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_20250321_153242
7 mt_962_use2008_best_save_rnk500_idxctrl 165.23 113.96 -34.64 117.98 -34.64 157.63 494.32 514.27 568.23
8 mt_962_use2008_last_save_rnk500_idxctrl 164.59 113.31 -35.28 117.34 -35.28 156.99 493.67 513.63 567.59
15 mt_961_use2008_last_save_rnk500_idxctrl 148.03 96.75 -51.84 100.78 -51.84 140.43 477.11 497.07 551.03
16 mt_961_use2008_best_save_rnk500_idxctrl 145.23 93.95 -54.64 97.97 -54.64 137.63 474.31 494.27 548.23
19 mt_962_use2009_best_save_rnk500_idxctrl 142.59 91.31 -57.28 95.34 -57.28 134.99 471.68 491.63 545.59
22 mt_962_use2009_last_save_rnk500_idxctrl 140.95 89.67 -58.92 93.69 -58.92 133.35 470.03 489.98 543.94
29 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 133.88 82.60 -66.00 86.62 -66.00 126.27 462.96 482.91 536.87
32 mt_961_use2018_best_save_rnk500_idxctrl 133.33 82.05 -66.54 86.08 -66.54 125.73 462.41 482.37 536.33
33 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 133.17 81.89 -66.70 85.91 -66.70 125.57 462.25 482.20 536.16
34 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 133.05 81.78 -66.82 85.80 -66.82 125.45 462.14 482.09 536.05
35 mt_961_use2016_best_save_rnk500_idxctrl 132.95 81.68 -66.92 85.70 -66.92 125.35 462.04 481.99 535.95
36 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 132.87 81.59 -67.00 85.62 -67.00 125.27 461.95 481.91 535.87
37 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 132.36 81.09 -67.51 85.11 -67.51 124.76 461.45 481.40 535.36
38 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 132.14 80.87 -67.73 84.89 -67.73 124.54 461.23 481.18 535.14
40 mt_962_use2011_best_save_rnk500_idxctrl 126.43 75.15 -73.44 79.17 -73.44 118.83 455.51 475.46 529.42
46 mt_962_use2018_last_save_rnk500_idxctrl 119.30 68.02 -80.57 72.05 -80.57 111.70 448.39 468.34 522.30
48 mt_961_use2018_last_save_rnk500_idxctrl 118.34 67.06 -81.53 71.09 -81.53 110.74 447.43 467.38 521.34
55 mt_961_use2023_best_save_rnk500_idxctrl 114.83 63.55 -85.04 67.57 -85.04 107.23 443.91 463.86 517.82
64 mt_961_use2017_best_save_rnk500_idxctrl 108.04 56.77 -91.83 60.79 -91.83 100.44 437.13 457.08 511.04
65 mt_961_use2016_last_save_rnk500_idxctrl 105.70 54.42 -94.17 58.45 -94.17 98.10 434.79 454.74 508.70
67 mt_962_use2016_best_save_rnk500_idxctrl 101.34 50.06 -98.53 54.09 -98.53 93.74 430.42 450.38 504.34
69 mt_962_use2010_best_save_rnk500_idxctrl 100.94 49.66 -98.93 53.69 -98.93 93.34 430.03 449.98 503.94
75 mt_961_use2012_best_save_rnk500_idxctrl 96.67 45.39 -103.20 49.42 -103.20 89.07 425.76 445.71 499.67
82 multin_zz1000_61002_idxctrl_pv_rm_fnd 94.24 42.96 -105.63 46.98 -105.63 86.64 423.32 443.28 497.24
83 multin_zz1000_61004_idxctrl_pv_rm_fnd 94.24 42.96 -105.63 46.98 -105.63 86.64 423.32 443.28 497.24
85 mt_961_use2012_last_save_rnk500_idxctrl 93.55 42.27 -106.32 46.30 -106.32 85.95 422.63 442.59 496.55
88 mt_961_use2024_last_save_rnk500_idxctrl 93.12 41.84 -106.75 45.86 -106.75 85.52 422.20 442.15 496.11
89 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 93.07 41.79 -106.80 45.81 -106.80 85.47 422.15 442.10 496.06
90 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 93.07 41.79 -106.80 45.81 -106.80 85.47 422.15 442.10 496.06
92 multin_zz1000_61001_idxctrl_pv_rm_fnd 92.50 41.22 -107.37 45.24 -107.37 84.90 421.58 441.54 495.50
94 multin_zz500_61002_idxctrl_zz500_pv 92.20 40.92 -107.67 44.95 -107.67 84.60 421.28 441.24 495.20
96 multin_zz500_61004_idxctrl_zz500_pv 91.89 40.62 -107.98 44.64 -107.98 84.29 420.98 440.93 494.89
