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_20250327_151530
3 mt_962_use2015_best_save_rnk500_idxctrl 70.34 44.29 61.23 27.39 61.23 137.16 90.56 -85.55 -134.14
4 mt_961_use2020_best_save_rnk500_idxctrl 68.95 42.90 59.84 26.00 59.84 135.77 89.17 -86.94 -135.53
5 mt_961_use2020_last_save_rnk500_idxctrl 67.57 41.52 58.46 24.62 58.46 134.40 87.80 -88.31 -136.91
7 mt_961_use2019_last_save_rnk500_idxctrl 65.97 39.92 56.86 23.02 56.86 132.80 86.20 -89.91 -138.51
8 mt_961_use2013_best_save_rnk500_idxctrl 65.80 39.75 56.69 22.85 56.69 132.63 86.03 -90.08 -138.68
10 mt_962_use2022_best_save_rnk500_idxctrl 58.46 32.41 49.35 15.51 49.35 125.28 78.68 -97.42 -146.02
11 mt_962_use2021_best_save_rnk500_idxctrl 56.56 30.51 47.45 13.61 47.46 123.39 76.79 -99.32 -147.91
18 mt_962_use2019_best_save_rnk500_idxctrl 49.08 23.03 39.97 6.13 39.97 115.91 69.31 -106.80 -155.39
19 mt_961_use2019_best_save_rnk500_idxctrl 49.07 23.02 39.96 6.12 39.96 115.89 69.29 -106.81 -155.41
21 mt_962_use2020_best_save_rnk500_idxctrl 48.85 22.80 39.74 5.90 39.74 115.67 69.07 -107.03 -155.63
29 mt_961_use2022_last_save_rnk500_idxctrl 39.99 13.94 30.88 -2.96 30.88 106.81 60.21 -115.89 -164.49
31 mt_961_use2022_best_save_rnk500_idxctrl 39.27 13.22 30.16 -3.68 30.16 106.10 59.50 -116.61 -165.20
38 mt_961_use2021_last_save_rnk500_idxctrl 30.21 4.16 21.10 -12.74 21.10 97.03 50.43 -125.67 -174.27
39 mt_962_use2020_last_save_rnk500_idxctrl 29.20 3.15 20.09 -13.75 20.09 96.02 49.42 -126.68 -175.28
41 mt_961_use2013_last_save_rnk500_idxctrl 26.72 0.67 17.61 -16.23 17.61 93.54 46.94 -129.16 -177.76
43 mt_961_use2021_best_save_rnk500_idxctrl 25.93 -0.12 16.82 -17.02 16.82 92.76 46.16 -129.95 -178.54
47 mt_962_use2019_last_save_rnk500_idxctrl 23.20 -2.85 14.09 -19.75 14.09 90.03 43.43 -132.68 -181.28
49 mt_962_use2022_last_save_rnk500_idxctrl 20.89 -5.17 11.77 -22.06 11.78 87.71 41.11 -135.00 -183.59
51 mt_961_use2010_last_save_rnk500_idxctrl 20.02 -6.04 10.90 -22.93 10.91 86.84 40.24 -135.87 -184.46
53 mt_961_use2010_best_save_rnk500_idxctrl 17.99 -8.06 8.88 -24.96 8.88 84.82 38.22 -137.89 -186.49
54 mt_961_use2018_last_save_rnk500_idxctrl 16.51 -9.54 7.40 -26.44 7.40 83.33 36.73 -139.37 -187.97
55 multin_zz500_61004_idxctrl_zz500_pv 15.38 -10.67 6.27 -27.57 6.27 82.20 35.60 -140.50 -189.10
56 multin_zz500_61001_idxctrl_zz500_pv 15.36 -10.69 6.25 -27.59 6.25 82.19 35.59 -140.52 -189.11
58 multin_zz500_61002_idxctrl_zz500_pv 15.08 -10.97 5.97 -27.87 5.97 81.90 35.30 -140.81 -189.40
59 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 14.64 -11.41 5.53 -28.31 5.53 81.46 34.86 -141.25 -189.84
60 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 14.64 -11.41 5.53 -28.31 5.53 81.46 34.86 -141.24 -189.84
61 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 14.32 -11.74 5.20 -28.63 5.21 81.14 34.54 -141.57 -190.16
