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_20250423_151525
81 mt_961_use2015_best_save_rnk500_idxctrl 42.35 84.85 104.89 93.19 104.89 4.53 -161.42 -213.50 -114.86
90 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 38.83 81.33 101.36 89.66 101.37 1.01 -164.95 -217.02 -118.38
91 mt_961_use2010_last_save_rnk500_idxctrl 38.64 81.14 101.18 89.47 101.18 0.82 -165.13 -217.21 -118.57
96 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 38.03 80.53 100.57 88.86 100.57 0.21 -165.74 -217.82 -119.18
108 multin_zz1000_61001_idxctrl_top3800_pv 34.86 77.36 97.40 85.70 97.40 -2.96 -168.91 -220.99 -122.35
113 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 34.27 76.77 96.81 85.11 96.81 -3.55 -169.50 -221.58 -122.94
114 multin_zz1000_61001_idxctrl_50010002000_pv 34.07 76.57 96.60 84.90 96.60 -3.75 -169.71 -221.78 -123.15
116 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 33.75 76.25 96.28 84.58 96.28 -4.07 -170.03 -222.10 -123.47
126 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 31.84 74.34 94.38 82.67 94.38 -5.98 -171.93 -224.01 -125.37
129 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 31.45 73.95 93.99 82.28 93.99 -6.37 -172.32 -224.40 -125.76
132 multin_zz1000_61004_idxctrl_50010002000_pv 30.46 72.96 92.99 81.29 92.99 -7.36 -173.32 -225.39 -126.76
135 multin_zz1000_61004_idxctrl_top3800_pv 30.10 72.60 92.63 80.93 92.64 -7.72 -173.68 -225.75 -127.11
141 multin_zz1000_61002_idxctrl_50010002000_pv 27.94 70.44 90.48 78.78 90.48 -9.88 -175.83 -227.91 -129.27
144 multin_zz1000_61002_idxctrl_top3800_pv 27.60 70.10 90.13 78.43 90.13 -10.22 -176.18 -228.25 -129.62
151 mt_961_use2010_best_save_rnk500_idxctrl 24.48 66.98 87.02 75.31 87.02 -13.34 -179.29 -231.37 -132.73
156 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 21.77 64.27 84.30 72.60 84.30 -16.05 -182.01 -234.08 -135.45
159 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 21.07 63.57 83.61 71.90 83.61 -16.75 -182.70 -234.78 -136.14
163 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 19.59 62.09 82.13 70.42 82.13 -18.23 -184.18 -236.26 -137.62
165 mt_961_use2017_last_save_rnk500_idxctrl 19.39 61.90 81.93 70.23 81.93 -18.43 -184.38 -236.45 -137.82
166 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 19.16 61.66 81.69 69.99 81.69 -18.66 -184.62 -236.69 -138.06
169 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 18.70 61.20 81.24 69.53 81.24 -19.12 -185.07 -237.15 -138.51
170 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 17.99 60.49 80.52 68.82 80.53 -19.83 -185.79 -237.86 -139.23
173 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 16.24 58.74 78.78 67.08 78.78 -21.58 -187.53 -239.61 -140.97
177 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 15.98 58.48 78.51 66.81 78.52 -21.84 -187.80 -239.87 -141.23
