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_20250311_151648
20 mt_962_use2016_best_save_rnk500_idxctrl 30.53 29.19 74.27 54.47 74.28 26.42 -52.08 -105.47 -97.15
58 mt_961_use2016_best_save_rnk500_idxctrl 16.64 15.30 60.39 40.59 60.39 12.53 -65.96 -119.35 -111.04
66 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 14.99 13.65 58.74 38.93 58.74 10.88 -67.62 -121.01 -112.69
67 mt_961_use2016_last_save_rnk500_idxctrl 14.90 13.57 58.65 38.85 58.65 10.80 -67.70 -121.09 -112.78
69 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 14.84 13.50 58.59 38.79 58.59 10.73 -67.76 -121.15 -112.84
72 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 14.32 12.98 58.07 38.27 58.07 10.21 -68.28 -121.67 -113.36
76 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 13.39 12.06 57.14 37.34 57.14 9.29 -69.21 -122.60 -114.29
78 mt_962_use2009_best_save_rnk500_idxctrl 13.08 11.75 56.83 37.03 56.83 8.98 -69.52 -122.91 -114.59
81 mt_961_use2014_last_save_rnk500_idxctrl 12.76 11.42 56.51 36.70 56.51 8.65 -69.85 -123.24 -114.92
85 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 12.45 11.11 56.20 36.40 56.20 8.34 -70.15 -123.54 -115.23
90 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 12.15 10.81 55.90 36.10 55.90 8.04 -70.46 -123.84 -115.53
95 mt_962_use2009_last_save_rnk500_idxctrl 11.34 10.01 55.09 35.29 55.09 7.24 -71.26 -124.65 -116.33
96 mt_962_use2010_best_save_rnk500_idxctrl 11.22 9.88 54.96 35.16 54.97 7.11 -71.39 -124.78 -116.46
101 mt_961_use2021_last_save_rnk500_idxctrl 10.32 8.98 54.07 34.27 54.07 6.21 -72.28 -125.67 -117.36
102 mt_962_use2008_last_save_rnk500_idxctrl 10.04 8.71 53.79 33.99 53.79 5.93 -72.56 -125.95 -117.64
104 mt_962_use2017_last_save_rnk500_idxctrl 9.35 8.02 53.10 33.30 53.10 5.25 -73.25 -126.64 -118.32
105 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 9.30 7.96 53.05 33.25 53.05 5.19 -73.30 -126.69 -118.38
108 mt_961_use2023_best_save_rnk500_idxctrl 8.96 7.63 52.71 32.91 52.71 4.86 -73.64 -127.03 -118.72
110 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 8.52 7.18 52.27 32.47 52.27 4.41 -74.09 -127.47 -119.16
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 8.42 7.08 52.17 32.36 52.17 4.31 -74.19 -127.58 -119.26
112 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 8.28 6.94 52.03 32.23 52.03 4.17 -74.33 -127.71 -119.40
114 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 8.18 6.84 51.93 32.13 51.93 4.07 -74.42 -127.81 -119.50
115 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 8.03 6.69 51.78 31.98 51.78 3.92 -74.57 -127.96 -119.65
117 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 7.82 6.48 51.57 31.76 51.57 3.71 -74.79 -128.18 -119.86
119 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 7.52 6.18 51.27 31.47 51.27 3.41 -75.08 -128.47 -120.16
122 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 7.19 5.86 50.94 31.14 50.94 3.09 -75.41 -128.80 -120.49
124 mt_962_use2008_best_save_rnk500_idxctrl 6.93 5.59 50.68 30.87 50.68 2.82 -75.68 -129.07 -120.75
126 multin_zz1000_61002_idxctrl_zz1000_pv 6.68 5.34 50.42 30.62 50.43 2.57 -75.93 -129.32 -121.00
127 mt_962_use2016_last_save_rnk500_idxctrl 6.59 5.25 50.34 30.54 50.34 2.48 -76.02 -129.40 -121.09
130 multin_zz1000_61004_idxctrl_zz1000_pv 6.35 5.01 50.10 30.30 50.10 2.24 -76.25 -129.64 -121.33
131 multin_zz500_61002_idxctrl_zz500_pv 6.34 5.00 50.09 30.29 50.09 2.23 -76.26 -129.65 -121.34
