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_20250411_151558
1 mt_962_use2015_best_save_rnk500_idxctrl 149.10 212.22 286.30 243.49 286.30 197.79 111.79 234.40 257.61
2 mt_962_use2021_best_save_rnk500_idxctrl 130.47 193.59 267.67 224.86 267.67 179.16 93.16 215.77 238.99
3 mt_962_use2019_best_save_rnk500_idxctrl 122.41 185.53 259.61 216.80 259.61 171.11 85.10 207.71 230.93
4 mt_962_use2020_best_save_rnk500_idxctrl 122.04 185.16 259.24 216.43 259.24 170.73 84.73 207.34 230.55
6 mt_962_use2019_last_save_rnk500_idxctrl 101.92 165.04 239.12 196.31 239.12 150.61 64.61 187.22 210.43
7 mt_961_use2013_best_save_rnk500_idxctrl 97.22 160.34 234.42 191.62 234.42 145.92 59.92 182.52 205.74
12 mt_961_use2020_best_save_rnk500_idxctrl 77.71 140.84 214.92 172.11 214.92 126.41 40.41 163.02 186.23
13 mt_961_use2020_last_save_rnk500_idxctrl 76.32 139.44 213.52 170.71 213.52 125.02 39.01 161.62 184.84
14 mt_962_use2022_best_save_rnk500_idxctrl 75.75 138.87 212.95 170.14 212.95 124.44 38.44 161.05 184.26
18 mt_962_use2018_best_save_rnk500_idxctrl 68.86 131.98 206.06 163.25 206.06 117.55 31.55 154.16 177.37
19 mt_961_use2022_last_save_rnk500_idxctrl 67.48 130.60 204.68 161.87 204.68 116.17 30.17 152.78 176.00
20 mt_962_use2010_last_save_rnk500_idxctrl 67.33 130.45 204.53 161.73 204.53 116.03 30.03 152.63 175.85
21 mt_962_use2015_last_save_rnk500_idxctrl 65.80 128.92 203.00 160.19 203.00 114.49 28.49 151.10 174.31
24 mt_961_use2019_best_save_rnk500_idxctrl 64.73 127.85 201.93 159.13 201.94 113.43 27.43 150.04 173.25
25 mt_961_use2022_best_save_rnk500_idxctrl 63.82 126.94 201.02 158.22 201.02 112.52 26.52 149.12 172.34
27 mt_961_use2019_last_save_rnk500_idxctrl 63.37 126.49 200.57 157.76 200.57 112.06 26.06 148.67 171.88
30 mt_962_use2020_last_save_rnk500_idxctrl 60.78 123.90 197.98 155.18 197.98 109.48 23.48 146.08 169.30
31 mt_962_use2021_last_save_rnk500_idxctrl 59.69 122.81 196.89 154.08 196.89 108.38 22.38 144.99 168.20
41 mt_962_use2022_last_save_rnk500_idxctrl 49.25 112.37 186.45 143.65 186.46 97.95 11.95 134.55 157.77
42 mt_962_use2017_best_save_rnk500_idxctrl 48.59 111.71 185.79 142.98 185.79 97.28 11.28 133.89 157.10
43 mt_961_use2010_last_save_rnk500_idxctrl 47.06 110.18 184.26 141.45 184.26 95.75 9.75 132.36 155.57
45 mt_961_use2010_best_save_rnk500_idxctrl 45.65 108.77 182.85 140.04 182.85 94.35 8.34 130.95 154.17
50 mt_961_use2021_best_save_rnk500_idxctrl 42.77 105.89 179.97 137.16 179.97 91.47 5.46 128.07 151.29
52 mt_961_use2024_best_save_rnk500_idxctrl 41.89 105.01 179.09 136.28 179.09 90.58 4.58 127.19 150.41
60 mt_961_use2024_last_save_rnk500_idxctrl 37.58 100.70 174.78 131.97 174.78 86.27 0.27 122.88 146.10
62 mt_961_use2013_last_save_rnk500_idxctrl 34.82 97.94 172.03 129.22 172.03 83.52 -2.48 120.13 143.34
66 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 30.90 94.02 168.10 125.30 168.10 79.60 -6.40 116.20 139.42
68 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 30.03 93.15 167.23 124.42 167.23 78.72 -7.28 115.33 138.55
72 multin_zz1000_61001_idxctrl_50010002000_pv 27.72 90.84 164.92 122.11 164.92 76.42 -9.59 113.02 136.24
73 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 27.19 90.31 164.39 121.59 164.39 75.89 -10.11 112.49 135.71
74 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 26.93 90.05 164.13 121.32 164.13 75.62 -10.38 112.23 135.45
75 multin_zz1000_61001_idxctrl_top3800_pv 26.90 90.02 164.10 121.29 164.10 75.60 -10.41 112.20 135.42
