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_20250422_151526
84 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 59.90 86.00 56.36 54.62 56.36 44.46 61.72 59.98 -49.60
86 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 59.82 85.92 56.27 54.54 56.27 44.38 61.64 59.89 -49.69
94 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 58.77 84.87 55.23 53.50 55.23 43.33 60.60 58.85 -50.73
95 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 58.66 84.76 55.12 53.39 55.12 43.22 60.49 58.74 -50.84
97 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 57.89 83.99 54.35 52.62 54.35 42.45 59.71 57.97 -51.61
101 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 57.49 83.59 53.94 52.21 53.94 42.05 59.31 57.56 -52.01
107 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 56.83 82.93 53.29 51.56 53.29 41.40 58.66 56.91 -52.67
109 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 56.41 82.51 52.87 51.14 52.87 40.97 58.23 56.49 -53.09
163 mt_961_use2021_last_save_rnk500_idxctrl 48.15 74.25 44.61 42.87 44.61 32.71 49.97 48.23 -61.35
166 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 47.75 73.85 44.20 42.47 44.20 32.31 49.57 47.82 -61.75
168 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 47.66 73.75 44.11 42.38 44.11 32.22 49.48 47.73 -61.85
172 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 46.12 72.22 42.58 40.84 42.58 30.68 47.94 46.20 -63.38
173 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 46.07 72.17 42.52 40.79 42.52 30.63 47.89 46.14 -63.44
196 mt_962_use2008_best_save_rnk500_idxctrl 41.90 68.00 38.35 36.62 38.35 26.46 43.72 41.98 -67.60
201 mt_961_use2023_best_save_rnk500_idxctrl 41.60 67.70 38.06 36.33 38.06 26.16 43.42 41.68 -67.90
218 mt_962_use2008_last_save_rnk500_idxctrl 39.35 65.45 35.80 34.07 35.80 23.91 41.17 39.42 -70.16
220 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 38.92 65.02 35.38 33.65 35.38 23.48 40.75 39.00 -70.58
224 mt_962_use2018_last_save_rnk500_idxctrl 38.17 64.27 34.62 32.89 34.62 22.73 39.99 38.24 -71.33
225 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 38.09 64.19 34.55 32.82 34.55 22.65 39.92 38.17 -71.41
232 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 36.85 62.95 33.30 31.57 33.31 21.41 38.67 36.93 -72.65
235 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 36.39 62.49 32.84 31.11 32.84 20.95 38.21 36.47 -73.11
238 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 36.13 62.23 32.59 30.86 32.59 20.70 37.96 36.21 -73.37
245 mt_962_use2011_best_save_rnk500_idxctrl 34.55 60.65 31.01 29.27 31.01 19.11 36.37 34.63 -74.95
246 mt_961_use2008_best_save_rnk500_idxctrl 34.50 60.59 30.95 29.22 30.95 19.06 36.32 34.57 -75.01
247 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 34.49 60.59 30.95 29.22 30.95 19.05 36.31 34.57 -75.01
253 mt_961_use2012_best_save_rnk500_idxctrl 33.95 60.05 30.40 28.67 30.40 18.51 35.77 34.02 -75.55
257 mt_961_use2022_last_save_rnk500_idxctrl 33.04 59.14 29.49 27.76 29.50 17.60 34.86 33.12 -76.46
260 mt_961_use2022_best_save_rnk500_idxctrl 32.58 58.68 29.03 27.30 29.03 17.14 34.40 32.65 -76.92
263 mt_961_use2023_last_save_rnk500_idxctrl 31.47 57.57 27.93 26.19 27.93 16.03 33.29 31.55 -78.03
277 mt_961_use2011_last_save_rnk500_idxctrl 30.25 56.35 26.71 24.98 26.71 14.81 32.08 30.33 -79.25
