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_20250403_151749
59 mt_962_use2008_best_save_rnk500_idxctrl 152.48 126.01 35.55 93.07 35.55 62.43 -134.99 -326.28 -503.99
80 mt_962_use2008_last_save_rnk500_idxctrl 147.65 121.18 30.72 88.24 30.72 57.60 -139.81 -331.10 -508.81
89 mt_961_use2008_best_save_rnk500_idxctrl 144.37 117.91 27.44 84.97 27.44 54.33 -143.09 -334.38 -512.09
98 mt_961_use2008_last_save_rnk500_idxctrl 140.83 114.37 23.90 81.43 23.91 50.79 -146.63 -337.92 -515.63
128 mt_962_use2009_best_save_rnk500_idxctrl 125.18 98.71 8.25 65.77 8.25 35.13 -162.28 -353.57 -531.29
132 mt_961_use2016_best_save_rnk500_idxctrl 123.61 97.15 6.68 64.21 6.69 33.57 -163.85 -355.14 -532.85
135 mt_962_use2009_last_save_rnk500_idxctrl 123.37 96.91 6.44 63.97 6.44 33.33 -164.09 -355.38 -533.09
155 mt_961_use2014_last_save_rnk500_idxctrl 118.63 92.17 1.70 59.23 1.71 28.59 -168.83 -360.12 -537.83
157 mt_961_use2018_best_save_rnk500_idxctrl 117.06 90.59 0.13 57.65 0.13 27.02 -170.40 -361.69 -539.40
166 mt_961_use2012_best_save_rnk500_idxctrl 113.33 86.87 -3.60 53.93 -3.59 23.29 -174.13 -365.42 -543.13
185 mt_962_use2011_best_save_rnk500_idxctrl 109.50 83.04 -7.43 50.10 -7.42 19.46 -177.96 -369.25 -546.96
188 mt_961_use2016_last_save_rnk500_idxctrl 108.48 82.01 -8.45 49.07 -8.45 18.43 -178.98 -370.27 -547.99
192 mt_961_use2012_last_save_rnk500_idxctrl 107.52 81.05 -9.41 48.11 -9.41 17.47 -179.94 -371.24 -548.95
196 mt_961_use2023_best_save_rnk500_idxctrl 106.57 80.10 -10.36 47.17 -10.36 16.53 -180.89 -372.18 -549.89
208 mt_961_use2011_last_save_rnk500_idxctrl 100.90 74.43 -16.03 41.49 -16.03 10.86 -186.56 -377.85 -555.56
250 mt_961_use2014_best_save_rnk500_idxctrl 87.80 61.33 -29.13 28.40 -29.13 -2.24 -199.66 -390.95 -568.66
252 mt_961_use2011_best_save_rnk500_idxctrl 86.37 59.90 -30.56 26.96 -30.56 -3.68 -201.09 -392.38 -570.10
253 mt_961_use2017_best_save_rnk500_idxctrl 85.97 59.50 -30.96 26.57 -30.96 -4.07 -201.49 -392.78 -570.49
256 mt_962_use2016_best_save_rnk500_idxctrl 84.62 58.15 -32.31 25.21 -32.31 -5.42 -202.84 -394.13 -571.84
261 mt_962_use2010_best_save_rnk500_idxctrl 83.95 57.48 -32.98 24.54 -32.98 -6.09 -203.51 -394.80 -572.51
267 mt_961_use2009_last_save_rnk500_idxctrl 81.06 54.59 -35.87 21.66 -35.87 -8.98 -206.40 -397.69 -575.40
275 mt_961_use2018_last_save_rnk500_idxctrl 77.91 51.44 -39.02 18.51 -39.02 -12.13 -209.55 -400.84 -578.55
280 mt_961_use2009_best_save_rnk500_idxctrl 76.59 50.12 -40.34 17.19 -40.34 -13.45 -210.87 -402.16 -579.87
283 mt_961_use2024_last_save_rnk500_idxctrl 75.53 49.06 -41.40 16.13 -41.40 -14.51 -211.93 -403.22 -580.93
286 mt_961_use2017_last_save_rnk500_idxctrl 74.65 48.18 -42.28 15.24 -42.28 -15.39 -212.81 -404.10 -581.81
287 mt_962_use2011_last_save_rnk500_idxctrl 74.44 47.98 -42.49 15.04 -42.48 -15.60 -213.02 -404.31 -582.02
292 mt_961_use2015_last_save_rnk500_idxctrl 73.30 46.83 -43.63 13.90 -43.63 -16.74 -214.16 -405.45 -583.16