76 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 25.49 88.61 162.69 119.89 162.70 74.19 -11.81 110.79 134.01
78 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 24.90 88.03 162.11 119.30 162.11 73.60 -12.40 110.21 133.42
81 multin_zz1000_61004_idxctrl_50010002000_pv 22.84 85.96 160.04 117.23 160.04 71.53 -14.47 108.14 131.36
82 multin_zz1000_61004_idxctrl_top3800_pv 22.73 85.85 159.94 117.13 159.94 71.43 -14.57 108.04 131.25
85 multin_zz1000_61002_idxctrl_50010002000_pv 21.38 84.50 158.59 115.78 158.59 70.08 -15.92 106.69 129.90
87 multin_zz1000_61002_idxctrl_top3800_pv 20.85 83.97 158.05 115.24 158.05 69.54 -16.46 106.15 129.37
98 mt_962_use2012_best_save_rnk500_idxctrl 16.11 79.23 153.31 110.50 153.31 64.80 -21.20 101.41 124.62
102 mt_962_use2017_last_save_rnk500_idxctrl 15.30 78.42 152.50 109.69 152.50 64.00 -22.01 100.60 123.82
104 mt_962_use2016_last_save_rnk500_idxctrl 15.01 78.13 152.21 109.41 152.21 63.71 -22.29 100.31 123.53
111 mt_961_use2015_best_save_rnk500_idxctrl 11.32 74.44 148.52 105.71 148.52 60.01 -25.99 96.62 119.83
112 mt_962_use2023_best_save_rnk500_idxctrl 10.94 74.06 148.14 105.34 148.14 59.64 -26.36 96.24 119.46
113 mt_962_use2023_last_save_rnk500_idxctrl 10.29 73.41 147.49 104.68 147.49 58.98 -27.02 95.59 118.80
123 mt_961_use2009_best_save_rnk500_idxctrl 7.28 70.40 144.48 101.67 144.48 55.97 -30.03 92.58 115.79
133 mt_961_use2021_last_save_rnk500_idxctrl 4.13 67.25 141.33 98.52 141.33 52.82 -33.18 89.43 112.64
135 mt_961_use2011_best_save_rnk500_idxctrl 3.63 66.75 140.83 98.02 140.83 52.33 -33.68 88.93 112.15
145 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 0.33 63.45 137.53 94.72 137.53 49.02 -36.98 85.63 108.84
150 mt_961_use2009_last_save_rnk500_idxctrl -0.63 62.49 136.57 93.77 136.57 48.07 -37.93 84.67 107.89
151 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -0.82 62.30 136.38 93.57 136.38 47.87 -38.13 84.48 107.69
152 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -1.03 62.09 136.17 93.36 136.17 47.66 -38.34 84.27 107.48
160 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -2.11 61.01 135.09 92.28 135.09 46.58 -39.42 83.19 106.41
162 multin_zz1000_61001_idxctrl_zz1000_pv -2.30 60.82 134.90 92.09 134.90 46.39 -39.61 83.00 106.21
163 multin_zz1000_61002_idxctrl_zz1000_pv -2.57 60.55 134.63 91.82 134.63 46.12 -39.88 82.73 105.94
165 multin_zz1000_61004_idxctrl_zz1000_pv -2.70 60.42 134.50 91.70 134.51 46.00 -40.00 82.60 105.82
166 mt_962_use2010_best_save_rnk500_idxctrl -2.93 60.19 134.27 91.47 134.27 45.77 -40.23 82.37 105.59
170 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -4.46 58.66 132.74 89.94 132.75 44.24 -41.76 80.84 104.06
171 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -4.66 58.46 132.54 89.73 132.54 44.04 -41.97 80.64 103.86
173 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.80 58.32 132.40 89.59 132.40 43.89 -42.11 80.50 103.71
174 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -4.90 58.22 132.30 89.50 132.31 43.80 -42.20 80.40 103.62
175 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -4.93 58.19 132.27 89.47 132.27 43.77 -42.23 80.37 103.59
179 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -6.23 56.89 130.97 88.17 130.97 42.47 -43.53 79.07 102.29
180 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -7.03 56.09 130.17 87.36 130.17 41.66 -44.34 78.27 101.48
