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_20250425_151547
38 mt_962_use2008_best_save_rnk500_idxctrl 24.56 19.00 60.34 51.41 60.34 63.07 10.89 59.04 59.85
43 mt_962_use2008_last_save_rnk500_idxctrl 22.37 16.81 58.15 49.23 58.15 60.89 8.71 56.85 57.66
44 mt_961_use2008_best_save_rnk500_idxctrl 22.32 16.75 58.10 49.17 58.10 60.83 8.65 56.80 57.61
59 mt_962_use2009_best_save_rnk500_idxctrl 16.47 10.91 52.25 43.33 52.25 54.99 2.81 50.95 51.76
63 mt_962_use2009_last_save_rnk500_idxctrl 15.76 10.20 51.54 42.61 51.54 54.27 2.09 50.24 51.05
64 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 15.41 9.85 51.19 42.27 51.19 53.93 1.75 49.89 50.70
66 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 15.27 9.71 51.05 42.12 51.05 53.78 1.60 49.75 50.56
67 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 15.19 9.63 50.97 42.05 50.97 53.71 1.53 49.67 50.48
72 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 12.56 6.99 48.33 39.41 48.34 51.07 -1.11 47.04 47.85
76 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 12.23 6.67 48.01 39.09 48.01 50.75 -1.43 46.71 47.52
77 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 12.09 6.53 47.87 38.95 47.87 50.61 -1.57 46.57 47.38
85 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 11.43 5.87 47.21 38.28 47.21 49.94 -2.24 45.91 46.72
89 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 10.38 4.81 46.16 37.23 46.16 48.89 -3.29 44.86 45.67
90 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 10.21 4.65 45.99 37.07 45.99 48.73 -3.45 44.69 45.50
91 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 10.20 4.64 45.98 37.05 45.98 48.71 -3.46 44.68 45.49
92 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 10.18 4.62 45.96 37.03 45.96 48.69 -3.48 44.66 45.47
97 mt_962_use2011_best_save_rnk500_idxctrl 9.66 4.10 45.44 36.51 45.44 48.18 -4.00 44.14 44.95
99 mt_961_use2008_last_save_rnk500_idxctrl 9.48 3.92 45.26 36.33 45.26 47.99 -4.19 43.96 44.77
102 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 9.23 3.66 45.01 36.08 45.01 47.74 -4.44 43.71 44.52
103 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 9.22 3.65 44.99 36.07 45.00 47.73 -4.45 43.70 44.51
104 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 9.20 3.64 44.98 36.05 44.98 47.72 -4.46 43.68 44.49
132 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 6.68 1.12 42.46 33.53 42.46 45.20 -6.98 41.16 41.97
140 multin_zz1000_61002_idxctrl_50010002000_pv 6.02 0.45 41.79 32.87 41.79 44.53 -7.65 40.49 41.30
141 mt_962_use2010_best_save_rnk500_idxctrl 5.82 0.25 41.59 32.67 41.60 44.33 -7.85 40.30 41.10
142 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 5.82 0.25 41.59 32.67 41.60 44.33 -7.85 40.30 41.10
145 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 5.67 0.11 41.45 32.52 41.45 44.18 -8.00 40.15 40.96
150 multin_zz1000_61002_idxctrl_top3800_pv 5.20 -0.36 40.98 32.05 40.98 43.71 -8.47 39.68 40.49
153 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 4.96 -0.60 40.74 31.81 40.74 43.47 -8.71 39.44 40.25
155 multin_zz1000_61004_idxctrl_top3800_pv 4.71 -0.86 40.48 31.56 40.49 43.22 -8.96 39.19 39.99
161 multin_zz1000_61004_idxctrl_50010002000_pv 4.12 -1.45 39.89 30.97 39.90 42.63 -9.55 38.60 39.41
168 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 2.48 -3.08 38.26 29.34 38.26 41.00 -11.18 36.96 37.77
170 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 2.30 -3.26 38.08 29.15 38.08 40.81 -11.37 36.78 37.59
178 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 1.35 -4.21 37.13 28.20 37.13 39.86 -12.32 35.83 36.64
180 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 1.19 -4.37 36.97 28.04 36.97 39.70 -12.48 35.67 36.48
195 mt_961_use2024_best_save_rnk500_idxctrl -0.51 -6.07 35.27 26.34 35.27 38.00 -14.17 33.97 34.78
