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_20250314_151133
200 mt_962_use2022_best_save_rnk500_idxctrl 39.51 25.37 198.65 -40.65 198.65 -6.33 -344.64 -493.19 -455.23
266 mt_962_use2021_last_save_rnk500_idxctrl 30.04 15.89 189.18 -50.12 189.18 -15.81 -354.12 -502.66 -464.71
277 mt_962_use2021_best_save_rnk500_idxctrl 28.00 13.85 187.14 -52.16 187.14 -17.85 -356.16 -504.71 -466.75
283 mt_962_use2020_best_save_rnk500_idxctrl 27.38 13.23 186.52 -52.78 186.52 -18.46 -356.78 -505.32 -467.36
292 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 26.49 12.35 185.63 -53.66 185.63 -19.35 -357.66 -506.21 -468.25
300 mt_961_use2020_last_save_rnk500_idxctrl 25.58 11.43 184.72 -54.58 184.72 -20.27 -358.58 -507.12 -469.17
303 mt_962_use2022_last_save_rnk500_idxctrl 25.35 11.20 184.49 -54.81 184.49 -20.49 -358.80 -507.35 -469.39
307 mt_962_use2015_best_save_rnk500_idxctrl 24.92 10.77 184.06 -55.24 184.06 -20.93 -359.24 -507.78 -469.83
308 mt_961_use2020_best_save_rnk500_idxctrl 24.92 10.77 184.06 -55.24 184.06 -20.92 -359.24 -507.78 -469.82
312 multin_zz1000_61001_idxctrl_50010002000_pv 23.47 9.32 182.61 -56.69 182.61 -22.37 -360.68 -509.23 -471.27
314 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 23.18 9.04 182.32 -56.98 182.32 -22.66 -360.97 -509.52 -471.56
316 mt_961_use2010_last_save_rnk500_idxctrl 22.38 8.23 181.52 -57.78 181.52 -23.46 -361.77 -510.32 -472.36
326 multin_zz1000_61001_idxctrl_top3800_pv 20.41 6.26 179.55 -59.75 179.55 -25.43 -363.74 -512.29 -474.33
329 mt_961_use2022_last_save_rnk500_idxctrl 19.57 5.42 178.71 -60.59 178.71 -26.27 -364.59 -513.13 -475.17
330 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 19.50 5.35 178.64 -60.66 178.64 -26.34 -364.65 -513.20 -475.24
332 mt_962_use2020_last_save_rnk500_idxctrl 19.14 4.99 178.28 -61.02 178.28 -26.70 -365.02 -513.56 -475.60
333 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 19.03 4.89 178.17 -61.13 178.17 -26.81 -365.12 -513.67 -475.71
334 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 18.79 4.64 177.93 -61.37 177.93 -27.06 -365.37 -513.91 -475.96
337 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 18.16 4.01 177.30 -62.00 177.30 -27.68 -366.00 -514.54 -476.58
338 mt_961_use2012_last_save_rnk500_idxctrl 17.13 2.98 176.27 -63.03 176.27 -28.72 -367.03 -515.57 -477.62
339 multin_zz1000_61002_idxctrl_50010002000_pv 16.60 2.45 175.74 -63.56 175.74 -29.25 -367.56 -516.11 -478.15
341 multin_zz1000_61002_idxctrl_top3800_pv 16.33 2.18 175.47 -63.83 175.47 -29.52 -367.83 -516.38 -478.42
342 multin_zz1000_61004_idxctrl_50010002000_pv 15.88 1.74 175.02 -64.28 175.02 -29.96 -368.27 -516.82 -478.86
343 mt_961_use2011_last_save_rnk500_idxctrl 15.72 1.57 174.86 -64.44 174.86 -30.13 -368.44 -516.99 -479.03
344 multin_zz1000_61004_idxctrl_top3800_pv 15.18 1.03 174.32 -64.98 174.32 -30.66 -368.98 -517.52 -479.56
