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_20250325_151804
29 mt_962_use2008_best_save_rnk500_idxctrl 149.39 111.61 73.43 78.22 73.43 56.41 -348.90 -534.15 -602.28
30 mt_962_use2008_last_save_rnk500_idxctrl 148.51 110.72 72.55 77.34 72.55 55.53 -349.79 -535.04 -603.17
43 mt_962_use2018_last_save_rnk500_idxctrl 137.38 99.60 61.42 66.21 61.42 44.40 -360.92 -546.17 -614.30
55 mt_961_use2018_best_save_rnk500_idxctrl 128.43 90.65 52.47 57.26 52.47 35.45 -369.87 -555.11 -623.25
56 mt_961_use2008_best_save_rnk500_idxctrl 128.03 90.25 52.08 56.86 52.08 35.05 -370.26 -555.51 -623.64
61 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 127.29 89.51 51.33 56.12 51.34 34.31 -371.00 -556.25 -624.38
62 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 127.23 89.44 51.27 56.05 51.27 34.24 -371.07 -556.32 -624.45
64 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 127.07 89.28 51.11 55.89 51.11 34.08 -371.23 -556.48 -624.61
65 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 127.00 89.22 51.04 55.83 51.04 34.02 -371.30 -556.55 -624.68
72 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 124.90 87.12 48.94 53.73 48.94 31.92 -373.40 -558.65 -626.78
74 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 124.81 87.03 48.85 53.64 48.85 31.83 -373.49 -558.74 -626.87
76 mt_961_use2023_best_save_rnk500_idxctrl 124.06 86.27 48.10 52.88 48.10 31.07 -374.24 -559.49 -627.62
94 mt_962_use2009_best_save_rnk500_idxctrl 119.93 82.15 43.98 48.76 43.98 26.95 -378.36 -563.61 -631.74
100 mt_962_use2016_best_save_rnk500_idxctrl 117.55 79.76 41.59 46.37 41.59 24.56 -380.75 -566.00 -634.13
103 mt_961_use2008_last_save_rnk500_idxctrl 116.64 78.86 40.68 45.47 40.68 23.66 -381.66 -566.90 -635.04
121 mt_962_use2011_best_save_rnk500_idxctrl 114.19 76.41 38.23 43.02 38.23 21.21 -384.11 -569.36 -637.49
123 mt_961_use2012_best_save_rnk500_idxctrl 113.72 75.94 37.77 42.55 37.77 20.74 -384.57 -569.82 -637.95
134 mt_962_use2009_last_save_rnk500_idxctrl 112.43 74.65 36.47 41.26 36.47 19.45 -385.87 -571.12 -639.25
159 multin_zz1000_61004_idxctrl_pv_rm_fnd 109.02 71.23 33.06 37.84 33.06 16.04 -389.28 -574.53 -642.66
160 multin_zz1000_61002_idxctrl_pv_rm_fnd 109.02 71.23 33.06 37.84 33.06 16.04 -389.28 -574.53 -642.66
167 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 107.50 69.72 31.54 36.33 31.54 14.52 -390.80 -576.05 -644.18
168 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 107.50 69.72 31.54 36.33 31.54 14.52 -390.80 -576.05 -644.18
169 multin_zz1000_61001_idxctrl_pv_rm_fnd 107.49 69.71 31.53 36.32 31.53 14.51 -390.81 -576.06 -644.19
176 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 105.91 68.13 29.95 34.74 29.95 12.93 -392.39 -577.64 -645.77
179 mt_961_use2023_last_save_rnk500_idxctrl 104.82 67.04 28.86 33.65 28.86 11.84 -393.48 -578.72 -646.86
