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_20250402_151606
86 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 12.77 30.15 42.55 50.20 42.55 10.57 18.79 33.92 34.16
103 multin_zz1000_61001_idxctrl_50010002000_pv 11.01 28.39 40.79 48.44 40.79 8.81 17.03 32.16 32.40
117 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 9.51 26.89 39.29 46.94 39.29 7.31 15.53 30.66 30.90
133 multin_zz1000_61001_idxctrl_top3800_pv 7.79 25.18 37.58 45.23 37.58 5.60 13.82 28.95 29.19
136 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 6.99 24.38 36.78 44.43 36.78 4.80 13.02 28.15 28.39
137 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 6.86 24.24 36.64 44.29 36.64 4.66 12.88 28.01 28.25
142 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 6.50 23.89 36.29 43.94 36.28 4.31 12.53 27.66 27.89
143 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 6.44 23.82 36.22 43.87 36.22 4.24 12.46 27.59 27.83
153 multin_zz1000_61004_idxctrl_50010002000_pv 5.46 22.85 35.24 42.89 35.24 3.26 11.49 26.61 26.85
154 multin_zz1000_61002_idxctrl_50010002000_pv 5.45 22.84 35.23 42.88 35.23 3.25 11.48 26.60 26.84
158 multin_zz1000_61004_idxctrl_top3800_pv 5.18 22.56 34.96 42.61 34.96 2.98 11.21 26.33 26.57
161 multin_zz1000_61002_idxctrl_top3800_pv 4.91 22.29 34.69 42.34 34.69 2.71 10.93 26.06 26.30
176 mt_961_use2013_best_save_rnk500_idxctrl 4.03 21.42 33.81 41.46 33.81 1.83 10.06 25.18 25.42
181 mt_961_use2010_last_save_rnk500_idxctrl 3.39 20.78 33.18 40.83 33.18 1.20 9.42 24.55 24.78
191 mt_962_use2021_best_save_rnk500_idxctrl 2.99 20.37 32.77 40.42 32.77 0.79 9.01 24.14 24.38
205 mt_961_use2010_best_save_rnk500_idxctrl 1.95 19.34 31.74 39.39 31.74 -0.24 7.98 23.11 23.35
208 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 1.91 19.30 31.70 39.35 31.70 -0.28 7.94 23.07 23.31
211 mt_962_use2023_best_save_rnk500_idxctrl 1.76 19.14 31.54 39.19 31.54 -0.44 7.79 22.91 23.15
212 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 1.68 19.06 31.46 39.11 31.46 -0.52 7.70 22.83 23.07
215 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 1.55 18.93 31.33 38.98 31.33 -0.65 7.57 22.70 22.94
216 mt_962_use2023_last_save_rnk500_idxctrl 1.48 18.87 31.26 38.91 31.26 -0.72 7.51 22.63 22.87
224 multin_zz1000_61004_idxctrl_zz1000_pv 1.10 18.48 30.88 38.53 30.88 -1.10 7.13 22.25 22.49
227 multin_zz1000_61002_idxctrl_zz1000_pv 0.82 18.21 30.61 38.26 30.61 -1.37 6.85 21.98 22.22
231 multin_zz1000_61001_idxctrl_zz1000_pv 0.63 18.01 30.41 38.06 30.41 -1.57 6.65 21.78 22.02
232 mt_962_use2024_last_save_rnk500_idxctrl 0.61 17.99 30.39 38.04 30.39 -1.59 6.63 21.76 22.00
236 mt_961_use2011_best_save_rnk500_idxctrl 0.27 17.66 30.06 37.71 30.06 -1.92 6.30 21.43 21.67
239 mt_962_use2019_best_save_rnk500_idxctrl 0.15 17.53 29.93 37.58 29.93 -2.05 6.17 21.30 21.54
243 mt_962_use2015_best_save_rnk500_idxctrl -0.03 17.35 29.75 37.40 29.75 -2.23 5.99 21.12 21.36
244 mt_962_use2022_last_save_rnk500_idxctrl -0.21 17.18 29.57 37.22 29.57 -2.41 5.82 20.94 21.18
245 mt_961_use2020_best_save_rnk500_idxctrl -0.32 17.06 29.46 37.11 29.46 -2.52 5.71 20.83 21.07
247 mt_961_use2020_last_save_rnk500_idxctrl -0.65 16.74 29.14 36.79 29.14 -2.84 5.38 20.51 20.74
253 mt_961_use2011_last_save_rnk500_idxctrl -1.43 15.96 28.36 36.01 28.36 -3.62 4.60 19.73 19.97