281 mt_962_use2009_best_save_rnk500_idxctrl 29.40 55.50 25.86 24.13 25.86 13.96 31.23 29.48 -80.10
287 mt_961_use2020_last_save_rnk500_idxctrl 29.27 55.37 25.73 23.99 25.73 13.83 31.09 29.35 -80.23
288 mt_962_use2016_best_save_rnk500_idxctrl 29.18 55.28 25.63 23.90 25.63 13.74 31.00 29.25 -80.33
289 mt_961_use2020_best_save_rnk500_idxctrl 28.95 55.05 25.41 23.68 25.41 13.51 30.77 29.03 -80.55
290 mt_962_use2009_last_save_rnk500_idxctrl 28.61 54.71 25.07 23.33 25.07 13.17 30.43 28.69 -80.89
294 mt_961_use2008_last_save_rnk500_idxctrl 28.09 54.19 24.54 22.81 24.54 12.65 29.91 28.16 -81.42
302 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 26.54 52.64 23.00 21.26 23.00 11.10 28.36 26.62 -82.96
303 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 26.54 52.64 23.00 21.26 23.00 11.10 28.36 26.62 -82.96
304 multin_zz1000_61004_idxctrl_pv_rm_fnd 26.52 52.62 22.97 21.24 22.97 11.08 28.34 26.59 -82.98
305 multin_zz1000_61002_idxctrl_pv_rm_fnd 26.52 52.62 22.97 21.24 22.97 11.08 28.34 26.59 -82.98
309 mt_961_use2012_last_save_rnk500_idxctrl 25.95 52.05 22.41 20.68 22.41 10.51 27.78 26.03 -83.55
312 mt_961_use2014_last_save_rnk500_idxctrl 25.32 51.42 21.77 20.04 21.77 9.88 27.14 25.39 -84.18
319 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 24.76 50.86 21.22 19.49 21.22 9.33 26.59 24.84 -84.74
320 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 24.64 50.74 21.09 19.36 21.09 9.20 26.46 24.71 -84.87
321 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 24.58 50.68 21.04 19.30 21.04 9.14 26.40 24.66 -84.92
322 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 24.50 50.60 20.95 19.22 20.95 9.06 26.32 24.57 -85.01
323 multin_zz1000_61001_idxctrl_pv_rm_fnd 24.38 50.48 20.84 19.10 20.84 8.94 26.20 24.46 -85.12
324 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 24.37 50.47 20.83 19.09 20.83 8.93 26.19 24.45 -85.13
325 mt_962_use2024_best_save_rnk500_idxctrl 24.03 50.13 20.48 18.75 20.48 8.59 25.85 24.11 -85.47
326 multin_zz1000_61002_idxctrl_top3800_pv 24.03 50.12 20.48 18.75 20.48 8.59 25.85 24.10 -85.48
327 multin_zz1000_61004_idxctrl_top3800_pv 23.95 50.04 20.40 18.67 20.40 8.51 25.77 24.02 -85.56
331 multin_zz1000_61002_idxctrl_50010002000_pv 23.87 49.97 20.33 18.59 20.33 8.43 25.69 23.95 -85.63
332 mt_961_use2018_best_save_rnk500_idxctrl 23.82 49.92 20.28 18.54 20.28 8.38 25.64 23.90 -85.68
333 multin_zz1000_61004_idxctrl_50010002000_pv 23.71 49.81 20.17 18.44 20.17 8.27 25.54 23.79 -85.79
337 mt_962_use2019_best_save_rnk500_idxctrl 21.78 47.88 18.24 16.51 18.24 6.35 23.61 21.86 -87.72
344 mt_961_use2011_best_save_rnk500_idxctrl 20.10 46.20 16.56 14.82 16.56 4.66 21.92 20.18 -89.40
345 mt_962_use2023_best_save_rnk500_idxctrl 19.84 45.94 16.29 14.56 16.29 4.40 21.66 19.91 -89.67
346 mt_961_use2013_last_save_rnk500_idxctrl 19.83 45.93 16.29 14.56 16.29 4.39 21.65 19.91 -89.67
347 mt_962_use2023_last_save_rnk500_idxctrl 19.43 45.52 15.88 14.15 15.88 3.99 21.25 19.50 -90.08
348 mt_961_use2009_last_save_rnk500_idxctrl 18.70 44.80 15.16 13.42 15.16 3.26 20.52 18.78 -90.80
349 mt_962_use2024_last_save_rnk500_idxctrl 18.70 44.79 15.15 13.42 15.15 3.26 20.52 18.77 -90.81
352 mt_962_use2018_best_save_rnk500_idxctrl 18.44 44.54 14.90 13.16 14.90 3.00 20.26 18.52 -91.06
359 mt_962_use2016_last_save_rnk500_idxctrl 17.87 43.96 14.32 12.59 14.32 2.43 19.69 17.94 -91.64
