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_20250408_151756
50 mt_961_use2018_best_save_rnk500_idxctrl 194.27 180.45 253.09 105.25 253.09 80.79 -762.96 -863.69 -947.71
65 mt_961_use2018_last_save_rnk500_idxctrl 179.56 165.74 238.38 90.54 238.38 66.09 -777.67 -878.40 -962.42
79 mt_962_use2018_last_save_rnk500_idxctrl 162.39 148.56 221.20 73.36 221.20 48.91 -794.84 -895.58 -979.60
82 mt_961_use2013_last_save_rnk500_idxctrl 158.43 144.60 217.24 69.41 217.24 44.95 -798.80 -899.54 -983.56
85 mt_961_use2016_best_save_rnk500_idxctrl 152.72 138.89 211.53 63.69 211.53 39.24 -804.51 -905.25 -989.27
93 mt_961_use2016_last_save_rnk500_idxctrl 146.06 132.24 204.87 57.04 204.88 32.58 -811.17 -911.90 -995.92
112 mt_962_use2010_last_save_rnk500_idxctrl 136.70 122.87 195.51 47.68 195.51 23.22 -820.53 -921.27 -1005.28
114 mt_961_use2012_best_save_rnk500_idxctrl 136.40 122.57 195.21 47.37 195.21 22.92 -820.84 -921.57 -1005.59
115 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 135.02 121.19 193.83 46.00 193.83 21.54 -822.21 -922.95 -1006.96
119 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 133.46 119.64 192.28 44.44 192.28 19.99 -823.77 -924.50 -1008.52
125 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 132.07 118.24 190.88 43.04 190.88 18.59 -825.16 -925.90 -1009.92
127 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 131.37 117.54 190.18 42.34 190.18 17.89 -825.86 -926.60 -1010.62
128 mt_962_use2016_best_save_rnk500_idxctrl 131.11 117.28 189.92 42.08 189.92 17.63 -826.13 -926.86 -1010.88
129 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 130.51 116.69 189.32 41.49 189.33 17.03 -826.72 -927.45 -1011.47
130 mt_961_use2017_best_save_rnk500_idxctrl 130.40 116.57 189.21 41.37 189.21 16.92 -826.83 -927.57 -1011.59
133 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 129.85 116.03 188.67 40.83 188.67 16.38 -827.38 -928.11 -1012.13
134 mt_962_use2018_best_save_rnk500_idxctrl 129.23 115.41 188.04 40.21 188.05 15.75 -828.00 -928.73 -1012.75
135 mt_961_use2015_last_save_rnk500_idxctrl 127.36 113.53 186.17 38.33 186.17 13.88 -829.87 -930.61 -1014.63
137 mt_962_use2015_last_save_rnk500_idxctrl 126.39 112.57 185.20 37.37 185.21 12.91 -830.84 -931.57 -1015.59
145 mt_962_use2008_best_save_rnk500_idxctrl 124.32 110.50 183.13 35.30 183.13 10.84 -832.91 -933.65 -1017.66
148 mt_962_use2008_last_save_rnk500_idxctrl 121.86 108.03 180.67 32.84 180.67 8.38 -835.37 -936.11 -1020.13
152 mt_961_use2010_best_save_rnk500_idxctrl 121.19 107.37 180.01 32.17 180.01 7.72 -836.04 -936.77 -1020.79
156 mt_962_use2016_last_save_rnk500_idxctrl 120.31 106.49 179.12 31.29 179.13 6.83 -836.92 -937.65 -1021.67
157 mt_962_use2015_best_save_rnk500_idxctrl 120.30 106.47 179.11 31.27 179.11 6.82 -836.93 -937.67 -1021.69
159 multin_zz1000_61001_idxctrl_pv_rm_fnd 119.70 105.88 178.51 30.68 178.51 6.22 -837.53 -938.27 -1022.28