271 mt_962_use2024_best_save_rnk500_idxctrl -3.46 13.93 26.33 33.98 26.33 -5.65 2.57 17.70 17.94
272 mt_961_use2015_best_save_rnk500_idxctrl -3.55 13.84 26.23 33.88 26.23 -5.74 2.48 17.61 17.84
276 mt_962_use2010_last_save_rnk500_idxctrl -3.94 13.45 25.85 33.50 25.85 -6.13 2.09 17.22 17.46
286 mt_961_use2019_last_save_rnk500_idxctrl -5.82 11.57 23.96 31.61 23.96 -8.02 0.21 15.33 15.57
293 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -6.48 10.91 23.30 30.95 23.30 -8.68 -0.45 14.67 14.91
299 mt_962_use2020_best_save_rnk500_idxctrl -7.44 9.95 22.34 29.99 22.34 -9.64 -1.41 13.71 13.95
304 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -7.90 9.49 21.88 29.53 21.88 -10.10 -1.87 13.25 13.49
305 mt_961_use2009_best_save_rnk500_idxctrl -7.99 9.40 21.80 29.45 21.80 -10.18 -1.96 13.17 13.41
306 mt_962_use2019_last_save_rnk500_idxctrl -8.04 9.34 21.74 29.39 21.74 -10.24 -2.02 13.11 13.35
309 mt_961_use2009_last_save_rnk500_idxctrl -8.23 9.15 21.55 29.20 21.55 -10.43 -2.20 12.92 13.16
311 mt_961_use2015_last_save_rnk500_idxctrl -8.34 9.05 21.44 29.09 21.44 -10.54 -2.31 12.81 13.05
312 mt_962_use2020_last_save_rnk500_idxctrl -8.37 9.01 21.41 29.06 21.41 -10.57 -2.34 12.78 13.02
313 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -8.38 9.00 21.40 29.05 21.40 -10.58 -2.35 12.77 13.01
314 mt_961_use2013_last_save_rnk500_idxctrl -8.52 8.86 21.26 28.91 21.26 -10.72 -2.50 12.63 12.87
316 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -8.60 8.78 21.18 28.83 21.18 -10.80 -2.58 12.55 12.79
319 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -8.98 8.41 20.80 28.45 20.80 -11.18 -2.95 12.17 12.41
320 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -8.98 8.41 20.81 28.46 20.81 -11.17 -2.95 12.18 12.42
322 mt_962_use2018_best_save_rnk500_idxctrl -9.15 8.23 20.63 28.28 20.63 -11.35 -3.13 12.00 12.24
327 multin_zz1000_61002_idxctrl_pv_rm_blc -9.36 8.02 20.42 28.07 20.42 -11.56 -3.34 11.79 12.03
328 multin_zz1000_61004_idxctrl_pv_rm_blc -9.36 8.02 20.42 28.07 20.42 -11.56 -3.34 11.79 12.03
329 mt_961_use2022_last_save_rnk500_idxctrl -9.44 7.95 20.35 28.00 20.35 -11.63 -3.41 11.72 11.96
330 mt_962_use2021_last_save_rnk500_idxctrl -9.64 7.74 20.14 27.79 20.14 -11.84 -3.62 11.51 11.75
332 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -9.67 7.72 20.12 27.77 20.12 -11.86 -3.64 11.49 11.72
333 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -9.73 7.65 20.05 27.70 20.05 -11.93 -3.71 11.42 11.66
334 multin_zz1000_61001_idxctrl_pv_rm_blc -9.83 7.56 19.95 27.60 19.95 -12.03 -3.80 11.32 11.56
335 mt_961_use2012_last_save_rnk500_idxctrl -9.85 7.54 19.94 27.59 19.94 -12.04 -3.82 11.31 11.55
336 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -9.92 7.47 19.87 27.52 19.87 -12.11 -3.89 11.24 11.48
339 mt_962_use2013_last_save_rnk500_idxctrl -10.14 7.25 19.64 27.29 19.64 -12.34 -4.11 11.01 11.25
341 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -10.24 7.15 19.55 27.19 19.54 -12.43 -4.21 10.92 11.15
342 mt_962_use2015_last_save_rnk500_idxctrl -10.25 7.13 19.53 27.18 19.53 -12.45 -4.23 10.90 11.14
343 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -10.29 7.09 19.49 27.14 19.49 -12.49 -4.27 10.86 11.10
345 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -10.40 6.98 19.38 27.03 19.38 -12.60 -4.37 10.75 10.99
