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_20250313_151525
18 mt_962_use2008_last_save_rnk500_idxctrl 136.09 61.79 -19.05 23.81 -19.05 74.08 -78.22 -139.29 -246.34
19 mt_961_use2018_best_save_rnk500_idxctrl 135.22 60.91 -19.92 22.93 -19.92 73.20 -79.09 -140.16 -247.21
20 mt_962_use2008_best_save_rnk500_idxctrl 134.99 60.68 -20.15 22.71 -20.15 72.97 -79.32 -140.39 -247.44
21 mt_961_use2008_best_save_rnk500_idxctrl 131.12 56.81 -24.02 18.84 -24.02 69.10 -83.19 -144.26 -251.31
27 mt_961_use2023_best_save_rnk500_idxctrl 125.39 51.09 -29.75 13.11 -29.75 63.38 -88.92 -149.99 -257.04
29 mt_961_use2018_last_save_rnk500_idxctrl 122.24 47.93 -32.90 9.96 -32.90 60.22 -92.07 -153.14 -260.19
35 mt_961_use2008_last_save_rnk500_idxctrl 120.97 46.67 -34.17 8.69 -34.17 58.96 -93.34 -154.41 -261.46
36 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 120.60 46.29 -34.54 8.32 -34.54 58.58 -93.71 -154.78 -261.83
37 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 120.55 46.24 -34.59 8.27 -34.59 58.53 -93.76 -154.83 -261.88
39 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 119.59 45.28 -35.55 7.30 -35.56 57.57 -94.73 -155.79 -262.84
46 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 116.25 41.94 -38.90 3.96 -38.90 54.23 -98.07 -159.13 -266.18
47 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 115.88 41.58 -39.26 3.60 -39.26 53.87 -98.43 -159.50 -266.55
48 mt_961_use2016_last_save_rnk500_idxctrl 115.62 41.31 -39.52 3.33 -39.53 53.60 -98.70 -159.76 -266.81
52 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 115.16 40.85 -39.99 2.87 -39.99 53.14 -99.16 -160.22 -267.27
70 mt_961_use2016_best_save_rnk500_idxctrl 110.94 36.63 -44.20 -1.34 -44.20 48.92 -103.37 -164.44 -271.49
75 mt_962_use2009_best_save_rnk500_idxctrl 107.49 33.18 -47.65 -4.80 -47.66 45.47 -106.82 -167.89 -274.94
80 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 105.51 31.20 -49.63 -6.77 -49.63 43.49 -108.80 -169.87 -276.92
81 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 105.32 31.01 -49.83 -6.97 -49.83 43.30 -109.00 -170.06 -277.11
82 mt_962_use2009_last_save_rnk500_idxctrl 104.88 30.58 -50.26 -7.40 -50.26 42.87 -109.43 -170.50 -277.55
92 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 103.32 29.01 -51.82 -8.97 -51.83 41.30 -110.99 -172.06 -279.11
97 multin_zz500_61002_idxctrl_zz500_pv 102.47 28.16 -52.67 -9.82 -52.67 40.45 -111.84 -172.91 -279.96
99 multin_zz500_61004_idxctrl_zz500_pv 102.15 27.85 -52.99 -10.13 -52.99 40.14 -112.16 -173.22 -280.28
107 mt_961_use2012_last_save_rnk500_idxctrl 100.74 26.43 -54.41 -11.55 -54.41 38.72 -113.58 -174.64 -281.69
108 mt_961_use2012_best_save_rnk500_idxctrl 100.52 26.22 -54.62 -11.76 -54.62 38.51 -113.79 -174.85 -281.90
109 multin_zz500_61001_idxctrl_zz500_pv 99.89 25.59 -55.25 -12.39 -55.25 37.88 -114.42 -175.49 -282.54
116 mt_961_use2009_last_save_rnk500_idxctrl 97.46 23.15 -57.68 -14.83 -57.68 35.44 -116.85 -177.92 -284.97
