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_20250418_151520
59 mt_962_use2008_last_save_rnk500_idxctrl 54.94 34.62 43.92 20.41 43.93 46.91 24.78 -39.55 -1.96
64 mt_962_use2008_best_save_rnk500_idxctrl 54.31 33.99 43.30 19.78 43.30 46.28 24.15 -40.18 -2.59
94 mt_962_use2009_best_save_rnk500_idxctrl 49.06 28.75 38.05 14.53 38.05 41.04 18.90 -45.43 -7.84
103 mt_961_use2016_last_save_rnk500_idxctrl 47.62 27.30 36.61 13.09 36.61 39.60 17.46 -46.87 -9.28
104 mt_961_use2008_best_save_rnk500_idxctrl 47.40 27.08 36.38 12.87 36.38 39.37 17.24 -47.09 -9.51
112 mt_962_use2009_last_save_rnk500_idxctrl 46.15 25.83 35.14 11.62 35.14 38.12 15.99 -48.34 -10.75
115 mt_961_use2008_last_save_rnk500_idxctrl 45.60 25.29 34.59 11.07 34.59 37.58 15.44 -48.88 -11.30
127 mt_961_use2011_last_save_rnk500_idxctrl 44.05 23.73 33.04 9.52 33.04 36.02 13.89 -50.44 -12.85
144 mt_961_use2016_best_save_rnk500_idxctrl 41.70 21.38 30.68 7.16 30.68 33.67 11.54 -52.79 -15.21
147 mt_961_use2023_last_save_rnk500_idxctrl 41.62 21.31 30.61 7.09 30.61 33.60 11.47 -52.86 -15.28
157 mt_961_use2023_best_save_rnk500_idxctrl 40.56 20.24 29.55 6.03 29.55 32.53 10.40 -53.93 -16.34
180 mt_961_use2012_last_save_rnk500_idxctrl 38.71 18.39 27.69 4.17 27.69 30.68 8.55 -55.78 -18.20
193 mt_961_use2015_last_save_rnk500_idxctrl 37.08 16.76 26.06 2.54 26.06 29.05 6.92 -57.41 -19.83
200 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 36.49 16.17 25.47 1.95 25.47 28.46 6.33 -58.00 -20.42
202 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 36.23 15.92 25.22 1.70 25.22 28.21 6.07 -58.26 -20.67
209 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 35.56 15.24 24.54 1.02 24.54 27.53 5.40 -58.93 -21.35
211 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 35.32 15.01 24.31 0.79 24.31 27.30 5.16 -59.17 -21.58
214 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 35.13 14.82 24.12 0.60 24.12 27.11 4.97 -59.35 -21.77
216 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 35.00 14.68 23.98 0.46 23.98 26.97 4.84 -59.49 -21.91
225 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 34.23 13.91 23.21 -0.31 23.21 26.20 4.07 -60.26 -22.68
230 mt_961_use2017_last_save_rnk500_idxctrl 34.09 13.77 23.07 -0.45 23.07 26.06 3.93 -60.40 -22.82
231 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 34.06 13.74 23.04 -0.48 23.04 26.03 3.90 -60.43 -22.85
245 mt_961_use2011_best_save_rnk500_idxctrl 32.58 12.27 21.57 -1.95 21.57 24.56 2.43 -61.90 -24.32
247 mt_961_use2010_last_save_rnk500_idxctrl 32.46 12.14 21.44 -2.08 21.44 24.43 2.30 -62.03 -24.45
252 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 31.62 11.30 20.60 -2.92 20.60 23.59 1.46 -62.87 -25.29