297 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 71.97 45.50 -44.96 12.56 -44.96 -18.08 -215.49 -406.79 -584.50
300 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 71.40 44.93 -45.53 11.99 -45.53 -18.65 -216.06 -407.35 -585.07
301 mt_962_use2018_last_save_rnk500_idxctrl 70.78 44.31 -46.15 11.37 -46.15 -19.27 -216.68 -407.98 -585.69
304 mt_961_use2010_best_save_rnk500_idxctrl 69.52 43.05 -47.41 10.11 -47.41 -20.52 -217.94 -409.23 -586.94
305 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 69.43 42.96 -47.50 10.03 -47.50 -20.61 -218.03 -409.32 -587.03
307 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 68.82 42.35 -48.11 9.42 -48.11 -21.22 -218.64 -409.93 -587.64
308 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 68.77 42.30 -48.16 9.36 -48.16 -21.27 -218.69 -409.98 -587.69
309 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 67.41 40.94 -49.52 8.01 -49.52 -22.63 -220.05 -411.34 -589.05
310 mt_961_use2023_last_save_rnk500_idxctrl 67.09 40.62 -49.84 7.69 -49.84 -22.95 -220.37 -411.66 -589.37
315 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 66.17 39.70 -50.77 6.76 -50.76 -23.88 -221.30 -412.59 -590.30
320 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 64.95 38.48 -51.98 5.55 -51.98 -25.09 -222.51 -413.80 -591.51
321 mt_961_use2013_last_save_rnk500_idxctrl 64.73 38.26 -52.20 5.33 -52.20 -25.31 -222.73 -414.02 -591.73
324 multin_zz500_61002_idxctrl_zz500_pv 63.95 37.48 -52.98 4.54 -52.98 -26.09 -223.51 -414.80 -592.51
325 multin_zz500_61004_idxctrl_zz500_pv 63.52 37.05 -53.41 4.12 -53.41 -26.52 -223.94 -415.23 -592.94
330 mt_962_use2014_last_save_rnk500_idxctrl 61.85 35.38 -55.08 2.44 -55.08 -28.19 -225.61 -416.90 -594.61
331 mt_961_use2015_best_save_rnk500_idxctrl 61.60 35.13 -55.33 2.19 -55.33 -28.44 -225.86 -417.15 -594.86
332 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 61.55 35.08 -55.38 2.15 -55.38 -28.49 -225.91 -417.20 -594.91
333 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 61.40 34.93 -55.53 1.99 -55.53 -28.65 -226.06 -417.35 -595.07
334 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 61.01 34.54 -55.92 1.60 -55.92 -29.03 -226.45 -417.74 -595.45
335 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 60.87 34.40 -56.06 1.47 -56.06 -29.17 -226.59 -417.88 -595.59
336 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 60.84 34.37 -56.09 1.43 -56.09 -29.21 -226.62 -417.91 -595.63
338 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 60.45 33.98 -56.48 1.05 -56.48 -29.59 -227.01 -418.30 -596.01
339 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 60.32 33.85 -56.61 0.92 -56.61 -29.72 -227.14 -418.43 -596.14
340 mt_962_use2024_best_save_rnk500_idxctrl 60.11 33.65 -56.82 0.71 -56.81 -29.93 -227.35 -418.64 -596.35
341 multin_zz500_61001_idxctrl_zz500_pv 60.11 33.65 -56.82 0.71 -56.81 -29.93 -227.35 -418.64 -596.35