132 mt_961_use2013_last_save_rnk500_idxctrl 6.32 4.98 50.07 30.27 50.07 2.21 -76.28 -129.67 -121.36
134 multin_zz1000_61001_idxctrl_zz1000_pv 5.99 4.65 49.74 29.93 49.74 1.88 -76.62 -130.00 -121.69
139 multin_zz500_61004_idxctrl_zz500_pv 5.81 4.47 49.56 29.76 49.56 1.70 -76.79 -130.18 -121.87
143 multin_zz500_61001_idxctrl_zz500_pv 5.70 4.36 49.44 29.64 49.45 1.59 -76.91 -130.30 -121.98
146 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 5.31 3.97 49.06 29.26 49.06 1.20 -77.29 -130.68 -122.37
147 mt_961_use2008_last_save_rnk500_idxctrl 5.16 3.82 48.91 29.11 48.91 1.05 -77.44 -130.83 -122.52
148 mt_961_use2018_last_save_rnk500_idxctrl 5.12 3.78 48.87 29.07 48.87 1.01 -77.48 -130.87 -122.56
153 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 4.86 3.52 48.61 28.81 48.61 0.75 -77.74 -131.13 -122.82
157 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 4.62 3.28 48.37 28.57 48.37 0.51 -77.98 -131.37 -123.06
158 mt_961_use2012_best_save_rnk500_idxctrl 4.57 3.23 48.32 28.52 48.32 0.46 -78.03 -131.42 -123.11
159 mt_961_use2018_best_save_rnk500_idxctrl 4.44 3.11 48.19 28.39 48.20 0.34 -78.16 -131.55 -123.23
168 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 3.97 2.63 47.71 27.91 47.72 -0.14 -78.64 -132.03 -123.71
169 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 3.97 2.63 47.71 27.91 47.72 -0.14 -78.64 -132.03 -123.71
170 mt_961_use2021_best_save_rnk500_idxctrl 3.94 2.60 47.69 27.89 47.69 -0.17 -78.66 -132.05 -123.74
172 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 3.75 2.41 47.50 27.70 47.50 -0.36 -78.85 -132.24 -123.93
174 mt_962_use2013_last_save_rnk500_idxctrl 3.34 2.00 47.08 27.28 47.09 -0.77 -79.27 -132.66 -124.34
176 multin_zz1000_61002_idxctrl_pv_rm_fnd 3.30 1.96 47.05 27.25 47.05 -0.81 -79.30 -132.69 -124.38
177 multin_zz1000_61004_idxctrl_pv_rm_fnd 3.30 1.96 47.05 27.25 47.05 -0.81 -79.30 -132.69 -124.38
178 mt_961_use2008_best_save_rnk500_idxctrl 3.29 1.95 47.04 27.24 47.04 -0.82 -79.31 -132.70 -124.39
179 multin_zz1000_61001_idxctrl_pv_rm_fnd 3.17 1.83 46.92 27.11 46.92 -0.94 -79.44 -132.82 -124.51
189 mt_961_use2014_best_save_rnk500_idxctrl 2.56 1.22 46.31 26.51 46.31 -1.55 -80.05 -133.43 -125.12
197 mt_962_use2014_last_save_rnk500_idxctrl 2.02 0.69 45.77 25.97 45.77 -2.09 -80.58 -133.97 -125.66
200 mt_962_use2011_best_save_rnk500_idxctrl 1.85 0.51 45.60 25.79 45.60 -2.26 -80.76 -134.15 -125.83
207 mt_962_use2018_last_save_rnk500_idxctrl 1.20 -0.14 44.94 25.14 44.95 -2.91 -81.41 -134.80 -126.48
208 multin_zz1000_61004_idxctrl_pv_rm_blc 0.97 -0.37 44.72 24.92 44.72 -3.14 -81.63 -135.02 -126.71
209 multin_zz1000_61002_idxctrl_pv_rm_blc 0.97 -0.37 44.72 24.92 44.72 -3.14 -81.63 -135.02 -126.71
210 multin_zz1000_61002_idxctrl_pv 0.91 -0.42 44.66 24.86 44.66 -3.20 -81.69 -135.08 -126.77
211 multin_zz1000_61004_idxctrl_pv 0.91 -0.42 44.66 24.86 44.66 -3.20 -81.69 -135.08 -126.77
212 mt_961_use2011_best_save_rnk500_idxctrl 0.65 -0.69 44.40 24.60 44.40 -3.46 -81.96 -135.34 -127.03
219 multin_zz1000_61001_idxctrl_pv_rm_blc -0.06 -1.39 43.69 23.89 43.69 -4.16 -82.66 -136.05 -127.73
220 multin_zz1000_61001_idxctrl_pv -0.18 -1.51 43.57 23.77 43.57 -4.28 -82.78 -136.17 -127.86
226 mt_962_use2014_best_save_rnk500_idxctrl -0.47 -1.81 43.27 23.47 43.28 -4.58 -83.08 -136.47 -128.15
228 mt_962_use2015_last_save_rnk500_idxctrl -0.60 -1.94 43.15 23.35 43.15 -4.71 -83.20 -136.59 -128.28
233 mt_961_use2023_last_save_rnk500_idxctrl -1.29 -2.63 42.46 22.66 42.46 -5.40 -83.90 -137.28 -128.97