253 mt_961_use2018_best_save_rnk500_idxctrl 31.60 11.28 20.58 -2.94 20.58 23.57 1.44 -62.89 -25.31
255 mt_962_use2016_best_save_rnk500_idxctrl 31.41 11.10 20.40 -3.12 20.40 23.39 1.26 -63.07 -25.49
257 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 31.30 10.98 20.28 -3.24 20.28 23.27 1.14 -63.19 -25.61
259 mt_961_use2014_last_save_rnk500_idxctrl 30.95 10.63 19.93 -3.58 19.93 22.92 0.79 -63.54 -25.96
260 mt_961_use2009_last_save_rnk500_idxctrl 30.79 10.47 19.77 -3.75 19.77 22.76 0.63 -63.70 -26.12
261 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 30.60 10.29 19.59 -3.93 19.59 22.58 0.44 -63.88 -26.30
263 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 30.25 9.93 19.23 -4.29 19.23 22.22 0.09 -64.24 -26.66
264 mt_961_use2010_best_save_rnk500_idxctrl 30.18 9.86 19.17 -4.35 19.17 22.15 0.02 -64.31 -26.72
266 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 29.94 9.63 18.93 -4.59 18.93 21.92 -0.22 -64.55 -26.96
267 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 29.84 9.53 18.83 -4.69 18.83 21.82 -0.32 -64.65 -27.06
270 mt_961_use2018_last_save_rnk500_idxctrl 29.10 8.78 18.08 -5.43 18.08 21.07 -1.06 -65.39 -27.81
272 mt_961_use2009_best_save_rnk500_idxctrl 28.95 8.64 17.94 -5.58 17.94 20.93 -1.21 -65.53 -27.95
277 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 28.52 8.20 17.51 -6.01 17.51 20.49 -1.64 -65.97 -28.38
279 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 28.44 8.12 17.42 -6.10 17.42 20.41 -1.72 -66.05 -28.47
280 multin_zz1000_61002_idxctrl_top3800_pv 28.28 7.96 17.26 -6.26 17.26 20.25 -1.88 -66.21 -28.63
281 multin_zz1000_61002_idxctrl_50010002000_pv 28.14 7.82 17.12 -6.40 17.12 20.11 -2.02 -66.35 -28.77
284 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 27.76 7.44 16.74 -6.78 16.74 19.73 -2.40 -66.73 -29.15
286 multin_zz1000_61004_idxctrl_50010002000_pv 27.42 7.10 16.40 -7.12 16.40 19.39 -2.74 -67.07 -29.49
287 multin_zz1000_61004_idxctrl_top3800_pv 27.22 6.90 16.20 -7.32 16.20 19.19 -2.94 -67.27 -29.69
289 mt_962_use2010_best_save_rnk500_idxctrl 27.19 6.87 16.18 -7.34 16.18 19.16 -2.97 -67.30 -29.71
290 mt_962_use2011_best_save_rnk500_idxctrl 27.14 6.83 16.13 -7.39 16.13 19.12 -3.02 -67.34 -29.76
293 mt_961_use2012_best_save_rnk500_idxctrl 26.93 6.62 15.92 -7.60 15.92 18.91 -3.22 -67.55 -29.97
295 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 26.45 6.13 15.43 -8.08 15.43 18.42 -3.71 -68.04 -30.46
297 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 25.70 5.38 14.68 -8.83 14.68 17.67 -4.46 -68.79 -31.21
298 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 25.50 5.18 14.48 -9.03 14.48 17.47 -4.66 -68.99 -31.41
308 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 24.72 4.40 13.71 -9.81 13.71 16.70 -5.44 -69.77 -32.18
