- The report analyzes the performance of Alpha factors in various market segments, including the entire market, CSI 300, CSI A500, CSI 500, CSI 1000, and the ChiNext board, with monthly and weekly rebalancing[5] - The deep learning factor agru_dailyquote shows RankIC averages of 5.18%, 12.44%, 14.42%, and 13.94% over the past week, month, year, and historically, respectively, with a historical win rate of 91.63%[5] - The DL_1 factor shows RankIC averages of 4.00%, 19.68%, 16.48%, and 14.08% over the past week, month, year, and historically, respectively, with a historical win rate of 87.97%[5] - The fimage factor shows RankIC averages of -0.17%, 3.95%, 3.92%, and 5.17% over the past week, month, year, and historically, respectively, with a historical win rate of 78.11%[5] - The integrated_bigsmall_longshort factor, a Level-2 high-frequency factor, shows RankIC averages of -4.74%, 15.18%, 9.78%, and 11.10% over the past week, month, year, and historically, respectively, with a historical win rate of 75.86%[5] - The Amihud_illiq factor, a minute-frequency factor, shows RankIC averages of -3.21%, 16.88%, 13.34%, and 11.17% over the past week, month, year, and historically, respectively, with a historical win rate of 74.95%[5] - The report includes detailed performance analysis of 29 Level-2 high-frequency factors and 55 minute-frequency factors[5] - The deep learning factor agru_dailyquote shows an excess return of 9.01% in the CSI 300 index, 9.68% in the CSI A500 index, 5.82% in the CSI 500 index, 11.18% in the CSI 800 index, 10.75% in the CSI 1000 index, and 6.58% in the ChiNext index, with maximum drawdowns of 1.96%, 1.23%, 3.47%, 1.49%, 1.58%, and 1.95%, respectively, for the year-to-date period[5]