361 mt_961_use2009_best_save_rnk500_idxctrl 17.57 43.67 14.03 12.29 14.03 2.13 19.39 17.65 -91.93
362 mt_962_use2011_last_save_rnk500_idxctrl 17.55 43.65 14.00 12.27 14.00 2.11 19.37 17.62 -91.96
364 multin_zz1000_61004_idxctrl_zz1000_pv 16.88 42.98 13.34 11.60 13.34 1.44 18.70 16.96 -92.62
366 mt_961_use2010_best_save_rnk500_idxctrl 16.36 42.46 12.81 11.08 12.81 0.92 18.18 16.43 -93.14
368 multin_zz1000_61002_idxctrl_zz1000_pv 16.28 42.38 12.73 11.00 12.73 0.84 18.10 16.35 -93.22
369 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 16.10 42.20 12.56 10.82 12.56 0.66 17.92 16.18 -93.40
370 mt_962_use2010_best_save_rnk500_idxctrl 16.04 42.14 12.49 10.76 12.49 0.60 17.86 16.11 -93.47
372 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 15.60 41.70 12.06 10.33 12.06 0.16 17.42 15.68 -93.90
375 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 15.13 41.23 11.58 9.85 11.58 -0.31 16.95 15.20 -94.37
377 multin_zz1000_61001_idxctrl_top3800_pv 14.64 40.74 11.10 9.36 11.10 -0.80 16.46 14.72 -94.86
378 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 14.48 40.58 10.93 9.20 10.93 -0.96 16.30 14.55 -95.03
380 multin_zz1000_61001_idxctrl_50010002000_pv 14.03 40.13 10.48 8.75 10.48 -1.41 15.85 14.10 -95.48
382 mt_962_use2015_last_save_rnk500_idxctrl 13.79 39.89 10.25 8.52 10.25 -1.65 15.61 13.87 -95.71
383 multin_zz1000_61001_idxctrl_zz1000_pv 13.66 39.76 10.11 8.38 10.11 -1.78 15.48 13.73 -95.85
384 mt_962_use2013_last_save_rnk500_idxctrl 13.61 39.71 10.07 8.33 10.07 -1.83 15.43 13.69 -95.89
385 mt_961_use2021_best_save_rnk500_idxctrl 13.43 39.53 9.89 8.15 9.89 -2.01 15.25 13.51 -96.07
388 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 12.99 39.09 9.45 7.72 9.45 -2.45 14.82 13.07 -96.51
389 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 12.83 38.93 9.29 7.55 9.29 -2.61 14.65 12.91 -96.67
390 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 12.72 38.82 9.17 7.44 9.17 -2.72 14.54 12.79 -96.79
394 multin_zz1000_61002_idxctrl_pv_rm_blc 12.31 38.41 8.77 7.03 8.77 -3.13 14.13 12.39 -97.19
395 multin_zz1000_61004_idxctrl_pv_rm_blc 12.31 38.41 8.77 7.03 8.77 -3.13 14.13 12.39 -97.19
396 multin_zz1000_61004_idxctrl_pv 11.65 37.75 8.11 6.37 8.11 -3.79 13.47 11.73 -97.85
397 multin_zz1000_61002_idxctrl_pv 11.65 37.75 8.11 6.37 8.11 -3.79 13.47 11.73 -97.85
401 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 10.61 36.71 7.06 5.33 7.06 -4.83 12.43 10.68 -98.89
402 multin_zz1000_61001_idxctrl_pv_rm_blc 10.46 36.56 6.92 5.19 6.92 -4.98 12.29 10.54 -99.04
403 mt_962_use2019_last_save_rnk500_idxctrl 10.11 36.20 6.56 4.83 6.56 -5.33 11.93 10.18 -99.40
405 multin_zz1000_61001_idxctrl_pv 9.72 35.82 6.17 4.44 6.17 -5.72 11.54 9.79 -99.79
406 mt_961_use2014_best_save_rnk500_idxctrl 9.64 35.74 6.09 4.36 6.09 -5.80 11.46 9.71 -99.87
414 mt_962_use2010_last_save_rnk500_idxctrl 8.54 34.64 5.00 3.27 5.00 -6.89 10.37 8.62 -100.96
416 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 8.32 34.42 4.78 3.05 4.78 -7.11 10.15 8.40 -101.18
417 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 8.29 34.39 4.75 3.01 4.75 -7.15 10.11 8.37 -101.21
418 mt_962_use2013_best_save_rnk500_idxctrl 7.40 33.50 3.86 2.12 3.86 -8.04 9.22 7.48 -102.10
419 mt_961_use2013_best_save_rnk500_idxctrl 6.99 33.09 3.44 1.71 3.44 -8.45 8.81 7.06 -102.52