310 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 24.59 4.28 13.58 -9.94 13.58 16.57 -5.57 -69.89 -32.31
317 mt_961_use2015_best_save_rnk500_idxctrl 24.07 3.76 13.06 -10.46 13.06 16.05 -6.09 -70.41 -32.83
321 multin_zz1000_61001_idxctrl_50010002000_pv 22.96 2.64 11.94 -11.58 11.94 14.93 -7.20 -71.53 -33.95
324 multin_zz1000_61001_idxctrl_top3800_pv 22.73 2.41 11.71 -11.81 11.71 14.70 -7.43 -71.76 -34.18
329 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 21.60 1.28 10.59 -12.93 10.59 13.58 -8.56 -72.89 -35.30
330 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 21.30 0.98 10.29 -13.23 10.29 13.28 -8.86 -73.19 -35.60
333 multin_zz500_61004_idxctrl_zz500_pv 20.59 0.27 9.57 -13.94 9.57 12.56 -9.57 -73.90 -36.32
334 multin_zz1000_61002_idxctrl_pv_rm_fnd 20.52 0.20 9.50 -14.01 9.50 12.49 -9.64 -73.97 -36.39
335 multin_zz1000_61004_idxctrl_pv_rm_fnd 20.52 0.20 9.50 -14.01 9.50 12.49 -9.64 -73.97 -36.39
337 multin_zz500_61002_idxctrl_zz500_pv 20.34 0.02 9.32 -14.20 9.32 12.31 -9.82 -74.15 -36.57
338 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 20.28 -0.04 9.26 -14.25 9.26 12.25 -9.88 -74.21 -36.63
340 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 20.20 -0.12 9.19 -14.33 9.19 12.17 -9.96 -74.29 -36.70
341 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 20.20 -0.12 9.19 -14.33 9.19 12.17 -9.96 -74.29 -36.70
342 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 20.06 -0.25 9.05 -14.47 9.05 12.04 -10.10 -74.42 -36.84
346 multin_zz1000_61001_idxctrl_pv_rm_fnd 19.41 -0.90 8.40 -15.12 8.40 11.39 -10.75 -75.08 -37.49
347 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 19.04 -1.27 8.03 -15.49 8.03 11.02 -11.11 -75.44 -37.86
349 mt_961_use2017_best_save_rnk500_idxctrl 18.81 -1.51 7.80 -15.72 7.80 10.79 -11.35 -75.68 -38.09
350 mt_961_use2014_best_save_rnk500_idxctrl 18.76 -1.56 7.74 -15.78 7.74 10.73 -11.40 -75.73 -38.15
351 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 18.73 -1.58 7.72 -15.80 7.72 10.71 -11.43 -75.75 -38.17
354 multin_zz500_61001_idxctrl_zz500_pv 17.75 -2.56 6.74 -16.78 6.74 9.73 -12.40 -76.73 -39.15
355 mt_961_use2024_best_save_rnk500_idxctrl 17.69 -2.63 6.67 -16.85 6.67 9.66 -12.47 -76.80 -39.22
363 mt_961_use2022_last_save_rnk500_idxctrl 17.14 -3.18 6.12 -17.39 6.12 9.11 -13.02 -77.35 -39.77
367 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 16.53 -3.79 5.51 -18.00 5.51 8.50 -13.63 -77.96 -40.38
368 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 16.52 -3.80 5.50 -18.01 5.50 8.49 -13.64 -77.97 -40.39
375 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 15.44 -4.87 4.43 -19.09 4.43 7.42 -14.71 -79.04 -41.46