342 mt_961_use2022_last_save_rnk500_idxctrl 59.72 33.25 -57.21 0.31 -57.21 -30.32 -227.74 -419.03 -596.74
343 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 59.71 33.25 -57.22 0.31 -57.21 -30.33 -227.75 -419.04 -596.75
349 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 58.13 31.66 -58.81 -1.28 -58.80 -31.92 -229.34 -420.63 -598.34
350 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 58.04 31.57 -58.89 -1.36 -58.89 -32.00 -229.42 -420.71 -598.42
353 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 57.24 30.77 -59.69 -2.17 -59.69 -32.81 -230.22 -421.51 -599.23
355 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 55.88 29.41 -61.05 -3.52 -61.05 -34.16 -231.58 -422.87 -600.58
356 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 55.80 29.33 -61.13 -3.60 -61.13 -34.24 -231.66 -422.95 -600.66
360 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 55.30 28.83 -61.63 -4.11 -61.63 -34.74 -232.16 -423.45 -601.16
361 mt_961_use2010_last_save_rnk500_idxctrl 55.16 28.69 -61.77 -4.25 -61.77 -34.88 -232.30 -423.59 -601.30
362 mt_961_use2024_best_save_rnk500_idxctrl 55.10 28.63 -61.83 -4.30 -61.83 -34.94 -232.36 -423.65 -601.36
363 multin_zz1000_61002_idxctrl_pv_rm_fnd 54.95 28.48 -61.98 -4.46 -61.98 -35.09 -232.51 -423.80 -601.51
364 multin_zz1000_61004_idxctrl_pv_rm_fnd 54.95 28.48 -61.98 -4.46 -61.98 -35.09 -232.51 -423.80 -601.51
366 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 54.74 28.27 -62.19 -4.67 -62.19 -35.30 -232.72 -424.01 -601.72
369 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 53.81 27.34 -63.12 -5.60 -63.12 -36.24 -233.65 -424.94 -602.65
370 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 53.81 27.34 -63.12 -5.60 -63.12 -36.24 -233.65 -424.94 -602.65
372 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 53.30 26.84 -63.63 -6.10 -63.62 -36.74 -234.16 -425.45 -603.16
375 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 52.32 25.86 -64.61 -7.08 -64.60 -37.72 -235.14 -426.43 -604.14
377 multin_zz1000_61001_idxctrl_pv_rm_fnd 51.87 25.41 -65.06 -7.53 -65.05 -38.17 -235.59 -426.88 -604.59
379 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 51.62 25.16 -65.31 -7.78 -65.30 -38.42 -235.84 -427.13 -604.84
381 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 50.86 24.40 -66.07 -8.54 -66.06 -39.18 -236.60 -427.89 -605.60
382 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 50.86 24.39 -66.07 -8.55 -66.07 -39.19 -236.60 -427.89 -605.61
392 multin_zz1000_61002_idxctrl_50010002000_pv 46.64 20.17 -70.29 -12.76 -70.29 -43.40 -240.82 -432.11 -609.82
393 mt_962_use2012_last_save_rnk500_idxctrl 46.61 20.14 -70.32 -12.80 -70.32 -43.44 -240.85 -432.15 -609.86
396 multin_zz1000_61002_idxctrl_top3800_pv 45.94 19.47 -70.99 -13.46 -70.99 -44.10 -241.52 -432.81 -610.52
397 multin_zz1000_61002_idxctrl_pv 45.89 19.42 -71.04 -13.52 -71.04 -44.15 -241.57 -432.86 -610.57
