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_20250421_151546
9 mt_962_use2022_last_save_rnk500_idxctrl 48.08 106.40 254.74 219.74 254.74 84.73 0.84 60.55 14.25
13 mt_961_use2015_best_save_rnk500_idxctrl 42.87 101.19 249.53 214.53 249.53 79.52 -4.37 55.34 9.04
15 mt_962_use2021_last_save_rnk500_idxctrl 41.94 100.26 248.60 213.60 248.60 78.59 -5.30 54.41 8.11
16 mt_962_use2023_best_save_rnk500_idxctrl 39.54 97.86 246.20 211.19 246.20 76.19 -7.70 52.00 5.71
17 mt_962_use2021_best_save_rnk500_idxctrl 37.00 95.31 243.66 208.65 243.66 73.64 -10.24 49.46 3.17
19 mt_961_use2015_last_save_rnk500_idxctrl 33.71 92.03 240.37 205.37 240.37 70.36 -13.53 46.18 -0.12
22 mt_962_use2020_last_save_rnk500_idxctrl 29.29 87.61 235.95 200.95 235.95 65.94 -17.95 41.76 -4.54
26 mt_962_use2019_best_save_rnk500_idxctrl 24.30 82.61 230.96 195.95 230.96 60.95 -22.94 36.76 -9.53
28 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 23.19 81.50 229.85 194.84 229.85 59.84 -24.05 35.65 -10.64
31 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 21.74 80.05 228.39 193.39 228.39 58.38 -25.50 34.20 -12.10
32 mt_962_use2015_best_save_rnk500_idxctrl 21.62 79.93 228.28 193.27 228.28 58.26 -25.62 34.08 -12.21
33 multin_zz1000_61001_idxctrl_50010002000_pv 20.71 79.02 227.36 192.36 227.36 57.35 -26.53 33.17 -13.13
34 mt_962_use2020_best_save_rnk500_idxctrl 20.67 78.99 227.33 192.33 227.33 57.32 -26.57 33.14 -13.16
36 mt_962_use2013_best_save_rnk500_idxctrl 19.39 77.71 226.05 191.05 226.05 56.04 -27.85 31.86 -14.44
37 multin_zz1000_61001_idxctrl_top3800_pv 19.32 77.63 225.97 190.97 225.97 55.96 -27.92 31.78 -14.51
38 mt_962_use2019_last_save_rnk500_idxctrl 18.21 76.52 224.87 189.86 224.87 54.85 -29.03 30.67 -15.62
40 mt_962_use2015_last_save_rnk500_idxctrl 17.43 75.74 224.08 189.08 224.08 54.07 -29.81 29.89 -16.41
42 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 16.52 74.84 223.18 188.18 223.18 53.17 -30.72 28.99 -17.31
44 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 16.38 74.70 223.04 188.03 223.04 53.03 -30.86 28.84 -17.45
45 mt_961_use2021_best_save_rnk500_idxctrl 16.08 74.39 222.74 187.73 222.74 52.73 -31.16 28.54 -17.75
46 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 15.56 73.88 222.22 187.22 222.22 52.21 -31.68 28.03 -18.27
48 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 15.36 73.68 222.02 187.02 222.02 52.01 -31.88 27.83 -18.47
49 multin_zz1000_61004_idxctrl_50010002000_pv 14.43 72.74 221.09 186.08 221.09 51.08 -32.81 26.89 -19.40
50 multin_zz1000_61002_idxctrl_50010002000_pv 13.94 72.25 220.59 185.59 220.59 50.58 -33.30 26.40 -19.90
51 mt_962_use2017_best_save_rnk500_idxctrl 13.89 72.21 220.55 185.54 220.55 50.54 -33.35 26.35 -19.94
52 multin_zz1000_61004_idxctrl_top3800_pv 13.48 71.79 220.13 185.13 220.13 50.12 -33.76 25.94 -20.35
53 multin_zz1000_61002_idxctrl_top3800_pv 12.83 71.15 219.49 184.49 219.49 49.48 -34.41 25.30 -21.00
54 mt_961_use2017_last_save_rnk500_idxctrl 11.58 69.89 218.23 183.23 218.23 48.22 -35.66 24.04 -22.26
57 mt_961_use2013_best_save_rnk500_idxctrl 10.70 69.01 217.35 182.35 217.35 47.34 -36.54 23.16 -23.13
58 mt_962_use2013_last_save_rnk500_idxctrl 10.58 68.90 217.24 182.23 217.24 47.23 -36.66 23.04 -23.25
63 mt_962_use2012_best_save_rnk500_idxctrl 8.30 66.62 214.96 179.96 214.96 44.95 -38.94 20.77 -25.53
64 mt_962_use2023_last_save_rnk500_idxctrl 7.13 65.45 213.79 178.79 213.79 43.78 -40.11 19.60 -26.70
65 mt_961_use2022_best_save_rnk500_idxctrl 5.87 64.18 212.53 177.52 212.53 42.52 -41.37 18.33 -27.96
