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_20250324_151742
12 mt_961_use2024_last_save_rnk500_idxctrl 86.77 21.52 18.55 -36.39 18.55 245.71 226.62 170.05 27.66
13 mt_961_use2024_best_save_rnk500_idxctrl 78.58 13.33 10.36 -44.58 10.36 237.52 218.43 161.86 19.47
14 mt_961_use2020_best_save_rnk500_idxctrl 76.73 11.48 8.50 -46.44 8.50 235.67 216.57 160.00 17.61
16 mt_961_use2020_last_save_rnk500_idxctrl 76.04 10.79 7.82 -47.12 7.82 234.99 215.89 159.32 16.93
19 mt_961_use2023_best_save_rnk500_idxctrl 71.85 6.61 3.63 -51.31 3.63 230.80 211.70 155.13 12.74
20 mt_961_use2018_best_save_rnk500_idxctrl 70.23 4.99 2.01 -52.93 2.01 229.18 210.08 153.51 11.12
22 mt_961_use2019_best_save_rnk500_idxctrl 67.04 1.79 -1.19 -56.13 -1.19 225.98 206.88 150.31 7.92
23 mt_961_use2018_last_save_rnk500_idxctrl 64.98 -0.27 -3.24 -58.18 -3.24 223.92 204.83 148.26 5.87
25 mt_961_use2019_last_save_rnk500_idxctrl 62.32 -2.93 -5.90 -60.84 -5.90 221.27 202.17 145.60 3.21
26 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 60.57 -4.67 -7.65 -62.59 -7.65 219.52 200.42 143.85 1.46
27 mt_962_use2022_best_save_rnk500_idxctrl 60.56 -4.69 -7.66 -62.60 -7.66 219.51 200.41 143.84 1.45
28 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 59.76 -5.49 -8.46 -63.40 -8.46 218.71 199.61 143.04 0.65
29 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 59.53 -5.71 -8.69 -63.63 -8.69 218.48 199.38 142.81 0.42
31 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 58.83 -6.41 -9.39 -64.33 -9.39 217.78 198.68 142.11 -0.28
32 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 58.64 -6.61 -9.59 -64.53 -9.59 217.58 198.48 141.91 -0.48
34 mt_961_use2022_last_save_rnk500_idxctrl 58.35 -6.89 -9.87 -64.81 -9.87 217.30 198.20 141.63 -0.76
35 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 57.90 -7.35 -10.32 -65.26 -10.32 216.84 197.75 141.18 -1.21
37 mt_961_use2023_last_save_rnk500_idxctrl 55.40 -9.85 -12.82 -67.76 -12.82 214.35 195.25 138.68 -3.71
39 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 53.39 -11.86 -14.84 -69.78 -14.84 212.33 193.23 136.67 -5.73
40 mt_961_use2022_best_save_rnk500_idxctrl 53.08 -12.17 -15.14 -70.08 -15.14 212.02 192.93 136.36 -6.03
42 multin_zz500_61001_idxctrl_zz500_pv 52.84 -12.40 -15.38 -70.32 -15.38 211.79 192.69 136.12 -6.27
43 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 52.35 -12.90 -15.87 -70.81 -15.87 211.29 192.20 135.63 -6.76
44 multin_zz500_61004_idxctrl_zz500_pv 51.67 -13.58 -16.55 -71.49 -16.55 210.61 191.52 134.95 -7.44
46 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 51.55 -13.70 -16.67 -71.61 -16.67 210.49 191.40 134.83 -7.56
47 multin_zz1000_61001_idxctrl_pv_rm_fnd 51.14 -14.10 -17.08 -72.02 -17.08 210.09 190.99 134.42 -7.97
48 multin_zz500_61002_idxctrl_zz500_pv 50.86 -14.39 -17.36 -72.30 -17.36 209.80 190.71 134.14 -8.25