398 multin_zz1000_61004_idxctrl_pv 45.89 19.42 -71.04 -13.52 -71.04 -44.15 -241.57 -432.86 -610.57
399 multin_zz1000_61004_idxctrl_pv_rm_blc 45.00 18.53 -71.93 -14.40 -71.93 -45.04 -242.46 -433.75 -611.46
400 multin_zz1000_61002_idxctrl_pv_rm_blc 45.00 18.53 -71.93 -14.40 -71.93 -45.04 -242.46 -433.75 -611.46
406 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 44.13 17.66 -72.80 -15.27 -72.80 -45.91 -243.33 -434.62 -612.33
408 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 43.34 16.87 -73.59 -16.06 -73.59 -46.70 -244.12 -435.41 -613.12
409 multin_zz1000_61001_idxctrl_pv 43.18 16.71 -73.75 -16.23 -73.75 -46.86 -244.28 -435.57 -613.28
410 mt_962_use2010_last_save_rnk500_idxctrl 43.16 16.69 -73.77 -16.24 -73.77 -46.88 -244.30 -435.59 -613.30
411 multin_zz1000_61004_idxctrl_50010002000_pv 42.73 16.26 -74.20 -16.68 -74.20 -47.31 -244.73 -436.02 -613.73
412 multin_zz1000_61001_idxctrl_pv_rm_blc 42.41 15.94 -74.52 -16.99 -74.52 -47.63 -245.05 -436.34 -614.05
415 multin_zz1000_61004_idxctrl_top3800_pv 41.80 15.34 -75.13 -17.60 -75.13 -48.24 -245.66 -436.95 -614.66
418 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 40.08 13.62 -76.85 -19.32 -76.85 -49.96 -247.38 -438.67 -616.38
419 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 39.26 12.80 -77.67 -20.14 -77.66 -50.78 -248.20 -439.49 -617.20
421 mt_962_use2014_best_save_rnk500_idxctrl 37.63 11.16 -79.30 -21.78 -79.30 -52.41 -249.83 -441.12 -618.83
422 multin_zz1000_61002_idxctrl_zz1000_pv 37.42 10.95 -79.51 -21.98 -79.51 -52.62 -250.04 -441.33 -619.04
425 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 37.21 10.74 -79.72 -22.19 -79.72 -52.83 -250.25 -441.54 -619.25
426 mt_962_use2024_last_save_rnk500_idxctrl 36.93 10.46 -80.00 -22.48 -80.00 -53.12 -250.54 -441.83 -619.54
427 multin_zz1000_61004_idxctrl_zz1000_pv 36.62 10.15 -80.31 -22.79 -80.31 -53.43 -250.84 -442.14 -619.85
428 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 36.38 9.91 -80.55 -23.02 -80.55 -53.66 -251.08 -442.37 -620.08
431 mt_962_use2013_last_save_rnk500_idxctrl 33.48 7.01 -83.45 -25.92 -83.45 -56.56 -253.98 -445.27 -622.98
433 mt_962_use2016_last_save_rnk500_idxctrl 33.36 6.89 -83.57 -26.04 -83.57 -56.68 -254.10 -445.39 -623.10
434 multin_zz1000_61001_idxctrl_zz1000_pv 32.94 6.47 -83.99 -26.46 -83.99 -57.10 -254.52 -445.81 -623.52
435 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 32.79 6.32 -84.14 -26.61 -84.14 -57.25 -254.67 -445.96 -623.67
436 mt_961_use2022_best_save_rnk500_idxctrl 32.35 5.88 -84.58 -27.06 -84.58 -57.69 -255.11 -446.40 -624.11
441 multin_zz1000_61001_idxctrl_top3800_pv 28.70 2.23 -88.23 -30.70 -88.23 -61.34 -258.76 -450.05 -627.76
442 multin_zz1000_61001_idxctrl_50010002000_pv 28.14 1.68 -88.79 -31.26 -88.78 -61.90 -259.32 -450.61 -628.32
446 mt_962_use2013_best_save_rnk500_idxctrl 26.68 0.21 -90.25 -32.72 -90.25 -63.36 -260.78 -452.07 -629.78