345 mt_962_use2023_best_save_rnk500_idxctrl 15.03 0.88 174.17 -65.13 174.17 -30.82 -369.13 -517.67 -479.72
349 mt_961_use2010_best_save_rnk500_idxctrl 13.81 -0.34 172.95 -66.35 172.94 -32.04 -370.35 -518.90 -480.94
350 mt_961_use2015_best_save_rnk500_idxctrl 13.78 -0.37 172.92 -66.38 172.92 -32.06 -370.38 -518.92 -480.96
351 mt_961_use2015_last_save_rnk500_idxctrl 13.66 -0.49 172.80 -66.50 172.80 -32.18 -370.50 -519.04 -481.08
353 mt_962_use2023_last_save_rnk500_idxctrl 13.23 -0.91 172.37 -66.92 172.37 -32.61 -370.92 -519.47 -481.51
356 mt_961_use2009_last_save_rnk500_idxctrl 12.24 -1.91 171.38 -67.92 171.38 -33.60 -371.92 -520.46 -482.50
357 mt_961_use2009_best_save_rnk500_idxctrl 11.97 -2.18 171.11 -68.19 171.11 -33.88 -372.19 -520.73 -482.77
358 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 11.89 -2.26 171.03 -68.27 171.03 -33.95 -372.27 -520.81 -482.85
364 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 9.33 -4.82 168.47 -70.83 168.46 -36.52 -374.83 -523.38 -485.42
365 mt_962_use2012_best_save_rnk500_idxctrl 9.16 -4.99 168.30 -71.00 168.30 -36.68 -375.00 -523.54 -485.58
368 mt_961_use2019_best_save_rnk500_idxctrl 8.37 -5.77 167.51 -71.79 167.51 -37.47 -375.78 -524.33 -486.37
370 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 8.20 -5.95 167.34 -71.96 167.34 -37.65 -375.96 -524.50 -486.55
372 mt_962_use2013_best_save_rnk500_idxctrl 7.36 -6.79 166.50 -72.80 166.50 -38.48 -376.79 -525.34 -487.38
374 mt_961_use2017_last_save_rnk500_idxctrl 6.88 -7.27 166.02 -73.28 166.02 -38.96 -377.28 -525.82 -487.86
375 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 6.73 -7.42 165.87 -73.43 165.87 -39.11 -377.42 -525.97 -488.01
376 mt_961_use2013_best_save_rnk500_idxctrl 6.32 -7.83 165.46 -73.84 165.46 -39.52 -377.83 -526.38 -488.42
377 mt_961_use2011_best_save_rnk500_idxctrl 6.18 -7.97 165.32 -73.98 165.32 -39.67 -377.98 -526.52 -488.57
378 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 5.88 -8.27 165.02 -74.28 165.01 -39.97 -378.28 -526.83 -488.87
379 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 5.77 -8.38 164.91 -74.39 164.91 -40.07 -378.39 -526.93 -488.97
381 mt_962_use2013_last_save_rnk500_idxctrl 5.68 -8.47 164.82 -74.48 164.82 -40.17 -378.48 -527.02 -489.06
382 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 5.50 -8.64 164.64 -74.66 164.64 -40.34 -378.65 -527.20 -489.24
384 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 4.99 -9.16 164.13 -75.17 164.13 -40.86 -379.17 -527.71 -489.76
386 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 4.96 -9.19 164.10 -75.20 164.10 -40.88 -379.19 -527.74 -489.78
388 mt_961_use2013_last_save_rnk500_idxctrl 4.09 -10.06 163.23 -76.07 163.23 -41.76 -380.07 -528.62 -490.66
391 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 3.84 -10.31 162.98 -76.32 162.98 -42.01 -380.32 -528.87 -490.91
393 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 3.49 -10.66 162.63 -76.67 162.63 -42.35 -380.67 -529.21 -491.25