118 mt_961_use2024_last_save_rnk500_idxctrl 96.86 22.55 -58.29 -15.43 -58.29 34.84 -117.46 -178.52 -285.57
119 mt_961_use2024_best_save_rnk500_idxctrl 96.70 22.39 -58.44 -15.58 -58.44 34.68 -117.61 -178.68 -285.73
120 mt_961_use2019_best_save_rnk500_idxctrl 96.43 22.13 -58.71 -15.85 -58.71 34.42 -117.88 -178.95 -286.00
121 mt_961_use2019_last_save_rnk500_idxctrl 96.36 22.05 -58.79 -15.93 -58.79 34.34 -117.96 -179.02 -286.07
123 mt_961_use2009_best_save_rnk500_idxctrl 95.83 21.52 -59.31 -16.45 -59.31 33.81 -118.48 -179.55 -286.60
132 mt_961_use2017_best_save_rnk500_idxctrl 94.01 19.70 -61.14 -18.28 -61.14 31.99 -120.31 -181.37 -288.42
138 mt_962_use2018_last_save_rnk500_idxctrl 91.56 17.25 -63.58 -20.73 -63.59 29.54 -122.76 -183.82 -290.87
139 mt_961_use2010_best_save_rnk500_idxctrl 91.29 16.99 -63.85 -20.99 -63.85 29.28 -123.02 -184.08 -291.13
148 mt_961_use2011_best_save_rnk500_idxctrl 89.00 14.69 -66.14 -23.28 -66.14 26.98 -125.31 -186.38 -293.43
150 mt_961_use2011_last_save_rnk500_idxctrl 88.58 14.28 -66.56 -23.70 -66.56 26.57 -125.73 -186.80 -293.85
155 mt_962_use2011_best_save_rnk500_idxctrl 87.40 13.10 -67.74 -24.88 -67.74 25.39 -126.91 -187.98 -295.03
158 mt_961_use2023_last_save_rnk500_idxctrl 87.13 12.82 -68.02 -25.16 -68.02 25.11 -127.19 -188.25 -295.30
177 mt_961_use2022_last_save_rnk500_idxctrl 81.64 7.33 -73.50 -30.64 -73.50 19.62 -132.67 -193.74 -300.79
186 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 79.15 4.84 -76.00 -33.14 -76.00 17.13 -135.17 -196.23 -303.28
188 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 79.15 4.84 -76.00 -33.14 -76.00 17.13 -135.17 -196.23 -303.28
192 mt_961_use2017_last_save_rnk500_idxctrl 77.38 3.07 -77.77 -34.91 -77.77 15.36 -136.94 -198.00 -305.05
194 multin_zz1000_61002_idxctrl_pv_rm_fnd 77.09 2.78 -78.05 -35.19 -78.05 15.08 -137.22 -198.29 -305.34
195 multin_zz1000_61004_idxctrl_pv_rm_fnd 77.09 2.78 -78.05 -35.19 -78.05 15.08 -137.22 -198.29 -305.34
198 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 76.71 2.40 -78.44 -35.58 -78.44 14.69 -137.61 -198.67 -305.72
207 mt_961_use2022_best_save_rnk500_idxctrl 74.76 0.45 -80.38 -37.52 -80.38 12.74 -139.55 -200.62 -307.67
208 multin_zz1000_61001_idxctrl_pv_rm_fnd 74.49 0.19 -80.65 -37.79 -80.65 12.48 -139.82 -200.88 -307.93
210 mt_961_use2013_last_save_rnk500_idxctrl 74.26 -0.05 -80.88 -38.02 -80.88 12.24 -140.05 -201.12 -308.17
218 mt_961_use2010_last_save_rnk500_idxctrl 71.38 -2.92 -83.76 -40.90 -83.76 9.37 -142.93 -204.00 -311.05
228 mt_961_use2021_last_save_rnk500_idxctrl 69.58 -4.73 -85.56 -42.70 -85.56 7.56 -144.73 -205.80 -312.85
235 mt_961_use2020_best_save_rnk500_idxctrl 67.96 -6.35 -87.18 -44.32 -87.18 5.94 -146.35 -207.42 -314.47
236 multin_zz1000_61004_idxctrl_pv_rm_blc 67.76 -6.54 -87.38 -44.52 -87.38 5.75 -146.55 -207.61 -314.67
237 multin_zz1000_61002_idxctrl_pv_rm_blc 67.76 -6.54 -87.38 -44.52 -87.38 5.75 -146.55 -207.61 -314.67