63 mt_962_use2021_last_save_rnk500_idxctrl 12.71 -13.34 3.60 -30.24 3.60 79.53 32.93 -143.17 -191.77
65 mt_961_use2012_best_save_rnk500_idxctrl 11.96 -14.09 2.85 -30.99 2.85 78.78 32.18 -143.92 -192.52
76 mt_962_use2018_best_save_rnk500_idxctrl 7.38 -18.67 -1.73 -35.57 -1.73 74.21 27.61 -148.50 -197.10
78 mt_961_use2018_best_save_rnk500_idxctrl 5.40 -20.65 -3.71 -37.55 -3.71 72.23 25.63 -150.48 -199.07
80 mt_962_use2010_last_save_rnk500_idxctrl 4.35 -21.70 -4.76 -38.60 -4.76 71.18 24.57 -151.53 -200.13
82 multin_zz1000_61002_idxctrl_pv 3.29 -22.76 -5.82 -39.66 -5.82 70.12 23.52 -152.59 -201.19
83 multin_zz1000_61004_idxctrl_pv 3.29 -22.76 -5.82 -39.66 -5.82 70.12 23.52 -152.59 -201.19
84 multin_zz1000_61001_idxctrl_pv 3.15 -22.90 -5.96 -39.80 -5.96 69.98 23.38 -152.73 -201.33
90 multin_zz1000_61004_idxctrl_pv_rm_blc 2.35 -23.70 -6.76 -40.60 -6.76 69.17 22.57 -153.53 -202.13
91 multin_zz1000_61002_idxctrl_pv_rm_blc 2.35 -23.70 -6.76 -40.60 -6.76 69.17 22.57 -153.53 -202.13
93 multin_zz1000_61001_idxctrl_pv_rm_blc 2.19 -23.86 -6.92 -40.76 -6.92 69.02 22.42 -153.69 -202.28
96 mt_962_use2015_last_save_rnk500_idxctrl 1.54 -24.51 -7.57 -41.41 -7.57 68.36 21.76 -154.34 -202.94
99 mt_962_use2023_best_save_rnk500_idxctrl 0.22 -25.83 -8.89 -42.73 -8.89 67.05 20.45 -155.66 -204.25
107 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -0.79 -26.84 -9.90 -43.74 -9.90 66.04 19.44 -156.67 -205.26
108 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -0.90 -26.95 -10.01 -43.85 -10.01 65.92 19.32 -156.78 -205.38
110 mt_962_use2023_last_save_rnk500_idxctrl -0.96 -27.01 -10.07 -43.91 -10.07 65.87 19.27 -156.84 -205.44
111 mt_961_use2012_last_save_rnk500_idxctrl -1.08 -27.13 -10.19 -44.03 -10.19 65.74 19.14 -156.97 -205.56
113 mt_961_use2011_best_save_rnk500_idxctrl -1.67 -27.72 -10.78 -44.62 -10.78 65.15 18.55 -157.55 -206.15
114 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -1.73 -27.78 -10.84 -44.68 -10.84 65.10 18.50 -157.61 -206.21
115 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -1.82 -27.87 -10.93 -44.77 -10.93 65.01 18.41 -157.70 -206.29
116 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -1.85 -27.90 -10.96 -44.80 -10.96 64.97 18.37 -157.73 -206.33
118 mt_961_use2017_last_save_rnk500_idxctrl -2.44 -28.49 -11.55 -45.39 -11.55 64.39 17.79 -158.32 -206.91
120 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -2.78 -28.83 -11.89 -45.73 -11.89 64.04 17.44 -158.66 -207.26
121 mt_962_use2013_last_save_rnk500_idxctrl -2.98 -29.04 -12.10 -45.93 -12.09 63.84 17.24 -158.87 -207.46
124 multin_zz1000_61002_idxctrl_zz1000_pv -4.43 -30.48 -13.54 -47.38 -13.54 62.40 15.80 -160.31 -208.90
126 mt_962_use2018_last_save_rnk500_idxctrl -4.79 -30.84 -13.90 -47.74 -13.90 62.03 15.43 -160.67 -209.27
