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
idxctrl_20260211_151523
8 mt_961_use2023_best_save_rnk500_idxctrl 71.92 33.19 59.07 79.95 59.07 81.51 128.43 133.99 83.07
9 mt_961_use2023_last_save_rnk500_idxctrl 71.32 32.59 58.47 79.35 58.47 80.91 127.83 133.39 82.47
10 mt_961_use2022_last_save_rnk500_idxctrl 67.88 29.16 55.03 75.92 55.03 77.48 124.40 129.96 79.04
11 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 67.20 28.48 54.35 75.24 54.35 76.80 123.71 129.27 78.36
13 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 66.58 27.85 53.73 74.61 53.73 76.17 123.09 128.65 77.73
14 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 66.54 27.81 53.69 74.57 53.68 76.13 123.05 128.61 77.69
15 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 65.14 26.42 52.29 73.18 52.29 74.74 121.65 127.21 76.30
16 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 64.53 25.80 51.68 72.56 51.68 74.12 121.04 126.60 75.69
17 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 64.46 25.74 51.61 72.50 51.61 74.06 120.97 126.53 75.62
21 mt_961_use2022_best_save_rnk500_idxctrl 60.38 21.66 47.53 68.42 47.53 69.98 116.90 122.46 71.54
27 mt_962_use2023_last_save_rnk500_idxctrl 50.39 11.66 37.54 58.42 37.54 59.98 106.90 112.46 61.54
28 mt_962_use2011_last_save_rnk500_idxctrl 49.23 10.51 36.38 57.27 36.38 58.83 105.74 111.30 60.39
29 mt_961_use2012_last_save_rnk500_idxctrl 49.21 10.48 36.36 57.24 36.36 58.80 105.72 111.28 60.37
33 mt_962_use2023_best_save_rnk500_idxctrl 47.49 8.77 34.64 55.53 34.64 57.09 104.00 109.56 58.65
34 multin_zz500_61004_idxctrl_zz500_pv 47.12 8.39 34.27 55.15 34.27 56.71 103.63 109.19 58.28
36 mt_961_use2011_last_save_rnk500_idxctrl 46.94 8.22 34.09 54.98 34.09 56.54 103.45 109.01 58.10
37 mt_962_use2008_last_save_rnk500_idxctrl 46.92 8.20 34.07 54.96 34.07 56.52 103.44 109.00 58.08
39 multin_zz500_61002_idxctrl_zz500_pv 46.38 7.66 33.53 54.42 33.53 55.98 102.89 108.45 57.54
40 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 46.23 7.51 33.38 54.27 33.38 55.83 102.74 108.30 57.39
41 mt_962_use2008_best_save_rnk500_idxctrl 46.14 7.42 33.29 54.17 33.29 55.74 102.65 108.21 57.30
42 mt_962_use2014_last_save_rnk500_idxctrl 45.62 6.90 32.77 53.65 32.77 55.22 102.13 107.69 56.78
43 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 45.54 6.82 32.69 53.58 32.69 55.14 102.06 107.62 56.70
44 multin_zz500_61001_idxctrl_zz500_pv 45.35 6.63 32.50 53.39 32.50 54.95 101.86 107.42 56.51
46 mt_962_use2013_last_save_rnk500_idxctrl 45.11 6.39 32.26 53.14 32.26 54.71 101.62 107.18 56.27
48 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 44.24 5.51 31.39 52.27 31.39 53.83 100.75 106.31 55.40
52 mt_962_use2024_best_save_rnk500_idxctrl 43.56 4.84 30.71 51.59 30.71 53.16 100.07 105.63 54.72
54 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 43.10 4.37 30.25 51.13 30.25 52.69 99.61 105.17 54.26
55 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 43.10 4.37 30.25 51.13 30.25 52.69 99.61 105.17 54.26
56 mt_961_use2024_best_save_rnk500_idxctrl 43.01 4.28 30.16 51.04 30.16 52.60 99.52 105.08 54.17
57 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 42.86 4.13 30.01 50.89 30.01 52.45 99.37 104.93 54.01
59 multin_zz1000_61004_idxctrl_pv_rm_fnd 42.53 3.80 29.68 50.56 29.68 52.12 99.04 104.60 53.69
