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_20250328_151605
5 mt_961_use2019_best_save_rnk500_idxctrl 44.58 16.66 -47.60 -6.26 -47.60 153.36 636.73 759.53 751.41
9 mt_961_use2019_last_save_rnk500_idxctrl 35.84 7.92 -56.35 -15.01 -56.35 144.62 627.99 750.79 742.67
11 mt_961_use2020_best_save_rnk500_idxctrl 30.21 2.30 -61.97 -20.63 -61.97 138.99 622.37 745.17 737.05
12 mt_961_use2013_best_save_rnk500_idxctrl 29.83 1.91 -62.36 -21.01 -62.36 138.61 621.98 744.78 736.66
13 mt_961_use2020_last_save_rnk500_idxctrl 29.31 1.39 -62.88 -21.53 -62.88 138.09 621.46 744.26 736.14
14 mt_962_use2023_best_save_rnk500_idxctrl 28.87 0.95 -63.32 -21.98 -63.32 137.65 621.02 743.82 735.70
15 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 28.09 0.18 -64.09 -22.75 -64.09 136.87 620.25 743.05 734.93
16 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 27.98 0.06 -64.21 -22.87 -64.21 136.76 620.13 742.93 734.81
17 mt_961_use2024_best_save_rnk500_idxctrl 27.97 0.06 -64.21 -22.87 -64.21 136.75 620.13 742.93 734.81
18 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 27.91 -0.00 -64.27 -22.93 -64.27 136.69 620.07 742.87 734.75
19 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 27.87 -0.05 -64.32 -22.98 -64.32 136.65 620.02 742.82 734.70
20 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 27.78 -0.13 -64.40 -23.06 -64.40 136.56 619.94 742.74 734.62
21 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 27.68 -0.24 -64.50 -23.16 -64.50 136.46 619.83 742.63 734.51
22 mt_961_use2021_last_save_rnk500_idxctrl 27.45 -0.46 -64.73 -23.39 -64.73 136.23 619.61 742.41 734.29
25 mt_961_use2024_last_save_rnk500_idxctrl 26.24 -1.68 -65.95 -24.61 -65.95 135.01 618.39 741.19 733.07
26 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 25.69 -2.22 -66.49 -25.15 -66.49 134.47 617.85 740.65 732.53
27 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 25.52 -2.39 -66.66 -25.32 -66.66 134.30 617.68 740.48 732.36
28 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 25.32 -2.59 -66.86 -25.52 -66.86 134.10 617.48 740.28 732.16
30 multin_zz500_61004_idxctrl_zz500_pv 25.07 -2.85 -67.12 -25.78 -67.12 133.85 617.22 740.02 731.90
31 multin_zz500_61002_idxctrl_zz500_pv 25.00 -2.91 -67.18 -25.84 -67.18 133.78 617.16 739.96 731.84
32 mt_961_use2018_last_save_rnk500_idxctrl 24.98 -2.94 -67.21 -25.87 -67.21 133.75 617.13 739.93 731.81
34 multin_zz500_61001_idxctrl_zz500_pv 24.92 -2.99 -67.26 -25.92 -67.26 133.70 617.08 739.88 731.76
35 mt_962_use2020_best_save_rnk500_idxctrl 24.48 -3.44 -67.71 -26.37 -67.71 133.25 616.63 739.43 731.31
36 mt_961_use2018_best_save_rnk500_idxctrl 21.15 -6.76 -71.03 -29.69 -71.03 129.93 613.31 736.11 727.99
37 mt_961_use2022_last_save_rnk500_idxctrl 20.87 -7.05 -71.32 -29.98 -71.32 129.64 613.02 735.82 727.70
39 mt_961_use2010_best_save_rnk500_idxctrl 20.45 -7.47 -71.73 -30.39 -71.73 129.23 612.60 735.40 727.28
41 mt_961_use2021_best_save_rnk500_idxctrl 19.95 -7.97 -72.23 -30.89 -72.23 128.73 612.10 734.90 726.78
42 mt_961_use2022_best_save_rnk500_idxctrl 19.28 -8.63 -72.90 -31.56 -72.90 128.06 611.44 734.24 726.12
43 mt_961_use2010_last_save_rnk500_idxctrl 19.26 -8.66 -72.93 -31.59 -72.93 128.04 611.41 734.21 726.09
44 mt_961_use2023_best_save_rnk500_idxctrl 18.54 -9.37 -73.64 -32.30 -73.64 127.32 610.70 733.50 725.38
45 mt_962_use2020_last_save_rnk500_idxctrl 18.44 -9.48 -73.75 -32.41 -73.75 127.22 610.59 733.39 725.27
46 mt_962_use2023_last_save_rnk500_idxctrl 18.20 -9.72 -73.98 -32.64 -73.98 126.98 610.35 733.15 725.03