49 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 50.75 -14.50 -17.47 -72.41 -17.47 209.69 190.60 134.03 -8.36
50 multin_zz1000_61002_idxctrl_pv_rm_fnd 49.36 -15.89 -18.86 -73.80 -18.86 208.30 189.21 132.64 -9.75
51 multin_zz1000_61004_idxctrl_pv_rm_fnd 49.36 -15.89 -18.86 -73.80 -18.86 208.30 189.21 132.64 -9.75
52 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 48.94 -16.31 -19.29 -74.23 -19.29 207.88 188.78 132.22 -10.18
53 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 48.94 -16.31 -19.29 -74.23 -19.29 207.88 188.78 132.22 -10.18
57 mt_962_use2020_best_save_rnk500_idxctrl 43.21 -22.04 -25.02 -79.96 -25.02 202.15 183.05 126.49 -15.91
62 mt_962_use2018_last_save_rnk500_idxctrl 42.27 -22.98 -25.95 -80.89 -25.95 201.21 182.12 125.55 -16.84
63 mt_962_use2024_last_save_rnk500_idxctrl 41.27 -23.98 -26.95 -81.89 -26.95 200.22 181.12 124.55 -17.84
65 mt_961_use2017_best_save_rnk500_idxctrl 40.02 -25.23 -28.20 -83.14 -28.20 198.97 179.87 123.30 -19.09
66 mt_961_use2021_last_save_rnk500_idxctrl 38.01 -27.24 -30.21 -85.15 -30.21 196.96 177.86 121.29 -21.10
69 mt_962_use2018_best_save_rnk500_idxctrl 35.73 -29.52 -32.49 -87.43 -32.49 194.67 175.58 119.01 -23.38
75 mt_962_use2024_best_save_rnk500_idxctrl 32.76 -32.49 -35.46 -90.40 -35.46 191.70 172.61 116.04 -26.35
76 mt_962_use2021_best_save_rnk500_idxctrl 32.65 -32.60 -35.57 -90.51 -35.57 191.60 172.50 115.93 -26.46
77 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 31.86 -33.39 -36.37 -91.31 -36.37 190.80 171.70 115.13 -27.26
78 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 31.53 -33.72 -36.69 -91.63 -36.69 190.47 171.38 114.81 -27.58
79 mt_962_use2020_last_save_rnk500_idxctrl 31.51 -33.74 -36.72 -91.66 -36.72 190.45 171.35 114.78 -27.61
80 mt_962_use2008_last_save_rnk500_idxctrl 31.23 -34.02 -36.99 -91.93 -36.99 190.17 171.08 114.51 -27.88
82 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 31.10 -34.15 -37.12 -92.06 -37.12 190.05 170.95 114.38 -28.01
83 mt_962_use2008_best_save_rnk500_idxctrl 31.10 -34.15 -37.13 -92.07 -37.13 190.04 170.94 114.37 -28.02
84 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 30.52 -34.73 -37.70 -92.64 -37.70 189.47 170.37 113.80 -28.59
85 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 30.19 -35.06 -38.03 -92.97 -38.03 189.13 170.04 113.47 -28.92
86 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 29.70 -35.55 -38.52 -93.46 -38.52 188.64 169.55 112.98 -29.41
87 multin_zz1000_61001_idxctrl_pv_rm_blc 29.43 -35.82 -38.79 -93.73 -38.79 188.38 169.28 112.71 -29.68
88 multin_zz1000_61001_idxctrl_pv 29.16 -36.09 -39.06 -94.01 -39.07 188.10 169.01 112.44 -29.96
89 mt_962_use2015_best_save_rnk500_idxctrl 29.11 -36.13 -39.11 -94.05 -39.11 188.06 168.96 112.39 -30.00
94 multin_zz1000_61004_idxctrl_pv_rm_blc 27.11 -38.13 -41.11 -96.05 -41.11 186.06 166.96 110.39 -32.00