127 multin_zz1000_61001_idxctrl_zz1000_pv -5.08 -31.13 -14.19 -48.03 -14.19 61.74 15.14 -160.97 -209.56
129 multin_zz1000_61004_idxctrl_zz1000_pv -5.37 -31.42 -14.48 -48.32 -14.48 61.45 14.85 -161.26 -209.85
130 mt_962_use2013_best_save_rnk500_idxctrl -5.49 -31.54 -14.60 -48.44 -14.60 61.33 14.73 -161.37 -209.97
131 multin_zz1000_61002_idxctrl_pv_rm_fnd -5.58 -31.63 -14.69 -48.53 -14.69 61.25 14.65 -161.46 -210.05
132 multin_zz1000_61004_idxctrl_pv_rm_fnd -5.58 -31.63 -14.69 -48.53 -14.69 61.25 14.65 -161.46 -210.05
136 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -6.25 -32.30 -15.36 -49.20 -15.36 60.57 13.97 -162.13 -210.73
137 mt_961_use2015_best_save_rnk500_idxctrl -6.34 -32.39 -15.46 -49.29 -15.45 60.48 13.88 -162.23 -210.82
138 mt_961_use2011_last_save_rnk500_idxctrl -6.66 -32.71 -15.77 -49.61 -15.77 60.17 13.56 -162.54 -211.14
139 multin_zz1000_61001_idxctrl_pv_rm_fnd -6.73 -32.78 -15.85 -49.68 -15.84 60.09 13.49 -162.62 -211.21
140 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -6.95 -33.00 -16.06 -49.90 -16.06 59.87 13.27 -162.83 -211.43
142 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -7.18 -33.23 -16.29 -50.13 -16.29 59.64 13.04 -163.06 -211.66
145 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -7.86 -33.91 -16.97 -50.81 -16.97 58.96 12.36 -163.74 -212.34
146 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -7.86 -33.91 -16.97 -50.81 -16.97 58.96 12.36 -163.74 -212.34
151 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -9.01 -35.06 -18.12 -51.96 -18.12 57.81 11.21 -164.89 -213.49
155 mt_961_use2024_last_save_rnk500_idxctrl -9.73 -35.78 -18.84 -52.68 -18.84 57.10 10.50 -165.61 -214.21
157 multin_zz1000_61002_idxctrl_top3800_pv -9.92 -35.97 -19.03 -52.87 -19.03 56.91 10.30 -165.80 -214.40
158 multin_zz1000_61002_idxctrl_50010002000_pv -10.31 -36.36 -19.42 -53.26 -19.42 56.51 9.91 -166.19 -214.79
159 multin_zz1000_61004_idxctrl_top3800_pv -10.41 -36.46 -19.53 -53.36 -19.52 56.41 9.81 -166.30 -214.89
165 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -11.13 -37.18 -20.24 -54.08 -20.24 55.69 9.09 -167.01 -215.61
167 mt_961_use2024_best_save_rnk500_idxctrl -11.15 -37.20 -20.26 -54.10 -20.26 55.67 9.07 -167.04 -215.63
168 multin_zz1000_61004_idxctrl_50010002000_pv -11.35 -37.40 -20.46 -54.30 -20.46 55.48 8.88 -167.23 -215.83
169 multin_zz1000_61001_idxctrl_50010002000_pv -11.37 -37.42 -20.48 -54.32 -20.48 55.45 8.85 -167.25 -215.85
174 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -11.69 -37.74 -20.80 -54.64 -20.80 55.14 8.54 -167.57 -216.17
177 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -12.11 -38.16 -21.22 -55.06 -21.22 54.72 8.11 -167.99 -216.59
178 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -12.13 -38.18 -21.24 -55.08 -21.24 54.70 8.10 -168.01 -216.61