422 mt_962_use2012_best_save_rnk500_idxctrl 6.44 32.54 2.89 1.16 2.89 -9.00 8.26 6.51 -103.07
423 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 6.19 32.29 2.65 0.91 2.65 -9.25 8.01 6.27 -103.31
426 mt_961_use2016_best_save_rnk500_idxctrl 5.35 31.45 1.81 0.08 1.81 -10.09 7.18 5.43 -104.15
429 mt_962_use2012_last_save_rnk500_idxctrl 4.78 30.88 1.24 -0.49 1.24 -10.66 6.60 4.86 -104.72
431 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 3.74 29.84 0.20 -1.54 0.20 -11.70 5.56 3.82 -105.76
432 mt_962_use2017_last_save_rnk500_idxctrl 3.56 29.66 0.02 -1.71 0.02 -11.88 5.38 3.64 -105.94
433 mt_962_use2021_best_save_rnk500_idxctrl 3.39 29.49 -0.16 -1.89 -0.16 -12.05 5.21 3.46 -106.12
434 mt_961_use2024_last_save_rnk500_idxctrl 3.38 29.48 -0.17 -1.90 -0.17 -12.06 5.20 3.45 -106.12
435 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 3.08 29.18 -0.46 -2.20 -0.46 -12.36 4.90 3.16 -106.42
439 mt_962_use2014_best_save_rnk500_idxctrl 2.02 28.11 -1.53 -3.26 -1.53 -13.42 3.84 2.09 -107.49
440 mt_962_use2021_last_save_rnk500_idxctrl 1.84 27.94 -1.70 -3.44 -1.70 -13.60 3.66 1.92 -107.66
441 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 1.46 27.56 -2.08 -3.82 -2.08 -13.98 3.28 1.54 -108.04
442 mt_961_use2024_best_save_rnk500_idxctrl 1.28 27.38 -2.26 -4.00 -2.26 -14.16 3.10 1.36 -108.22
443 mt_961_use2018_last_save_rnk500_idxctrl 1.24 27.34 -2.30 -4.04 -2.30 -14.20 3.06 1.32 -108.26
444 mt_961_use2010_last_save_rnk500_idxctrl 0.62 26.72 -2.93 -4.66 -2.93 -14.82 2.44 0.70 -108.88
445 multin_zz500_61004_idxctrl_zz500_pv 0.14 26.24 -3.41 -5.14 -3.40 -15.30 1.96 0.22 -109.36
448 multin_zz500_61002_idxctrl_zz500_pv -0.41 25.69 -3.95 -5.69 -3.95 -15.85 1.41 -0.33 -109.91
449 mt_962_use2017_best_save_rnk500_idxctrl -1.00 25.10 -4.55 -6.28 -4.55 -16.44 0.82 -0.92 -110.50
450 multin_zz500_61001_idxctrl_zz500_pv -2.11 23.99 -5.66 -7.39 -5.66 -17.55 -0.29 -2.04 -111.62
451 mt_962_use2014_last_save_rnk500_idxctrl -2.51 23.59 -6.05 -7.78 -6.05 -17.95 -0.68 -2.43 -112.01
452 mt_962_use2020_last_save_rnk500_idxctrl -2.53 23.57 -6.07 -7.81 -6.07 -17.97 -0.71 -2.45 -112.03
453 mt_961_use2016_last_save_rnk500_idxctrl -2.67 23.43 -6.21 -7.94 -6.21 -18.11 -0.84 -2.59 -112.17
455 mt_962_use2015_best_save_rnk500_idxctrl -2.90 23.20 -6.44 -8.17 -6.44 -18.33 -1.07 -2.82 -112.40
456 mt_961_use2017_best_save_rnk500_idxctrl -4.02 22.08 -7.57 -9.30 -7.57 -19.46 -2.20 -3.95 -113.52
464 mt_962_use2022_last_save_rnk500_idxctrl -8.67 17.43 -12.21 -13.94 -12.21 -24.11 -6.84 -8.59 -118.17
468 mt_961_use2015_best_save_rnk500_idxctrl -10.58 15.52 -14.12 -15.86 -14.12 -26.02 -8.76 -10.50 -120.08
471 mt_961_use2019_last_save_rnk500_idxctrl -11.53 14.57 -15.08 -16.81 -15.08 -26.97 -9.71 -11.45 -121.03
474 mt_961_use2019_best_save_rnk500_idxctrl -14.27 11.83 -17.81 -19.55 -17.81 -29.71 -12.45 -14.19 -123.77
480 mt_961_use2015_last_save_rnk500_idxctrl -16.99 9.11 -20.54 -22.27 -20.54 -32.43 -15.17 -16.92 -126.49
486 mt_962_use2020_best_save_rnk500_idxctrl -22.73 3.37 -26.27 -28.01 -26.27 -38.17 -20.91 -22.65 -132.23
489 mt_961_use2017_last_save_rnk500_idxctrl -24.34 1.76 -27.88 -29.62 -27.88 -39.78 -22.52 -24.26 -133.84
491 mt_962_use2022_best_save_rnk500_idxctrl -24.67 1.43 -28.21 -29.95 -28.21 -40.11 -22.85 -24.59 -134.17