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_20250320_152955
48 mt_962_use2008_last_save_rnk500_idxctrl 80.75 101.86 34.03 120.16 34.03 67.57 361.93 470.37 499.19
50 mt_962_use2008_best_save_rnk500_idxctrl 79.94 101.05 33.22 119.35 33.22 66.76 361.12 469.56 498.38
59 mt_961_use2008_last_save_rnk500_idxctrl 76.55 97.65 29.83 115.95 29.83 63.36 357.73 466.17 494.98
60 mt_961_use2008_best_save_rnk500_idxctrl 76.18 97.28 29.46 115.58 29.46 62.99 357.36 465.80 494.61
69 mt_962_use2009_best_save_rnk500_idxctrl 74.06 95.17 27.34 113.47 27.34 60.87 355.24 463.68 492.50
72 mt_962_use2009_last_save_rnk500_idxctrl 73.51 94.61 26.79 112.91 26.79 60.32 354.69 463.13 491.95
89 mt_962_use2011_best_save_rnk500_idxctrl 67.40 88.50 20.68 106.80 20.68 54.21 348.58 457.02 485.84
90 mt_961_use2009_last_save_rnk500_idxctrl 66.76 87.87 20.04 106.17 20.04 53.58 347.94 456.38 485.20
95 mt_961_use2009_best_save_rnk500_idxctrl 65.47 86.57 18.75 104.87 18.75 52.28 346.65 455.09 483.91
100 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 64.26 85.36 17.53 103.66 17.54 51.07 345.43 453.88 482.69
101 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 64.15 85.26 17.43 103.56 17.43 50.97 345.33 453.77 482.59
103 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 63.12 84.23 16.40 102.53 16.40 49.94 344.30 452.74 481.56
105 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 63.08 84.18 16.36 102.48 16.36 49.89 344.26 452.70 481.51
106 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 62.80 83.91 16.08 102.21 16.08 49.62 343.98 452.42 481.24
108 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 62.07 83.18 15.35 101.48 15.35 48.89 343.25 451.69 480.51
109 multin_zz1000_61004_idxctrl_top3800_pv 61.83 82.94 15.11 101.24 15.11 48.65 343.01 451.45 480.27
110 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 61.71 82.81 14.99 101.11 14.99 48.52 342.89 451.33 480.14
113 multin_zz1000_61004_idxctrl_50010002000_pv 61.52 82.62 14.80 100.92 14.80 48.33 342.70 451.14 479.95
114 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 61.24 82.35 14.52 100.65 14.52 48.06 342.42 450.86 479.68
117 multin_zz1000_61002_idxctrl_50010002000_pv 61.07 82.18 14.35 100.47 14.35 47.88 342.25 450.69 479.51
120 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 60.87 81.97 14.14 100.27 14.15 47.68 342.05 450.49 479.30
121 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 60.83 81.93 14.11 100.23 14.11 47.64 342.01 450.45 479.26
122 multin_zz1000_61002_idxctrl_top3800_pv 60.73 81.83 14.00 100.13 14.01 47.54 341.90 450.35 479.16
123 mt_961_use2012_last_save_rnk500_idxctrl 60.56 81.67 13.84 99.97 13.84 47.38 341.74 450.18 479.00
125 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 60.31 81.41 13.59 99.71 13.59 47.12 341.49 449.93 478.75
129 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 59.99 81.10 13.27 99.40 13.27 46.81 341.17 449.61 478.43
137 mt_961_use2012_best_save_rnk500_idxctrl 58.38 79.49 11.66 97.79 11.66 45.20 339.56 448.00 476.82
139 mt_962_use2010_best_save_rnk500_idxctrl 57.52 78.62 10.79 96.92 10.79 44.33 338.69 447.14 475.95
141 mt_961_use2016_best_save_rnk500_idxctrl 57.30 78.41 10.58 96.71 10.58 44.12 338.48 446.92 475.74
146 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 56.48 77.59 9.76 95.89 9.76 43.30 337.66 446.10 474.92
148 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 55.99 77.10 9.27 95.40 9.27 42.81 337.17 445.61 474.43