47 mt_962_use2022_last_save_rnk500_idxctrl 17.96 -9.96 -74.22 -32.88 -74.22 126.74 610.11 732.91 724.79
49 mt_962_use2021_best_save_rnk500_idxctrl 17.59 -10.32 -74.59 -33.25 -74.59 126.37 609.75 732.55 724.43
51 mt_962_use2015_best_save_rnk500_idxctrl 16.07 -11.84 -76.11 -34.77 -76.11 124.85 608.23 731.03 722.91
54 mt_962_use2024_last_save_rnk500_idxctrl 15.14 -12.78 -77.05 -35.71 -77.05 123.92 607.29 730.09 721.97
55 mt_961_use2016_last_save_rnk500_idxctrl 14.66 -13.26 -77.53 -36.19 -77.53 123.44 606.81 729.61 721.49
57 mt_962_use2024_best_save_rnk500_idxctrl 14.35 -13.56 -77.83 -36.49 -77.83 123.13 606.51 729.31 721.19
59 mt_962_use2019_last_save_rnk500_idxctrl 13.89 -14.03 -78.30 -36.96 -78.30 122.67 606.04 728.84 720.72
60 mt_962_use2010_last_save_rnk500_idxctrl 12.37 -15.54 -79.81 -38.47 -79.81 121.15 604.53 727.33 719.21
61 mt_962_use2019_best_save_rnk500_idxctrl 12.16 -15.75 -80.02 -38.68 -80.02 120.94 604.32 727.12 719.00
62 mt_962_use2018_best_save_rnk500_idxctrl 11.83 -16.08 -80.35 -39.01 -80.35 120.61 603.99 726.79 718.67
63 multin_zz1000_61001_idxctrl_pv_rm_blc 11.67 -16.25 -80.52 -39.18 -80.52 120.45 603.82 726.62 718.50
64 multin_zz1000_61004_idxctrl_pv_rm_blc 11.34 -16.57 -80.84 -39.50 -80.84 120.12 603.50 726.30 718.18
65 multin_zz1000_61002_idxctrl_pv_rm_blc 11.34 -16.57 -80.84 -39.50 -80.84 120.12 603.50 726.30 718.18
66 mt_961_use2017_last_save_rnk500_idxctrl 11.01 -16.90 -81.17 -39.83 -81.17 119.79 603.17 725.96 717.85
67 multin_zz1000_61001_idxctrl_pv 10.94 -16.97 -81.24 -39.90 -81.24 119.72 603.10 725.90 717.78
68 mt_961_use2013_last_save_rnk500_idxctrl 10.73 -17.18 -81.45 -40.11 -81.45 119.51 602.89 725.69 717.57
69 mt_961_use2023_last_save_rnk500_idxctrl 10.66 -17.26 -81.53 -40.19 -81.53 119.44 602.81 725.61 717.49
70 mt_961_use2015_best_save_rnk500_idxctrl 10.61 -17.30 -81.57 -40.23 -81.57 119.39 602.77 725.57 717.45
71 multin_zz1000_61002_idxctrl_pv 10.61 -17.30 -81.57 -40.23 -81.57 119.39 602.77 725.57 717.45
72 multin_zz1000_61004_idxctrl_pv 10.61 -17.30 -81.57 -40.23 -81.57 119.39 602.77 725.57 717.45
73 mt_962_use2022_best_save_rnk500_idxctrl 10.48 -17.44 -81.71 -40.37 -81.71 119.26 602.63 725.43 717.31
81 mt_961_use2014_best_save_rnk500_idxctrl 8.10 -19.81 -84.08 -42.74 -84.08 116.88 600.26 723.06 714.94
82 multin_zz1000_61001_idxctrl_pv_rm_fnd 7.80 -20.11 -84.38 -43.04 -84.38 116.58 599.95 722.75 714.64
83 mt_961_use2011_best_save_rnk500_idxctrl 7.72 -20.19 -84.46 -43.12 -84.46 116.50 599.88 722.68 714.56
84 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 7.60 -20.31 -84.58 -43.24 -84.58 116.38 599.76 722.56 714.44
85 mt_962_use2017_last_save_rnk500_idxctrl 7.44 -20.47 -84.74 -43.40 -84.74 116.22 599.60 722.40 714.28
86 multin_zz1000_61004_idxctrl_pv_rm_fnd 7.28 -20.63 -84.90 -43.56 -84.90 116.06 599.44 722.24 714.12
87 multin_zz1000_61002_idxctrl_pv_rm_fnd 7.28 -20.63 -84.90 -43.56 -84.90 116.06 599.44 722.24 714.12
88 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 7.10 -20.82 -85.08 -43.74 -85.08 115.88 599.25 722.05 713.93
89 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 7.10 -20.82 -85.08 -43.74 -85.08 115.88 599.25 722.05 713.93
90 mt_961_use2017_best_save_rnk500_idxctrl 6.13 -21.79 -86.05 -44.71 -86.05 114.91 598.28 721.08 712.96
91 mt_961_use2011_last_save_rnk500_idxctrl 5.79 -22.12 -86.39 -45.05 -86.39 114.57 597.95 720.75 712.63
92 mt_962_use2017_best_save_rnk500_idxctrl 5.35 -22.56 -86.83 -45.49 -86.83 114.13 597.50 720.30 712.19
93 mt_962_use2018_last_save_rnk500_idxctrl 5.11 -22.80 -87.07 -45.73 -87.07 113.89 597.27 720.07 711.95
