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_20250417_172118
226 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 70.13 94.33 121.38 145.47 121.38 -36.61 -280.80 -288.09 -275.51
227 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 70.07 94.27 121.33 145.41 121.33 -36.67 -280.86 -288.14 -275.56
229 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 69.41 93.61 120.67 144.76 120.67 -37.33 -281.52 -288.80 -276.22
230 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 69.36 93.56 120.61 144.70 120.61 -37.39 -281.57 -288.86 -276.28
233 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 68.97 93.17 120.22 144.31 120.22 -37.78 -281.96 -289.25 -276.67
235 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 68.87 93.06 120.12 144.21 120.12 -37.88 -282.06 -289.35 -276.77
237 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 68.20 92.40 119.46 143.55 119.46 -38.54 -282.72 -290.01 -277.43
238 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 68.15 92.34 119.40 143.49 119.40 -38.60 -282.78 -290.07 -277.49
239 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 68.11 92.31 119.36 143.45 119.36 -38.64 -282.82 -290.11 -277.53
241 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 67.74 91.94 119.00 143.09 119.00 -39.00 -283.19 -290.47 -277.89
243 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 67.47 91.67 118.73 142.82 118.73 -39.27 -283.45 -290.74 -278.16
245 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 67.09 91.28 118.34 142.43 118.34 -39.66 -283.84 -291.13 -278.55
256 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 61.11 85.31 112.37 136.45 112.37 -45.63 -289.82 -297.10 -284.53
257 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 60.40 84.60 111.66 135.75 111.66 -46.34 -290.52 -297.81 -285.23
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 60.05 84.25 111.31 135.39 111.31 -46.69 -290.88 -298.16 -285.58
260 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 59.87 84.07 111.12 135.21 111.13 -46.87 -291.06 -298.34 -285.77
261 multin_zz1000_61001_idxctrl_50010002000_pv 59.83 84.02 111.08 135.17 111.08 -46.92 -291.10 -298.39 -285.81
264 multin_zz1000_61001_idxctrl_top3800_pv 59.04 83.24 110.30 134.38 110.30 -47.70 -291.89 -299.17 -286.59
265 multin_zz1000_61004_idxctrl_50010002000_pv 59.02 83.22 110.28 134.36 110.28 -47.72 -291.91 -299.19 -286.61
266 multin_zz1000_61004_idxctrl_top3800_pv 58.84 83.04 110.10 134.18 110.10 -47.90 -292.09 -299.37 -286.79
267 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 58.23 82.43 109.49 133.58 109.49 -48.51 -292.69 -299.98 -287.40
268 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 57.66 81.86 108.92 133.00 108.92 -49.08 -293.27 -300.55 -287.97
271 multin_zz1000_61002_idxctrl_50010002000_pv 57.30 81.50 108.56 132.64 108.56 -49.44 -293.63 -300.91 -288.33
273 multin_zz1000_61002_idxctrl_top3800_pv 56.75 80.95 108.01 132.09 108.01 -49.99 -294.18 -301.46 -288.89
299 mt_961_use2021_last_save_rnk500_idxctrl 39.27 63.46 90.52 114.61 90.52 -67.48 -311.66 -318.95 -306.37
303 mt_961_use2021_best_save_rnk500_idxctrl 38.06 62.26 89.31 113.40 89.31 -68.69 -312.87 -320.16 -307.58
320 mt_962_use2015_last_save_rnk500_idxctrl 32.73 56.93 83.99 108.07 83.99 -74.01 -318.20 -325.48 -312.90
326 mt_962_use2022_last_save_rnk500_idxctrl 31.66 55.86 82.92 107.01 82.92 -75.08 -319.27 -326.55 -313.97
327 mt_962_use2019_best_save_rnk500_idxctrl 31.57 55.77 82.82 106.91 82.82 -75.18 -319.36 -326.65 -314.07
329 mt_962_use2015_best_save_rnk500_idxctrl 31.10 55.30 82.36 106.44 82.36 -75.64 -319.83 -327.11 -314.53