68 mt_962_use2017_last_save_rnk500_idxctrl 4.01 62.32 210.67 175.66 210.67 40.65 -43.23 16.47 -29.82
71 mt_961_use2010_last_save_rnk500_idxctrl 3.73 62.05 210.39 175.39 210.39 40.38 -43.51 16.20 -30.10
75 mt_962_use2014_best_save_rnk500_idxctrl 2.80 61.12 209.46 174.46 209.46 39.45 -44.44 15.27 -31.03
80 multin_zz1000_61001_idxctrl_zz1000_pv 0.30 58.62 206.96 171.96 206.96 36.95 -46.94 12.76 -33.53
81 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -0.33 57.99 206.33 171.33 206.33 36.32 -47.57 12.14 -34.16
86 multin_zz1000_61002_idxctrl_zz1000_pv -2.19 56.13 204.47 169.47 204.47 34.46 -49.43 10.28 -36.02
87 multin_zz1000_61004_idxctrl_zz1000_pv -2.20 56.11 204.46 169.45 204.46 34.45 -49.44 10.26 -36.03
90 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -3.01 55.31 203.65 168.65 203.65 33.64 -50.25 9.46 -36.84
92 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -3.08 55.23 203.58 168.57 203.58 33.56 -50.32 9.38 -36.91
93 mt_962_use2010_last_save_rnk500_idxctrl -3.50 54.81 203.16 168.15 203.16 33.14 -50.74 8.96 -37.33
94 mt_962_use2016_last_save_rnk500_idxctrl -3.70 54.61 202.96 167.95 202.96 32.95 -50.94 8.76 -37.53
97 mt_962_use2012_last_save_rnk500_idxctrl -4.14 54.17 202.51 167.51 202.51 32.50 -51.38 8.32 -37.97
98 mt_961_use2022_last_save_rnk500_idxctrl -4.51 53.80 202.15 167.14 202.15 32.14 -51.75 7.95 -38.34
103 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -6.44 51.87 200.22 165.21 200.22 30.20 -53.68 6.02 -40.27
106 mt_962_use2011_last_save_rnk500_idxctrl -6.85 51.46 199.81 164.80 199.81 29.80 -54.09 5.61 -40.68
107 mt_962_use2022_best_save_rnk500_idxctrl -7.11 51.21 199.55 164.55 199.55 29.54 -54.35 5.36 -40.94
109 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -7.58 50.74 199.08 164.08 199.08 29.07 -54.82 4.88 -41.41
110 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -7.95 50.36 198.71 163.70 198.71 28.70 -55.19 4.51 -41.78
111 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -8.25 50.07 198.41 163.41 198.41 28.40 -55.49 4.22 -42.08
113 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -8.79 49.52 197.86 162.86 197.86 27.85 -56.03 3.67 -42.63
116 mt_961_use2019_last_save_rnk500_idxctrl -9.60 48.71 197.06 162.05 197.06 27.04 -56.84 2.86 -43.43
117 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -9.67 48.64 196.98 161.98 196.98 26.97 -56.91 2.79 -43.51
118 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -10.24 48.08 196.42 161.42 196.42 26.41 -57.48 2.23 -44.07
120 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -10.26 48.06 196.40 161.40 196.40 26.39 -57.50 2.21 -44.09
121 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -10.31 48.00 196.34 161.34 196.34 26.33 -57.55 2.15 -44.15
123 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -10.51 47.81 196.15 161.14 196.15 26.14 -57.75 1.95 -44.34
127 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -11.34 46.98 195.32 160.32 195.32 25.31 -58.58 1.13 -45.17
132 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -11.93 46.38 194.72 159.72 194.72 24.71 -59.17 0.53 -45.77
143 mt_962_use2018_best_save_rnk500_idxctrl -13.62 44.69 193.03 158.03 193.03 23.02 -60.86 -1.16 -47.46
154 mt_961_use2010_best_save_rnk500_idxctrl -16.20 42.12 190.46 155.45 190.46 20.45 -63.44 -3.74 -50.03
158 mt_962_use2014_last_save_rnk500_idxctrl -17.43 40.89 189.23 154.23 189.23 19.22 -64.67 -4.96 -51.26
165 mt_961_use2013_last_save_rnk500_idxctrl -18.98 39.34 187.68 152.68 187.68 17.67 -66.22 -6.51 -52.81