234 mt_961_use2015_last_save_rnk500_idxctrl -1.31 -2.65 42.44 22.64 42.44 -5.42 -83.91 -137.30 -128.99
239 mt_961_use2015_best_save_rnk500_idxctrl -1.71 -3.05 42.04 22.24 42.04 -5.82 -84.31 -137.70 -129.39
241 mt_961_use2011_last_save_rnk500_idxctrl -1.93 -3.27 41.82 22.02 41.82 -6.04 -84.53 -137.92 -129.61
242 mt_961_use2009_last_save_rnk500_idxctrl -2.00 -3.34 41.75 21.94 41.75 -6.11 -84.61 -137.99 -129.68
243 mt_962_use2012_last_save_rnk500_idxctrl -2.00 -3.34 41.75 21.95 41.75 -6.11 -84.60 -137.99 -129.68
244 mt_961_use2009_best_save_rnk500_idxctrl -2.01 -3.35 41.74 21.93 41.74 -6.12 -84.62 -138.01 -129.69
251 mt_961_use2010_best_save_rnk500_idxctrl -2.64 -3.98 41.11 21.30 41.11 -6.75 -85.25 -138.64 -130.32
254 mt_962_use2011_last_save_rnk500_idxctrl -2.85 -4.19 40.90 21.09 40.90 -6.96 -85.46 -138.84 -130.53
257 mt_961_use2017_best_save_rnk500_idxctrl -3.21 -4.54 40.54 20.74 40.54 -7.32 -85.81 -139.20 -130.89
258 mt_961_use2017_last_save_rnk500_idxctrl -3.67 -5.00 40.08 20.28 40.08 -7.78 -86.27 -139.66 -131.35
261 mt_962_use2013_best_save_rnk500_idxctrl -4.08 -5.42 39.67 19.87 39.67 -8.19 -86.69 -140.07 -131.76
271 mt_961_use2012_last_save_rnk500_idxctrl -5.30 -6.63 38.45 18.65 38.45 -9.40 -87.90 -141.29 -132.98
292 mt_962_use2010_last_save_rnk500_idxctrl -7.03 -8.36 36.72 16.92 36.72 -11.13 -89.63 -143.02 -134.71
297 mt_961_use2013_best_save_rnk500_idxctrl -7.55 -8.88 36.20 16.40 36.20 -11.65 -90.15 -143.54 -135.22
301 mt_962_use2018_best_save_rnk500_idxctrl -7.81 -9.15 35.94 16.14 35.94 -11.92 -90.41 -143.80 -135.49
312 mt_961_use2024_best_save_rnk500_idxctrl -9.38 -10.72 34.36 14.56 34.37 -13.49 -91.99 -145.38 -137.06
313 mt_962_use2017_best_save_rnk500_idxctrl -9.43 -10.77 34.32 14.52 34.32 -13.54 -92.03 -145.42 -137.11
314 mt_961_use2010_last_save_rnk500_idxctrl -9.50 -10.83 34.25 14.45 34.25 -13.60 -92.10 -145.49 -137.17
331 mt_962_use2012_best_save_rnk500_idxctrl -11.08 -12.42 32.67 12.87 32.67 -15.19 -93.68 -147.07 -138.76
335 mt_961_use2024_last_save_rnk500_idxctrl -11.82 -13.16 31.93 12.12 31.93 -15.93 -94.43 -147.81 -139.50
339 mt_962_use2023_best_save_rnk500_idxctrl -12.35 -13.68 31.40 11.60 31.40 -16.45 -94.95 -148.34 -140.02
340 mt_962_use2019_best_save_rnk500_idxctrl -12.49 -13.83 31.26 11.46 31.26 -16.60 -95.09 -148.48 -140.17
346 mt_962_use2023_last_save_rnk500_idxctrl -13.28 -14.61 30.47 10.67 30.47 -17.38 -95.88 -149.27 -140.96
350 mt_961_use2019_last_save_rnk500_idxctrl -13.61 -14.95 30.14 10.34 30.14 -17.72 -96.21 -149.60 -141.29
360 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -15.41 -16.75 28.34 8.54 28.34 -19.52 -98.01 -151.40 -143.09
361 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -15.43 -16.77 28.32 8.52 28.32 -19.54 -98.03 -151.42 -143.11
367 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -16.29 -17.62 27.46 7.66 27.46 -20.39 -98.89 -152.28 -143.97
369 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -16.37 -17.70 27.38 7.58 27.38 -20.47 -98.97 -152.36 -144.04
370 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -16.62 -17.96 27.13 7.33 27.13 -20.73 -99.22 -152.61 -144.30
372 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -16.76 -18.10 26.99 7.19 26.99 -20.87 -99.37 -152.75 -144.44
377 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -17.00 -18.34 26.75 6.95 26.75 -21.11 -99.60 -152.99 -144.68
381 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -17.36 -18.70 26.39 6.59 26.39 -21.47 -99.96 -153.35 -145.04