246 mt_961_use2020_last_save_rnk500_idxctrl 66.01 -8.30 -89.14 -46.28 -89.14 3.99 -148.31 -209.37 -316.42
252 multin_zz1000_61001_idxctrl_pv_rm_blc 64.18 -10.12 -90.96 -48.10 -90.96 2.17 -150.13 -211.20 -318.25
255 multin_zz1000_61002_idxctrl_pv 63.66 -10.64 -91.48 -48.62 -91.48 1.65 -150.65 -211.72 -318.77
256 multin_zz1000_61004_idxctrl_pv 63.66 -10.64 -91.48 -48.62 -91.48 1.65 -150.65 -211.72 -318.77
266 multin_zz1000_61001_idxctrl_pv 59.92 -14.39 -95.22 -52.36 -95.22 -2.10 -154.39 -215.46 -322.51
269 mt_961_use2014_last_save_rnk500_idxctrl 58.30 -16.00 -96.84 -53.98 -96.84 -3.71 -156.01 -217.08 -324.13
276 mt_962_use2016_best_save_rnk500_idxctrl 56.05 -18.26 -99.09 -56.23 -99.09 -5.97 -158.26 -219.33 -326.38
284 mt_962_use2010_best_save_rnk500_idxctrl 54.86 -19.45 -100.28 -57.42 -100.28 -7.16 -159.45 -220.52 -327.57
288 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 54.43 -19.87 -100.71 -57.85 -100.71 -7.58 -159.88 -220.94 -328.00
290 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 54.16 -20.15 -100.98 -58.12 -100.98 -7.86 -160.15 -221.22 -328.27
300 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 49.95 -24.36 -105.19 -62.33 -105.19 -12.07 -164.36 -225.43 -332.48
301 mt_962_use2024_best_save_rnk500_idxctrl 49.69 -24.62 -105.45 -62.59 -105.45 -12.33 -164.62 -225.69 -332.74
305 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 48.97 -25.34 -106.17 -63.32 -106.18 -13.05 -165.35 -226.41 -333.46
306 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 48.71 -25.60 -106.43 -63.58 -106.44 -13.31 -165.61 -226.67 -333.72
312 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 44.31 -30.00 -110.83 -67.97 -110.83 -17.71 -170.00 -231.07 -338.12
315 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 43.27 -31.04 -111.87 -69.02 -111.87 -18.75 -171.04 -232.11 -339.16
316 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 43.04 -31.27 -112.10 -69.24 -112.10 -18.98 -171.27 -232.34 -339.39
318 mt_962_use2024_last_save_rnk500_idxctrl 42.60 -31.71 -112.54 -69.68 -112.54 -19.41 -171.71 -232.78 -339.83
335 multin_zz1000_61002_idxctrl_zz1000_pv 37.84 -36.47 -117.30 -74.44 -117.30 -24.18 -176.47 -237.54 -344.59
337 multin_zz1000_61004_idxctrl_zz1000_pv 37.61 -36.70 -117.54 -74.68 -117.54 -24.41 -176.71 -237.77 -344.82
339 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 37.34 -36.97 -117.81 -74.95 -117.81 -24.68 -176.98 -238.04 -345.09
346 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 34.40 -39.90 -120.74 -77.88 -120.74 -27.61 -179.91 -240.98 -348.03
347 mt_962_use2018_best_save_rnk500_idxctrl 34.28 -40.03 -120.86 -78.01 -120.87 -27.74 -180.04 -241.10 -348.15
351 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 33.27 -41.04 -121.88 -79.02 -121.88 -28.75 -181.05 -242.11 -349.16
352 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 33.20 -41.10 -121.94 -79.08 -121.94 -28.81 -181.11 -242.18 -349.23