191 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 102.86 65.08 26.90 31.69 26.90 9.88 -395.44 -580.69 -648.82
192 mt_961_use2018_last_save_rnk500_idxctrl 102.78 64.99 26.82 31.60 26.82 9.80 -395.52 -580.77 -648.90
194 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 102.50 64.71 26.54 31.32 26.54 9.52 -395.80 -581.05 -649.18
197 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 101.70 63.92 25.74 30.53 25.74 8.72 -396.60 -581.85 -649.98
202 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 101.41 63.62 25.45 30.23 25.45 8.43 -396.89 -582.14 -650.27
203 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 101.38 63.60 25.42 30.21 25.42 8.40 -396.92 -582.17 -650.30
206 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 100.91 63.13 24.95 29.74 24.95 7.93 -397.39 -582.63 -650.77
207 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 100.60 62.81 24.64 29.42 24.64 7.62 -397.70 -582.95 -651.08
208 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 100.38 62.60 24.42 29.21 24.42 7.40 -397.92 -583.17 -651.30
209 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 100.24 62.46 24.28 29.07 24.28 7.26 -398.06 -583.31 -651.44
210 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 99.88 62.09 23.92 28.70 23.92 6.89 -398.42 -583.67 -651.80
212 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 99.57 61.79 23.62 28.40 23.62 6.59 -398.72 -583.97 -652.10
213 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 99.55 61.77 23.59 28.38 23.59 6.57 -398.75 -583.99 -652.13
219 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 99.06 61.27 23.10 27.88 23.10 6.08 -399.24 -584.49 -652.62
224 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 98.06 60.28 22.10 26.89 22.10 5.08 -400.24 -585.49 -653.62
248 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 95.14 57.36 19.18 23.97 19.18 2.16 -403.16 -588.41 -656.54
257 mt_961_use2012_last_save_rnk500_idxctrl 94.02 56.23 18.06 22.84 18.06 1.03 -404.28 -589.53 -657.66
258 mt_961_use2013_last_save_rnk500_idxctrl 93.81 56.03 17.85 22.64 17.85 0.83 -404.49 -589.74 -657.87
261 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 93.31 55.52 17.35 22.13 17.35 0.32 -404.99 -590.24 -658.37
263 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 93.04 55.25 17.08 21.86 17.08 0.06 -405.26 -590.51 -658.64
268 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 91.09 53.30 15.13 19.91 15.13 -1.89 -407.21 -592.46 -660.59
279 mt_962_use2018_best_save_rnk500_idxctrl 88.00 50.22 12.04 16.83 12.05 -4.98 -410.29 -595.54 -663.67
298 mt_961_use2017_best_save_rnk500_idxctrl 83.37 45.58 7.41 12.19 7.41 -9.62 -414.93 -600.18 -668.31
317 mt_962_use2010_best_save_rnk500_idxctrl 78.62 40.83 2.66 7.44 2.66 -14.36 -419.68 -604.93 -673.06
319 multin_zz500_61002_idxctrl_zz500_pv 78.35 40.57 2.39 7.18 2.39 -14.63 -419.95 -605.20 -673.33
