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_20250331_151527
3 mt_962_use2020_best_save_rnk500_idxctrl 56.02 84.67 -12.28 54.21 -12.28 112.66 453.72 502.57 484.11
5 mt_961_use2019_best_save_rnk500_idxctrl 40.11 68.77 -28.18 38.31 -28.18 96.75 437.81 486.66 468.21
6 mt_962_use2015_best_save_rnk500_idxctrl 39.58 68.23 -28.72 37.77 -28.72 96.21 437.28 486.13 467.67
7 mt_962_use2022_best_save_rnk500_idxctrl 39.34 67.99 -28.96 37.53 -28.96 95.98 437.04 485.89 467.44
8 mt_962_use2021_best_save_rnk500_idxctrl 38.70 67.35 -29.60 36.89 -29.60 95.34 436.40 485.25 466.79
9 mt_962_use2020_last_save_rnk500_idxctrl 34.78 63.43 -33.52 32.97 -33.52 91.42 432.48 481.33 462.88
10 mt_962_use2019_last_save_rnk500_idxctrl 32.55 61.21 -35.75 30.75 -35.74 89.19 430.25 479.10 460.65
13 mt_961_use2022_last_save_rnk500_idxctrl 28.74 57.39 -39.56 26.93 -39.56 85.38 426.44 475.29 456.83
15 mt_962_use2019_best_save_rnk500_idxctrl 25.97 54.62 -42.33 24.17 -42.32 82.61 423.67 472.52 454.07
18 mt_961_use2021_best_save_rnk500_idxctrl 22.95 51.60 -45.35 21.14 -45.35 79.58 420.64 469.49 451.04
19 mt_962_use2022_last_save_rnk500_idxctrl 22.53 51.18 -45.77 20.73 -45.77 79.17 420.23 469.08 450.63
20 mt_961_use2022_best_save_rnk500_idxctrl 20.25 48.90 -48.05 18.44 -48.05 76.89 417.95 466.80 448.35
22 mt_962_use2018_best_save_rnk500_idxctrl 16.52 45.17 -51.78 14.71 -51.78 73.15 414.22 463.07 444.61
23 mt_962_use2021_last_save_rnk500_idxctrl 13.95 42.60 -54.35 12.14 -54.35 70.58 411.65 460.50 442.04
24 mt_961_use2020_best_save_rnk500_idxctrl 13.74 42.39 -54.56 11.93 -54.56 70.38 411.44 460.29 441.83
25 mt_961_use2019_last_save_rnk500_idxctrl 13.35 42.00 -54.95 11.54 -54.95 69.98 411.04 459.89 441.44
26 mt_961_use2020_last_save_rnk500_idxctrl 13.35 42.01 -54.95 11.55 -54.94 69.99 411.05 459.90 441.45
30 mt_961_use2018_best_save_rnk500_idxctrl 12.34 40.99 -55.96 10.53 -55.96 68.98 410.04 458.89 440.44
31 mt_961_use2013_best_save_rnk500_idxctrl 12.01 40.67 -56.29 10.21 -56.28 68.65 409.71 458.56 440.11
32 mt_961_use2024_best_save_rnk500_idxctrl 11.41 40.07 -56.88 9.61 -56.88 68.05 409.11 457.96 439.51
33 mt_961_use2024_last_save_rnk500_idxctrl 10.76 39.41 -57.54 8.96 -57.53 67.40 408.46 457.31 438.86
35 mt_961_use2018_last_save_rnk500_idxctrl 9.78 38.43 -58.52 7.97 -58.52 66.42 407.48 456.33 437.87
36 mt_961_use2021_last_save_rnk500_idxctrl 8.38 37.03 -59.92 6.58 -59.92 65.02 406.08 454.93 436.48
37 mt_961_use2015_best_save_rnk500_idxctrl 6.70 35.35 -61.60 4.89 -61.60 63.33 404.40 453.25 434.79
39 mt_961_use2017_best_save_rnk500_idxctrl 5.26 33.91 -63.04 3.45 -63.04 61.90 402.96 451.81 433.36
42 mt_961_use2017_last_save_rnk500_idxctrl 4.06 32.71 -64.24 2.26 -64.24 60.70 401.76 450.61 432.16
46 mt_962_use2017_best_save_rnk500_idxctrl 2.05 30.70 -66.25 0.24 -66.25 58.69 399.75 448.60 430.15
51 mt_962_use2023_best_save_rnk500_idxctrl 0.13 28.79 -68.16 -1.67 -68.16 56.77 397.83 446.68 428.23
52 mt_962_use2023_last_save_rnk500_idxctrl -1.03 27.62 -69.33 -2.83 -69.32 55.61 396.67 445.52 427.07
54 mt_962_use2015_last_save_rnk500_idxctrl -1.07 27.59 -69.36 -2.87 -69.36 55.57 396.63 445.48 427.03
61 mt_962_use2024_last_save_rnk500_idxctrl -2.37 26.28 -70.67 -4.18 -70.67 54.27 395.33 444.18 425.73
63 mt_961_use2023_best_save_rnk500_idxctrl -3.06 25.59 -71.36 -4.87 -71.36 53.58 394.64 443.49 425.04
64 mt_961_use2023_last_save_rnk500_idxctrl -4.02 24.63 -72.32 -5.82 -72.32 52.62 393.68 442.53 424.08
80 mt_961_use2016_last_save_rnk500_idxctrl -8.02 20.63 -76.32 -9.83 -76.32 48.62 389.68 438.53 420.08