358 multin_zz1000_61001_idxctrl_zz1000_pv 31.89 -42.41 -123.25 -80.39 -123.25 -30.12 -182.42 -243.49 -350.54
360 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 31.23 -43.07 -123.91 -81.05 -123.91 -30.78 -183.08 -244.15 -351.20
362 mt_962_use2011_last_save_rnk500_idxctrl 30.61 -43.69 -124.53 -81.67 -124.53 -31.40 -183.70 -244.76 -351.82
365 mt_962_use2010_last_save_rnk500_idxctrl 28.97 -45.34 -126.17 -83.31 -126.17 -33.05 -185.34 -246.41 -353.46
368 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 27.74 -46.57 -127.40 -84.54 -127.40 -34.28 -186.57 -247.64 -354.69
369 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 26.65 -47.66 -128.49 -85.64 -128.50 -35.37 -187.67 -248.73 -355.78
370 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 26.65 -47.66 -128.50 -85.64 -128.50 -35.37 -187.67 -248.73 -355.78
372 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 25.59 -48.72 -129.55 -86.69 -129.55 -36.43 -188.72 -249.79 -356.84
375 mt_961_use2015_best_save_rnk500_idxctrl 24.41 -49.89 -130.73 -87.87 -130.73 -37.60 -189.90 -250.97 -358.02
377 mt_961_use2013_best_save_rnk500_idxctrl 23.65 -50.66 -131.49 -88.63 -131.49 -38.37 -190.66 -251.73 -358.78
383 mt_961_use2014_best_save_rnk500_idxctrl 22.29 -52.01 -132.85 -89.99 -132.85 -39.72 -192.02 -253.09 -360.14
387 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 19.05 -55.26 -136.10 -93.24 -136.10 -42.97 -195.27 -256.33 -363.38
389 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 18.57 -55.74 -136.57 -93.72 -136.57 -43.45 -195.74 -256.81 -363.86
392 mt_962_use2016_last_save_rnk500_idxctrl 16.67 -57.64 -138.48 -95.62 -138.48 -45.35 -197.65 -258.71 -365.76
404 mt_962_use2017_last_save_rnk500_idxctrl 13.43 -60.88 -141.72 -98.86 -141.72 -48.59 -200.89 -261.95 -369.00
405 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 12.98 -61.32 -142.16 -99.30 -142.16 -49.03 -201.33 -262.40 -369.45
406 mt_961_use2015_last_save_rnk500_idxctrl 12.92 -61.39 -142.23 -99.37 -142.23 -49.10 -201.40 -262.46 -369.51
407 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 12.44 -61.86 -142.70 -99.84 -142.70 -49.57 -201.87 -262.93 -369.99
410 mt_961_use2021_best_save_rnk500_idxctrl 11.18 -63.13 -143.96 -101.11 -143.97 -50.84 -203.14 -264.20 -371.25
412 mt_962_use2022_best_save_rnk500_idxctrl 9.31 -65.00 -145.83 -102.98 -145.84 -52.71 -205.01 -266.07 -373.12
419 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 7.17 -67.13 -147.97 -105.11 -147.97 -54.84 -207.14 -268.20 -375.26
421 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 6.74 -67.56 -148.40 -105.54 -148.40 -55.27 -207.57 -268.64 -375.69
422 mt_962_use2013_last_save_rnk500_idxctrl 5.67 -68.64 -149.47 -106.61 -149.47 -56.35 -208.64 -269.71 -376.76
427 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 4.10 -70.21 -151.04 -108.18 -151.04 -57.92 -210.21 -271.28 -378.33
428 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 3.87 -70.44 -151.28 -108.42 -151.28 -58.15 -210.45 -271.51 -378.56