320 multin_zz500_61004_idxctrl_zz500_pv 78.34 40.56 2.39 7.17 2.39 -14.64 -419.95 -605.20 -673.33
321 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 78.17 40.38 2.21 7.00 2.21 -14.81 -420.13 -605.38 -673.51
322 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 78.15 40.37 2.19 6.98 2.19 -14.83 -420.14 -605.39 -673.52
330 mt_961_use2011_last_save_rnk500_idxctrl 76.69 38.90 0.73 5.51 0.73 -16.29 -421.61 -606.86 -674.99
336 multin_zz500_61001_idxctrl_zz500_pv 75.44 37.65 -0.52 4.26 -0.52 -17.54 -422.86 -608.11 -676.24
337 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 75.36 37.58 -0.60 4.19 -0.60 -17.62 -422.94 -608.19 -676.32
345 mt_961_use2010_best_save_rnk500_idxctrl 71.79 34.01 -4.17 0.62 -4.17 -21.19 -426.51 -611.75 -679.89
347 mt_962_use2011_last_save_rnk500_idxctrl 70.82 33.03 -5.14 -0.36 -5.14 -22.16 -427.48 -612.73 -680.86
357 mt_962_use2016_last_save_rnk500_idxctrl 67.35 29.56 -8.61 -3.83 -8.61 -25.63 -430.95 -616.20 -684.33
362 mt_961_use2009_last_save_rnk500_idxctrl 66.51 28.72 -9.45 -4.67 -9.45 -26.48 -431.79 -617.04 -685.17
363 mt_961_use2016_best_save_rnk500_idxctrl 66.00 28.22 -9.95 -5.17 -9.95 -26.98 -432.29 -617.54 -685.67
367 multin_zz1000_61002_idxctrl_50010002000_pv 64.56 26.77 -11.40 -6.62 -11.40 -28.43 -433.74 -618.99 -687.12
368 multin_zz1000_61004_idxctrl_50010002000_pv 63.77 25.98 -12.19 -7.41 -12.19 -29.21 -434.53 -619.78 -687.91
372 multin_zz1000_61004_idxctrl_top3800_pv 63.40 25.62 -12.56 -7.77 -12.56 -29.58 -434.90 -620.15 -688.28
375 multin_zz1000_61002_idxctrl_top3800_pv 62.17 24.39 -13.79 -9.00 -13.79 -30.81 -436.13 -621.38 -689.51
379 mt_961_use2009_best_save_rnk500_idxctrl 61.13 23.34 -14.83 -10.05 -14.83 -31.86 -437.17 -622.42 -690.55
381 multin_zz1000_61004_idxctrl_pv 60.88 23.09 -15.08 -10.29 -15.08 -32.10 -437.42 -622.67 -690.80
382 multin_zz1000_61002_idxctrl_pv 60.88 23.09 -15.08 -10.29 -15.08 -32.10 -437.42 -622.67 -690.80
384 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 59.68 21.90 -16.27 -11.49 -16.27 -33.30 -438.61 -623.86 -691.99
385 multin_zz1000_61002_idxctrl_pv_rm_blc 59.00 21.22 -16.96 -12.17 -16.96 -33.98 -439.29 -624.54 -692.67
386 multin_zz1000_61004_idxctrl_pv_rm_blc 59.00 21.22 -16.96 -12.17 -16.96 -33.98 -439.29 -624.54 -692.67
387 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 58.87 21.08 -17.09 -12.30 -17.09 -34.11 -439.43 -624.68 -692.81
388 mt_961_use2019_last_save_rnk500_idxctrl 58.68 20.89 -17.28 -12.50 -17.28 -34.31 -439.62 -624.87 -693.00
390 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 58.67 20.89 -17.29 -12.50 -17.29 -34.31 -439.62 -624.87 -693.00
392 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 58.51 20.73 -17.45 -12.66 -17.45 -34.47 -439.79 -625.04 -693.17
393 multin_zz1000_61001_idxctrl_pv 58.30 20.51 -17.66 -12.88 -17.66 -34.68 -440.00 -625.25 -693.38