151 multin_zz1000_61001_idxctrl_top3800_pv 55.41 76.52 8.69 94.82 8.69 42.22 336.59 445.03 473.85
152 mt_962_use2018_last_save_rnk500_idxctrl 55.37 76.48 8.65 94.78 8.65 42.19 336.55 444.99 473.81
155 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 55.02 76.13 8.30 94.43 8.30 41.84 336.20 444.64 473.46
156 mt_961_use2011_last_save_rnk500_idxctrl 54.95 76.06 8.23 94.36 8.23 41.76 336.13 444.57 473.39
158 multin_zz1000_61001_idxctrl_50010002000_pv 54.57 75.67 7.85 93.97 7.85 41.38 335.75 444.19 473.00
159 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 54.47 75.58 7.75 93.88 7.75 41.29 335.65 444.10 472.91
160 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 54.47 75.58 7.75 93.88 7.75 41.29 335.65 444.09 472.91
165 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 53.62 74.72 6.90 93.02 6.90 40.43 334.80 443.24 472.05
178 mt_962_use2011_last_save_rnk500_idxctrl 51.11 72.21 4.39 90.51 4.39 37.92 332.29 440.73 469.54
180 mt_961_use2023_best_save_rnk500_idxctrl 50.83 71.93 4.11 90.23 4.11 37.64 332.01 440.45 469.26
188 mt_961_use2023_last_save_rnk500_idxctrl 48.66 69.77 1.94 88.07 1.94 35.48 329.84 438.28 467.10
204 mt_961_use2016_last_save_rnk500_idxctrl 47.41 68.52 0.69 86.82 0.69 34.23 328.59 437.03 465.85
205 mt_961_use2014_last_save_rnk500_idxctrl 47.24 68.35 0.52 86.65 0.52 34.06 328.42 436.87 465.68
215 mt_962_use2010_last_save_rnk500_idxctrl 46.15 67.25 -0.58 85.55 -0.57 32.96 327.32 435.77 464.58
217 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 45.52 66.62 -1.20 84.92 -1.20 32.33 326.70 435.14 463.96
218 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 45.30 66.41 -1.42 84.71 -1.42 32.12 326.48 434.92 463.74
221 mt_961_use2011_best_save_rnk500_idxctrl 45.05 66.15 -1.68 84.45 -1.68 31.86 326.22 434.67 463.48
222 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 44.97 66.08 -1.75 84.38 -1.75 31.78 326.15 434.59 463.41
224 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 44.74 65.85 -1.98 84.14 -1.98 31.55 325.92 434.36 463.18
225 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 44.31 65.41 -2.41 83.71 -2.41 31.12 325.49 433.93 462.74
226 mt_962_use2016_best_save_rnk500_idxctrl 44.05 65.16 -2.67 83.46 -2.67 30.87 325.23 433.67 462.49
227 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 43.78 64.88 -2.94 83.18 -2.94 30.59 324.96 433.40 462.21
238 mt_961_use2018_best_save_rnk500_idxctrl 41.21 62.32 -5.51 80.62 -5.51 28.03 322.39 430.83 459.65
258 mt_962_use2012_last_save_rnk500_idxctrl 38.11 59.22 -8.61 77.52 -8.61 24.93 319.29 427.73 456.55
268 mt_961_use2010_best_save_rnk500_idxctrl 36.93 58.04 -9.79 76.34 -9.79 23.75 318.11 426.55 455.37
272 mt_962_use2016_last_save_rnk500_idxctrl 35.69 56.79 -11.04 75.09 -11.04 22.50 316.86 425.31 454.12
276 mt_961_use2015_last_save_rnk500_idxctrl 34.16 55.26 -12.56 73.56 -12.56 20.97 315.34 423.78 452.60
277 mt_961_use2018_last_save_rnk500_idxctrl 33.91 55.01 -12.81 73.31 -12.81 20.72 315.09 423.53 452.34
280 mt_961_use2017_best_save_rnk500_idxctrl 33.26 54.37 -13.46 72.67 -13.46 20.08 314.44 422.88 451.70
289 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 31.47 52.57 -15.26 70.87 -15.25 18.28 312.64 421.09 449.90
290 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 31.47 52.57 -15.26 70.87 -15.25 18.28 312.64 421.09 449.90
292 multin_zz1000_61002_idxctrl_pv_rm_fnd 31.34 52.45 -15.38 70.75 -15.38 18.16 312.52 420.96 449.78