181 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -7.54 55.58 129.66 86.85 129.66 41.15 -44.85 77.76 100.97
184 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -7.76 55.36 129.44 86.64 129.44 40.94 -45.06 77.54 100.76
188 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -8.79 54.33 128.41 85.60 128.41 39.90 -46.10 76.51 99.72
189 mt_962_use2013_best_save_rnk500_idxctrl -9.21 53.91 127.99 85.19 127.99 39.49 -46.51 76.09 99.31
191 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -9.55 53.57 127.65 84.85 127.66 39.15 -46.85 75.76 98.97
204 mt_961_use2012_best_save_rnk500_idxctrl -14.90 48.22 122.30 79.49 122.30 33.79 -52.21 70.40 93.61
206 mt_962_use2018_last_save_rnk500_idxctrl -15.58 47.54 121.62 78.82 121.62 33.12 -52.88 69.72 92.94
213 mt_961_use2012_last_save_rnk500_idxctrl -17.89 45.23 119.31 76.51 119.31 30.81 -55.19 67.41 90.63
221 mt_962_use2013_last_save_rnk500_idxctrl -20.31 42.81 116.89 74.08 116.89 28.38 -57.62 64.99 88.20
226 mt_961_use2015_last_save_rnk500_idxctrl -22.34 40.78 114.86 72.06 114.87 26.36 -59.64 62.96 86.18
227 mt_961_use2011_last_save_rnk500_idxctrl -22.41 40.71 114.79 71.98 114.79 26.28 -59.72 62.89 86.10
244 mt_962_use2011_last_save_rnk500_idxctrl -27.41 35.71 109.79 66.99 109.79 21.29 -64.71 57.89 81.11
258 multin_zz1000_61004_idxctrl_pv -29.69 33.43 107.51 64.70 107.51 19.01 -66.99 55.61 78.83
259 multin_zz1000_61002_idxctrl_pv -29.69 33.43 107.51 64.70 107.51 19.01 -66.99 55.61 78.83
263 multin_zz1000_61004_idxctrl_pv_rm_blc -30.17 32.95 107.03 64.23 107.03 18.53 -67.47 55.13 78.35
264 multin_zz1000_61002_idxctrl_pv_rm_blc -30.17 32.95 107.03 64.23 107.03 18.53 -67.47 55.13 78.35
277 multin_zz1000_61001_idxctrl_pv -31.93 31.19 105.27 62.46 105.27 16.76 -69.24 53.37 76.58
279 multin_zz1000_61001_idxctrl_pv_rm_blc -32.50 30.62 104.70 61.89 104.70 16.19 -69.81 52.80 76.01
293 mt_961_use2017_last_save_rnk500_idxctrl -37.55 25.57 99.65 56.84 99.65 11.14 -74.86 47.75 70.96
301 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -40.44 22.68 96.76 53.95 96.76 8.25 -77.75 44.86 68.07
303 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -40.55 22.57 96.65 53.84 96.65 8.15 -77.86 44.75 67.97
306 mt_961_use2017_best_save_rnk500_idxctrl -41.07 22.05 96.13 53.32 96.13 7.62 -78.38 44.23 67.44
307 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -41.17 21.95 96.03 53.23 96.03 7.53 -78.47 44.13 67.35
314 mt_962_use2012_last_save_rnk500_idxctrl -43.27 19.85 93.93 51.13 93.93 5.43 -80.57 42.03 65.25
320 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -45.70 17.42 91.50 48.69 91.50 3.00 -83.01 39.60 62.82
321 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -45.82 17.30 91.38 48.58 91.38 2.88 -83.12 39.48 62.70
325 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -46.65 16.47 90.55 47.75 90.55 2.05 -83.95 38.65 61.87
327 mt_961_use2016_last_save_rnk500_idxctrl -47.72 15.40 89.48 46.68 89.48 0.98 -85.02 37.58 60.80
329 mt_961_use2018_last_save_rnk500_idxctrl -47.79 15.33 89.41 46.60 89.41 0.91 -85.10 37.51 60.73
344 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -57.59 5.53 79.61 36.81 79.61 -8.89 -94.89 27.71 50.93
345 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -57.72 5.40 79.48 36.67 79.48 -9.03 -95.03 27.58 50.79
355 mt_961_use2023_last_save_rnk500_idxctrl -59.37 3.75 77.83 35.02 77.83 -10.68 -96.68 25.93 49.15
356 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -59.73 3.39 77.47 34.67 77.47 -11.03 -97.03 25.57 48.79