179 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -12.15 -38.20 -21.26 -55.10 -21.26 54.67 8.07 -168.03 -216.63
185 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -12.44 -38.49 -21.56 -55.39 -21.55 54.38 7.78 -168.33 -216.92
190 mt_961_use2009_best_save_rnk500_idxctrl -12.54 -38.59 -21.65 -55.49 -21.65 54.28 7.68 -168.42 -217.02
192 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -13.22 -39.27 -22.33 -56.17 -22.33 53.61 7.01 -169.10 -217.69
194 mt_961_use2009_last_save_rnk500_idxctrl -13.38 -39.43 -22.49 -56.33 -22.49 53.44 6.84 -169.26 -217.86
196 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -13.69 -39.74 -22.80 -56.64 -22.80 53.13 6.53 -169.58 -218.17
197 multin_zz1000_61001_idxctrl_top3800_pv -13.78 -39.83 -22.89 -56.73 -22.89 53.04 6.44 -169.66 -218.26
199 mt_962_use2016_last_save_rnk500_idxctrl -14.02 -40.07 -23.13 -56.97 -23.13 52.81 6.21 -169.90 -218.50
201 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -14.26 -40.31 -23.37 -57.21 -23.37 52.57 5.97 -170.14 -218.73
204 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -14.55 -40.60 -23.66 -57.50 -23.66 52.27 5.67 -170.43 -219.03
208 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -14.78 -40.83 -23.89 -57.73 -23.89 52.05 5.45 -170.66 -219.26
209 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -14.91 -40.96 -24.02 -57.86 -24.02 51.91 5.31 -170.79 -219.39
211 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -15.17 -41.22 -24.28 -58.12 -24.28 51.66 5.05 -171.05 -219.65
212 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -15.51 -41.57 -24.63 -58.46 -24.62 51.31 4.71 -171.40 -219.99
214 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -15.89 -41.94 -25.00 -58.84 -25.00 50.93 4.33 -171.77 -220.37
220 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -16.23 -42.28 -25.35 -59.18 -25.34 50.59 3.99 -172.12 -220.71
224 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -16.84 -42.89 -25.95 -59.79 -25.95 49.99 3.39 -172.72 -221.32
225 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -17.37 -43.42 -26.48 -60.32 -26.48 49.46 2.86 -173.25 -221.85
227 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -17.52 -43.57 -26.63 -60.47 -26.63 49.31 2.70 -173.40 -222.00
229 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -17.79 -43.84 -26.90 -60.74 -26.90 49.04 2.44 -173.67 -222.27
230 mt_961_use2017_best_save_rnk500_idxctrl -17.91 -43.96 -27.02 -60.86 -27.02 48.92 2.32 -173.79 -222.39
238 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -19.37 -45.42 -28.48 -62.32 -28.48 47.46 0.85 -175.25 -223.85
248 mt_962_use2012_best_save_rnk500_idxctrl -21.20 -47.25 -30.31 -64.15 -30.30 45.63 -0.97 -177.08 -225.67
250 mt_961_use2015_last_save_rnk500_idxctrl -21.50 -47.55 -30.61 -64.45 -30.61 45.33 -1.27 -177.38 -225.98