394 mt_961_use2022_best_save_rnk500_idxctrl 57.74 19.96 -18.22 -13.43 -18.22 -35.24 -440.56 -625.81 -693.94
396 mt_961_use2014_last_save_rnk500_idxctrl 56.42 18.64 -19.54 -14.75 -19.54 -36.56 -441.88 -627.13 -695.26
399 multin_zz1000_61001_idxctrl_pv_rm_blc 56.37 18.59 -19.59 -14.80 -19.59 -36.61 -441.93 -627.18 -695.31
400 mt_961_use2021_last_save_rnk500_idxctrl 55.97 18.18 -19.99 -15.21 -19.99 -37.01 -442.33 -627.58 -695.71
403 mt_961_use2024_last_save_rnk500_idxctrl 54.27 16.49 -21.69 -16.90 -21.69 -38.71 -444.03 -629.27 -697.41
405 mt_961_use2011_best_save_rnk500_idxctrl 53.62 15.83 -22.34 -17.55 -22.34 -39.36 -444.68 -629.93 -698.06
410 mt_962_use2017_last_save_rnk500_idxctrl 52.37 14.59 -23.59 -18.80 -23.59 -40.61 -445.92 -631.17 -699.30
412 multin_zz1000_61004_idxctrl_zz1000_pv 50.32 12.54 -25.64 -20.85 -25.64 -42.66 -447.98 -633.22 -701.36
413 mt_962_use2010_last_save_rnk500_idxctrl 50.11 12.33 -25.85 -21.06 -25.85 -42.87 -448.19 -633.44 -701.57
414 mt_961_use2017_last_save_rnk500_idxctrl 50.08 12.30 -25.88 -21.09 -25.88 -42.90 -448.22 -633.47 -701.60
415 multin_zz1000_61002_idxctrl_zz1000_pv 49.99 12.21 -25.97 -21.18 -25.97 -42.99 -448.31 -633.56 -701.69
416 multin_zz1000_61001_idxctrl_50010002000_pv 49.21 11.42 -26.75 -21.97 -26.75 -43.78 -449.09 -634.34 -702.47
417 multin_zz1000_61001_idxctrl_top3800_pv 48.97 11.18 -26.99 -22.20 -26.99 -44.01 -449.33 -634.58 -702.71
421 mt_961_use2022_last_save_rnk500_idxctrl 47.91 10.13 -28.05 -23.26 -28.05 -45.07 -450.39 -635.64 -703.77
422 mt_961_use2024_best_save_rnk500_idxctrl 47.81 10.03 -28.15 -23.36 -28.15 -45.17 -450.49 -635.74 -703.87
423 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 47.68 9.89 -28.28 -23.50 -28.28 -45.30 -450.62 -635.87 -704.00
424 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 47.33 9.54 -28.63 -23.85 -28.63 -45.66 -450.97 -636.22 -704.35
425 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 45.86 8.08 -30.10 -25.31 -30.10 -47.12 -452.44 -637.69 -705.82
426 multin_zz1000_61001_idxctrl_zz1000_pv 45.70 7.91 -30.26 -25.48 -30.26 -47.28 -452.60 -637.85 -705.98
427 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 45.60 7.82 -30.36 -25.57 -30.36 -47.38 -452.70 -637.95 -706.08
430 mt_961_use2016_last_save_rnk500_idxctrl 44.77 6.98 -31.19 -26.41 -31.19 -48.21 -453.53 -638.78 -706.91
433 mt_962_use2015_last_save_rnk500_idxctrl 43.09 5.31 -32.87 -28.08 -32.87 -49.89 -455.20 -640.45 -708.58
434 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 42.91 5.13 -33.05 -28.26 -33.05 -50.07 -455.39 -640.64 -708.77
445 mt_962_use2024_best_save_rnk500_idxctrl 33.89 -3.89 -42.06 -37.28 -42.06 -59.09 -464.40 -649.65 -717.78
446 mt_961_use2010_last_save_rnk500_idxctrl 33.73 -4.05 -42.23 -37.44 -42.23 -59.25 -464.56 -649.81 -717.94
448 mt_961_use2020_best_save_rnk500_idxctrl 33.16 -4.63 -42.80 -38.02 -42.80 -59.83 -465.14 -650.39 -718.52