160 mt_962_use2013_last_save_rnk500_idxctrl 119.61 105.78 178.42 30.59 178.42 6.13 -837.62 -938.36 -1022.38
162 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 119.40 105.58 178.22 30.38 178.22 5.93 -837.83 -938.56 -1022.58
163 mt_961_use2015_best_save_rnk500_idxctrl 119.27 105.44 178.08 30.25 178.08 5.79 -837.96 -938.70 -1022.71
164 mt_961_use2008_last_save_rnk500_idxctrl 119.25 105.43 178.06 30.23 178.06 5.77 -837.98 -938.72 -1022.73
165 mt_961_use2008_best_save_rnk500_idxctrl 118.80 104.97 177.61 29.77 177.61 5.32 -838.43 -939.17 -1023.19
166 mt_961_use2017_last_save_rnk500_idxctrl 118.34 104.51 177.15 29.31 177.15 4.86 -838.90 -939.63 -1023.65
167 mt_961_use2023_best_save_rnk500_idxctrl 118.24 104.41 177.05 29.21 177.05 4.76 -838.99 -939.73 -1023.75
169 multin_zz1000_61002_idxctrl_pv_rm_fnd 118.16 104.33 176.97 29.13 176.97 4.68 -839.07 -939.81 -1023.83
170 multin_zz1000_61004_idxctrl_pv_rm_fnd 118.16 104.33 176.97 29.13 176.97 4.68 -839.07 -939.81 -1023.83
172 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 117.62 103.79 176.43 28.60 176.43 4.14 -839.61 -940.35 -1024.37
173 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 117.62 103.79 176.43 28.60 176.43 4.14 -839.61 -940.35 -1024.37
174 mt_962_use2010_best_save_rnk500_idxctrl 117.03 103.21 175.84 28.01 175.85 3.55 -840.20 -940.93 -1024.95
178 mt_962_use2009_best_save_rnk500_idxctrl 115.35 101.53 174.16 26.33 174.17 1.87 -841.88 -942.61 -1026.63
184 mt_962_use2019_best_save_rnk500_idxctrl 113.35 99.53 172.17 24.33 172.17 -0.12 -843.88 -944.61 -1028.63
190 mt_961_use2014_last_save_rnk500_idxctrl 112.16 98.34 170.98 23.14 170.98 -1.31 -845.07 -945.80 -1029.82
191 mt_962_use2009_last_save_rnk500_idxctrl 111.97 98.14 170.78 22.95 170.78 -1.51 -845.26 -946.00 -1030.01
202 mt_962_use2011_last_save_rnk500_idxctrl 108.91 95.08 167.72 19.88 167.72 -4.57 -848.33 -949.06 -1033.08
203 mt_961_use2014_best_save_rnk500_idxctrl 108.71 94.89 167.53 19.69 167.53 -4.77 -848.52 -949.25 -1033.27
205 mt_961_use2013_best_save_rnk500_idxctrl 108.48 94.65 167.29 19.45 167.29 -5.00 -848.76 -949.49 -1033.51
210 multin_zz1000_61001_idxctrl_zz1000_pv 106.09 92.26 164.90 17.07 164.90 -7.39 -851.14 -951.88 -1035.89
213 mt_961_use2020_best_save_rnk500_idxctrl 105.46 91.63 164.27 16.43 164.27 -8.02 -851.77 -952.51 -1036.53
214 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 105.36 91.54 164.17 16.34 164.18 -8.12 -851.87 -952.60 -1036.62
217 mt_961_use2010_last_save_rnk500_idxctrl 105.20 91.37 164.01 16.17 164.01 -8.28 -852.04 -952.77 -1036.79
219 multin_zz1000_61002_idxctrl_zz1000_pv 105.08 91.25 163.89 16.06 163.89 -8.40 -852.15 -952.89 -1036.90
222 mt_961_use2020_last_save_rnk500_idxctrl 104.61 90.79 163.42 15.59 163.43 -8.87 -852.62 -953.35 -1037.37
224 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 104.23 90.40 163.04 15.21 163.04 -9.25 -853.00 -953.74 -1037.76