81 mt_961_use2015_last_save_rnk500_idxctrl -8.13 20.53 -76.43 -9.93 -76.42 48.51 389.57 438.42 419.97
89 mt_962_use2016_last_save_rnk500_idxctrl -10.06 18.60 -78.35 -11.86 -78.35 46.58 387.64 436.49 418.04
90 mt_962_use2024_best_save_rnk500_idxctrl -10.07 18.58 -78.37 -11.88 -78.37 46.56 387.63 436.48 418.02
94 mt_962_use2018_last_save_rnk500_idxctrl -10.31 18.34 -78.61 -12.12 -78.61 46.32 387.39 436.24 417.78
100 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -11.42 17.23 -79.72 -13.23 -79.72 45.22 386.28 435.13 416.68
101 mt_962_use2017_last_save_rnk500_idxctrl -11.42 17.24 -79.72 -13.22 -79.71 45.22 386.28 435.13 416.68
102 multin_zz1000_61001_idxctrl_zz1000_pv -11.69 16.96 -79.99 -13.50 -79.99 44.94 386.01 434.86 416.40
108 multin_zz1000_61001_idxctrl_pv_rm_blc -13.16 15.49 -81.46 -14.97 -81.46 43.48 384.54 433.39 414.94
109 mt_962_use2013_last_save_rnk500_idxctrl -13.28 15.38 -81.58 -15.08 -81.57 43.36 384.42 433.27 414.82
111 mt_961_use2016_best_save_rnk500_idxctrl -13.61 15.05 -81.91 -15.41 -81.90 43.03 384.09 432.94 414.49
113 multin_zz1000_61001_idxctrl_pv -14.21 14.44 -82.51 -16.02 -82.51 42.42 383.49 432.34 413.88
114 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -14.23 14.42 -82.53 -16.04 -82.53 42.41 383.47 432.32 413.87
115 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -14.27 14.38 -82.57 -16.07 -82.57 42.37 383.43 432.28 413.83
117 multin_zz1000_61004_idxctrl_zz1000_pv -14.50 14.15 -82.80 -16.31 -82.80 42.13 383.19 432.05 413.59
118 multin_zz1000_61002_idxctrl_zz1000_pv -14.54 14.11 -82.84 -16.35 -82.84 42.09 383.16 432.01 413.55
121 multin_zz1000_61004_idxctrl_pv_rm_blc -15.26 13.39 -83.56 -17.07 -83.56 41.37 382.44 431.29 412.83
122 multin_zz1000_61002_idxctrl_pv_rm_blc -15.26 13.39 -83.56 -17.07 -83.56 41.37 382.44 431.29 412.83
123 multin_zz1000_61004_idxctrl_pv -16.32 12.34 -84.61 -18.12 -84.61 40.32 381.38 430.23 411.78
124 multin_zz1000_61002_idxctrl_pv -16.32 12.34 -84.61 -18.12 -84.61 40.32 381.38 430.23 411.78
130 mt_961_use2014_best_save_rnk500_idxctrl -18.08 10.57 -86.38 -19.89 -86.38 38.56 379.62 428.47 410.02
142 mt_962_use2013_best_save_rnk500_idxctrl -20.10 8.56 -88.40 -21.90 -88.39 36.54 377.60 426.45 408.00
143 mt_961_use2010_last_save_rnk500_idxctrl -20.22 8.43 -88.52 -22.03 -88.52 36.41 377.47 426.32 407.87
145 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -20.81 7.84 -89.11 -22.62 -89.11 35.83 376.89 425.74 407.29
149 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -21.66 6.99 -89.96 -23.46 -89.96 34.98 376.04 424.89 406.44
153 multin_zz500_61001_idxctrl_zz500_pv -21.91 6.75 -90.20 -23.71 -90.20 34.73 375.79 424.64 406.19
155 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -22.18 6.47 -90.48 -23.99 -90.48 34.46 375.52 424.37 405.92
156 multin_zz500_61004_idxctrl_zz500_pv -22.74 5.91 -91.04 -24.55 -91.04 33.89 374.95 423.80 405.35
158 multin_zz500_61002_idxctrl_zz500_pv -23.27 5.39 -91.57 -25.07 -91.56 33.37 374.43 423.28 404.83
164 mt_961_use2013_last_save_rnk500_idxctrl -24.24 4.41 -92.54 -26.04 -92.54 32.40 373.46 422.31 403.86
174 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -25.97 2.68 -94.27 -27.78 -94.27 30.67 371.73 420.58 402.12
183 multin_zz1000_61001_idxctrl_top3800_pv -27.84 0.81 -96.14 -29.65 -96.14 28.80 369.86 418.71 400.26
188 mt_961_use2011_best_save_rnk500_idxctrl -29.09 -0.43 -97.38 -30.89 -97.38 27.55 368.61 417.46 399.01
189 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -29.13 -0.48 -97.43 -30.94 -97.43 27.50 368.57 417.42 398.96