178 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 15.86 58.37 78.40 66.70 78.40 -21.96 -187.91 -239.98 -141.35
180 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 15.60 58.11 78.14 66.44 78.14 -22.21 -188.17 -240.24 -141.61
188 mt_961_use2011_best_save_rnk500_idxctrl 14.23 56.73 76.76 65.06 76.76 -23.59 -189.55 -241.62 -142.99
191 mt_961_use2015_last_save_rnk500_idxctrl 14.05 56.55 76.58 64.88 76.59 -23.77 -189.73 -241.80 -143.17
195 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 13.13 55.63 75.67 63.96 75.67 -24.69 -190.64 -242.72 -144.08
196 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 12.70 55.20 75.23 63.53 75.24 -25.12 -191.08 -243.15 -144.51
199 mt_961_use2011_last_save_rnk500_idxctrl 12.07 54.57 74.61 62.91 74.61 -25.75 -191.70 -243.78 -145.14
213 mt_961_use2012_last_save_rnk500_idxctrl 5.29 47.79 67.82 56.12 67.82 -32.53 -198.49 -250.56 -151.93
221 mt_961_use2019_best_save_rnk500_idxctrl 2.21 44.71 64.75 53.05 64.75 -35.61 -201.56 -253.64 -155.00
235 mt_961_use2009_best_save_rnk500_idxctrl -0.34 42.16 62.19 50.49 62.19 -38.16 -204.12 -256.19 -157.56
240 mt_961_use2009_last_save_rnk500_idxctrl -0.57 41.93 61.96 50.26 61.96 -38.39 -204.35 -256.42 -157.79
262 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -9.27 33.24 53.27 41.57 53.27 -47.09 -213.04 -265.11 -166.48
263 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -9.35 33.15 53.18 41.48 53.18 -47.17 -213.13 -265.20 -166.57
264 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -9.70 32.80 52.83 41.13 52.83 -47.52 -213.48 -265.55 -166.92
265 mt_961_use2016_last_save_rnk500_idxctrl -9.85 32.65 52.69 40.99 52.69 -47.67 -213.62 -265.70 -167.06
272 multin_zz1000_61001_idxctrl_zz1000_pv -12.38 30.12 50.16 38.46 50.16 -50.20 -216.15 -268.23 -169.59
274 multin_zz1000_61002_idxctrl_zz1000_pv -12.44 30.06 50.10 38.40 50.10 -50.26 -216.21 -268.29 -169.65
275 multin_zz1000_61004_idxctrl_zz1000_pv -12.66 29.84 49.88 38.17 49.88 -50.48 -216.43 -268.51 -169.87
277 mt_961_use2017_best_save_rnk500_idxctrl -12.81 29.69 49.73 38.03 49.73 -50.63 -216.58 -268.66 -170.02
278 mt_962_use2022_best_save_rnk500_idxctrl -12.93 29.58 49.61 37.91 49.61 -50.74 -216.70 -268.77 -170.14
282 mt_961_use2019_last_save_rnk500_idxctrl -13.67 28.83 48.87 37.17 48.87 -51.49 -217.44 -269.52 -170.88
283 mt_961_use2013_last_save_rnk500_idxctrl -14.93 27.57 47.60 35.90 47.60 -52.75 -218.71 -270.78 -172.15
290 mt_961_use2012_best_save_rnk500_idxctrl -17.19 25.31 45.35 33.65 45.35 -55.01 -220.96 -273.04 -174.40
291 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -17.77 24.73 44.77 33.06 44.77 -55.59 -221.54 -273.62 -174.98
292 mt_961_use2018_last_save_rnk500_idxctrl -18.01 24.49 44.52 32.82 44.53 -55.83 -221.79 -273.86 -175.22
294 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -18.15 24.35 44.38 32.68 44.39 -55.97 -221.93 -274.00 -175.36