452 mt_962_use2017_best_save_rnk500_idxctrl 31.06 -6.73 -44.90 -40.11 -44.90 -61.92 -467.24 -652.49 -720.62
456 mt_961_use2019_best_save_rnk500_idxctrl 30.16 -7.63 -45.80 -41.02 -45.80 -62.82 -468.14 -653.39 -721.52
457 mt_961_use2020_last_save_rnk500_idxctrl 29.49 -8.30 -46.47 -41.69 -46.47 -63.50 -468.81 -654.06 -722.19
458 mt_962_use2013_last_save_rnk500_idxctrl 27.77 -10.02 -48.19 -43.41 -48.19 -65.22 -470.53 -655.78 -723.91
460 mt_961_use2015_best_save_rnk500_idxctrl 27.60 -10.18 -48.36 -43.57 -48.36 -65.38 -470.70 -655.95 -724.08
461 mt_962_use2019_best_save_rnk500_idxctrl 27.12 -10.67 -48.84 -44.06 -48.84 -65.87 -471.18 -656.43 -724.56
462 mt_961_use2014_best_save_rnk500_idxctrl 25.58 -12.21 -50.38 -45.60 -50.38 -67.40 -472.72 -657.97 -726.10
468 mt_962_use2012_last_save_rnk500_idxctrl 21.95 -15.83 -54.01 -49.22 -54.01 -71.03 -476.35 -661.59 -729.73
469 mt_961_use2013_best_save_rnk500_idxctrl 21.57 -16.22 -54.39 -49.61 -54.39 -71.41 -476.73 -661.98 -730.11
471 mt_962_use2019_last_save_rnk500_idxctrl 19.94 -17.85 -56.02 -51.24 -56.02 -73.04 -478.36 -663.61 -731.74
473 mt_962_use2024_last_save_rnk500_idxctrl 18.80 -18.98 -57.15 -52.37 -57.15 -74.18 -479.49 -664.74 -732.87
474 mt_962_use2013_best_save_rnk500_idxctrl 18.01 -19.78 -57.95 -53.17 -57.95 -74.98 -480.29 -665.54 -733.67
475 mt_962_use2012_best_save_rnk500_idxctrl 17.86 -19.93 -58.10 -53.32 -58.10 -75.13 -480.44 -665.69 -733.82
481 mt_961_use2021_best_save_rnk500_idxctrl 10.58 -27.20 -65.38 -60.59 -65.38 -82.40 -487.71 -672.96 -741.09
482 mt_961_use2015_last_save_rnk500_idxctrl 9.25 -28.54 -66.71 -61.92 -66.71 -83.73 -489.05 -674.30 -742.43
486 mt_962_use2023_last_save_rnk500_idxctrl 4.18 -33.61 -71.78 -67.00 -71.78 -88.80 -494.12 -679.37 -747.50
490 mt_962_use2022_last_save_rnk500_idxctrl -5.07 -42.85 -81.02 -76.24 -81.02 -98.05 -503.36 -688.61 -756.74
491 mt_962_use2021_best_save_rnk500_idxctrl -5.24 -43.02 -81.20 -76.41 -81.20 -98.22 -503.54 -688.79 -756.92
492 mt_962_use2015_best_save_rnk500_idxctrl -6.09 -43.88 -82.05 -77.26 -82.05 -99.07 -504.39 -689.64 -757.77
493 mt_962_use2022_best_save_rnk500_idxctrl -7.63 -45.42 -83.59 -78.81 -83.59 -100.62 -505.93 -691.18 -759.31
494 mt_962_use2021_last_save_rnk500_idxctrl -8.52 -46.30 -84.47 -79.69 -84.47 -101.50 -506.81 -692.06 -760.19
495 mt_962_use2023_best_save_rnk500_idxctrl -11.17 -48.96 -87.13 -82.35 -87.13 -104.15 -509.47 -694.72 -762.85
496 mt_962_use2014_last_save_rnk500_idxctrl -11.77 -49.56 -87.73 -82.94 -87.73 -104.75 -510.07 -695.32 -763.45
498 mt_962_use2020_last_save_rnk500_idxctrl -12.84 -50.62 -88.80 -84.01 -88.80 -105.82 -511.14 -696.39 -764.52
502 mt_962_use2014_best_save_rnk500_idxctrl -26.40 -64.19 -102.36 -97.57 -102.36 -119.38 -524.70 -709.95 -778.08
509 mt_962_use2020_best_save_rnk500_idxctrl -49.53 -87.31 -125.48 -120.70 -125.48 -142.51 -547.82 -733.07 -801.20