195 mt_962_use2014_last_save_rnk500_idxctrl -29.68 -1.02 -97.98 -31.48 -97.97 26.96 368.02 416.87 398.42
203 multin_zz1000_61001_idxctrl_50010002000_pv -31.03 -2.38 -99.33 -32.83 -99.32 25.61 366.67 415.52 397.07
204 mt_962_use2014_best_save_rnk500_idxctrl -31.10 -2.45 -99.40 -32.91 -99.40 25.53 366.60 415.45 396.99
207 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -32.30 -3.65 -100.60 -34.11 -100.60 24.33 365.40 414.25 395.79
208 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -32.45 -3.79 -100.74 -34.25 -100.74 24.19 365.25 414.10 395.65
209 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -32.60 -3.95 -100.90 -34.40 -100.89 24.04 365.10 413.95 395.50
212 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -32.90 -4.25 -101.20 -34.71 -101.20 23.74 364.80 413.65 395.20
214 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -33.08 -4.43 -101.38 -34.89 -101.38 23.55 364.62 413.47 395.01
215 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -33.24 -4.58 -101.53 -35.04 -101.53 23.40 364.46 413.31 394.86
217 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -33.44 -4.79 -101.74 -35.25 -101.74 23.19 364.26 413.11 394.65
218 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -33.63 -4.98 -101.93 -35.44 -101.93 23.00 364.06 412.91 394.46
220 multin_zz1000_61002_idxctrl_top3800_pv -33.76 -5.11 -102.06 -35.57 -102.06 22.88 363.94 412.79 394.33
221 multin_zz1000_61004_idxctrl_top3800_pv -33.90 -5.25 -102.20 -35.71 -102.20 22.74 363.80 412.65 394.19
222 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -34.04 -5.39 -102.34 -35.85 -102.34 22.59 363.65 412.50 394.05
225 mt_962_use2010_last_save_rnk500_idxctrl -34.48 -5.83 -102.78 -36.29 -102.78 22.16 363.22 412.07 393.62
227 multin_zz1000_61002_idxctrl_50010002000_pv -34.94 -6.29 -103.24 -36.75 -103.24 21.69 362.76 411.61 393.15
228 mt_961_use2011_last_save_rnk500_idxctrl -34.95 -6.29 -103.25 -36.75 -103.24 21.69 362.75 411.60 393.15
229 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -35.26 -6.60 -103.55 -37.06 -103.55 21.38 362.44 411.29 392.84
230 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -35.34 -6.69 -103.64 -37.15 -103.64 21.29 362.35 411.20 392.75
232 mt_961_use2010_best_save_rnk500_idxctrl -35.46 -6.81 -103.76 -37.27 -103.76 21.18 362.24 411.09 392.64
234 multin_zz1000_61001_idxctrl_pv_rm_fnd -35.73 -7.08 -104.03 -37.54 -104.03 20.90 361.96 410.82 392.36
237 mt_961_use2009_best_save_rnk500_idxctrl -35.86 -7.21 -104.16 -37.67 -104.16 20.78 361.84 410.69 392.24
239 multin_zz1000_61004_idxctrl_50010002000_pv -36.19 -7.54 -104.49 -37.99 -104.49 20.45 361.51 410.36 391.91
241 mt_962_use2012_best_save_rnk500_idxctrl -36.33 -7.68 -104.63 -38.13 -104.62 20.31 361.37 410.22 391.77
244 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -36.77 -8.11 -105.06 -38.57 -105.06 19.87 360.93 409.78 391.33
245 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -36.77 -8.11 -105.06 -38.57 -105.06 19.87 360.93 409.78 391.33
249 multin_zz1000_61004_idxctrl_pv_rm_fnd -37.20 -8.55 -105.50 -39.00 -105.50 19.44 360.50 409.35 390.90
250 multin_zz1000_61002_idxctrl_pv_rm_fnd -37.20 -8.55 -105.50 -39.00 -105.50 19.44 360.50 409.35 390.90
251 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -37.29 -8.64 -105.59 -39.09 -105.58 19.35 360.41 409.26 390.81
254 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -37.52 -8.86 -105.81 -39.32 -105.81 19.12 360.18 409.03 390.58