95 multin_zz1000_61002_idxctrl_pv_rm_blc 27.11 -38.13 -41.11 -96.05 -41.11 186.06 166.96 110.39 -32.00
96 multin_zz1000_61002_idxctrl_pv 26.82 -38.43 -41.40 -96.34 -41.40 185.76 166.67 110.10 -32.29
97 multin_zz1000_61004_idxctrl_pv 26.82 -38.43 -41.40 -96.34 -41.40 185.76 166.67 110.10 -32.29
100 mt_962_use2016_last_save_rnk500_idxctrl 25.60 -39.65 -42.62 -97.56 -42.62 184.54 165.45 108.88 -33.51
107 mt_962_use2016_best_save_rnk500_idxctrl 24.14 -41.11 -44.08 -99.02 -44.08 183.08 163.99 107.42 -34.97
110 mt_961_use2016_best_save_rnk500_idxctrl 23.51 -41.74 -44.71 -99.66 -44.71 182.45 163.36 106.79 -35.61
112 mt_961_use2017_last_save_rnk500_idxctrl 22.31 -42.93 -45.91 -100.85 -45.91 181.26 162.16 105.59 -36.80
117 mt_962_use2019_last_save_rnk500_idxctrl 20.69 -44.56 -47.54 -102.48 -47.54 179.63 160.53 103.96 -38.43
119 mt_962_use2022_last_save_rnk500_idxctrl 19.33 -45.92 -48.89 -103.83 -48.89 178.27 159.18 102.61 -39.78
120 mt_962_use2021_last_save_rnk500_idxctrl 18.68 -46.57 -49.55 -104.49 -49.55 177.62 158.52 101.95 -40.44
121 mt_961_use2013_best_save_rnk500_idxctrl 18.54 -46.71 -49.68 -104.62 -49.68 177.49 158.39 101.82 -40.57
123 mt_961_use2016_last_save_rnk500_idxctrl 17.90 -47.35 -50.32 -105.26 -50.32 176.85 157.75 101.18 -41.21
126 mt_962_use2019_best_save_rnk500_idxctrl 17.65 -47.60 -50.58 -105.52 -50.58 176.59 157.49 100.93 -41.47
130 mt_962_use2017_last_save_rnk500_idxctrl 15.41 -49.84 -52.82 -107.76 -52.82 174.35 155.25 98.68 -43.71
131 mt_962_use2015_last_save_rnk500_idxctrl 15.23 -50.02 -52.99 -107.93 -52.99 174.18 155.08 98.51 -43.88
132 mt_961_use2021_best_save_rnk500_idxctrl 13.69 -51.55 -54.53 -109.47 -54.53 172.64 153.54 96.97 -45.42
135 mt_962_use2023_last_save_rnk500_idxctrl 10.22 -55.03 -58.00 -112.94 -58.00 169.17 150.07 93.50 -48.89
138 mt_961_use2008_last_save_rnk500_idxctrl 8.10 -57.15 -60.12 -115.06 -60.12 167.05 147.95 91.38 -51.01
139 mt_962_use2011_best_save_rnk500_idxctrl 5.73 -59.52 -62.49 -117.43 -62.49 164.67 145.58 89.01 -53.38
140 mt_962_use2009_best_save_rnk500_idxctrl 5.49 -59.75 -62.73 -117.67 -62.73 164.44 145.34 88.77 -53.62
141 mt_961_use2008_best_save_rnk500_idxctrl 5.41 -59.83 -62.81 -117.75 -62.81 164.36 145.26 88.69 -53.70
142 mt_962_use2017_best_save_rnk500_idxctrl 5.40 -59.85 -62.83 -117.77 -62.83 164.34 145.24 88.68 -53.72
143 mt_962_use2023_best_save_rnk500_idxctrl 4.15 -61.10 -64.07 -119.01 -64.07 163.10 144.00 87.43 -54.96
144 mt_962_use2014_last_save_rnk500_idxctrl 3.91 -61.34 -64.32 -119.26 -64.32 162.85 143.75 87.18 -55.21
148 mt_962_use2009_last_save_rnk500_idxctrl 2.50 -62.74 -65.72 -120.66 -65.72 161.45 142.35 85.78 -56.61
150 mt_961_use2012_best_save_rnk500_idxctrl 1.95 -63.30 -66.27 -121.21 -66.27 160.90 141.80 85.23 -57.16