395 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 3.23 -10.92 162.37 -76.93 162.37 -42.62 -380.93 -529.48 -491.52
397 multin_zz1000_61004_idxctrl_zz1000_pv 2.95 -11.20 162.09 -77.21 162.09 -42.89 -381.21 -529.75 -491.79
398 multin_zz1000_61002_idxctrl_zz1000_pv 2.85 -11.30 161.99 -77.31 161.99 -43.00 -381.31 -529.85 -491.89
400 multin_zz1000_61004_idxctrl_pv 2.66 -11.49 161.80 -77.50 161.80 -43.18 -381.50 -530.04 -492.08
401 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 2.66 -11.49 161.80 -77.50 161.80 -43.19 -381.50 -530.04 -492.09
402 multin_zz1000_61002_idxctrl_pv 2.66 -11.49 161.80 -77.50 161.80 -43.18 -381.50 -530.04 -492.08
403 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 2.61 -11.54 161.75 -77.55 161.75 -43.24 -381.55 -530.09 -492.14
405 multin_zz1000_61001_idxctrl_zz1000_pv 2.49 -11.65 161.63 -77.66 161.63 -43.35 -381.66 -530.21 -492.25
406 multin_zz1000_61001_idxctrl_pv 2.45 -11.70 161.59 -77.71 161.59 -43.40 -381.71 -530.25 -492.30
407 mt_961_use2019_last_save_rnk500_idxctrl 2.33 -11.82 161.47 -77.83 161.47 -43.51 -381.83 -530.37 -492.41
408 mt_962_use2010_last_save_rnk500_idxctrl 2.17 -11.98 161.31 -77.99 161.31 -43.67 -381.98 -530.53 -492.57
410 multin_zz1000_61004_idxctrl_pv_rm_blc 2.12 -12.03 161.26 -78.04 161.26 -43.73 -382.04 -530.59 -492.63
411 multin_zz1000_61002_idxctrl_pv_rm_blc 2.12 -12.03 161.26 -78.04 161.26 -43.73 -382.04 -530.59 -492.63
412 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 2.00 -12.14 161.14 -78.16 161.14 -43.84 -382.15 -530.70 -492.74
413 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 1.76 -12.39 160.90 -78.40 160.89 -44.09 -382.40 -530.95 -492.99
414 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 1.76 -12.39 160.90 -78.40 160.89 -44.09 -382.40 -530.95 -492.99
415 multin_zz1000_61001_idxctrl_pv_rm_blc 1.56 -12.59 160.70 -78.60 160.70 -44.28 -382.60 -531.14 -493.18
416 multin_zz1000_61002_idxctrl_pv_rm_fnd 1.49 -12.66 160.63 -78.67 160.63 -44.35 -382.66 -531.21 -493.25
417 multin_zz1000_61004_idxctrl_pv_rm_fnd 1.49 -12.66 160.63 -78.67 160.63 -44.35 -382.66 -531.21 -493.25
419 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 0.85 -13.30 159.99 -79.31 159.99 -44.99 -383.31 -531.85 -493.89
420 mt_961_use2014_best_save_rnk500_idxctrl 0.79 -13.36 159.93 -79.37 159.92 -45.06 -383.37 -531.92 -493.96
421 multin_zz1000_61001_idxctrl_pv_rm_fnd 0.79 -13.36 159.93 -79.37 159.93 -45.06 -383.37 -531.91 -493.96
423 mt_961_use2014_last_save_rnk500_idxctrl 0.48 -13.67 159.62 -79.68 159.62 -45.36 -383.68 -532.22 -494.26
425 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 0.15 -13.99 159.29 -80.01 159.29 -45.69 -384.00 -532.55 -494.59
426 mt_962_use2011_best_save_rnk500_idxctrl 0.06 -14.08 159.20 -80.10 159.20 -45.78 -384.09 -532.64 -494.68
429 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -0.01 -14.16 159.13 -80.17 159.13 -45.85 -384.16 -532.71 -494.75