60 multin_zz1000_61002_idxctrl_pv_rm_fnd 42.53 3.80 29.68 50.56 29.68 52.12 99.04 104.60 53.69
61 multin_zz1000_61001_idxctrl_pv_rm_fnd 42.29 3.56 29.44 50.32 29.44 51.88 98.80 104.36 53.44
63 mt_961_use2024_last_save_rnk500_idxctrl 41.38 2.66 28.53 49.41 28.53 50.98 97.89 103.45 52.54
73 mt_962_use2009_best_save_rnk500_idxctrl 38.81 0.08 25.96 46.84 25.96 48.40 95.32 100.88 49.97
78 mt_962_use2009_last_save_rnk500_idxctrl 38.47 -0.25 25.62 46.51 25.62 48.07 94.98 100.54 49.63
81 mt_961_use2008_best_save_rnk500_idxctrl 38.09 -0.63 25.24 46.13 25.24 47.69 94.60 100.16 49.25
83 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 37.87 -0.86 25.02 45.90 25.02 47.46 94.38 99.94 49.03
85 mt_961_use2010_last_save_rnk500_idxctrl 37.41 -1.32 24.56 45.44 24.56 47.00 93.92 99.48 48.56
87 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 37.39 -1.33 24.54 45.43 24.54 46.99 93.90 99.46 48.55
88 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 36.99 -1.73 24.14 45.03 24.14 46.59 93.50 99.06 48.15
90 mt_961_use2008_last_save_rnk500_idxctrl 36.59 -2.14 23.74 44.62 23.74 46.18 93.10 98.66 47.74
91 mt_962_use2018_last_save_rnk500_idxctrl 36.55 -2.17 23.70 44.59 23.70 46.15 93.07 98.63 47.71
92 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 36.52 -2.21 23.67 44.55 23.67 46.11 93.03 98.59 47.67
93 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 36.43 -2.30 23.58 44.46 23.58 46.02 92.94 98.50 47.59
95 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 35.95 -2.78 23.10 43.98 23.10 45.54 92.46 98.02 47.10
99 mt_961_use2010_best_save_rnk500_idxctrl 35.05 -3.68 22.20 43.08 22.20 44.64 91.56 97.12 46.21
100 mt_962_use2024_last_save_rnk500_idxctrl 35.04 -3.68 22.19 43.08 22.19 44.64 91.56 97.12 46.20
104 mt_962_use2017_last_save_rnk500_idxctrl 34.54 -4.19 21.69 42.57 21.69 44.13 91.05 96.61 45.70
110 mt_961_use2017_last_save_rnk500_idxctrl 33.64 -5.08 20.79 41.67 20.79 43.24 90.15 95.71 44.80
112 mt_961_use2014_last_save_rnk500_idxctrl 33.54 -5.19 20.68 41.57 20.68 43.13 90.05 95.61 44.69
114 mt_961_use2011_best_save_rnk500_idxctrl 33.19 -5.54 20.34 41.22 20.34 42.78 89.70 95.26 44.35
119 mt_962_use2021_last_save_rnk500_idxctrl 32.70 -6.02 19.85 40.74 19.85 42.30 89.21 94.77 43.86
125 mt_961_use2012_best_save_rnk500_idxctrl 32.32 -6.40 19.47 40.36 19.47 41.92 88.83 94.40 43.48
134 mt_962_use2010_last_save_rnk500_idxctrl 31.48 -7.25 18.63 39.51 18.63 41.07 87.99 93.55 42.63
135 mt_961_use2018_best_save_rnk500_idxctrl 31.43 -7.29 18.58 39.47 18.58 41.03 87.95 93.51 42.59
142 mt_962_use2013_best_save_rnk500_idxctrl 30.47 -8.25 17.62 38.51 17.62 40.07 86.98 92.54 41.63
150 mt_962_use2011_best_save_rnk500_idxctrl 29.48 -9.25 16.63 37.51 16.63 39.07 85.99 91.55 40.64
153 mt_961_use2018_last_save_rnk500_idxctrl 28.84 -9.88 15.99 36.88 15.99 38.44 85.35 90.92 40.00
160 mt_961_use2009_last_save_rnk500_idxctrl 27.20 -11.52 14.35 35.23 14.35 36.80 83.71 89.27 38.36
162 mt_962_use2014_best_save_rnk500_idxctrl 26.92 -11.80 14.07 34.96 14.07 36.52 83.43 89.00 38.08
163 mt_962_use2012_last_save_rnk500_idxctrl 26.52 -12.20 13.67 34.56 13.67 36.12 83.03 88.59 37.68
165 mt_961_use2009_best_save_rnk500_idxctrl 26.26 -12.47 13.40 34.29 13.40 35.85 82.77 88.33 37.41
167 multin_zz1000_61004_idxctrl_pv_rm_blc 25.84 -12.88 12.99 33.88 12.99 35.44 82.36 87.92 37.00