226 multin_zz1000_61004_idxctrl_zz1000_pv 103.52 89.69 162.33 14.49 162.33 -9.96 -853.71 -954.45 -1038.47
227 mt_962_use2011_best_save_rnk500_idxctrl 103.19 89.37 162.00 14.17 162.00 -10.29 -854.04 -954.78 -1038.79
230 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 102.66 88.83 161.47 13.64 161.47 -10.82 -854.57 -955.31 -1039.33
238 multin_zz1000_61001_idxctrl_pv 101.17 87.34 159.98 12.14 159.98 -12.31 -856.07 -956.80 -1040.82
240 mt_961_use2011_best_save_rnk500_idxctrl 100.59 86.77 159.40 11.57 159.40 -12.89 -856.64 -957.38 -1041.39
243 multin_zz1000_61002_idxctrl_pv 100.39 86.57 159.20 11.37 159.21 -13.09 -856.84 -957.57 -1041.59
244 multin_zz1000_61004_idxctrl_pv 100.39 86.57 159.20 11.37 159.21 -13.09 -856.84 -957.57 -1041.59
245 mt_961_use2019_last_save_rnk500_idxctrl 100.28 86.45 159.09 11.25 159.09 -13.20 -856.95 -957.69 -1041.71
249 mt_961_use2011_last_save_rnk500_idxctrl 99.65 85.82 158.46 10.63 158.46 -13.83 -857.58 -958.32 -1042.34
250 mt_962_use2017_last_save_rnk500_idxctrl 99.56 85.73 158.37 10.53 158.37 -13.92 -857.67 -958.41 -1042.43
251 multin_zz1000_61001_idxctrl_pv_rm_blc 99.55 85.72 158.36 10.53 158.36 -13.93 -857.68 -958.42 -1042.43
254 multin_zz1000_61002_idxctrl_pv_rm_blc 98.48 84.65 157.29 9.45 157.29 -15.00 -858.75 -959.49 -1043.51
255 multin_zz1000_61004_idxctrl_pv_rm_blc 98.48 84.65 157.29 9.45 157.29 -15.00 -858.75 -959.49 -1043.51
256 mt_961_use2012_last_save_rnk500_idxctrl 97.47 83.64 156.28 8.44 156.28 -16.01 -859.77 -960.50 -1044.52
265 mt_962_use2013_best_save_rnk500_idxctrl 95.28 81.45 154.09 6.25 154.09 -18.20 -861.95 -962.69 -1046.71
267 mt_961_use2009_last_save_rnk500_idxctrl 94.38 80.55 153.19 5.35 153.19 -19.10 -862.85 -963.59 -1047.61
272 mt_962_use2012_last_save_rnk500_idxctrl 92.56 78.73 151.37 3.54 151.37 -20.92 -864.67 -965.41 -1049.42
275 mt_962_use2017_best_save_rnk500_idxctrl 91.47 77.64 150.28 2.44 150.28 -22.01 -865.76 -966.50 -1050.52
278 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 89.24 75.42 148.06 0.22 148.06 -24.24 -867.99 -968.72 -1052.74
280 mt_961_use2009_best_save_rnk500_idxctrl 88.46 74.64 147.28 -0.56 147.28 -25.01 -868.77 -969.50 -1053.52
282 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 88.00 74.17 146.81 -1.03 146.81 -25.48 -869.24 -969.97 -1053.99
283 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 87.86 74.04 146.67 -1.16 146.68 -25.62 -869.37 -970.10 -1054.12
288 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 86.67 72.85 145.49 -2.35 145.49 -26.80 -870.56 -971.29 -1055.31
289 multin_zz500_61002_idxctrl_zz500_pv 85.77 71.95 144.58 -3.25 144.59 -27.71 -871.46 -972.19 -1056.21
290 multin_zz500_61004_idxctrl_zz500_pv 84.50 70.68 143.31 -4.52 143.31 -28.98 -872.73 -973.46 -1057.48
291 multin_zz500_61001_idxctrl_zz500_pv 84.39 70.56 143.20 -4.64 143.20 -29.09 -872.84 -973.58 -1057.60
292 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 84.26 70.44 143.07 -4.76 143.08 -29.22 -872.97 -973.70 -1057.72