253 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -21.91 -47.96 -31.02 -64.86 -31.02 44.92 -1.68 -177.79 -226.38
255 mt_962_use2011_last_save_rnk500_idxctrl -22.45 -48.50 -31.56 -65.40 -31.56 44.37 -2.23 -178.33 -226.93
258 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -22.48 -48.53 -31.59 -65.43 -31.59 44.35 -2.26 -178.36 -226.96
260 mt_962_use2017_best_save_rnk500_idxctrl -22.76 -48.81 -31.87 -65.71 -31.87 44.07 -2.53 -178.64 -227.24
264 mt_962_use2010_best_save_rnk500_idxctrl -23.14 -49.19 -32.25 -66.09 -32.25 43.68 -2.92 -179.02 -227.62
276 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -25.11 -51.16 -34.22 -68.06 -34.22 41.72 -4.88 -180.99 -229.58
296 mt_962_use2024_last_save_rnk500_idxctrl -27.25 -53.30 -36.36 -70.20 -36.36 39.58 -7.02 -183.13 -231.72
301 mt_962_use2024_best_save_rnk500_idxctrl -27.70 -53.75 -36.82 -70.65 -36.81 39.12 -7.48 -183.59 -232.18
341 mt_961_use2008_best_save_rnk500_idxctrl -31.77 -57.82 -40.88 -74.72 -40.88 35.05 -11.55 -187.65 -236.25
342 mt_962_use2017_last_save_rnk500_idxctrl -31.98 -58.03 -41.09 -74.93 -41.09 34.85 -11.75 -187.86 -236.45
344 mt_961_use2016_last_save_rnk500_idxctrl -32.06 -58.11 -41.17 -75.01 -41.17 34.76 -11.84 -187.94 -236.54
349 mt_961_use2023_best_save_rnk500_idxctrl -32.51 -58.56 -41.62 -75.46 -41.62 34.32 -12.28 -188.39 -236.98
369 mt_962_use2009_best_save_rnk500_idxctrl -34.87 -60.92 -43.98 -77.82 -43.98 31.96 -14.64 -190.75 -239.34
384 mt_962_use2009_last_save_rnk500_idxctrl -36.94 -63.00 -46.06 -79.90 -46.05 29.88 -16.72 -192.83 -241.42
393 mt_961_use2023_last_save_rnk500_idxctrl -38.27 -64.32 -47.39 -81.22 -47.38 28.55 -18.05 -194.16 -242.75
400 mt_962_use2011_best_save_rnk500_idxctrl -39.40 -65.45 -48.51 -82.35 -48.51 27.43 -19.17 -195.28 -243.87
407 mt_962_use2016_best_save_rnk500_idxctrl -40.85 -66.90 -49.96 -83.80 -49.96 25.97 -20.63 -196.74 -245.33
416 mt_961_use2016_best_save_rnk500_idxctrl -42.60 -68.65 -51.71 -85.55 -51.71 24.22 -22.38 -198.48 -247.08
417 mt_962_use2008_best_save_rnk500_idxctrl -42.64 -68.69 -51.75 -85.59 -51.75 24.18 -22.42 -198.52 -247.12
418 mt_961_use2008_last_save_rnk500_idxctrl -42.74 -68.79 -51.85 -85.69 -51.85 24.09 -22.51 -198.62 -247.22
430 mt_962_use2008_last_save_rnk500_idxctrl -46.52 -72.57 -55.63 -89.47 -55.63 20.30 -26.30 -202.40 -251.00
439 mt_961_use2014_best_save_rnk500_idxctrl -47.99 -74.05 -57.11 -90.94 -57.10 18.83 -27.77 -203.88 -252.47
451 mt_962_use2012_last_save_rnk500_idxctrl -52.23 -78.28 -61.34 -95.18 -61.34 14.59 -32.01 -208.11 -256.71
481 mt_961_use2014_last_save_rnk500_idxctrl -67.99 -94.04 -77.10 -110.94 -77.10 -1.17 -47.77 -223.87 -272.47
489 mt_962_use2014_best_save_rnk500_idxctrl -73.19 -99.25 -82.31 -116.14 -82.30 -6.37 -52.97 -229.08 -277.67
492 mt_962_use2014_last_save_rnk500_idxctrl -76.15 -102.20 -85.26 -119.10 -85.26 -9.33 -55.93 -232.03 -280.63