152 mt_961_use2012_last_save_rnk500_idxctrl -0.67 -65.92 -68.89 -123.83 -68.89 158.27 139.18 82.61 -59.78
153 multin_zz1000_61001_idxctrl_zz1000_pv -0.93 -66.18 -69.15 -124.09 -69.15 158.02 138.92 82.35 -60.04
155 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -1.32 -66.57 -69.54 -124.48 -69.54 157.63 138.53 81.96 -60.43
156 multin_zz1000_61004_idxctrl_zz1000_pv -1.63 -66.88 -69.86 -124.80 -69.86 157.31 138.21 81.65 -60.75
157 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -1.99 -67.24 -70.22 -125.16 -70.22 156.95 137.85 81.28 -61.11
158 mt_961_use2013_last_save_rnk500_idxctrl -2.00 -67.25 -70.23 -125.17 -70.23 156.94 137.84 81.27 -61.12
159 multin_zz1000_61002_idxctrl_zz1000_pv -2.07 -67.32 -70.29 -125.23 -70.29 156.88 137.78 81.21 -61.18
164 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -2.48 -67.73 -70.70 -125.64 -70.70 156.47 137.37 80.80 -61.59
167 mt_961_use2015_last_save_rnk500_idxctrl -3.45 -68.69 -71.67 -126.61 -71.67 155.50 136.40 79.83 -62.56
168 mt_961_use2014_last_save_rnk500_idxctrl -3.65 -68.90 -71.88 -126.82 -71.88 155.29 136.19 79.63 -62.77
171 mt_961_use2014_best_save_rnk500_idxctrl -4.69 -69.94 -72.91 -127.86 -72.92 154.25 135.16 78.59 -63.81
173 mt_962_use2014_best_save_rnk500_idxctrl -5.80 -71.04 -74.02 -128.96 -74.02 153.15 134.05 77.48 -64.91
184 mt_961_use2010_best_save_rnk500_idxctrl -12.21 -77.46 -80.43 -135.37 -80.43 146.74 127.64 71.07 -71.32
185 mt_961_use2011_last_save_rnk500_idxctrl -12.38 -77.63 -80.60 -135.54 -80.60 146.56 127.47 70.90 -71.49
190 mt_962_use2010_best_save_rnk500_idxctrl -15.13 -80.37 -83.35 -138.29 -83.35 143.82 124.72 68.15 -74.24
191 mt_962_use2010_last_save_rnk500_idxctrl -15.24 -80.49 -83.46 -138.40 -83.46 143.70 124.61 68.04 -74.35
192 mt_962_use2013_last_save_rnk500_idxctrl -16.52 -81.77 -84.74 -139.68 -84.74 142.42 123.33 66.76 -75.63
195 mt_962_use2011_last_save_rnk500_idxctrl -18.84 -84.09 -87.06 -142.00 -87.06 140.11 121.01 64.44 -77.95
201 mt_961_use2015_best_save_rnk500_idxctrl -21.51 -86.76 -89.73 -144.67 -89.73 137.43 118.34 61.77 -80.62
202 mt_962_use2013_best_save_rnk500_idxctrl -21.54 -86.78 -89.76 -144.70 -89.76 137.41 118.31 61.74 -80.65
203 mt_962_use2012_best_save_rnk500_idxctrl -21.56 -86.81 -89.79 -144.73 -89.79 137.38 118.28 61.71 -80.68
206 mt_961_use2011_best_save_rnk500_idxctrl -23.15 -88.39 -91.37 -146.31 -91.37 135.80 116.70 60.13 -82.26
210 mt_961_use2009_last_save_rnk500_idxctrl -24.43 -89.68 -92.65 -147.59 -92.65 134.52 115.42 58.85 -83.54
212 mt_961_use2010_last_save_rnk500_idxctrl -25.48 -90.73 -93.71 -148.65 -93.71 133.46 114.36 57.79 -84.60
216 mt_962_use2012_last_save_rnk500_idxctrl -28.59 -93.84 -96.81 -151.75 -96.81 130.36 111.26 54.69 -87.70
217 mt_961_use2009_best_save_rnk500_idxctrl -28.70 -93.95 -96.92 -151.86 -96.92 130.24 111.15 54.58 -87.81