346 multin_zz1000_61004_idxctrl_pv -10.41 6.97 19.37 27.02 19.37 -12.61 -4.39 10.74 10.98
347 multin_zz1000_61002_idxctrl_pv -10.41 6.97 19.37 27.02 19.37 -12.61 -4.39 10.74 10.98
348 mt_961_use2022_best_save_rnk500_idxctrl -10.49 6.89 19.29 26.94 19.29 -12.69 -4.46 10.66 10.90
350 multin_zz1000_61001_idxctrl_pv -10.86 6.52 18.92 26.57 18.92 -13.06 -4.83 10.29 10.53
351 mt_961_use2018_last_save_rnk500_idxctrl -10.89 6.49 18.89 26.54 18.89 -13.09 -4.87 10.26 10.50
353 mt_962_use2014_best_save_rnk500_idxctrl -10.96 6.42 18.82 26.47 18.82 -13.16 -4.93 10.19 10.43
354 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -10.97 6.41 18.81 26.46 18.81 -13.17 -4.94 10.18 10.42
355 mt_962_use2014_last_save_rnk500_idxctrl -10.98 6.40 18.80 26.45 18.80 -13.18 -4.95 10.17 10.41
356 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -10.98 6.41 18.80 26.45 18.80 -13.18 -4.95 10.17 10.41
357 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -11.52 5.87 18.26 25.91 18.26 -13.72 -5.49 9.63 9.87
358 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -11.52 5.86 18.26 25.91 18.26 -13.72 -5.50 9.63 9.87
361 mt_961_use2021_best_save_rnk500_idxctrl -12.12 5.27 17.66 25.31 17.66 -14.31 -6.09 9.04 9.27
363 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -12.21 5.18 17.58 25.23 17.58 -14.40 -6.18 8.95 9.18
365 mt_961_use2017_last_save_rnk500_idxctrl -12.35 5.04 17.43 25.08 17.43 -14.55 -6.32 8.80 9.04
367 mt_961_use2012_best_save_rnk500_idxctrl -12.47 4.91 17.31 24.96 17.31 -14.67 -6.44 8.68 8.92
370 mt_961_use2019_best_save_rnk500_idxctrl -12.62 4.76 17.16 24.81 17.16 -14.82 -6.60 8.53 8.77
371 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -12.73 4.65 17.05 24.70 17.05 -14.93 -6.71 8.42 8.66
373 mt_962_use2013_best_save_rnk500_idxctrl -12.89 4.49 16.89 24.54 16.89 -15.09 -6.87 8.26 8.50
374 mt_962_use2017_best_save_rnk500_idxctrl -12.93 4.45 16.85 24.50 16.85 -15.13 -6.91 8.22 8.46
377 mt_962_use2012_last_save_rnk500_idxctrl -13.22 4.16 16.56 24.21 16.56 -15.42 -7.20 7.93 8.17
378 mt_962_use2011_last_save_rnk500_idxctrl -13.33 4.05 16.45 24.10 16.45 -15.53 -7.31 7.82 8.06
381 mt_961_use2021_last_save_rnk500_idxctrl -13.67 3.72 16.12 23.77 16.12 -15.86 -7.64 7.49 7.73
382 mt_961_use2016_last_save_rnk500_idxctrl -13.77 3.62 16.02 23.67 16.02 -15.96 -7.74 7.39 7.63
384 mt_962_use2016_last_save_rnk500_idxctrl -14.04 3.35 15.74 23.39 15.74 -16.24 -8.01 7.11 7.35
385 mt_961_use2023_best_save_rnk500_idxctrl -14.16 3.23 15.62 23.27 15.62 -16.36 -8.13 6.99 7.23
387 mt_961_use2023_last_save_rnk500_idxctrl -14.26 3.13 15.53 23.17 15.52 -16.45 -8.23 6.90 7.13
389 mt_961_use2016_best_save_rnk500_idxctrl -14.60 2.79 15.19 22.84 15.19 -16.79 -8.57 6.56 6.79
391 mt_962_use2022_best_save_rnk500_idxctrl -14.82 2.57 14.96 22.61 14.96 -17.02 -8.79 6.33 6.57
393 mt_962_use2017_last_save_rnk500_idxctrl -15.86 1.52 13.92 21.57 13.92 -18.06 -9.84 5.29 5.53
396 mt_961_use2014_best_save_rnk500_idxctrl -16.10 1.28 13.68 21.33 13.68 -18.30 -10.08 5.05 5.29
416 mt_961_use2014_last_save_rnk500_idxctrl -19.60 -2.22 10.18 17.83 10.18 -21.80 -13.58 1.55 1.79
419 mt_961_use2018_best_save_rnk500_idxctrl -19.80 -2.41 9.99 17.64 9.99 -21.99 -13.77 1.36 1.60
420 mt_962_use2018_last_save_rnk500_idxctrl -19.90 -2.52 9.88 17.53 9.88 -22.10 -13.87 1.25 1.49