257 mt_961_use2012_last_save_rnk500_idxctrl -38.50 -9.84 -106.79 -40.30 -106.79 18.14 359.20 408.05 389.60
260 mt_961_use2009_last_save_rnk500_idxctrl -38.84 -10.19 -107.14 -40.65 -107.14 17.79 358.85 407.71 389.25
263 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -39.25 -10.60 -107.55 -41.05 -107.54 17.39 358.45 407.30 388.85
265 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -39.47 -10.81 -107.76 -41.27 -107.76 17.17 358.23 407.08 388.63
266 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -39.65 -11.00 -107.95 -41.46 -107.95 16.98 358.05 406.90 388.44
267 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -39.86 -11.20 -108.15 -41.66 -108.15 16.78 357.84 406.69 388.24
269 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -40.02 -11.37 -108.32 -41.83 -108.32 16.61 357.68 406.53 388.07
272 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -40.21 -11.56 -108.51 -42.02 -108.51 16.43 357.49 406.34 387.89
273 mt_962_use2012_last_save_rnk500_idxctrl -40.27 -11.62 -108.57 -42.07 -108.56 16.37 357.43 406.28 387.83
278 mt_961_use2008_last_save_rnk500_idxctrl -41.16 -12.51 -109.46 -42.97 -109.46 15.47 356.54 405.39 386.93
285 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -41.95 -13.30 -110.25 -43.76 -110.25 14.69 355.75 404.60 386.15
295 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -42.52 -13.87 -110.82 -44.32 -110.82 14.12 355.18 404.03 385.58
306 mt_961_use2014_last_save_rnk500_idxctrl -43.59 -14.94 -111.89 -45.40 -111.89 13.04 354.10 402.95 384.50
310 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -44.63 -15.98 -112.93 -46.44 -112.93 12.01 353.07 401.92 383.46
323 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -45.58 -16.93 -113.88 -47.39 -113.88 11.06 352.12 400.97 382.52
329 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -46.09 -17.44 -114.39 -47.89 -114.38 10.55 351.61 400.46 382.01
332 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -46.66 -18.01 -114.96 -48.47 -114.96 9.97 351.03 399.88 381.43
333 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -46.69 -18.04 -114.99 -48.50 -114.99 9.95 351.01 399.86 381.41
334 mt_962_use2011_last_save_rnk500_idxctrl -46.77 -18.12 -115.07 -48.58 -115.07 9.87 350.93 399.78 381.32
342 mt_961_use2012_best_save_rnk500_idxctrl -47.28 -18.62 -115.58 -49.08 -115.57 9.36 350.42 399.27 380.82
347 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -47.60 -18.95 -115.90 -49.41 -115.90 9.03 350.10 398.95 380.49
350 mt_962_use2016_best_save_rnk500_idxctrl -47.81 -19.16 -116.11 -49.62 -116.11 8.82 349.89 398.74 380.28
352 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -47.89 -19.23 -116.18 -49.69 -116.18 8.75 349.81 398.66 380.21
355 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -48.63 -19.98 -116.93 -50.44 -116.93 8.01 349.07 397.92 379.47
380 mt_962_use2010_best_save_rnk500_idxctrl -51.79 -23.13 -120.09 -53.59 -120.08 4.85 345.91 394.76 376.31
391 mt_961_use2008_best_save_rnk500_idxctrl -53.97 -25.32 -122.27 -55.78 -122.27 2.67 343.73 392.58 374.13
402 mt_962_use2008_last_save_rnk500_idxctrl -56.46 -27.81 -124.76 -58.27 -124.76 0.17 341.23 390.09 371.63
404 mt_962_use2011_best_save_rnk500_idxctrl -56.75 -28.10 -125.05 -58.56 -125.05 -0.11 340.95 389.80 371.35
411 mt_962_use2008_best_save_rnk500_idxctrl -57.91 -29.25 -126.20 -59.71 -126.20 -1.27 339.79 388.64 370.19
430 mt_962_use2009_last_save_rnk500_idxctrl -63.24 -34.59 -131.54 -65.05 -131.54 -6.60 334.46 383.31 364.85
432 mt_962_use2009_best_save_rnk500_idxctrl -63.73 -35.08 -132.03 -65.53 -132.03 -7.09 333.97 382.82 364.37