99 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 91.42 40.14 -108.45 44.17 -108.45 83.82 420.50 440.46 494.42
100 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 91.36 40.08 -108.51 44.11 -108.51 83.76 420.45 440.40 494.36
101 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 91.20 39.92 -108.67 43.94 -108.67 83.60 420.28 440.24 494.20
102 multin_zz500_61001_idxctrl_zz500_pv 89.61 38.33 -110.26 42.36 -110.26 82.01 418.69 438.65 492.61
103 mt_961_use2009_last_save_rnk500_idxctrl 89.55 38.27 -110.32 42.29 -110.32 81.95 418.63 438.58 492.54
106 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 89.07 37.79 -110.80 41.81 -110.80 81.47 418.15 438.10 492.06
107 mt_961_use2014_last_save_rnk500_idxctrl 88.90 37.62 -110.97 41.64 -110.97 81.30 417.98 437.93 491.89
109 mt_961_use2024_best_save_rnk500_idxctrl 88.79 37.51 -111.09 41.53 -111.08 81.19 417.87 437.82 491.78
117 mt_961_use2023_last_save_rnk500_idxctrl 85.15 33.87 -114.72 37.90 -114.72 77.55 414.23 434.19 488.15
119 mt_961_use2011_last_save_rnk500_idxctrl 84.09 32.81 -115.78 36.84 -115.78 76.49 413.17 433.13 487.09
122 mt_961_use2009_best_save_rnk500_idxctrl 83.67 32.39 -116.21 36.41 -116.20 76.07 412.75 432.70 486.66
124 mt_962_use2011_last_save_rnk500_idxctrl 82.75 31.47 -117.12 35.49 -117.12 75.15 411.83 431.78 485.74
129 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 80.31 29.03 -119.56 33.06 -119.56 72.71 409.39 429.35 483.31
131 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 79.85 28.57 -120.02 32.59 -120.02 72.25 408.93 428.89 482.85
135 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 78.87 27.59 -121.00 31.62 -121.00 71.27 407.95 427.91 481.87
137 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 78.40 27.12 -121.47 31.14 -121.47 70.80 407.48 427.43 481.39
142 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 76.40 25.13 -123.47 29.15 -123.47 68.80 405.49 425.44 479.40
148 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 75.01 23.73 -124.86 27.76 -124.86 67.41 404.09 424.05 478.01
149 mt_961_use2017_last_save_rnk500_idxctrl 74.55 23.27 -125.33 27.29 -125.32 66.95 403.63 423.58 477.54
151 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 74.15 22.87 -125.72 26.90 -125.72 66.55 403.24 423.19 477.15
152 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 74.13 22.85 -125.74 26.87 -125.74 66.53 403.21 423.17 477.13
153 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 73.78 22.50 -126.09 26.53 -126.09 66.18 402.86 422.82 476.78
154 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 73.74 22.46 -126.13 26.49 -126.13 66.14 402.83 422.78 476.74
157 mt_961_use2022_last_save_rnk500_idxctrl 73.42 22.14 -126.45 26.17 -126.45 65.82 402.50 422.46 476.42
158 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 72.71 21.43 -127.16 25.46 -127.16 65.11 401.79 421.75 475.71
159 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 72.69 21.41 -127.18 25.43 -127.18 65.09 401.77 421.72 475.69
160 mt_962_use2010_last_save_rnk500_idxctrl 72.22 20.94 -127.65 24.97 -127.65 64.62 401.30 421.26 475.22
162 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 71.52 20.24 -128.35 24.27 -128.35 63.92 400.60 420.56 474.52
165 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 71.44 20.17 -128.43 24.19 -128.43 63.84 400.53 420.48 474.44
167 mt_961_use2022_best_save_rnk500_idxctrl 71.07 19.79 -128.80 23.81 -128.80 63.47 400.15 420.10 474.06
168 mt_962_use2018_best_save_rnk500_idxctrl 70.78 19.50 -129.09 23.52 -129.09 63.18 399.86 419.81 473.77