295 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -18.58 23.92 43.95 32.25 43.96 -56.40 -222.36 -274.43 -175.79
296 mt_961_use2016_best_save_rnk500_idxctrl -18.59 23.92 43.95 32.25 43.95 -56.41 -222.36 -274.43 -175.80
303 mt_962_use2022_last_save_rnk500_idxctrl -21.53 20.97 41.01 29.30 41.01 -59.35 -225.30 -277.38 -178.74
307 mt_961_use2023_last_save_rnk500_idxctrl -22.83 19.67 39.71 28.00 39.71 -60.65 -226.60 -278.68 -180.04
309 mt_961_use2013_best_save_rnk500_idxctrl -23.06 19.44 39.47 27.77 39.48 -60.88 -226.84 -278.91 -180.27
310 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -23.24 19.26 39.29 27.59 39.29 -61.06 -227.02 -279.09 -180.46
314 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -23.76 18.74 38.78 27.08 38.78 -61.58 -227.53 -279.61 -180.97
315 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -23.93 18.57 38.60 26.90 38.61 -61.75 -227.71 -279.78 -181.15
320 mt_962_use2021_best_save_rnk500_idxctrl -25.92 16.58 36.61 24.91 36.61 -63.74 -229.70 -281.77 -183.14
325 mt_961_use2024_best_save_rnk500_idxctrl -28.27 14.23 34.26 22.56 34.27 -66.09 -232.05 -284.12 -185.48
326 mt_961_use2008_last_save_rnk500_idxctrl -29.55 12.95 32.99 21.28 32.99 -67.37 -233.32 -285.40 -186.76
329 mt_962_use2021_last_save_rnk500_idxctrl -30.49 12.01 32.05 20.34 32.05 -68.31 -234.26 -286.34 -187.70
330 mt_962_use2015_best_save_rnk500_idxctrl -30.51 11.99 32.03 20.33 32.03 -68.33 -234.28 -286.36 -187.72
332 multin_zz1000_61004_idxctrl_pv_rm_blc -30.95 11.55 31.59 19.88 31.59 -68.77 -234.72 -286.80 -188.16
333 multin_zz1000_61002_idxctrl_pv_rm_blc -30.95 11.55 31.59 19.88 31.59 -68.77 -234.72 -286.80 -188.16
335 multin_zz1000_61001_idxctrl_pv_rm_blc -31.47 11.03 31.07 19.36 31.07 -69.29 -235.24 -287.32 -188.68
337 mt_961_use2008_best_save_rnk500_idxctrl -32.56 9.94 29.97 18.27 29.97 -70.38 -236.34 -288.41 -189.78
338 multin_zz1000_61004_idxctrl_pv -32.68 9.82 29.85 18.15 29.86 -70.50 -236.46 -288.53 -189.89
339 multin_zz1000_61002_idxctrl_pv -32.68 9.82 29.85 18.15 29.86 -70.50 -236.46 -288.53 -189.89
341 multin_zz1000_61001_idxctrl_pv -33.21 9.29 29.33 17.63 29.33 -71.03 -236.98 -289.06 -190.42
342 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -33.40 9.10 29.14 17.44 29.14 -71.22 -237.17 -289.25 -190.61
343 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -33.40 9.10 29.14 17.44 29.14 -71.22 -237.17 -289.25 -190.61
346 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -33.64 8.86 28.89 17.19 28.89 -71.46 -237.42 -289.49 -190.86
350 mt_961_use2024_last_save_rnk500_idxctrl -35.17 7.33 27.37 15.67 27.37 -72.99 -238.94 -291.02 -192.38
354 mt_962_use2023_last_save_rnk500_idxctrl -36.01 6.49 26.53 14.83 26.53 -73.83 -239.78 -291.86 -193.22
356 multin_zz1000_61004_idxctrl_pv_rm_fnd -36.68 5.82 25.85 14.15 25.86 -74.50 -240.46 -292.53 -193.90