376 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 15.43 -4.88 4.42 -19.10 4.42 7.41 -14.72 -79.05 -41.47
377 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 15.29 -5.02 4.28 -19.24 4.28 7.27 -14.87 -79.19 -41.61
384 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 14.15 -6.17 3.13 -20.39 3.13 6.12 -16.01 -80.34 -42.76
388 multin_zz1000_61004_idxctrl_pv 13.54 -6.77 2.53 -20.99 2.53 5.52 -16.62 -80.94 -43.36
389 multin_zz1000_61002_idxctrl_pv 13.54 -6.77 2.53 -20.99 2.53 5.52 -16.62 -80.94 -43.36
392 mt_962_use2010_last_save_rnk500_idxctrl 12.80 -7.52 1.78 -21.74 1.78 4.77 -17.36 -81.69 -44.11
394 multin_zz1000_61002_idxctrl_pv_rm_blc 12.47 -7.85 1.46 -22.06 1.46 4.44 -17.69 -82.02 -44.43
395 multin_zz1000_61004_idxctrl_pv_rm_blc 12.47 -7.85 1.46 -22.06 1.46 4.44 -17.69 -82.02 -44.43
403 mt_961_use2013_last_save_rnk500_idxctrl 11.70 -8.62 0.69 -22.83 0.69 3.68 -18.46 -82.79 -45.20
405 multin_zz1000_61001_idxctrl_pv 11.36 -8.96 0.34 -23.18 0.34 3.33 -18.80 -83.13 -45.55
407 mt_961_use2022_best_save_rnk500_idxctrl 11.14 -9.18 0.12 -23.39 0.12 3.11 -19.02 -83.35 -45.77
411 multin_zz1000_61002_idxctrl_zz1000_pv 10.46 -9.86 -0.56 -24.08 -0.56 2.43 -19.70 -84.03 -46.45
412 multin_zz1000_61004_idxctrl_zz1000_pv 10.46 -9.86 -0.56 -24.07 -0.56 2.43 -19.70 -84.03 -46.45
413 mt_961_use2024_last_save_rnk500_idxctrl 10.44 -9.88 -0.57 -24.09 -0.57 2.42 -19.72 -84.05 -46.46
415 multin_zz1000_61001_idxctrl_pv_rm_blc 10.27 -10.04 -0.74 -24.26 -0.74 2.25 -19.88 -84.21 -46.63
419 mt_962_use2011_last_save_rnk500_idxctrl 9.27 -11.04 -1.74 -25.26 -1.74 1.25 -20.89 -85.21 -47.63
420 mt_961_use2019_last_save_rnk500_idxctrl 8.82 -11.50 -2.20 -25.72 -2.20 0.79 -21.34 -85.67 -48.09
421 mt_962_use2018_last_save_rnk500_idxctrl 8.64 -11.68 -2.37 -25.89 -2.37 0.61 -21.52 -85.85 -48.26
422 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 8.26 -12.06 -2.75 -26.27 -2.75 0.24 -21.90 -86.23 -48.64
423 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 8.25 -12.06 -2.76 -26.28 -2.76 0.23 -21.90 -86.23 -48.65
426 multin_zz1000_61001_idxctrl_zz1000_pv 7.36 -12.95 -3.65 -27.17 -3.65 -0.66 -22.80 -87.12 -49.54
430 mt_962_use2016_last_save_rnk500_idxctrl 5.23 -15.08 -5.78 -29.30 -5.78 -2.79 -24.93 -89.25 -51.67
431 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.20 -15.11 -5.81 -29.33 -5.81 -2.82 -24.96 -89.28 -51.70
432 mt_962_use2014_last_save_rnk500_idxctrl 4.97 -15.35 -6.05 -29.56 -6.05 -3.06 -25.19 -89.52 -51.94
433 mt_962_use2013_last_save_rnk500_idxctrl 4.74 -15.57 -6.27 -29.79 -6.27 -3.28 -25.41 -89.74 -52.16
435 mt_961_use2019_best_save_rnk500_idxctrl 4.54 -15.77 -6.47 -29.99 -6.47 -3.48 -25.62 -89.94 -52.36
440 mt_962_use2017_last_save_rnk500_idxctrl 3.69 -16.62 -7.32 -30.84 -7.32 -4.33 -26.46 -90.79 -53.21