293 multin_zz1000_61004_idxctrl_pv_rm_fnd 31.34 52.45 -15.38 70.75 -15.38 18.16 312.52 420.96 449.78
297 multin_zz1000_61002_idxctrl_zz1000_pv 30.18 51.29 -16.54 69.59 -16.54 17.00 311.36 419.80 448.62
298 mt_961_use2013_last_save_rnk500_idxctrl 30.17 51.27 -16.55 69.57 -16.55 16.98 311.35 419.79 448.60
299 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 30.16 51.26 -16.56 69.56 -16.56 16.97 311.34 419.78 448.60
301 multin_zz1000_61001_idxctrl_pv_rm_fnd 30.03 51.14 -16.69 69.44 -16.69 16.85 311.21 419.65 448.47
302 multin_zz1000_61004_idxctrl_zz1000_pv 29.98 51.09 -16.74 69.39 -16.74 16.80 311.16 419.60 448.42
306 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 29.21 50.32 -17.51 68.62 -17.51 16.02 310.39 418.83 447.65
308 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 29.02 50.13 -17.70 68.43 -17.70 15.83 310.20 418.64 447.46
309 mt_961_use2014_best_save_rnk500_idxctrl 28.95 50.05 -17.77 68.35 -17.77 15.76 310.13 418.57 447.38
311 mt_961_use2017_last_save_rnk500_idxctrl 28.81 49.92 -17.91 68.22 -17.91 15.63 309.99 418.43 447.25
316 mt_961_use2024_last_save_rnk500_idxctrl 27.89 48.99 -18.83 67.29 -18.83 14.70 309.07 417.51 446.33
323 multin_zz1000_61001_idxctrl_zz1000_pv 27.08 48.18 -19.64 66.48 -19.64 13.89 308.26 416.70 445.52
327 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 26.22 47.33 -20.50 65.63 -20.50 13.04 307.40 415.84 444.66
329 mt_961_use2015_best_save_rnk500_idxctrl 25.92 47.03 -20.80 65.33 -20.80 12.74 307.10 415.54 444.36
339 mt_961_use2024_best_save_rnk500_idxctrl 23.27 44.37 -23.45 62.67 -23.45 10.08 304.45 412.89 441.71
340 mt_961_use2022_last_save_rnk500_idxctrl 23.27 44.38 -23.45 62.68 -23.45 10.09 304.45 412.89 441.71
341 mt_961_use2010_last_save_rnk500_idxctrl 22.94 44.04 -23.79 62.34 -23.78 9.75 304.12 412.56 441.37
344 mt_962_use2018_best_save_rnk500_idxctrl 22.08 43.19 -24.64 61.49 -24.64 8.90 303.26 411.70 440.52
346 mt_962_use2017_last_save_rnk500_idxctrl 21.90 43.01 -24.82 61.31 -24.82 8.72 303.08 411.52 440.34
347 mt_962_use2013_best_save_rnk500_idxctrl 21.72 42.82 -25.01 61.12 -25.00 8.53 302.89 411.34 440.15
355 mt_962_use2012_best_save_rnk500_idxctrl 20.23 41.34 -26.49 59.64 -26.49 7.05 301.41 409.85 438.67
357 mt_962_use2013_last_save_rnk500_idxctrl 19.29 40.40 -27.43 58.70 -27.43 6.11 300.47 408.91 437.73
362 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 17.51 38.61 -29.21 56.91 -29.21 4.32 298.69 407.13 435.95
369 multin_zz1000_61004_idxctrl_pv 17.06 38.16 -29.66 56.46 -29.66 3.87 298.24 406.68 435.50
370 multin_zz1000_61002_idxctrl_pv 17.06 38.16 -29.66 56.46 -29.66 3.87 298.24 406.68 435.50
371 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 16.99 38.10 -29.73 56.40 -29.73 3.80 298.17 406.61 435.43
372 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 16.89 37.99 -29.84 56.29 -29.84 3.70 298.06 406.51 435.32
373 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 16.87 37.98 -29.85 56.28 -29.85 3.69 298.05 406.49 435.31
374 mt_961_use2022_best_save_rnk500_idxctrl 16.60 37.71 -30.12 56.01 -30.12 3.41 297.78 406.22 435.04
376 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 16.43 37.53 -30.29 55.83 -30.29 3.24 297.61 406.05 434.86
377 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 16.33 37.44 -30.39 55.74 -30.39 3.15 297.51 405.95 434.77
379 multin_zz1000_61002_idxctrl_pv_rm_blc 16.28 37.39 -30.44 55.69 -30.44 3.10 297.46 405.90 434.72