168 multin_zz1000_61002_idxctrl_pv_rm_blc 25.84 -12.88 12.99 33.88 12.99 35.44 82.36 87.92 37.00
171 mt_961_use2015_last_save_rnk500_idxctrl 25.62 -13.10 12.77 33.66 12.77 35.22 82.13 87.69 36.78
180 multin_zz1000_61001_idxctrl_pv_rm_blc 24.98 -13.75 12.13 33.01 12.13 34.57 81.49 87.05 36.13
184 multin_zz1000_61004_idxctrl_pv 24.42 -14.31 11.57 32.45 11.57 34.01 80.93 86.49 35.58
185 multin_zz1000_61002_idxctrl_pv 24.42 -14.31 11.57 32.45 11.57 34.01 80.93 86.49 35.58
186 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 24.38 -14.34 11.53 32.42 11.53 33.98 80.89 86.45 35.54
187 mt_961_use2016_last_save_rnk500_idxctrl 24.06 -14.66 11.21 32.10 11.21 33.66 80.58 86.14 35.22
188 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 23.81 -14.92 10.95 31.84 10.95 33.40 80.32 85.88 34.96
189 mt_962_use2016_best_save_rnk500_idxctrl 23.80 -14.93 10.95 31.83 10.95 33.39 80.31 85.87 34.95
191 multin_zz1000_61001_idxctrl_pv 23.57 -15.15 10.72 31.61 10.72 33.17 80.08 85.64 34.73
193 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 23.37 -15.36 10.52 31.40 10.52 32.96 79.88 85.44 34.53
195 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 23.18 -15.54 10.33 31.22 10.33 32.78 79.70 85.26 34.34
196 mt_962_use2010_best_save_rnk500_idxctrl 23.15 -15.57 10.30 31.19 10.30 32.75 79.66 85.22 34.31
197 mt_962_use2019_last_save_rnk500_idxctrl 23.13 -15.60 10.28 31.16 10.28 32.72 79.64 85.20 34.29
200 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 22.60 -16.12 9.75 30.63 9.75 32.20 79.11 84.67 33.76
201 mt_961_use2017_best_save_rnk500_idxctrl 22.35 -16.38 9.50 30.38 9.50 31.94 78.86 84.42 33.50
204 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 22.01 -16.72 9.16 30.04 9.16 31.60 78.52 84.08 33.17
206 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 21.57 -17.15 8.72 29.61 8.72 31.17 78.08 83.64 32.73
208 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 20.97 -17.76 8.12 29.00 8.12 30.56 77.48 83.04 32.13
211 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 20.46 -18.27 7.61 28.49 7.61 30.05 76.97 82.53 31.62
213 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 20.10 -18.62 7.25 28.14 7.25 29.70 76.61 82.18 31.26
214 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 19.86 -18.87 7.00 27.89 7.00 29.45 76.37 81.93 31.01
215 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 19.71 -19.02 6.86 27.74 6.86 29.30 76.22 81.78 30.86
217 mt_962_use2022_last_save_rnk500_idxctrl 19.28 -19.45 6.43 27.31 6.42 28.87 75.79 81.35 30.43
221 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 18.98 -19.74 6.13 27.02 6.13 28.58 75.50 81.06 30.14
223 mt_961_use2021_last_save_rnk500_idxctrl 18.81 -19.91 5.96 26.85 5.96 28.41 75.32 80.88 29.97
224 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 18.77 -19.95 5.92 26.81 5.92 28.37 75.28 80.84 29.93
225 mt_961_use2016_best_save_rnk500_idxctrl 18.49 -20.24 5.64 26.52 5.64 28.08 75.00 80.56 29.64
231 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 17.66 -21.06 4.81 25.70 4.81 27.26 74.17 79.73 28.82
237 multin_zz1000_61004_idxctrl_zz1000_pv 16.71 -22.01 3.86 24.75 3.86 26.31 73.23 78.79 27.87
240 mt_962_use2012_best_save_rnk500_idxctrl 16.04 -22.68 3.19 24.08 3.19 25.64 72.55 78.11 27.20
242 multin_zz1000_61002_idxctrl_zz1000_pv 15.91 -22.82 3.06 23.94 3.05 25.50 72.42 77.98 27.06