330 mt_962_use2016_last_save_rnk500_idxctrl 30.22 54.41 81.47 105.56 81.47 -76.53 -320.71 -328.00 -315.42
336 mt_962_use2011_last_save_rnk500_idxctrl 27.70 51.90 78.96 103.04 78.96 -79.04 -323.23 -330.51 -317.94
337 mt_962_use2019_last_save_rnk500_idxctrl 26.14 50.34 77.39 101.48 77.39 -80.61 -324.79 -332.08 -319.50
338 mt_962_use2023_last_save_rnk500_idxctrl 26.10 50.30 77.35 101.44 77.35 -80.65 -324.83 -332.12 -319.54
340 mt_962_use2020_last_save_rnk500_idxctrl 25.30 49.50 76.56 100.65 76.56 -81.44 -325.63 -332.91 -320.33
341 mt_962_use2018_last_save_rnk500_idxctrl 25.18 49.38 76.43 100.52 76.43 -81.57 -325.75 -333.04 -320.46
342 mt_961_use2009_best_save_rnk500_idxctrl 24.67 48.86 75.92 100.01 75.92 -82.08 -326.26 -333.55 -320.97
344 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 23.85 48.04 75.10 99.19 75.10 -82.90 -327.08 -334.37 -321.79
345 mt_962_use2012_best_save_rnk500_idxctrl 23.69 47.89 74.94 99.03 74.94 -83.06 -327.24 -334.53 -321.95
346 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 23.66 47.86 74.92 99.00 74.92 -83.08 -327.27 -334.55 -321.97
347 mt_961_use2013_last_save_rnk500_idxctrl 23.49 47.69 74.75 98.83 74.75 -83.25 -327.44 -334.72 -322.15
348 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 23.47 47.67 74.73 98.82 74.73 -83.27 -327.45 -334.74 -322.16
350 mt_961_use2009_last_save_rnk500_idxctrl 23.12 47.32 74.38 98.47 74.38 -83.62 -327.80 -335.09 -322.51
351 mt_962_use2021_best_save_rnk500_idxctrl 22.92 47.11 74.17 98.26 74.17 -83.83 -328.01 -335.30 -322.72
352 mt_961_use2012_best_save_rnk500_idxctrl 22.74 46.93 73.99 98.08 73.99 -84.01 -328.19 -335.48 -322.90
353 multin_zz1000_61001_idxctrl_zz1000_pv 22.51 46.70 73.76 97.85 73.76 -84.24 -328.42 -335.71 -323.13
354 multin_zz1000_61004_idxctrl_zz1000_pv 22.45 46.65 73.70 97.79 73.70 -84.30 -328.48 -335.77 -323.19
355 mt_962_use2010_last_save_rnk500_idxctrl 22.40 46.60 73.65 97.74 73.65 -84.35 -328.53 -335.82 -323.24
356 multin_zz1000_61002_idxctrl_zz1000_pv 22.28 46.48 73.54 97.62 73.54 -84.46 -328.65 -335.93 -323.35
357 mt_962_use2011_best_save_rnk500_idxctrl 22.28 46.48 73.54 97.62 73.54 -84.46 -328.65 -335.93 -323.36
359 mt_962_use2023_best_save_rnk500_idxctrl 22.18 46.38 73.44 97.52 73.44 -84.56 -328.75 -336.03 -323.46
360 mt_962_use2013_best_save_rnk500_idxctrl 21.80 46.00 73.06 97.15 73.06 -84.94 -329.12 -336.41 -323.83
361 mt_961_use2022_best_save_rnk500_idxctrl 21.74 45.94 72.99 97.08 73.00 -85.00 -329.19 -336.47 -323.90
366 mt_962_use2010_best_save_rnk500_idxctrl 20.68 44.88 71.93 96.02 71.93 -86.07 -330.25 -337.54 -324.96
367 mt_961_use2013_best_save_rnk500_idxctrl 20.64 44.84 71.90 95.99 71.90 -86.10 -330.28 -337.57 -324.99
368 mt_962_use2018_best_save_rnk500_idxctrl 20.49 44.69 71.74 95.83 71.74 -86.26 -330.44 -337.73 -325.15
370 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 19.88 44.08 71.13 95.22 71.13 -86.87 -331.05 -338.34 -325.76
371 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 19.86 44.06 71.12 95.20 71.12 -86.88 -331.07 -338.35 -325.78
372 mt_961_use2010_best_save_rnk500_idxctrl 19.83 44.03 71.08 95.17 71.08 -86.92 -331.10 -338.39 -325.81
374 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 19.58 43.78 70.83 94.92 70.83 -87.16 -331.35 -338.64 -326.06
375 mt_961_use2011_best_save_rnk500_idxctrl 19.52 43.71 70.77 94.86 70.77 -87.23 -331.41 -338.70 -326.12
376 mt_962_use2017_best_save_rnk500_idxctrl 19.40 43.60 70.66 94.74 70.66 -87.34 -331.53 -338.81 -326.24
377 mt_962_use2013_last_save_rnk500_idxctrl 19.16 43.36 70.42 94.50 70.42 -87.58 -331.77 -339.05 -326.47