430 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -0.13 -14.27 159.01 -80.29 159.01 -45.97 -384.28 -532.83 -494.87
431 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -0.31 -14.46 158.83 -80.47 158.83 -46.16 -384.47 -533.01 -495.06
433 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -0.96 -15.11 158.18 -81.12 158.18 -46.80 -385.12 -533.66 -495.70
434 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -0.97 -15.12 158.17 -81.13 158.17 -46.82 -385.13 -533.67 -495.72
437 mt_961_use2012_best_save_rnk500_idxctrl -1.46 -15.60 157.69 -81.61 157.68 -47.30 -385.61 -534.16 -496.20
439 mt_962_use2008_best_save_rnk500_idxctrl -1.60 -15.75 157.54 -81.76 157.54 -47.45 -385.76 -534.30 -496.35
440 mt_962_use2010_best_save_rnk500_idxctrl -1.82 -15.97 157.32 -81.98 157.32 -47.67 -385.98 -534.52 -496.57
441 multin_zz500_61002_idxctrl_zz500_pv -2.03 -16.17 157.11 -82.18 157.11 -47.87 -386.18 -534.73 -496.77
442 mt_962_use2011_last_save_rnk500_idxctrl -2.04 -16.19 157.10 -82.20 157.10 -47.89 -386.20 -534.74 -496.79
444 mt_962_use2019_last_save_rnk500_idxctrl -2.17 -16.31 156.97 -82.33 156.97 -48.01 -386.32 -534.87 -496.91
445 mt_961_use2023_last_save_rnk500_idxctrl -2.35 -16.50 156.79 -82.51 156.79 -48.19 -386.51 -535.05 -497.09
446 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -2.44 -16.59 156.70 -82.60 156.70 -48.29 -386.60 -535.14 -497.19
447 mt_962_use2009_last_save_rnk500_idxctrl -2.77 -16.92 156.37 -82.93 156.37 -48.61 -386.93 -535.47 -497.51
448 multin_zz500_61004_idxctrl_zz500_pv -2.81 -16.95 156.33 -82.97 156.33 -48.65 -386.96 -535.51 -497.55
450 multin_zz500_61001_idxctrl_zz500_pv -3.19 -17.34 155.95 -83.35 155.95 -49.03 -387.35 -535.89 -497.93
452 mt_961_use2022_best_save_rnk500_idxctrl -3.26 -17.41 155.88 -83.42 155.88 -49.11 -387.42 -535.96 -498.01
453 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -3.26 -17.40 155.88 -83.42 155.88 -49.10 -387.41 -535.96 -498.00
457 mt_962_use2009_best_save_rnk500_idxctrl -3.63 -17.78 155.51 -83.79 155.51 -49.47 -387.78 -536.33 -498.37
458 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -3.97 -18.11 155.17 -84.13 155.17 -49.81 -388.12 -536.67 -498.71
459 mt_961_use2008_last_save_rnk500_idxctrl -4.31 -18.46 154.83 -84.47 154.83 -50.15 -388.46 -537.01 -499.05
460 mt_962_use2019_best_save_rnk500_idxctrl -4.35 -18.49 154.79 -84.51 154.79 -50.19 -388.50 -537.05 -499.09
464 mt_961_use2016_last_save_rnk500_idxctrl -5.09 -19.24 154.05 -85.25 154.05 -50.93 -389.24 -537.79 -499.83
465 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -5.18 -19.33 153.96 -85.34 153.96 -51.02 -389.33 -537.88 -499.92
467 mt_961_use2021_last_save_rnk500_idxctrl -5.40 -19.55 153.74 -85.56 153.74 -51.25 -389.56 -538.10 -500.15
468 mt_961_use2021_best_save_rnk500_idxctrl -5.44 -19.58 153.70 -85.59 153.70 -51.28 -389.59 -538.14 -500.18