94 mt_961_use2016_best_save_rnk500_idxctrl 3.41 -24.50 -88.77 -47.43 -88.77 112.19 595.56 718.36 710.25
95 mt_962_use2013_best_save_rnk500_idxctrl 3.25 -24.67 -88.94 -47.59 -88.94 112.03 595.40 718.20 710.08
97 mt_961_use2008_best_save_rnk500_idxctrl 3.14 -24.78 -89.05 -47.71 -89.05 111.92 595.29 718.09 709.97
98 mt_961_use2012_best_save_rnk500_idxctrl 2.72 -25.19 -89.46 -48.12 -89.46 111.50 594.88 717.68 709.56
101 mt_962_use2021_last_save_rnk500_idxctrl 2.56 -25.35 -89.62 -48.28 -89.62 111.34 594.72 717.52 709.40
106 mt_962_use2010_best_save_rnk500_idxctrl 1.14 -26.78 -91.05 -49.71 -91.05 109.92 593.29 716.09 707.97
108 mt_961_use2015_last_save_rnk500_idxctrl 0.84 -27.07 -91.34 -50.00 -91.34 109.62 593.00 715.80 707.68
109 mt_962_use2012_best_save_rnk500_idxctrl 0.75 -27.17 -91.43 -50.09 -91.43 109.53 592.90 715.70 707.58
111 mt_961_use2009_best_save_rnk500_idxctrl 0.74 -27.18 -91.44 -50.10 -91.44 109.52 592.89 715.69 707.57
115 mt_962_use2013_last_save_rnk500_idxctrl 0.09 -27.83 -92.09 -50.75 -92.09 108.87 592.24 715.04 706.92
116 mt_961_use2012_last_save_rnk500_idxctrl -0.46 -28.38 -92.64 -51.30 -92.64 108.32 591.69 714.49 706.37
117 mt_961_use2009_last_save_rnk500_idxctrl -0.48 -28.39 -92.66 -51.32 -92.66 108.30 591.68 714.48 706.36
121 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -1.04 -28.95 -93.22 -51.88 -93.22 107.74 591.12 713.92 705.80
122 multin_zz1000_61004_idxctrl_zz1000_pv -1.16 -29.08 -93.35 -52.00 -93.35 107.62 590.99 713.79 705.67
123 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -1.44 -29.36 -93.62 -52.28 -93.62 107.34 590.71 713.51 705.39
124 multin_zz1000_61002_idxctrl_zz1000_pv -1.57 -29.48 -93.75 -52.41 -93.75 107.21 590.59 713.39 705.27
125 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -1.57 -29.49 -93.75 -52.41 -93.75 107.21 590.58 713.38 705.26
126 multin_zz1000_61001_idxctrl_zz1000_pv -1.73 -29.64 -93.91 -52.57 -93.91 107.05 590.43 713.23 705.11
130 mt_961_use2008_last_save_rnk500_idxctrl -2.74 -30.66 -94.93 -53.59 -94.93 106.04 589.41 712.21 704.09
133 mt_962_use2009_last_save_rnk500_idxctrl -3.81 -31.72 -95.99 -54.65 -95.99 104.97 588.35 711.15 703.03
134 mt_962_use2009_best_save_rnk500_idxctrl -4.00 -31.91 -96.18 -54.84 -96.18 104.78 588.16 710.96 702.84
138 mt_961_use2014_last_save_rnk500_idxctrl -4.72 -32.63 -96.90 -55.56 -96.90 104.06 587.44 710.24 702.12
141 mt_962_use2015_last_save_rnk500_idxctrl -5.51 -33.43 -97.70 -56.36 -97.70 103.27 586.64 709.44 701.32
143 mt_962_use2008_last_save_rnk500_idxctrl -5.78 -33.69 -97.96 -56.62 -97.96 103.00 586.38 709.18 701.06
147 mt_962_use2008_best_save_rnk500_idxctrl -7.05 -34.97 -99.23 -57.89 -99.23 101.73 585.10 707.90 699.78
149 mt_962_use2016_best_save_rnk500_idxctrl -7.86 -35.77 -100.04 -58.70 -100.04 100.92 584.30 707.10 698.98
150 mt_962_use2014_best_save_rnk500_idxctrl -7.87 -35.78 -100.05 -58.71 -100.05 100.91 584.29 707.09 698.97
152 mt_962_use2011_last_save_rnk500_idxctrl -8.23 -36.15 -100.41 -59.07 -100.41 100.55 583.92 706.72 698.60
154 mt_962_use2012_last_save_rnk500_idxctrl -8.86 -36.78 -101.04 -59.70 -101.04 99.92 583.29 706.09 697.97
156 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -9.12 -37.03 -101.30 -59.96 -101.30 99.66 583.04 705.83 697.72
157 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -9.13 -37.05 -101.32 -59.98 -101.32 99.64 583.02 705.82 697.70
158 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -9.24 -37.16 -101.43 -60.09 -101.43 99.54 582.91 705.71 697.59