441 mt_962_use2024_best_save_rnk500_idxctrl 3.67 -16.64 -7.34 -30.86 -7.34 -4.35 -26.49 -90.81 -53.23
442 mt_961_use2021_last_save_rnk500_idxctrl 3.42 -16.89 -7.59 -31.11 -7.59 -4.60 -26.74 -91.06 -53.48
444 mt_962_use2012_last_save_rnk500_idxctrl 2.50 -17.82 -8.52 -32.03 -8.52 -5.53 -27.66 -91.99 -54.41
449 mt_962_use2023_last_save_rnk500_idxctrl 1.26 -19.06 -9.76 -33.28 -9.76 -6.77 -28.90 -93.23 -55.65
450 mt_962_use2014_best_save_rnk500_idxctrl 1.22 -19.10 -9.80 -33.31 -9.80 -6.81 -28.94 -93.27 -55.69
452 mt_962_use2012_best_save_rnk500_idxctrl 0.48 -19.83 -10.53 -34.05 -10.53 -7.54 -29.68 -94.01 -56.42
453 mt_961_use2020_last_save_rnk500_idxctrl -0.62 -20.93 -11.63 -35.15 -11.63 -8.64 -30.77 -95.10 -57.52
456 mt_961_use2020_best_save_rnk500_idxctrl -1.92 -22.24 -12.94 -36.45 -12.94 -9.95 -32.08 -96.41 -58.83
459 mt_962_use2015_last_save_rnk500_idxctrl -2.69 -23.00 -13.70 -37.22 -13.70 -10.71 -32.85 -97.18 -59.59
461 mt_962_use2023_best_save_rnk500_idxctrl -5.30 -25.62 -16.32 -39.84 -16.32 -13.33 -35.46 -99.79 -62.21
464 mt_962_use2017_best_save_rnk500_idxctrl -5.78 -26.10 -16.80 -40.32 -16.80 -13.81 -35.94 -100.27 -62.69
465 mt_962_use2013_best_save_rnk500_idxctrl -6.53 -26.85 -17.54 -41.06 -17.54 -14.56 -36.69 -101.02 -63.43
468 mt_962_use2024_last_save_rnk500_idxctrl -8.67 -28.99 -19.68 -43.20 -19.68 -16.69 -38.83 -103.16 -65.57
469 mt_962_use2021_last_save_rnk500_idxctrl -9.82 -30.14 -20.83 -44.35 -20.83 -17.85 -39.98 -104.31 -66.72
479 mt_961_use2021_best_save_rnk500_idxctrl -17.27 -37.59 -28.29 -51.81 -28.29 -25.30 -47.43 -111.76 -74.18
482 mt_962_use2018_best_save_rnk500_idxctrl -18.76 -39.08 -29.77 -53.29 -29.77 -26.78 -48.92 -113.25 -75.66
490 mt_962_use2019_last_save_rnk500_idxctrl -25.43 -45.75 -36.45 -59.97 -36.45 -33.46 -55.59 -119.92 -82.34
491 mt_962_use2022_last_save_rnk500_idxctrl -25.49 -45.81 -36.51 -60.03 -36.51 -33.52 -55.65 -119.98 -82.40
492 mt_961_use2013_best_save_rnk500_idxctrl -28.37 -48.68 -39.38 -62.90 -39.38 -36.39 -58.52 -122.85 -85.27
495 mt_962_use2022_best_save_rnk500_idxctrl -30.79 -51.10 -41.80 -65.32 -41.80 -38.81 -60.95 -125.28 -87.69
498 mt_962_use2021_best_save_rnk500_idxctrl -34.69 -55.01 -45.71 -69.23 -45.71 -42.72 -64.85 -129.18 -91.60
500 mt_962_use2020_last_save_rnk500_idxctrl -37.36 -57.67 -48.37 -71.89 -48.37 -45.38 -67.52 -131.85 -94.26
501 mt_962_use2019_best_save_rnk500_idxctrl -41.92 -62.24 -52.93 -76.45 -52.93 -49.94 -72.08 -136.41 -98.82
505 mt_962_use2015_best_save_rnk500_idxctrl -52.95 -73.27 -63.97 -87.49 -63.97 -60.98 -83.11 -147.44 -109.86
507 mt_962_use2020_best_save_rnk500_idxctrl -56.82 -77.14 -67.84 -91.35 -67.84 -64.85 -86.98 -151.31 -113.73