186 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -22.79 35.53 183.87 148.87 183.87 13.86 -70.03 -10.32 -56.62
191 mt_962_use2010_best_save_rnk500_idxctrl -23.61 34.70 183.05 148.04 183.05 13.04 -70.85 -11.15 -57.44
194 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -23.96 34.35 182.70 147.69 182.70 12.69 -71.20 -11.50 -57.79
200 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -24.82 33.49 181.84 146.83 181.84 11.83 -72.06 -12.36 -58.65
201 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -24.84 33.47 181.81 146.81 181.81 11.80 -72.08 -12.38 -58.68
202 mt_961_use2018_last_save_rnk500_idxctrl -25.09 33.22 181.57 146.56 181.57 11.56 -72.33 -12.63 -58.92
208 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -26.11 32.20 180.54 145.54 180.54 10.53 -73.35 -13.65 -59.95
210 mt_961_use2011_best_save_rnk500_idxctrl -26.20 32.12 180.46 145.46 180.46 10.45 -73.44 -13.73 -60.03
211 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -26.27 32.04 180.38 145.38 180.38 10.37 -73.51 -13.81 -60.11
214 mt_961_use2024_best_save_rnk500_idxctrl -26.83 31.48 179.82 144.82 179.82 9.81 -74.07 -14.37 -60.67
221 mt_961_use2009_best_save_rnk500_idxctrl -28.99 29.33 177.67 142.67 177.67 7.66 -76.23 -16.53 -62.82
230 mt_961_use2017_best_save_rnk500_idxctrl -30.72 27.60 175.94 140.94 175.94 5.93 -77.96 -18.25 -64.55
238 mt_961_use2009_last_save_rnk500_idxctrl -32.81 25.50 173.85 138.84 173.85 3.84 -80.05 -20.35 -66.64
260 mt_961_use2019_best_save_rnk500_idxctrl -36.84 21.48 169.82 134.82 169.82 -0.19 -84.08 -24.37 -70.67
261 mt_961_use2024_last_save_rnk500_idxctrl -36.88 21.43 169.77 134.77 169.77 -0.24 -84.12 -24.42 -70.72
265 multin_zz1000_61001_idxctrl_pv_rm_blc -37.51 20.81 169.15 134.15 169.15 -0.86 -84.75 -25.04 -71.34
266 multin_zz1000_61001_idxctrl_pv -37.92 20.39 168.74 133.73 168.74 -1.28 -85.16 -25.46 -71.75
270 multin_zz1000_61002_idxctrl_pv_rm_blc -38.41 19.90 168.24 133.24 168.24 -1.77 -85.65 -25.95 -72.25
271 multin_zz1000_61004_idxctrl_pv_rm_blc -38.41 19.90 168.24 133.24 168.24 -1.77 -85.65 -25.95 -72.25
273 multin_zz1000_61002_idxctrl_pv -38.70 19.61 167.96 132.95 167.96 -2.05 -85.94 -26.24 -72.53
274 multin_zz1000_61004_idxctrl_pv -38.70 19.61 167.96 132.95 167.96 -2.05 -85.94 -26.24 -72.53
278 mt_961_use2021_last_save_rnk500_idxctrl -39.96 18.35 166.70 131.69 166.70 -3.31 -87.20 -27.50 -73.79
284 mt_962_use2016_best_save_rnk500_idxctrl -40.26 18.05 166.40 131.39 166.40 -3.62 -87.50 -27.80 -74.09
308 mt_961_use2016_last_save_rnk500_idxctrl -46.25 12.06 160.41 125.40 160.41 -9.60 -93.49 -33.79 -80.08
310 mt_961_use2011_last_save_rnk500_idxctrl -46.48 11.84 160.18 125.18 160.18 -9.83 -93.72 -34.01 -80.31
313 mt_961_use2016_best_save_rnk500_idxctrl -47.43 10.89 159.23 124.23 159.23 -10.78 -94.67 -34.96 -81.26
339 mt_962_use2018_last_save_rnk500_idxctrl -54.60 3.71 152.05 117.05 152.05 -17.96 -101.84 -42.14 -88.43
349 mt_961_use2014_best_save_rnk500_idxctrl -56.77 1.55 149.89 114.89 149.89 -20.12 -104.01 -44.30 -90.60
351 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -57.26 1.06 149.40 114.40 149.40 -20.61 -104.50 -44.79 -91.09
352 multin_zz1000_61001_idxctrl_pv_rm_fnd -57.35 0.97 149.31 114.31 149.31 -20.70 -104.59 -44.88 -91.18
355 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -58.06 0.25 148.59 113.59 148.59 -21.42 -105.30 -45.60 -91.90
356 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -58.06 0.25 148.59 113.59 148.59 -21.42 -105.30 -45.60 -91.90