380 multin_zz1000_61004_idxctrl_pv_rm_blc 16.28 37.39 -30.44 55.69 -30.44 3.10 297.46 405.90 434.72
383 mt_962_use2024_best_save_rnk500_idxctrl 15.74 36.85 -30.98 55.15 -30.98 2.56 296.92 405.36 434.18
386 multin_zz1000_61001_idxctrl_pv 14.35 35.46 -32.37 53.76 -32.37 1.17 295.53 403.98 432.79
387 multin_zz1000_61001_idxctrl_pv_rm_blc 13.67 34.78 -33.05 53.08 -33.05 0.49 294.85 403.29 432.11
393 mt_962_use2015_last_save_rnk500_idxctrl 10.83 31.93 -35.89 50.23 -35.89 -2.36 292.01 400.45 429.27
394 mt_962_use2014_last_save_rnk500_idxctrl 10.66 31.77 -36.06 50.06 -36.06 -2.53 291.84 400.28 429.10
401 mt_961_use2021_last_save_rnk500_idxctrl 6.66 27.76 -40.07 46.06 -40.07 -6.53 287.83 396.28 425.09
402 mt_962_use2017_best_save_rnk500_idxctrl 6.21 27.31 -40.51 45.61 -40.51 -6.98 287.39 395.83 424.64
405 mt_962_use2024_last_save_rnk500_idxctrl 4.43 25.54 -42.29 43.84 -42.29 -8.75 285.61 394.05 422.87
406 mt_961_use2013_best_save_rnk500_idxctrl 4.12 25.22 -42.61 43.52 -42.60 -9.07 285.30 393.74 422.55
410 mt_962_use2014_best_save_rnk500_idxctrl 2.15 23.26 -44.57 41.56 -44.57 -11.03 283.33 391.77 420.59
416 multin_zz500_61002_idxctrl_zz500_pv -0.96 20.15 -47.68 38.45 -47.68 -14.14 280.22 388.67 417.48
418 multin_zz500_61004_idxctrl_zz500_pv -1.20 19.90 -47.92 38.20 -47.92 -14.39 279.98 388.42 417.23
421 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -1.89 19.21 -48.62 37.51 -48.62 -15.08 279.28 387.73 416.54
422 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -2.06 19.04 -48.78 37.34 -48.78 -15.25 279.12 387.56 416.38
424 mt_962_use2019_last_save_rnk500_idxctrl -2.86 18.25 -49.58 36.55 -49.58 -16.05 278.32 386.76 415.58
425 multin_zz500_61001_idxctrl_zz500_pv -2.87 18.24 -49.59 36.54 -49.59 -16.05 278.31 386.75 415.57
428 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -3.68 17.42 -50.40 35.72 -50.40 -16.87 277.50 385.94 414.75
432 mt_961_use2021_best_save_rnk500_idxctrl -5.25 15.85 -51.97 34.15 -51.97 -18.44 275.93 384.37 413.18
435 mt_961_use2019_last_save_rnk500_idxctrl -6.10 15.01 -52.82 33.31 -52.82 -19.28 275.08 383.52 412.34
438 mt_962_use2022_last_save_rnk500_idxctrl -7.08 14.03 -53.80 32.33 -53.80 -20.27 274.10 382.54 411.36
440 mt_962_use2021_last_save_rnk500_idxctrl -7.41 13.69 -54.13 31.99 -54.13 -20.60 273.77 382.21 411.02
441 mt_962_use2023_last_save_rnk500_idxctrl -7.55 13.55 -54.28 31.85 -54.27 -20.74 273.62 382.07 410.88
444 mt_961_use2020_last_save_rnk500_idxctrl -10.76 10.35 -57.48 28.65 -57.48 -23.94 270.42 378.87 407.68
445 mt_961_use2019_best_save_rnk500_idxctrl -11.14 9.97 -57.86 28.27 -57.86 -24.32 270.04 378.48 407.30
447 mt_961_use2020_best_save_rnk500_idxctrl -12.20 8.90 -58.92 27.20 -58.92 -25.39 268.98 377.42 406.23
460 mt_962_use2023_best_save_rnk500_idxctrl -17.30 3.81 -64.02 22.11 -64.02 -30.48 263.88 372.32 401.14
466 mt_962_use2020_last_save_rnk500_idxctrl -21.77 -0.67 -68.49 17.63 -68.49 -34.96 259.41 367.85 396.66
468 mt_962_use2019_best_save_rnk500_idxctrl -22.48 -1.37 -69.20 16.93 -69.20 -35.66 258.70 367.14 395.96
471 mt_962_use2021_best_save_rnk500_idxctrl -23.70 -2.59 -70.42 15.70 -70.42 -36.89 257.48 365.92 394.74
474 mt_962_use2022_best_save_rnk500_idxctrl -26.02 -4.91 -72.74 13.39 -72.74 -39.20 255.16 363.60 392.42
482 mt_962_use2015_best_save_rnk500_idxctrl -30.02 -8.91 -76.74 9.39 -76.74 -43.20 251.16 359.60 388.42
494 mt_962_use2020_best_save_rnk500_idxctrl -47.96 -26.85 -94.68 -8.55 -94.68 -61.15 233.22 341.66 370.48