293 mt_962_use2019_last_save_rnk500_idxctrl 83.93 70.11 142.74 -5.09 142.74 -29.55 -873.30 -974.04 -1058.05
294 mt_961_use2024_last_save_rnk500_idxctrl 83.84 70.02 142.65 -5.18 142.66 -29.64 -873.39 -974.12 -1058.14
295 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 83.55 69.73 142.37 -5.47 142.37 -29.93 -873.68 -974.41 -1058.43
296 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 83.37 69.54 142.18 -5.65 142.18 -30.11 -873.86 -974.60 -1058.61
297 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 83.16 69.34 141.98 -5.86 141.98 -30.32 -874.07 -974.80 -1058.82
298 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 83.04 69.21 141.85 -5.98 141.85 -30.44 -874.19 -974.93 -1058.95
299 mt_961_use2022_best_save_rnk500_idxctrl 82.68 68.85 141.49 -6.34 141.49 -30.80 -874.55 -975.29 -1059.30
310 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 80.38 66.55 139.19 -8.65 139.19 -33.10 -876.85 -977.59 -1061.61
311 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 79.98 66.16 138.79 -9.04 138.80 -33.50 -877.25 -977.98 -1062.00
313 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 79.39 65.57 138.21 -9.63 138.21 -34.09 -877.84 -978.57 -1062.59
314 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 79.34 65.51 138.15 -9.68 138.15 -34.14 -877.89 -978.63 -1062.64
318 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 78.15 64.32 136.96 -10.88 136.96 -35.33 -879.09 -979.82 -1063.84
321 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 75.79 61.97 134.60 -13.23 134.61 -37.69 -881.44 -982.17 -1066.19
326 mt_961_use2021_best_save_rnk500_idxctrl 73.75 59.92 132.56 -15.28 132.56 -39.73 -883.49 -984.22 -1068.24
327 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 73.61 59.78 132.42 -15.42 132.42 -39.87 -883.63 -984.36 -1068.38
329 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 72.99 59.16 131.80 -16.04 131.80 -40.49 -884.25 -984.98 -1069.00
333 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 71.47 57.64 130.28 -17.56 130.28 -42.01 -885.77 -986.50 -1070.52
334 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 70.81 56.99 129.62 -18.21 129.63 -42.67 -886.42 -987.15 -1071.17
338 multin_zz1000_61001_idxctrl_top3800_pv 68.27 54.45 127.08 -20.75 127.09 -45.21 -888.96 -989.69 -1073.71
339 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 68.25 54.42 127.06 -20.77 127.06 -45.23 -888.98 -989.72 -1073.74
340 mt_961_use2024_best_save_rnk500_idxctrl 68.10 54.27 126.91 -20.93 126.91 -45.38 -889.14 -989.87 -1073.89
342 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 67.76 53.93 126.57 -21.26 126.57 -45.72 -889.47 -990.21 -1074.23
345 mt_961_use2023_last_save_rnk500_idxctrl 66.51 52.68 125.32 -22.52 125.32 -46.97 -890.73 -991.46 -1075.48
347 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 66.30 52.47 125.11 -22.73 125.11 -47.18 -890.93 -991.67 -1075.69