422 mt_962_use2010_best_save_rnk500_idxctrl -20.55 -3.17 9.23 16.88 9.23 -22.75 -14.53 0.60 0.84
425 mt_961_use2017_best_save_rnk500_idxctrl -20.71 -3.33 9.07 16.72 9.07 -22.91 -14.69 0.44 0.68
431 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -21.36 -3.98 8.42 16.07 8.42 -23.56 -15.34 -0.21 0.03
432 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -21.36 -3.98 8.42 16.07 8.42 -23.56 -15.34 -0.21 0.03
436 mt_962_use2012_best_save_rnk500_idxctrl -21.70 -4.31 8.09 15.74 8.09 -23.89 -15.67 -0.54 -0.30
439 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -21.94 -4.55 7.84 15.49 7.84 -24.14 -15.91 -0.79 -0.55
442 multin_zz1000_61004_idxctrl_pv_rm_fnd -22.85 -5.47 6.93 14.58 6.93 -25.05 -16.83 -1.70 -1.46
443 multin_zz1000_61002_idxctrl_pv_rm_fnd -22.85 -5.47 6.93 14.58 6.93 -25.05 -16.83 -1.70 -1.46
444 mt_961_use2024_best_save_rnk500_idxctrl -22.94 -5.56 6.84 14.49 6.84 -25.14 -16.92 -1.79 -1.55
446 multin_zz1000_61001_idxctrl_pv_rm_fnd -23.46 -6.08 6.32 13.97 6.32 -25.66 -17.43 -2.31 -2.07
447 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -23.80 -6.41 5.98 13.63 5.98 -26.00 -17.77 -2.65 -2.41
448 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -24.30 -6.92 5.48 13.13 5.48 -26.50 -18.27 -3.15 -2.91
450 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -24.55 -7.17 5.23 12.88 5.23 -26.75 -18.52 -3.40 -3.16
451 multin_zz500_61001_idxctrl_zz500_pv -24.57 -7.19 5.21 12.86 5.21 -26.77 -18.54 -3.42 -3.18
453 mt_961_use2008_best_save_rnk500_idxctrl -24.72 -7.33 5.06 12.71 5.06 -26.92 -18.69 -3.57 -3.33
456 multin_zz500_61002_idxctrl_zz500_pv -25.18 -7.80 4.60 12.25 4.60 -27.38 -19.15 -4.03 -3.79
457 multin_zz500_61004_idxctrl_zz500_pv -25.34 -7.96 4.44 12.09 4.44 -27.54 -19.32 -4.19 -3.95
461 mt_961_use2024_last_save_rnk500_idxctrl -26.80 -9.42 2.98 10.63 2.98 -29.00 -20.78 -5.65 -5.41
467 mt_961_use2008_last_save_rnk500_idxctrl -28.95 -11.57 0.83 8.48 0.83 -31.15 -22.93 -7.80 -7.56
471 mt_962_use2008_best_save_rnk500_idxctrl -30.20 -12.81 -0.41 7.24 -0.41 -32.39 -24.17 -9.04 -8.80
472 mt_962_use2008_last_save_rnk500_idxctrl -30.26 -12.87 -0.48 7.17 -0.48 -32.46 -24.23 -9.11 -8.87
473 mt_962_use2009_last_save_rnk500_idxctrl -31.08 -13.70 -1.30 6.35 -1.30 -33.28 -25.06 -9.93 -9.69
474 mt_962_use2009_best_save_rnk500_idxctrl -31.78 -14.40 -2.00 5.65 -2.00 -33.98 -25.75 -10.63 -10.39
482 mt_962_use2016_best_save_rnk500_idxctrl -33.62 -16.24 -3.84 3.81 -3.84 -35.82 -27.59 -12.47 -12.23
484 mt_962_use2011_best_save_rnk500_idxctrl -33.90 -16.51 -4.12 3.53 -4.12 -36.10 -27.87 -12.75 -12.51
493 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -40.75 -23.37 -10.97 -3.32 -10.97 -42.95 -34.73 -19.60 -19.36
494 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -41.03 -23.65 -11.25 -3.60 -11.25 -43.23 -35.00 -19.88 -19.64
497 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -41.36 -23.97 -11.58 -3.93 -11.58 -43.56 -35.33 -20.21 -19.97
501 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -42.97 -25.59 -13.19 -5.54 -13.19 -45.17 -36.95 -21.82 -21.58
502 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -43.25 -25.87 -13.47 -5.82 -13.47 -45.45 -37.23 -22.10 -21.86
503 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -43.59 -26.20 -13.80 -6.15 -13.80 -45.78 -37.56 -22.43 -22.19