185 mt_961_use2011_best_save_rnk500_idxctrl 66.63 15.35 -133.24 19.37 -133.24 59.03 395.71 415.66 469.62
192 mt_961_use2010_best_save_rnk500_idxctrl 64.11 12.83 -135.76 16.86 -135.76 56.51 393.19 413.15 467.11
194 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 63.16 11.88 -136.72 15.90 -136.71 55.56 392.24 412.19 466.15
195 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 62.80 11.52 -137.07 15.54 -137.07 55.20 391.88 411.83 465.79
196 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 62.70 11.42 -137.17 15.45 -137.17 55.10 391.79 411.74 465.70
197 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 62.35 11.07 -137.52 15.09 -137.52 54.75 391.43 411.39 465.35
208 multin_zz1000_61002_idxctrl_pv 59.95 8.67 -139.92 12.70 -139.92 52.35 389.04 408.99 462.95
209 multin_zz1000_61004_idxctrl_pv 59.95 8.67 -139.92 12.70 -139.92 52.35 389.04 408.99 462.95
220 multin_zz1000_61002_idxctrl_pv_rm_blc 57.93 6.65 -141.94 10.67 -141.94 50.33 387.01 406.97 460.93
221 multin_zz1000_61004_idxctrl_pv_rm_blc 57.93 6.65 -141.94 10.67 -141.94 50.33 387.01 406.97 460.93
225 multin_zz1000_61001_idxctrl_pv 56.70 5.42 -143.18 9.44 -143.17 49.10 385.78 405.73 459.69
226 mt_962_use2017_last_save_rnk500_idxctrl 56.52 5.24 -143.35 9.27 -143.35 48.92 385.61 405.56 459.52
230 mt_962_use2016_last_save_rnk500_idxctrl 56.08 4.80 -143.80 8.82 -143.79 48.48 385.16 405.11 459.07
237 multin_zz1000_61001_idxctrl_pv_rm_blc 54.72 3.44 -145.15 7.47 -145.15 47.12 383.80 403.76 457.72
246 mt_961_use2021_last_save_rnk500_idxctrl 52.52 1.24 -147.35 5.27 -147.35 44.92 381.61 401.56 455.52
250 mt_962_use2012_last_save_rnk500_idxctrl 52.05 0.77 -147.82 4.79 -147.82 44.45 381.13 401.08 455.04
255 mt_961_use2013_last_save_rnk500_idxctrl 49.74 -1.53 -150.13 2.49 -150.13 42.14 378.83 398.78 452.74
275 multin_zz1000_61002_idxctrl_zz1000_pv 44.31 -6.97 -155.56 -2.94 -155.56 36.71 373.39 393.35 447.31
279 multin_zz1000_61004_idxctrl_zz1000_pv 43.85 -7.43 -156.02 -3.41 -156.02 36.25 372.93 392.88 446.84
281 mt_961_use2015_last_save_rnk500_idxctrl 43.72 -7.56 -156.15 -3.53 -156.15 36.12 372.81 392.76 446.72
287 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 41.56 -9.72 -158.31 -5.70 -158.31 33.96 370.64 390.59 444.55
290 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 41.26 -10.01 -158.61 -5.99 -158.61 33.66 370.35 390.30 444.26
293 multin_zz1000_61001_idxctrl_zz1000_pv 38.96 -12.32 -160.91 -8.29 -160.91 31.36 368.05 388.00 441.96
294 mt_961_use2019_last_save_rnk500_idxctrl 38.66 -12.62 -161.21 -8.59 -161.21 31.06 367.74 387.70 441.66
303 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 36.19 -15.09 -163.68 -11.06 -163.68 28.59 365.27 385.23 439.19
306 mt_961_use2014_best_save_rnk500_idxctrl 32.93 -18.35 -166.94 -14.32 -166.94 25.33 362.01 381.97 435.93
308 mt_961_use2015_best_save_rnk500_idxctrl 32.53 -18.74 -167.34 -14.72 -167.34 24.93 361.62 381.57 435.53
315 multin_zz1000_61002_idxctrl_50010002000_pv 30.05 -21.23 -169.82 -17.21 -169.82 22.45 359.13 379.08 433.05
319 multin_zz1000_61002_idxctrl_top3800_pv 28.90 -22.38 -170.97 -18.36 -170.97 21.30 357.98 377.93 431.89
320 multin_zz1000_61004_idxctrl_50010002000_pv 28.33 -22.95 -171.54 -18.92 -171.54 20.73 357.41 377.37 431.33
321 multin_zz1000_61004_idxctrl_top3800_pv 27.80 -23.48 -172.07 -19.45 -172.07 20.20 356.88 376.84 430.80
323 mt_962_use2012_best_save_rnk500_idxctrl 27.46 -23.81 -172.41 -19.79 -172.41 19.86 356.55 376.50 430.46
326 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 26.89 -24.39 -172.98 -20.36 -172.98 19.29 355.97 375.93 429.89