357 multin_zz1000_61002_idxctrl_pv_rm_fnd -36.68 5.82 25.85 14.15 25.86 -74.50 -240.46 -292.53 -193.90
358 multin_zz1000_61001_idxctrl_pv_rm_fnd -37.02 5.48 25.51 13.81 25.51 -74.84 -240.80 -292.87 -194.24
359 mt_962_use2023_best_save_rnk500_idxctrl -37.05 5.46 25.49 13.79 25.49 -74.87 -240.82 -292.89 -194.26
360 mt_961_use2018_best_save_rnk500_idxctrl -37.26 5.24 25.28 13.57 25.28 -75.08 -241.03 -293.11 -194.47
361 mt_962_use2010_last_save_rnk500_idxctrl -38.05 4.45 24.48 12.78 24.48 -75.87 -241.83 -293.90 -195.27
366 mt_962_use2020_best_save_rnk500_idxctrl -38.78 3.72 23.75 12.05 23.75 -76.60 -242.56 -294.63 -196.00
367 mt_962_use2011_last_save_rnk500_idxctrl -39.03 3.47 23.50 11.80 23.50 -76.85 -242.81 -294.88 -196.25
371 mt_962_use2020_last_save_rnk500_idxctrl -39.56 2.94 22.98 11.28 22.98 -77.38 -243.33 -295.41 -196.77
382 mt_962_use2016_best_save_rnk500_idxctrl -42.08 0.42 20.45 8.75 20.46 -79.90 -245.86 -297.93 -199.29
385 mt_961_use2021_best_save_rnk500_idxctrl -43.45 -0.95 19.08 7.38 19.09 -81.27 -247.23 -299.30 -200.66
388 mt_962_use2009_best_save_rnk500_idxctrl -46.10 -3.60 16.44 4.74 16.44 -83.92 -249.87 -301.95 -203.31
389 mt_962_use2009_last_save_rnk500_idxctrl -46.35 -3.85 16.19 4.49 16.19 -84.17 -250.12 -302.20 -203.56
391 mt_961_use2014_best_save_rnk500_idxctrl -46.54 -4.04 16.00 4.29 16.00 -84.36 -250.31 -302.39 -203.75
394 mt_962_use2015_last_save_rnk500_idxctrl -48.49 -5.99 14.04 2.34 14.05 -86.31 -252.27 -304.34 -205.70
397 mt_961_use2023_best_save_rnk500_idxctrl -49.73 -7.23 12.81 1.10 12.81 -87.55 -253.50 -305.58 -206.94
402 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -51.15 -8.65 11.38 -0.32 11.39 -88.97 -254.93 -307.00 -208.37
403 mt_962_use2013_last_save_rnk500_idxctrl -51.24 -8.73 11.30 -0.40 11.30 -89.05 -255.01 -307.08 -208.45
406 mt_962_use2010_best_save_rnk500_idxctrl -51.96 -9.46 10.58 -1.12 10.58 -89.78 -255.73 -307.81 -209.17
407 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -52.06 -9.56 10.48 -1.22 10.48 -89.88 -255.83 -307.91 -209.27
409 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -52.23 -9.73 10.31 -1.39 10.31 -90.05 -256.00 -308.08 -209.44
410 mt_962_use2019_best_save_rnk500_idxctrl -52.29 -9.79 10.25 -1.46 10.25 -90.11 -256.06 -308.14 -209.50
411 mt_962_use2012_last_save_rnk500_idxctrl -52.45 -9.95 10.09 -1.62 10.09 -90.27 -256.22 -308.30 -209.66
412 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -52.58 -10.08 9.96 -1.74 9.96 -90.40 -256.35 -308.43 -209.79
413 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -52.97 -10.47 9.56 -2.14 9.57 -90.79 -256.75 -308.82 -210.19
417 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -53.57 -11.07 8.97 -2.74 8.97 -91.39 -257.34 -309.42 -210.78
418 mt_962_use2013_best_save_rnk500_idxctrl -53.79 -11.28 8.75 -2.95 8.75 -91.61 -257.56 -309.64 -211.00