434 multin_zz1000_61002_idxctrl_top3800_pv 2.33 -71.97 -152.81 -109.95 -152.81 -59.68 -211.98 -273.04 -380.09
436 multin_zz1000_61004_idxctrl_top3800_pv 1.68 -72.63 -153.47 -110.61 -153.47 -60.34 -212.64 -273.70 -380.75
441 multin_zz1000_61002_idxctrl_50010002000_pv -0.02 -74.33 -155.16 -112.30 -155.16 -62.04 -214.33 -275.40 -382.45
442 multin_zz1000_61004_idxctrl_50010002000_pv -0.99 -75.30 -156.14 -113.28 -156.14 -63.01 -215.31 -276.37 -383.42
443 mt_962_use2023_last_save_rnk500_idxctrl -1.69 -76.00 -156.84 -113.98 -156.84 -63.71 -216.01 -277.07 -384.12
449 mt_962_use2012_last_save_rnk500_idxctrl -3.48 -77.79 -158.62 -115.76 -158.62 -65.50 -217.79 -278.86 -385.91
452 mt_962_use2015_last_save_rnk500_idxctrl -5.27 -79.58 -160.41 -117.56 -160.42 -67.29 -219.58 -280.65 -387.70
453 mt_962_use2012_best_save_rnk500_idxctrl -5.35 -79.66 -160.49 -117.63 -160.49 -67.37 -219.66 -280.73 -387.78
456 mt_962_use2014_last_save_rnk500_idxctrl -8.89 -83.19 -164.03 -121.17 -164.03 -70.90 -223.20 -284.27 -391.32
457 mt_962_use2019_best_save_rnk500_idxctrl -9.18 -83.49 -164.32 -121.47 -164.33 -71.20 -223.49 -284.56 -391.61
458 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -9.36 -83.67 -164.50 -121.64 -164.50 -71.38 -223.67 -284.74 -391.79
459 mt_962_use2023_best_save_rnk500_idxctrl -10.09 -84.39 -165.23 -122.37 -165.23 -72.10 -224.40 -285.46 -392.52
461 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -10.69 -84.99 -165.83 -122.97 -165.83 -72.70 -225.00 -286.07 -393.12
465 mt_962_use2021_last_save_rnk500_idxctrl -11.51 -85.82 -166.65 -123.80 -166.66 -73.53 -225.83 -286.89 -393.94
468 mt_962_use2013_best_save_rnk500_idxctrl -13.26 -87.57 -168.40 -125.54 -168.40 -75.28 -227.57 -288.64 -395.69
469 mt_962_use2019_last_save_rnk500_idxctrl -13.53 -87.84 -168.68 -125.82 -168.68 -75.55 -227.85 -288.91 -395.96
470 multin_zz1000_61001_idxctrl_top3800_pv -13.88 -88.19 -169.02 -126.16 -169.02 -75.90 -228.19 -289.26 -396.31
472 mt_962_use2017_best_save_rnk500_idxctrl -14.70 -89.01 -169.84 -126.98 -169.84 -76.72 -229.01 -290.08 -397.13
474 multin_zz1000_61001_idxctrl_50010002000_pv -15.37 -89.68 -170.51 -127.65 -170.51 -77.38 -229.68 -290.75 -397.80
476 mt_962_use2021_best_save_rnk500_idxctrl -16.97 -91.27 -172.11 -129.25 -172.11 -78.98 -231.28 -292.34 -399.40
477 mt_962_use2022_last_save_rnk500_idxctrl -19.76 -94.07 -174.90 -132.05 -174.91 -81.78 -234.08 -295.14 -402.19
481 mt_962_use2020_last_save_rnk500_idxctrl -22.12 -96.43 -177.27 -134.41 -177.27 -84.14 -236.44 -297.50 -404.55
483 mt_962_use2020_best_save_rnk500_idxctrl -25.09 -99.40 -180.24 -137.38 -180.24 -87.11 -239.41 -300.47 -407.52
489 mt_962_use2015_best_save_rnk500_idxctrl -29.06 -103.37 -184.20 -141.35 -184.21 -91.08 -243.38 -304.44 -411.49
493 mt_962_use2014_best_save_rnk500_idxctrl -42.28 -116.59 -197.42 -154.57 -197.43 -104.30 -256.60 -317.66 -424.71