449 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 26.19 -0.28 -90.74 -33.21 -90.74 -63.85 -261.27 -452.56 -630.27
451 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 25.65 -0.82 -91.28 -33.75 -91.28 -64.39 -261.81 -453.10 -630.81
454 mt_962_use2012_best_save_rnk500_idxctrl 23.85 -2.62 -93.08 -35.55 -93.08 -66.19 -263.61 -454.90 -632.61
468 mt_962_use2018_best_save_rnk500_idxctrl 14.26 -12.21 -102.67 -45.15 -102.67 -75.78 -273.20 -464.49 -642.20
469 mt_962_use2017_last_save_rnk500_idxctrl 13.85 -12.61 -103.08 -45.55 -103.07 -76.19 -273.61 -464.90 -642.61
471 mt_962_use2015_last_save_rnk500_idxctrl 11.62 -14.85 -105.31 -47.78 -105.31 -78.42 -275.84 -467.13 -644.84
472 mt_961_use2019_last_save_rnk500_idxctrl 9.90 -16.57 -107.03 -49.51 -107.03 -80.14 -277.56 -468.85 -646.56
476 mt_961_use2019_best_save_rnk500_idxctrl 4.21 -22.26 -112.72 -55.19 -112.72 -85.83 -283.25 -474.54 -652.25
477 mt_961_use2021_last_save_rnk500_idxctrl 3.63 -22.83 -113.30 -55.77 -113.29 -86.41 -283.83 -475.12 -652.83
484 mt_962_use2017_best_save_rnk500_idxctrl -2.69 -29.16 -119.62 -62.09 -119.62 -92.73 -290.15 -481.44 -659.15
485 mt_961_use2020_last_save_rnk500_idxctrl -2.93 -29.40 -119.86 -62.33 -119.86 -92.97 -290.39 -481.68 -659.39
488 mt_961_use2020_best_save_rnk500_idxctrl -3.72 -30.19 -120.65 -63.12 -120.65 -93.76 -291.18 -482.47 -660.18
492 mt_962_use2019_last_save_rnk500_idxctrl -17.12 -43.59 -134.05 -76.53 -134.05 -107.16 -304.58 -495.87 -673.58
493 mt_962_use2023_last_save_rnk500_idxctrl -19.81 -46.28 -136.74 -79.22 -136.74 -109.86 -307.27 -498.56 -676.28
495 mt_961_use2021_best_save_rnk500_idxctrl -21.89 -48.36 -138.82 -81.29 -138.82 -111.93 -309.35 -500.64 -678.35
497 mt_962_use2021_last_save_rnk500_idxctrl -23.96 -50.43 -140.89 -83.37 -140.89 -114.01 -311.42 -502.72 -680.43
498 mt_961_use2013_best_save_rnk500_idxctrl -27.11 -53.57 -144.04 -86.51 -144.03 -117.15 -314.57 -505.86 -683.57
500 mt_962_use2019_best_save_rnk500_idxctrl -29.59 -56.06 -146.52 -88.99 -146.52 -119.63 -317.05 -508.34 -686.05
501 mt_962_use2023_best_save_rnk500_idxctrl -30.48 -56.94 -147.41 -89.88 -147.40 -120.52 -317.94 -509.23 -686.94
502 mt_962_use2020_last_save_rnk500_idxctrl -35.01 -61.48 -151.94 -94.42 -151.94 -125.05 -322.47 -513.76 -691.47
504 mt_962_use2022_best_save_rnk500_idxctrl -42.26 -68.73 -159.19 -101.66 -159.19 -132.30 -329.72 -521.01 -698.72
505 mt_962_use2022_last_save_rnk500_idxctrl -43.88 -70.35 -160.81 -103.29 -160.81 -133.92 -331.34 -522.63 -700.34
510 mt_962_use2021_best_save_rnk500_idxctrl -50.28 -76.75 -167.21 -109.69 -167.21 -140.32 -337.74 -529.03 -706.74
513 mt_962_use2015_best_save_rnk500_idxctrl -57.50 -83.97 -174.43 -116.90 -174.43 -147.54 -344.96 -536.25 -713.96
516 mt_962_use2020_best_save_rnk500_idxctrl -71.70 -98.17 -188.63 -131.11 -188.63 -161.74 -359.16 -550.45 -728.16