378 mt_962_use2022_best_save_rnk500_idxctrl 19.08 43.28 70.34 94.43 70.34 -87.66 -331.84 -339.13 -326.55
379 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 19.01 43.20 70.26 94.35 70.26 -87.74 -331.92 -339.21 -326.63
380 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 19.00 43.20 70.26 94.34 70.26 -87.74 -331.93 -339.21 -326.63
381 mt_962_use2021_last_save_rnk500_idxctrl 18.97 43.17 70.22 94.31 70.22 -87.77 -331.96 -339.25 -326.67
383 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 18.74 42.94 70.00 94.09 70.00 -88.00 -332.19 -339.47 -326.89
385 mt_961_use2012_last_save_rnk500_idxctrl 18.62 42.82 69.88 93.97 69.88 -88.12 -332.31 -339.59 -327.01
386 mt_961_use2015_best_save_rnk500_idxctrl 18.47 42.66 69.72 93.81 69.72 -88.28 -332.46 -339.75 -327.17
387 mt_962_use2009_last_save_rnk500_idxctrl 18.45 42.65 69.71 93.79 69.71 -88.29 -332.48 -339.76 -327.19
388 mt_962_use2017_last_save_rnk500_idxctrl 17.84 42.04 69.10 93.19 69.10 -88.90 -333.09 -340.37 -327.79
390 mt_962_use2009_best_save_rnk500_idxctrl 17.55 41.74 68.80 92.89 68.80 -89.20 -333.38 -340.67 -328.09
391 mt_961_use2010_last_save_rnk500_idxctrl 17.52 41.72 68.78 92.87 68.78 -89.22 -333.41 -340.69 -328.11
392 mt_961_use2011_last_save_rnk500_idxctrl 17.26 41.46 68.52 92.61 68.52 -89.48 -333.67 -340.95 -328.37
393 mt_962_use2024_best_save_rnk500_idxctrl 16.41 40.61 67.67 91.76 67.67 -90.33 -334.51 -341.80 -329.22
397 mt_962_use2020_best_save_rnk500_idxctrl 14.86 39.05 66.11 90.20 66.11 -91.89 -336.07 -343.36 -330.78
400 mt_962_use2024_last_save_rnk500_idxctrl 14.14 38.34 65.40 89.48 65.40 -92.60 -336.79 -344.07 -331.50
402 mt_962_use2012_last_save_rnk500_idxctrl 13.73 37.93 64.99 89.07 64.99 -93.01 -337.20 -344.48 -331.90
407 mt_961_use2022_last_save_rnk500_idxctrl 12.51 36.71 63.77 87.85 63.77 -94.23 -338.42 -345.70 -333.13
414 mt_962_use2016_best_save_rnk500_idxctrl 7.74 31.94 58.99 83.08 59.00 -99.00 -343.19 -350.47 -337.90
417 mt_961_use2015_last_save_rnk500_idxctrl 6.94 31.14 58.20 82.29 58.20 -99.80 -343.99 -351.27 -338.69
419 mt_961_use2024_best_save_rnk500_idxctrl 6.04 30.24 57.30 81.38 57.30 -100.70 -344.89 -352.17 -339.60
424 mt_961_use2024_last_save_rnk500_idxctrl 3.38 27.57 54.63 78.72 54.63 -103.37 -347.55 -354.84 -342.26
426 mt_962_use2008_last_save_rnk500_idxctrl 2.72 26.92 53.98 78.07 53.98 -104.02 -348.21 -355.49 -342.91
430 mt_962_use2008_best_save_rnk500_idxctrl 1.05 25.25 52.30 76.39 52.31 -105.69 -349.88 -357.16 -344.59
431 mt_961_use2017_best_save_rnk500_idxctrl 0.74 24.93 51.99 76.08 51.99 -106.01 -350.19 -357.48 -344.90
433 mt_961_use2017_last_save_rnk500_idxctrl 0.51 24.71 51.77 75.85 51.77 -106.23 -350.42 -357.70 -345.12
435 multin_zz1000_61004_idxctrl_pv_rm_blc -1.19 23.01 50.06 74.15 50.07 -107.93 -352.12 -359.40 -346.83
436 multin_zz1000_61002_idxctrl_pv_rm_blc -1.19 23.01 50.06 74.15 50.07 -107.93 -352.12 -359.40 -346.83
437 mt_961_use2008_last_save_rnk500_idxctrl -1.26 22.93 49.99 74.08 49.99 -108.01 -352.19 -359.48 -346.90
438 multin_zz1000_61004_idxctrl_pv -1.28 22.91 49.97 74.06 49.97 -108.03 -352.21 -359.50 -346.92
439 multin_zz1000_61002_idxctrl_pv -1.28 22.91 49.97 74.06 49.97 -108.03 -352.21 -359.50 -346.92
442 multin_zz1000_61001_idxctrl_pv_rm_blc -1.94 22.25 49.31 73.40 49.31 -108.69 -352.87 -360.16 -347.58
443 multin_zz1000_61001_idxctrl_pv -2.13 22.07 49.13 73.22 49.13 -108.87 -353.05 -360.34 -347.76
445 mt_961_use2008_best_save_rnk500_idxctrl -3.16 21.04 48.10 72.18 48.10 -109.90 -354.09 -361.37 -348.79