419 mt_962_use2019_last_save_rnk500_idxctrl -54.47 -11.97 8.06 -3.64 8.06 -92.29 -258.25 -310.32 -211.69
426 mt_962_use2024_last_save_rnk500_idxctrl -56.83 -14.33 5.71 -5.99 5.71 -94.65 -260.60 -312.68 -214.04
427 mt_961_use2022_last_save_rnk500_idxctrl -56.90 -14.40 5.63 -6.07 5.63 -94.72 -260.68 -312.75 -214.12
431 mt_962_use2017_best_save_rnk500_idxctrl -57.32 -14.82 5.22 -6.49 5.22 -95.14 -261.09 -313.17 -214.53
438 mt_962_use2016_last_save_rnk500_idxctrl -58.97 -16.47 3.57 -8.14 3.57 -96.79 -262.74 -314.82 -216.18
439 mt_962_use2024_best_save_rnk500_idxctrl -59.19 -16.68 3.35 -8.35 3.35 -97.01 -262.96 -315.03 -216.40
442 mt_961_use2022_best_save_rnk500_idxctrl -59.28 -16.78 3.25 -8.45 3.25 -97.10 -263.06 -315.13 -216.50
443 mt_962_use2012_best_save_rnk500_idxctrl -59.47 -16.97 3.07 -8.64 3.07 -97.29 -263.24 -315.32 -216.68
444 mt_962_use2011_best_save_rnk500_idxctrl -59.49 -16.99 3.04 -8.66 3.04 -97.31 -263.27 -315.34 -216.71
445 mt_962_use2018_best_save_rnk500_idxctrl -59.68 -17.18 2.85 -8.85 2.86 -97.50 -263.46 -315.53 -216.89
446 mt_962_use2008_best_save_rnk500_idxctrl -59.91 -17.41 2.63 -9.08 2.63 -97.73 -263.68 -315.76 -217.12
448 mt_962_use2017_last_save_rnk500_idxctrl -60.50 -18.00 2.04 -9.66 2.04 -98.32 -264.27 -316.35 -217.71
450 multin_zz500_61001_idxctrl_zz500_pv -60.95 -18.45 1.59 -10.11 1.59 -98.77 -264.72 -316.80 -218.16
451 multin_zz500_61004_idxctrl_zz500_pv -61.25 -18.75 1.29 -10.41 1.29 -99.07 -265.02 -317.10 -218.46
453 multin_zz500_61002_idxctrl_zz500_pv -61.55 -19.05 0.98 -10.72 0.98 -99.37 -265.33 -317.40 -218.77
454 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -61.58 -19.08 0.95 -10.75 0.95 -99.40 -265.36 -317.43 -218.80
456 mt_962_use2008_last_save_rnk500_idxctrl -61.74 -19.24 0.79 -10.91 0.79 -99.56 -265.52 -317.59 -218.96
457 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -61.91 -19.41 0.63 -11.07 0.63 -99.73 -265.68 -317.76 -219.12
458 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -62.16 -19.66 0.38 -11.33 0.38 -99.98 -265.93 -318.01 -219.37
459 mt_962_use2014_best_save_rnk500_idxctrl -63.55 -21.05 -1.01 -12.72 -1.01 -101.37 -267.32 -319.40 -220.76
461 mt_961_use2014_last_save_rnk500_idxctrl -64.13 -21.63 -1.59 -13.30 -1.59 -101.95 -267.90 -319.98 -221.34
464 mt_962_use2018_last_save_rnk500_idxctrl -65.46 -22.96 -2.93 -14.63 -2.93 -103.28 -269.24 -321.31 -222.68
469 mt_962_use2014_last_save_rnk500_idxctrl -67.82 -25.32 -5.28 -16.98 -5.28 -105.64 -271.59 -323.67 -225.03
490 mt_961_use2020_best_save_rnk500_idxctrl -84.33 -41.83 -21.80 -33.50 -21.79 -122.15 -288.11 -340.18 -241.54
493 mt_961_use2020_last_save_rnk500_idxctrl -85.25 -42.75 -22.72 -34.42 -22.72 -123.07 -289.03 -341.10 -242.47
495 mt_961_use2021_last_save_rnk500_idxctrl -87.01 -44.51 -24.47 -36.18 -24.47 -124.83 -290.78 -342.86 -244.22