328 mt_962_use2013_last_save_rnk500_idxctrl 26.01 -25.27 -173.86 -21.25 -173.86 18.41 355.09 375.04 429.01
332 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 25.66 -25.62 -174.22 -21.60 -174.21 18.06 354.74 374.69 428.65
333 mt_962_use2017_best_save_rnk500_idxctrl 25.58 -25.70 -174.29 -21.67 -174.29 17.98 354.66 374.62 428.58
334 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 25.29 -25.99 -174.58 -21.96 -174.58 17.69 354.37 374.33 428.29
336 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 24.69 -26.59 -175.18 -22.56 -175.18 17.09 353.78 373.73 427.69
338 mt_962_use2015_last_save_rnk500_idxctrl 23.28 -28.00 -176.59 -23.97 -176.59 15.68 352.36 372.32 426.28
347 mt_961_use2010_last_save_rnk500_idxctrl 20.40 -30.88 -179.47 -26.85 -179.47 12.80 349.48 369.44 423.40
354 multin_zz1000_61001_idxctrl_50010002000_pv 17.39 -33.89 -182.48 -29.87 -182.48 9.79 346.47 366.42 420.38
357 multin_zz1000_61001_idxctrl_top3800_pv 16.03 -35.24 -183.84 -31.22 -183.84 8.43 345.12 365.07 419.03
359 mt_962_use2013_best_save_rnk500_idxctrl 14.77 -36.50 -185.10 -32.48 -185.10 7.17 343.86 363.81 417.77
360 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 14.42 -36.86 -185.45 -32.83 -185.45 6.82 343.51 363.46 417.42
361 mt_961_use2020_best_save_rnk500_idxctrl 14.24 -37.04 -185.63 -33.01 -185.63 6.64 343.32 363.28 417.24
363 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 13.38 -37.90 -186.49 -33.87 -186.49 5.78 342.46 362.42 416.38
366 mt_961_use2020_last_save_rnk500_idxctrl 13.05 -38.23 -186.82 -34.20 -186.82 5.45 342.13 362.09 416.05
369 mt_962_use2014_last_save_rnk500_idxctrl 12.12 -39.16 -187.75 -35.13 -187.75 4.52 341.20 361.16 415.12
370 mt_961_use2019_best_save_rnk500_idxctrl 11.79 -39.49 -188.08 -35.46 -188.08 4.19 340.87 360.83 414.79
377 mt_962_use2024_best_save_rnk500_idxctrl 6.70 -44.58 -193.17 -40.55 -193.17 -0.90 335.79 355.74 409.70
381 mt_962_use2019_last_save_rnk500_idxctrl 4.55 -46.73 -195.32 -42.70 -195.32 -3.05 333.63 353.59 407.55
394 mt_962_use2014_best_save_rnk500_idxctrl -3.35 -54.63 -203.22 -50.60 -203.22 -10.95 325.73 345.69 399.65
400 mt_962_use2024_last_save_rnk500_idxctrl -6.72 -57.99 -206.59 -53.97 -206.59 -14.32 322.37 342.32 396.28
401 mt_962_use2019_best_save_rnk500_idxctrl -7.75 -59.03 -207.62 -55.00 -207.62 -15.35 321.34 341.29 395.25
405 mt_961_use2013_best_save_rnk500_idxctrl -10.69 -61.97 -210.56 -57.94 -210.56 -18.29 318.40 338.35 392.31
417 mt_961_use2021_best_save_rnk500_idxctrl -14.79 -66.07 -214.66 -62.05 -214.66 -22.39 314.29 334.24 388.20
424 mt_962_use2022_best_save_rnk500_idxctrl -17.44 -68.71 -217.31 -64.69 -217.31 -25.04 311.65 331.60 385.56
443 mt_962_use2023_last_save_rnk500_idxctrl -30.46 -81.74 -230.33 -77.72 -230.33 -38.06 298.62 318.57 372.53
445 mt_962_use2015_best_save_rnk500_idxctrl -32.19 -83.47 -232.06 -79.44 -232.06 -39.79 296.89 316.85 370.81
451 mt_962_use2020_last_save_rnk500_idxctrl -36.81 -88.09 -236.68 -84.06 -236.68 -44.41 292.27 312.23 366.19
452 mt_962_use2022_last_save_rnk500_idxctrl -36.87 -88.15 -236.74 -84.12 -236.74 -44.47 292.22 312.17 366.13
454 mt_962_use2021_best_save_rnk500_idxctrl -41.19 -92.47 -241.06 -88.45 -241.06 -48.79 287.89 307.84 361.80
456 mt_962_use2023_best_save_rnk500_idxctrl -43.11 -94.39 -242.98 -90.37 -242.98 -50.71 285.97 305.92 359.88
457 mt_962_use2021_last_save_rnk500_idxctrl -43.36 -94.64 -243.23 -90.61 -243.23 -50.96 285.72 305.68 359.64
466 mt_962_use2020_best_save_rnk500_idxctrl -55.91 -107.19 -255.78 -103.16 -255.78 -63.51 273.18 293.13 347.09