382 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -17.85 -19.19 25.89 6.09 25.90 -21.96 -100.46 -153.85 -145.53
383 mt_962_use2019_last_save_rnk500_idxctrl -17.90 -19.23 25.85 6.05 25.85 -22.01 -100.50 -153.89 -145.58
385 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -18.17 -19.51 25.58 5.77 25.58 -22.28 -100.78 -154.16 -145.85
386 mt_962_use2020_last_save_rnk500_idxctrl -19.02 -20.36 24.72 4.92 24.73 -23.13 -101.63 -155.02 -146.70
387 mt_961_use2022_best_save_rnk500_idxctrl -19.30 -20.64 24.45 4.65 24.45 -23.41 -101.90 -155.29 -146.98
390 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -19.90 -21.23 23.85 4.05 23.85 -24.00 -102.50 -155.89 -147.57
392 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -20.85 -22.19 22.90 3.10 22.90 -24.96 -103.45 -156.84 -148.53
393 mt_962_use2024_last_save_rnk500_idxctrl -20.99 -22.33 22.75 2.95 22.76 -25.10 -103.60 -156.99 -148.67
394 mt_961_use2019_best_save_rnk500_idxctrl -21.06 -22.40 22.68 2.88 22.69 -25.17 -103.67 -157.06 -148.74
395 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -21.15 -22.48 22.60 2.80 22.60 -25.25 -103.75 -157.14 -148.82
397 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -21.24 -22.58 22.51 2.71 22.51 -25.35 -103.84 -157.23 -148.92
398 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -21.24 -22.58 22.51 2.70 22.51 -25.35 -103.85 -157.23 -148.92
400 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -21.51 -22.85 22.23 2.43 22.24 -25.62 -104.12 -157.51 -149.19
403 multin_zz1000_61002_idxctrl_50010002000_pv -21.93 -23.26 21.82 2.02 21.82 -26.03 -104.53 -157.92 -149.61
404 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -22.09 -23.43 21.66 1.86 21.66 -26.20 -104.69 -158.08 -149.77
406 mt_962_use2021_last_save_rnk500_idxctrl -22.12 -23.46 21.63 1.83 21.63 -26.23 -104.72 -158.11 -149.80
409 mt_961_use2020_last_save_rnk500_idxctrl -23.07 -24.40 20.68 0.88 20.68 -27.17 -105.67 -159.06 -150.75
410 mt_961_use2022_last_save_rnk500_idxctrl -23.10 -24.44 20.64 0.84 20.65 -27.21 -105.71 -159.10 -150.78
411 multin_zz1000_61004_idxctrl_50010002000_pv -23.12 -24.45 20.63 0.83 20.63 -27.22 -105.72 -159.11 -150.80
412 mt_961_use2020_best_save_rnk500_idxctrl -23.21 -24.54 20.54 0.74 20.54 -27.31 -105.81 -159.20 -150.89
413 multin_zz1000_61004_idxctrl_top3800_pv -23.34 -24.68 20.41 0.61 20.41 -27.45 -105.94 -159.33 -151.02
414 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -23.71 -25.05 20.04 0.24 20.04 -27.82 -106.31 -159.70 -151.39
415 multin_zz1000_61002_idxctrl_top3800_pv -23.76 -25.09 19.99 0.19 19.99 -27.87 -106.36 -159.75 -151.44
416 multin_zz1000_61001_idxctrl_50010002000_pv -23.85 -25.18 19.90 0.10 19.90 -27.95 -106.45 -159.84 -151.52
420 multin_zz1000_61001_idxctrl_top3800_pv -25.74 -27.08 18.01 -1.80 18.01 -29.85 -108.35 -161.73 -153.42
421 mt_962_use2022_last_save_rnk500_idxctrl -26.13 -27.46 17.62 -2.18 17.62 -30.23 -108.73 -162.12 -153.81
422 mt_962_use2020_best_save_rnk500_idxctrl -27.01 -28.35 16.74 -3.06 16.74 -31.12 -109.61 -163.00 -154.69
424 mt_962_use2021_best_save_rnk500_idxctrl -27.28 -28.61 16.47 -3.33 16.47 -31.38 -109.88 -163.27 -154.95
434 mt_962_use2024_best_save_rnk500_idxctrl -30.23 -31.56 13.52 -6.28 13.53 -34.33 -112.83 -166.22 -157.90
447 mt_962_use2022_best_save_rnk500_idxctrl -34.17 -35.50 9.58 -10.22 9.58 -38.28 -116.77 -170.16 -161.85
451 mt_962_use2015_best_save_rnk500_idxctrl -41.74 -43.08 2.01 -17.79 2.01 -45.85 -124.34 -177.73 -169.42