447 mt_961_use2020_last_save_rnk500_idxctrl -4.46 19.74 46.80 70.89 46.80 -111.20 -355.39 -362.67 -350.09
448 mt_961_use2016_best_save_rnk500_idxctrl -4.46 19.74 46.79 70.88 46.79 -111.20 -355.39 -362.68 -350.10
449 mt_961_use2020_best_save_rnk500_idxctrl -4.68 19.51 46.57 70.66 46.57 -111.43 -355.61 -362.90 -350.32
452 multin_zz1000_61002_idxctrl_pv_rm_fnd -5.42 18.77 45.83 69.92 45.83 -112.17 -356.35 -363.64 -351.06
453 multin_zz1000_61004_idxctrl_pv_rm_fnd -5.42 18.77 45.83 69.92 45.83 -112.17 -356.35 -363.64 -351.06
454 mt_961_use2018_last_save_rnk500_idxctrl -5.70 18.50 45.55 69.64 45.55 -112.44 -356.63 -363.92 -351.34
455 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -6.12 18.08 45.14 69.23 45.14 -112.86 -357.04 -364.33 -351.75
456 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -6.12 18.08 45.14 69.23 45.14 -112.86 -357.04 -364.33 -351.75
457 mt_961_use2023_last_save_rnk500_idxctrl -6.27 17.93 44.99 69.07 44.99 -113.01 -357.20 -364.48 -351.91
458 multin_zz1000_61001_idxctrl_pv_rm_fnd -6.60 17.60 44.66 68.74 44.66 -113.34 -357.53 -364.81 -352.24
459 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -7.17 17.03 44.09 68.17 44.09 -113.91 -358.10 -365.38 -352.80
460 mt_961_use2019_last_save_rnk500_idxctrl -8.18 16.01 43.07 67.16 43.07 -114.93 -359.11 -366.40 -353.82
462 mt_961_use2014_last_save_rnk500_idxctrl -11.93 12.27 39.33 63.42 39.33 -118.67 -362.85 -370.14 -357.56
463 mt_961_use2023_best_save_rnk500_idxctrl -12.11 12.08 39.14 63.23 39.14 -118.86 -363.04 -370.33 -357.75
464 mt_961_use2016_last_save_rnk500_idxctrl -13.45 10.75 37.81 61.89 37.81 -120.19 -364.38 -371.66 -359.08
465 mt_962_use2014_best_save_rnk500_idxctrl -13.54 10.66 37.71 61.80 37.72 -120.28 -364.47 -371.75 -359.18
469 mt_961_use2014_best_save_rnk500_idxctrl -16.34 7.86 34.92 59.01 34.92 -123.08 -367.26 -374.55 -361.97
470 mt_961_use2018_best_save_rnk500_idxctrl -20.79 3.40 30.46 54.55 30.46 -127.54 -371.72 -379.01 -366.43
471 mt_962_use2014_last_save_rnk500_idxctrl -21.09 3.11 30.17 54.26 30.17 -127.83 -372.02 -379.30 -366.72
472 multin_zz500_61004_idxctrl_zz500_pv -21.96 2.24 29.29 53.38 29.30 -128.70 -372.89 -380.17 -367.60
473 multin_zz500_61002_idxctrl_zz500_pv -22.00 2.20 29.26 53.34 29.26 -128.74 -372.93 -380.21 -367.64
474 multin_zz500_61001_idxctrl_zz500_pv -22.03 2.17 29.22 53.31 29.22 -128.77 -372.96 -380.25 -367.67
475 mt_961_use2019_best_save_rnk500_idxctrl -22.65 1.55 28.61 52.69 28.61 -129.39 -373.58 -380.86 -368.28
478 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -25.37 -1.17 25.89 49.97 25.89 -132.11 -376.30 -383.58 -371.01
479 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -25.62 -1.42 25.64 49.72 25.64 -132.36 -376.55 -383.83 -371.25
480 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -25.71 -1.51 25.55 49.64 25.55 -132.45 -376.64 -383.92 -371.34
481 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -26.09 -1.89 25.17 49.25 25.17 -132.83 -377.02 -384.30 -371.72
482 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -26.12 -1.92 25.14 49.22 25.14 -132.86 -377.05 -384.33 -371.76
483 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -27.56 -3.36 23.70 47.78 23.70 -134.30 -378.49 -385.77 -373.20
485 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -30.71 -6.51 20.55 44.63 20.55 -137.45 -381.64 -388.92 -376.34
486 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -30.89 -6.69 20.36 44.45 20.36 -137.64 -381.82 -389.11 -376.53
487 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -31.68 -7.48 19.58 43.67 19.58 -138.42 -382.61 -389.89 -377.31