160 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -10.20 -38.11 -102.38 -61.04 -102.38 98.58 581.96 704.76 696.64
161 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -10.20 -38.12 -102.39 -61.04 -102.39 98.58 581.95 704.75 696.63
162 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -10.33 -38.24 -102.51 -61.17 -102.51 98.45 581.83 704.63 696.51
163 mt_962_use2014_last_save_rnk500_idxctrl -10.51 -38.42 -102.69 -61.35 -102.69 98.27 581.65 704.45 696.33
174 mt_962_use2016_last_save_rnk500_idxctrl -13.64 -41.55 -105.82 -64.48 -105.82 95.14 578.51 701.31 693.20
175 mt_962_use2011_best_save_rnk500_idxctrl -15.43 -43.34 -107.61 -66.27 -107.61 93.35 576.73 699.53 691.41
181 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -17.91 -45.82 -110.09 -68.75 -110.09 90.87 574.25 697.05 688.93
184 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -19.02 -46.93 -111.20 -69.86 -111.20 89.76 573.14 695.94 687.82
185 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -19.04 -46.95 -111.22 -69.88 -111.22 89.74 573.12 695.92 687.80
188 multin_zz1000_61002_idxctrl_top3800_pv -19.33 -47.25 -111.52 -70.18 -111.52 89.45 572.82 695.62 687.50
194 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -20.11 -48.03 -112.30 -70.96 -112.30 88.66 572.04 694.84 686.72
195 multin_zz1000_61001_idxctrl_top3800_pv -20.17 -48.08 -112.35 -71.01 -112.35 88.61 571.99 694.79 686.67
196 multin_zz1000_61004_idxctrl_top3800_pv -20.39 -48.31 -112.58 -71.24 -112.58 88.39 571.76 694.56 686.44
197 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -20.68 -48.59 -112.86 -71.52 -112.86 88.10 571.48 694.28 686.16
199 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -20.84 -48.75 -113.02 -71.68 -113.02 87.94 571.31 694.11 686.00
203 multin_zz1000_61002_idxctrl_50010002000_pv -21.47 -49.38 -113.65 -72.31 -113.65 87.31 570.69 693.49 685.37
205 multin_zz1000_61001_idxctrl_50010002000_pv -21.97 -49.88 -114.15 -72.81 -114.15 86.81 570.19 692.99 684.87
207 multin_zz1000_61004_idxctrl_50010002000_pv -22.16 -50.07 -114.34 -73.00 -114.34 86.62 569.99 692.79 684.68
209 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -22.57 -50.49 -114.76 -73.42 -114.76 86.21 569.58 692.38 684.26
211 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -23.49 -51.40 -115.67 -74.33 -115.67 85.29 568.67 691.47 683.35
213 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -24.23 -52.15 -116.42 -75.08 -116.42 84.55 567.92 690.72 682.60
216 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -25.05 -52.97 -117.24 -75.90 -117.24 83.72 567.10 689.90 681.78
217 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -25.22 -53.13 -117.40 -76.06 -117.40 83.56 566.94 689.74 681.62
219 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -25.71 -53.63 -117.89 -76.55 -117.89 83.07 566.44 689.24 681.12
221 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -25.84 -53.75 -118.02 -76.68 -118.02 82.94 566.32 689.12 681.00
222 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -26.21 -54.13 -118.39 -77.05 -118.39 82.57 565.94 688.74 680.62
223 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -26.53 -54.45 -118.72 -77.38 -118.72 82.24 565.62 688.42 680.30
225 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -27.28 -55.19 -119.46 -78.12 -119.46 81.50 564.88 687.68 679.56
226 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -27.94 -55.85 -120.12 -78.78 -120.12 80.84 564.22 687.02 678.90
232 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -29.07 -56.99 -121.26 -79.92 -121.26 79.71 563.08 685.88 677.76