469 mt_961_use2008_best_save_rnk500_idxctrl -6.02 -20.17 153.12 -86.18 153.12 -51.87 -390.18 -538.72 -500.76
471 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -6.18 -20.33 152.96 -86.34 152.96 -52.02 -390.34 -538.88 -500.92
472 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -6.96 -21.11 152.18 -87.12 152.18 -52.81 -391.12 -539.67 -501.71
473 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -7.27 -21.42 151.87 -87.43 151.87 -53.12 -391.43 -539.97 -502.02
474 mt_962_use2014_best_save_rnk500_idxctrl -7.58 -21.73 151.56 -87.74 151.56 -53.42 -391.74 -540.28 -502.32
477 mt_962_use2012_last_save_rnk500_idxctrl -8.21 -22.36 150.93 -88.37 150.93 -54.05 -392.36 -540.91 -502.95
478 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -8.22 -22.37 150.92 -88.38 150.92 -54.06 -392.37 -540.92 -502.96
479 mt_962_use2008_last_save_rnk500_idxctrl -8.27 -22.41 150.87 -88.43 150.87 -54.11 -392.42 -540.97 -503.01
481 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -9.09 -23.23 150.05 -89.25 150.05 -54.93 -393.24 -541.79 -503.83
484 mt_961_use2016_best_save_rnk500_idxctrl -12.06 -26.21 147.08 -92.22 147.08 -57.90 -396.22 -544.76 -506.80
485 mt_962_use2017_best_save_rnk500_idxctrl -12.16 -26.31 146.98 -92.32 146.98 -58.01 -396.32 -544.86 -506.90
486 mt_962_use2024_last_save_rnk500_idxctrl -12.25 -26.40 146.89 -92.41 146.89 -58.09 -396.41 -544.95 -506.99
487 mt_962_use2015_last_save_rnk500_idxctrl -13.14 -27.29 146.00 -93.30 146.00 -58.99 -397.30 -545.84 -507.89
488 mt_962_use2017_last_save_rnk500_idxctrl -14.87 -29.02 144.27 -95.03 144.27 -60.71 -399.03 -547.57 -509.61
491 mt_961_use2018_last_save_rnk500_idxctrl -15.54 -29.69 143.60 -95.70 143.60 -61.38 -399.69 -548.24 -510.28
497 mt_961_use2024_last_save_rnk500_idxctrl -18.50 -32.65 140.64 -98.66 140.64 -64.34 -402.66 -551.20 -513.24
498 mt_961_use2017_best_save_rnk500_idxctrl -19.02 -33.17 140.12 -99.18 140.12 -64.86 -403.18 -551.72 -513.76
499 mt_962_use2018_best_save_rnk500_idxctrl -19.67 -33.82 139.47 -99.83 139.47 -65.51 -403.83 -552.37 -514.41
500 mt_962_use2024_best_save_rnk500_idxctrl -19.87 -34.02 139.27 -100.03 139.27 -65.71 -404.03 -552.57 -514.61
501 mt_961_use2023_best_save_rnk500_idxctrl -19.94 -34.09 139.20 -100.10 139.20 -65.78 -404.10 -552.64 -514.68
502 mt_961_use2024_best_save_rnk500_idxctrl -19.97 -34.12 139.17 -100.13 139.17 -65.81 -404.13 -552.67 -514.71
503 mt_962_use2014_last_save_rnk500_idxctrl -23.40 -37.54 135.74 -103.55 135.74 -69.24 -407.55 -556.10 -518.14
504 mt_962_use2016_last_save_rnk500_idxctrl -24.00 -38.15 135.14 -104.16 135.14 -69.84 -408.16 -556.70 -518.74
506 mt_961_use2018_best_save_rnk500_idxctrl -25.37 -39.52 133.77 -105.53 133.77 -71.22 -409.53 -558.08 -520.12
511 mt_962_use2016_best_save_rnk500_idxctrl -34.01 -48.16 125.13 -114.17 125.13 -79.85 -418.16 -566.71 -528.75
512 mt_962_use2018_last_save_rnk500_idxctrl -34.61 -48.75 124.53 -114.77 124.53 -80.45 -418.76 -567.31 -529.35