357 multin_zz1000_61004_idxctrl_pv_rm_fnd -58.07 0.25 148.59 113.59 148.59 -21.42 -105.31 -45.61 -91.90
358 multin_zz1000_61002_idxctrl_pv_rm_fnd -58.07 0.25 148.59 113.59 148.59 -21.42 -105.31 -45.61 -91.90
362 mt_962_use2011_best_save_rnk500_idxctrl -59.38 -1.07 147.28 112.27 147.28 -22.73 -106.62 -46.92 -93.21
368 mt_961_use2012_last_save_rnk500_idxctrl -61.15 -2.84 145.51 110.50 145.51 -24.50 -108.39 -48.69 -94.98
374 mt_962_use2009_last_save_rnk500_idxctrl -62.70 -4.39 143.95 108.95 143.95 -26.06 -109.94 -50.24 -96.54
382 mt_962_use2009_best_save_rnk500_idxctrl -64.55 -6.24 142.11 107.10 142.11 -27.90 -111.79 -52.09 -98.38
384 mt_961_use2012_best_save_rnk500_idxctrl -64.74 -6.42 141.92 106.92 141.92 -28.09 -111.98 -52.27 -98.57
407 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -74.11 -15.79 132.55 97.55 132.55 -37.46 -121.35 -61.64 -107.94
410 mt_961_use2008_last_save_rnk500_idxctrl -74.49 -16.18 132.17 97.16 132.17 -37.84 -121.73 -62.03 -108.32
411 mt_961_use2020_best_save_rnk500_idxctrl -74.83 -16.51 131.83 96.83 131.83 -38.18 -122.07 -62.36 -108.66
417 multin_zz500_61001_idxctrl_zz500_pv -76.18 -17.86 130.48 95.48 130.48 -39.53 -123.42 -63.71 -110.01
418 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -76.21 -17.89 130.45 95.45 130.45 -39.56 -123.45 -63.74 -110.04
419 mt_962_use2024_last_save_rnk500_idxctrl -76.46 -18.15 130.20 95.19 130.20 -39.82 -123.70 -64.00 -110.29
420 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -76.53 -18.21 130.13 95.13 130.13 -39.88 -123.77 -64.06 -110.36
422 mt_962_use2024_best_save_rnk500_idxctrl -76.88 -18.57 129.77 94.77 129.77 -40.24 -124.12 -64.42 -110.72
425 mt_961_use2023_last_save_rnk500_idxctrl -77.43 -19.12 129.23 94.22 129.23 -40.79 -124.67 -64.97 -111.26
428 mt_961_use2020_last_save_rnk500_idxctrl -78.09 -19.77 128.57 93.57 128.57 -41.44 -125.33 -65.62 -111.92
429 multin_zz500_61002_idxctrl_zz500_pv -78.11 -19.80 128.55 93.54 128.55 -41.46 -125.35 -65.65 -111.94
431 multin_zz500_61004_idxctrl_zz500_pv -78.42 -20.10 128.24 93.24 128.24 -41.77 -125.66 -65.95 -112.25
453 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -94.04 -35.72 112.62 77.62 112.62 -57.39 -141.28 -81.57 -127.87
455 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -94.74 -36.42 111.92 76.92 111.92 -58.09 -141.98 -82.27 -128.57
456 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -94.82 -36.51 111.84 76.83 111.84 -58.17 -142.06 -82.36 -128.65
457 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -95.19 -36.87 111.47 76.47 111.47 -58.54 -142.43 -82.72 -129.02
459 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -95.55 -37.23 111.11 76.11 111.11 -58.90 -142.79 -83.08 -129.38
460 mt_961_use2014_last_save_rnk500_idxctrl -95.93 -37.62 110.72 75.72 110.72 -59.29 -143.17 -83.47 -129.77
461 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -95.96 -37.65 110.70 75.69 110.70 -59.31 -143.20 -83.50 -129.79
463 mt_961_use2008_best_save_rnk500_idxctrl -97.18 -38.87 109.47 74.47 109.47 -60.54 -144.43 -84.72 -131.02
472 mt_961_use2018_best_save_rnk500_idxctrl -101.22 -42.91 105.44 70.43 105.44 -64.58 -148.46 -88.76 -135.05
475 mt_962_use2008_last_save_rnk500_idxctrl -103.61 -45.30 103.05 68.04 103.05 -66.96 -150.85 -91.15 -137.44
482 mt_962_use2008_best_save_rnk500_idxctrl -105.04 -46.72 101.62 66.62 101.62 -68.39 -152.28 -92.57 -138.87
493 mt_961_use2023_best_save_rnk500_idxctrl -117.11 -58.80 89.55 54.54 89.55 -80.47 -164.35 -104.65 -150.94