349 mt_961_use2022_last_save_rnk500_idxctrl 65.42 51.60 124.23 -23.60 124.23 -48.06 -891.81 -992.55 -1076.56
351 mt_961_use2019_best_save_rnk500_idxctrl 64.74 50.91 123.55 -24.28 123.55 -48.74 -892.49 -993.23 -1077.24
352 multin_zz1000_61001_idxctrl_50010002000_pv 64.36 50.53 123.17 -24.67 123.17 -49.12 -892.88 -993.61 -1077.63
354 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 63.76 49.94 122.58 -25.26 122.58 -49.72 -893.47 -994.20 -1078.22
355 multin_zz1000_61002_idxctrl_top3800_pv 63.10 49.27 121.91 -25.93 121.91 -50.38 -894.13 -994.87 -1078.89
363 mt_961_use2021_last_save_rnk500_idxctrl 61.46 47.64 120.27 -27.56 120.28 -52.02 -895.77 -996.50 -1080.52
365 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 61.32 47.50 120.13 -27.70 120.13 -52.16 -895.91 -996.65 -1080.66
369 multin_zz1000_61004_idxctrl_top3800_pv 60.31 46.49 119.12 -28.71 119.13 -53.17 -896.92 -997.65 -1081.67
371 multin_zz1000_61002_idxctrl_50010002000_pv 58.80 44.98 117.62 -30.22 117.62 -54.68 -898.43 -999.16 -1083.18
372 mt_962_use2012_best_save_rnk500_idxctrl 58.61 44.79 117.42 -30.41 117.43 -54.87 -898.62 -999.35 -1083.37
373 mt_962_use2021_best_save_rnk500_idxctrl 58.52 44.69 117.33 -30.50 117.33 -54.96 -898.71 -999.45 -1083.46
375 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 58.18 44.36 116.99 -30.84 117.00 -55.30 -899.05 -999.78 -1083.80
378 multin_zz1000_61004_idxctrl_50010002000_pv 57.25 43.42 116.06 -31.78 116.06 -56.23 -899.99 -1000.72 -1084.74
380 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 56.99 43.16 115.80 -32.04 115.80 -56.49 -900.24 -1000.98 -1085.00
383 mt_962_use2014_last_save_rnk500_idxctrl 55.98 42.15 114.79 -33.05 114.79 -57.50 -901.25 -1001.99 -1086.01
385 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 55.11 41.29 113.93 -33.91 113.93 -58.36 -902.12 -1002.85 -1086.87
405 mt_962_use2020_last_save_rnk500_idxctrl 47.63 33.80 106.44 -41.40 106.44 -65.85 -909.61 -1010.34 -1094.36
414 mt_962_use2024_best_save_rnk500_idxctrl 44.96 31.13 103.77 -44.07 103.77 -68.52 -912.27 -1013.01 -1097.03
415 mt_962_use2014_best_save_rnk500_idxctrl 44.54 30.71 103.35 -44.49 103.35 -68.94 -912.70 -1013.43 -1097.45
430 mt_962_use2021_last_save_rnk500_idxctrl 34.26 20.44 93.07 -54.76 93.08 -79.22 -922.97 -1023.70 -1107.72
443 mt_962_use2023_last_save_rnk500_idxctrl 22.32 8.50 81.13 -66.70 81.13 -91.16 -934.91 -1035.65 -1119.66
446 mt_962_use2024_last_save_rnk500_idxctrl 20.12 6.30 78.94 -68.90 78.94 -93.36 -937.11 -1037.84 -1121.86
455 mt_962_use2023_best_save_rnk500_idxctrl 11.87 -1.95 70.68 -77.15 70.69 -101.61 -945.36 -1046.09 -1130.11
459 mt_962_use2020_best_save_rnk500_idxctrl 10.56 -3.27 69.37 -78.47 69.37 -102.92 -946.67 -1047.41 -1131.43
465 mt_962_use2022_best_save_rnk500_idxctrl 6.85 -6.98 65.66 -82.18 65.66 -106.63 -950.39 -1051.12 -1135.14
488 mt_962_use2022_last_save_rnk500_idxctrl -24.56 -38.38 34.25 -113.58 34.26 -138.04 -981.79 -1082.52 -1166.54