004 |
-0.0008 |
alpha_QUALITY |
| 2025-12-23 |
2025-12-24 |
value_liq |
1.4350 |
-0.0006 |
-0.0009 |
alpha_VALUE |
| 2025-12-23 |
2025-12-24 |
reversal |
1.5922 |
0.0006 |
0.0010 |
alpha_REVERSAL |
| 2025-12-23 |
2025-12-24 |
neglect |
0.1682 |
0.0003 |
0.0000 |
alpha_VALUE |
| 2025-12-24 |
2025-12-25 |
momentum |
0.2771 |
0.0003 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-24 |
2025-12-25 |
stability |
1.7314 |
0.0004 |
0.0006 |
alpha_QUALITY |
| 2025-12-24 |
2025-12-25 |
fmom |
0.0667 |
-0.0004 |
-0.0000 |
alpha_QUALITY |
| 2025-12-24 |
2025-12-25 |
value_liq |
1.4665 |
-0.0003 |
-0.0005 |
alpha_VALUE |
| 2025-12-24 |
2025-12-25 |
revision |
3.5797 |
-0.0001 |
-0.0003 |
alpha_REVISION |
| 2025-12-24 |
2025-12-25 |
neglect |
0.1633 |
0.0006 |
0.0001 |
alpha_VALUE |
| 2025-12-24 |
2025-12-25 |
reversal |
1.4759 |
0.0010 |
0.0014 |
alpha_REVERSAL |
| 2025-12-24 |
2025-12-25 |
quality |
2.0303 |
0.0001 |
0.0001 |
alpha_QUALITY |
| 2025-12-24 |
2025-12-25 |
linkage |
0.6276 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-24 |
2025-12-25 |
value_gc |
1.3311 |
0.0000 |
0.0000 |
alpha_VALUE |
| 2025-12-25 |
2025-12-26 |
revision |
3.5829 |
0.0002 |
0.0009 |
alpha_REVISION |
| 2025-12-25 |
2025-12-26 |
stability |
1.7413 |
-0.0010 |
-0.0017 |
alpha_QUALITY |
| 2025-12-25 |
2025-12-26 |
quality |
2.0132 |
0.0007 |
0.0015 |
alpha_QUALITY |
| 2025-12-25 |
2025-12-26 |
neglect |
0.1682 |
0.0003 |
0.0000 |
alpha_VALUE |
| 2025-12-25 |
2025-12-26 |
linkage |
0.6498 |
0.0000 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-25 |
2025-12-26 |
momentum |
0.3040 |
-0.0001 |
-0.0000 |
alpha_MOMENTUM |
| 2025-12-25 |
2025-12-26 |
value_gc |
1.2995 |
-0.0005 |
-0.0006 |
alpha_VALUE |
| 2025-12-25 |
2025-12-26 |
reversal |
1.4558 |
0.0003 |
0.0005 |
alpha_REVERSAL |
| 2025-12-25 |
2025-12-26 |
fmom |
0.0428 |
-0.0001 |
-0.0000 |
alpha_QUALITY |
| 2025-12-25 |
2025-12-26 |
value_liq |
1.4461 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-12-29 |
2025-12-30 |
value_liq |
1.4464 |
0.0002 |
0.0003 |
alpha_VALUE |
| 2025-12-29 |
2025-12-30 |
fmom |
0.1528 |
-0.0000 |
-0.0000 |
alpha_QUALITY |
| 2025-12-29 |
2025-12-30 |
linkage |
0.7639 |
-0.0002 |
-0.0001 |
alpha_MOMENTUM |
| 2025-12-29 |
2025-12-30 |
momentum |
0.3229 |
0.0001 |
0.0000 |
alpha_MOMENTUM |
| 2025-12-29 |
2025-12-30 |
neglect |
0.1798 |
-0.0002 |
-0.0000 |
alpha_VALUE |
| 2025-12-29 |
2025-12-30 |
stability |
1.8826 |
0.0005 |
0.0010 |
alpha_QUALITY |
| 2025-12-29 |
2025-12-30 |
quality |
2.0183 |
0.0007 |
0.0013 |
alpha_QUALITY |
| 2025-12-29 |
2025-12-30 |
value_gc |
1.2988 |
0.0005 |
0.0007 |
alpha_VALUE |
| 2025-12-29 |
2025-12-30 |
reversal |
1.5816 |
-0.0000 |
-0.0001 |
alpha_REVERSAL |
| 2025-12-29 |
2025-12-30 |
revision |
3.6213 |
-0.0001 |
-0.0002 |
alpha_REVISION |
| 2025-12-30 |
2025-12-31 |
quality |
1.9298 |
-0.0005 |
-0.0009 |
alpha_QUALITY |
| 2025-12-30 |
2025-12-31 |
reversal |
1.2794 |
0.0005 |
0.0006 |
alpha_REVERSAL |
| 2025-12-30 |
2025-12-31 |
revision |
3.8621 |
0.0002 |
0.0009 |
alpha_REVISION |
| 2025-12-30 |
2025-12-31 |
stability |
1.8714 |
-0.0005 |
-0.0010 |
alpha_QUALITY |
| 2025-12-30 |
2025-12-31 |
value_gc |
1.0937 |
0.0001 |
0.0001 |
alpha_VALUE |
| 2025-12-30 |
2025-12-31 |
neglect |
-0.2159 |
0.0008 |
-0.0002 |
alpha_VALUE |
| 2025-12-30 |
2025-12-31 |
fmom |
0.2997 |
0.0003 |
0.0001 |
alpha_QUALITY |
| 2025-12-30 |
2025-12-31 |
linkage |
0.7580 |
0.0001 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-30 |
2025-12-31 |
momentum |
0.6093 |
0.0002 |
0.0001 |
alpha_MOMENTUM |
| 2025-12-30 |
2025-12-31 |
value_liq |
1.0531 |
0.0004 |
0.0005 |
alpha_VALUE |