243 mt_962_use2017_best_save_rnk500_idxctrl 15.57 -23.15 2.72 23.60 2.72 25.17 72.08 77.64 26.73
246 mt_961_use2020_best_save_rnk500_idxctrl 15.31 -23.42 2.46 23.34 2.46 24.90 71.82 77.38 26.47
254 multin_zz1000_61001_idxctrl_zz1000_pv 14.43 -24.30 1.58 22.46 1.58 24.02 70.94 76.50 25.59
258 mt_962_use2016_last_save_rnk500_idxctrl 14.31 -24.42 1.46 22.34 1.46 23.90 70.82 76.38 25.46
261 mt_961_use2020_last_save_rnk500_idxctrl 13.63 -25.10 0.78 21.66 0.78 23.22 70.14 75.70 24.79
262 mt_962_use2021_best_save_rnk500_idxctrl 13.62 -25.10 0.77 21.66 0.77 23.22 70.13 75.69 24.78
265 mt_961_use2014_best_save_rnk500_idxctrl 13.33 -25.39 0.48 21.37 0.48 22.93 69.84 75.40 24.49
271 mt_962_use2018_best_save_rnk500_idxctrl 12.13 -26.60 -0.72 20.16 -0.72 21.72 68.64 74.20 23.28
281 mt_962_use2020_last_save_rnk500_idxctrl 11.15 -27.57 -1.70 19.18 -1.70 20.75 67.66 73.22 22.31
288 mt_961_use2013_last_save_rnk500_idxctrl 9.60 -29.12 -3.25 17.63 -3.25 19.20 66.11 71.67 20.76
293 mt_961_use2019_last_save_rnk500_idxctrl 9.28 -29.44 -3.57 17.32 -3.57 18.88 65.79 71.35 20.44
298 mt_961_use2015_best_save_rnk500_idxctrl 8.10 -30.63 -4.75 16.13 -4.75 17.69 64.61 70.17 19.26
318 mt_962_use2019_best_save_rnk500_idxctrl 3.71 -35.02 -9.14 11.74 -9.14 13.30 60.22 65.78 14.87
330 mt_962_use2015_last_save_rnk500_idxctrl 2.84 -35.88 -10.01 10.87 -10.01 12.44 59.35 64.91 14.00
333 multin_zz1000_61004_idxctrl_top3800_pv 2.53 -36.19 -10.32 10.57 -10.32 12.13 59.04 64.60 13.69
339 multin_zz1000_61002_idxctrl_top3800_pv 1.64 -37.08 -11.21 9.68 -11.21 11.24 58.15 63.71 12.80
343 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 1.07 -37.65 -11.78 9.11 -11.78 10.67 57.58 63.14 12.23
351 multin_zz1000_61004_idxctrl_50010002000_pv 0.28 -38.44 -12.57 8.32 -12.57 9.88 56.80 62.36 11.44
356 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 0.05 -38.67 -12.80 8.09 -12.80 9.65 56.57 62.13 11.21
361 multin_zz1000_61002_idxctrl_50010002000_pv -0.72 -39.44 -13.57 7.32 -13.57 8.88 55.79 61.35 10.44
363 mt_961_use2013_best_save_rnk500_idxctrl -0.99 -39.72 -13.84 7.04 -13.84 8.60 55.52 61.08 10.16
369 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -1.33 -40.06 -14.19 6.70 -14.19 8.26 55.18 60.74 9.82
371 multin_zz1000_61001_idxctrl_top3800_pv -1.67 -40.39 -14.52 6.37 -14.52 7.93 54.84 60.40 9.49
372 mt_961_use2021_best_save_rnk500_idxctrl -1.68 -40.40 -14.53 6.36 -14.53 7.92 54.83 60.39 9.48
381 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -2.47 -41.20 -15.32 5.56 -15.32 7.12 54.04 59.60 8.69
386 multin_zz1000_61001_idxctrl_50010002000_pv -2.80 -41.52 -15.65 5.24 -15.65 6.80 53.71 59.27 8.36
390 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -3.31 -42.03 -16.16 4.72 -16.16 6.29 53.20 58.76 7.85
402 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -4.54 -43.26 -17.39 3.50 -17.39 5.06 51.97 57.53 6.62
428 mt_961_use2019_best_save_rnk500_idxctrl -7.31 -46.03 -20.16 0.73 -20.16 2.29 49.20 54.76 3.85
476 mt_962_use2020_best_save_rnk500_idxctrl -15.50 -54.22 -28.35 -7.46 -28.35 -5.90 41.01 46.57 -4.34
499 mt_962_use2022_best_save_rnk500_idxctrl -21.43 -60.16 -34.28 -13.40 -34.28 -11.84 35.08 40.64 -10.28
505 mt_962_use2015_best_save_rnk500_idxctrl -23.60 -62.33 -36.45 -15.57 -36.45 -14.01 32.91 38.47 -12.45