240 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -45.01 -110.26 -113.24 -168.18 -113.24 113.93 94.83 38.26 -104.13
242 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -45.99 -111.24 -114.22 -169.16 -114.22 112.95 93.85 37.28 -105.11
246 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -46.98 -112.23 -115.21 -170.15 -115.21 111.96 92.86 36.29 -106.10
247 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -47.12 -112.37 -115.34 -170.28 -115.34 111.82 92.73 36.16 -106.23
252 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -49.40 -114.65 -117.62 -172.56 -117.62 109.54 90.45 33.88 -108.51
253 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -49.42 -114.67 -117.64 -172.58 -117.64 109.53 90.43 33.86 -108.53
255 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -50.58 -115.83 -118.81 -173.75 -118.81 108.36 89.26 32.69 -109.70
258 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -51.30 -116.55 -119.52 -174.46 -119.52 107.64 88.55 31.98 -110.41
260 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -51.67 -116.92 -119.89 -174.83 -119.89 107.28 88.18 31.61 -110.78
262 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -51.96 -117.21 -120.18 -175.13 -120.19 106.98 87.89 31.32 -111.08
264 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -52.61 -117.86 -120.83 -175.77 -120.83 106.34 87.24 30.67 -111.72
265 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -53.00 -118.25 -121.22 -176.16 -121.22 105.95 86.85 30.28 -112.11
266 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -53.18 -118.43 -121.40 -176.34 -121.40 105.76 86.67 30.10 -112.29
267 multin_zz1000_61001_idxctrl_top3800_pv -54.19 -119.44 -122.41 -177.35 -122.41 104.76 85.66 29.09 -113.30
277 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -58.54 -123.79 -126.76 -181.70 -126.76 100.41 81.31 24.74 -117.65
279 multin_zz1000_61001_idxctrl_50010002000_pv -59.45 -124.70 -127.67 -182.62 -127.68 99.49 80.40 23.83 -118.57
284 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -62.08 -127.32 -130.30 -185.24 -130.30 96.87 77.77 21.20 -121.19
285 multin_zz1000_61002_idxctrl_top3800_pv -62.12 -127.36 -130.34 -185.28 -130.34 96.83 77.73 21.16 -121.23
290 multin_zz1000_61002_idxctrl_50010002000_pv -63.94 -129.19 -132.16 -187.11 -132.16 95.00 75.91 19.34 -123.06
292 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -63.97 -129.22 -132.19 -187.13 -132.19 94.97 75.88 19.31 -123.08
293 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -64.14 -129.39 -132.36 -187.31 -132.36 94.80 75.71 19.14 -123.26
294 multin_zz1000_61004_idxctrl_top3800_pv -64.16 -129.41 -132.38 -187.32 -132.38 94.79 75.69 19.12 -123.27
295 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -65.43 -130.68 -133.65 -188.59 -133.65 93.51 74.42 17.85 -124.54
296 multin_zz1000_61004_idxctrl_50010002000_pv -65.53 -130.78 -133.76 -188.70 -133.76 93.41 74.31 17.75 -124.65