357 mt_961_use2016_best_save_rnk500_idxctrl -59.92 3.20 77.28 34.48 77.28 -11.22 -97.22 25.38 48.60
360 multin_zz1000_61002_idxctrl_pv_rm_fnd -61.45 1.67 75.75 32.95 75.76 -12.75 -98.75 23.86 47.07
361 multin_zz1000_61004_idxctrl_pv_rm_fnd -61.45 1.67 75.75 32.95 75.76 -12.75 -98.75 23.86 47.07
364 multin_zz500_61002_idxctrl_zz500_pv -62.08 1.04 75.12 32.31 75.12 -13.39 -99.39 23.22 46.44
365 multin_zz500_61004_idxctrl_zz500_pv -62.25 0.87 74.95 32.15 74.95 -13.55 -99.55 23.05 46.27
368 mt_962_use2011_best_save_rnk500_idxctrl -63.01 0.11 74.19 31.39 74.19 -14.31 -100.31 22.29 45.51
369 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -63.46 -0.34 73.74 30.93 73.74 -14.77 -100.77 21.84 45.06
370 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -63.46 -0.34 73.74 30.93 73.74 -14.77 -100.77 21.84 45.06
374 multin_zz1000_61001_idxctrl_pv_rm_fnd -64.08 -0.96 73.12 30.31 73.12 -15.38 -101.39 21.22 44.44
375 multin_zz500_61001_idxctrl_zz500_pv -64.17 -1.05 73.03 30.22 73.03 -15.48 -101.48 21.13 44.34
382 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -66.25 -3.13 70.95 28.15 70.96 -17.55 -103.55 19.05 42.27
384 mt_962_use2009_last_save_rnk500_idxctrl -66.80 -3.68 70.40 27.60 70.41 -18.10 -104.10 18.50 41.72
407 mt_962_use2009_best_save_rnk500_idxctrl -77.14 -14.02 60.06 17.26 60.06 -28.44 -114.44 8.16 31.38
409 mt_961_use2018_best_save_rnk500_idxctrl -78.06 -14.94 59.14 16.33 59.14 -29.36 -115.37 7.24 30.46
411 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -78.16 -15.03 59.05 16.24 59.05 -29.46 -115.46 7.15 30.36
413 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -78.34 -15.22 58.86 16.06 58.86 -29.64 -115.64 6.96 30.18
420 mt_962_use2024_best_save_rnk500_idxctrl -80.17 -17.05 57.03 14.22 57.03 -31.48 -117.48 5.13 28.34
423 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -80.75 -17.63 56.45 13.64 56.45 -32.05 -118.06 4.55 27.77
424 mt_962_use2024_last_save_rnk500_idxctrl -81.22 -18.10 55.98 13.17 55.98 -32.52 -118.52 4.08 27.30
429 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -82.41 -19.29 54.79 11.98 54.79 -33.72 -119.72 2.89 26.10
430 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -82.60 -19.48 54.60 11.79 54.60 -33.90 -119.91 2.70 25.92
433 mt_961_use2008_last_save_rnk500_idxctrl -84.71 -21.59 52.49 9.69 52.49 -36.01 -122.01 0.59 23.81
434 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -84.83 -21.71 52.37 9.56 52.37 -36.14 -122.14 0.47 23.68
436 mt_961_use2014_best_save_rnk500_idxctrl -87.27 -24.15 49.93 7.13 49.93 -38.57 -124.57 -1.97 21.25
449 mt_961_use2023_best_save_rnk500_idxctrl -92.66 -29.53 44.55 1.74 44.55 -43.96 -129.96 -7.35 15.86
450 mt_962_use2016_best_save_rnk500_idxctrl -93.50 -30.38 43.70 0.89 43.70 -44.81 -130.81 -8.20 15.01
477 mt_961_use2008_best_save_rnk500_idxctrl -110.82 -47.70 26.38 -16.42 26.38 -62.12 -148.12 -25.52 -2.30
482 mt_962_use2014_best_save_rnk500_idxctrl -115.21 -52.09 21.99 -20.81 21.99 -66.51 -152.51 -29.91 -6.69
488 mt_961_use2014_last_save_rnk500_idxctrl -119.06 -55.94 18.14 -24.67 18.14 -70.37 -156.37 -33.76 -10.54
498 mt_962_use2008_last_save_rnk500_idxctrl -124.58 -61.46 12.62 -30.18 12.62 -75.88 -161.88 -39.28 -16.06
502 mt_962_use2008_best_save_rnk500_idxctrl -132.39 -69.27 4.81 -38.00 4.81 -83.70 -169.70 -47.09 -23.87
507 mt_962_use2014_last_save_rnk500_idxctrl -138.05 -74.93 -0.85 -43.66 -0.85 -89.35 -175.36 -52.75 -29.53