197 mt_961_use2012_last_save_rnk500_idxctrl -0.61 -6.17 35.17 26.24 35.17 37.90 -14.28 33.87 34.68
207 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -1.60 -7.16 34.18 25.25 34.18 36.91 -15.27 32.88 33.69
209 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -1.70 -7.26 34.08 25.16 34.08 36.82 -15.36 32.78 33.59
211 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -1.91 -7.48 33.86 24.94 33.87 36.60 -15.58 32.57 33.37
213 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -2.05 -7.62 33.73 24.80 33.73 36.46 -15.72 32.43 33.24
214 multin_zz1000_61002_idxctrl_pv_rm_fnd -2.20 -7.76 33.58 24.65 33.58 36.31 -15.87 32.28 33.09
215 multin_zz1000_61004_idxctrl_pv_rm_fnd -2.20 -7.76 33.58 24.65 33.58 36.31 -15.87 32.28 33.09
216 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -2.35 -7.92 33.42 24.50 33.43 36.16 -16.02 32.12 32.93
217 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -2.35 -7.92 33.42 24.50 33.43 36.16 -16.02 32.12 32.93
218 multin_zz1000_61001_idxctrl_pv_rm_fnd -2.47 -8.03 33.31 24.38 33.31 36.04 -16.14 32.01 32.82
223 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -2.57 -8.14 33.21 24.28 33.21 35.94 -16.24 31.91 32.72
228 multin_zz1000_61001_idxctrl_50010002000_pv -2.96 -8.52 32.82 23.89 32.82 35.55 -16.63 31.52 32.33
233 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -3.38 -8.94 32.40 23.47 32.40 35.13 -17.05 31.10 31.91
235 mt_961_use2024_last_save_rnk500_idxctrl -3.80 -9.36 31.98 23.05 31.98 34.71 -17.47 30.68 31.49
238 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -4.05 -9.61 31.73 22.80 31.73 34.46 -17.72 30.43 31.24
243 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -4.30 -9.86 31.48 22.55 31.48 34.22 -17.96 30.18 30.99
245 mt_962_use2016_best_save_rnk500_idxctrl -4.41 -9.97 31.37 22.44 31.37 34.10 -18.08 30.07 30.88
246 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -4.46 -10.02 31.32 22.39 31.32 34.05 -18.13 30.02 30.83
247 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -4.57 -10.13 31.21 22.28 31.21 33.94 -18.24 29.91 30.72
248 multin_zz1000_61001_idxctrl_top3800_pv -4.63 -10.20 31.14 22.22 31.15 33.88 -18.30 29.85 30.65
252 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -4.95 -10.51 30.83 21.91 30.83 33.57 -18.61 29.53 30.34
255 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -5.06 -10.62 30.72 21.79 30.72 33.45 -18.73 29.42 30.23
262 mt_961_use2012_best_save_rnk500_idxctrl -5.55 -11.11 30.23 21.30 30.23 32.96 -19.21 28.93 29.74
269 multin_zz1000_61001_idxctrl_zz1000_pv -7.07 -12.64 28.71 19.78 28.71 31.44 -20.74 27.41 28.22
273 multin_zz1000_61002_idxctrl_zz1000_pv -7.32 -12.88 28.46 19.54 28.46 31.20 -20.98 27.16 27.97
277 multin_zz1000_61004_idxctrl_zz1000_pv -7.45 -13.01 28.33 19.40 28.33 31.06 -21.11 27.03 27.84
279 mt_961_use2009_last_save_rnk500_idxctrl -7.73 -13.29 28.05 19.12 28.05 30.78 -21.39 26.75 27.56
283 mt_961_use2023_best_save_rnk500_idxctrl -8.23 -13.79 27.55 18.62 27.55 30.29 -21.89 26.25 27.06
286 mt_962_use2011_last_save_rnk500_idxctrl -8.35 -13.91 27.43 18.51 27.43 30.17 -22.01 26.13 26.94
293 mt_961_use2014_last_save_rnk500_idxctrl -9.10 -14.66 26.68 17.75 26.68 29.41 -22.77 25.38 26.19
298 mt_962_use2012_best_save_rnk500_idxctrl -9.63 -15.19 26.15 17.22 26.15 28.88 -23.29 24.85 25.66
299 multin_zz500_61002_idxctrl_zz500_pv -9.84 -15.40 25.94 17.01 25.94 28.67 -23.50 24.64 25.45
307 mt_961_use2011_last_save_rnk500_idxctrl -10.13 -15.69 25.65 16.72 25.65 28.39 -23.79 24.35 25.16
308 mt_961_use2023_last_save_rnk500_idxctrl -10.17 -15.74 25.61 16.68 25.61 28.34 -23.84 24.31 25.12
311 mt_962_use2010_last_save_rnk500_idxctrl -10.21 -15.78 25.57 16.64 25.57 28.30 -23.88 24.27 25.08
315 multin_zz500_61004_idxctrl_zz500_pv -10.26 -15.82 25.52 16.59 25.52 28.26 -23.92 24.22 25.03
316 mt_961_use2009_best_save_rnk500_idxctrl -10.57 -16.14 25.20 16.28 25.21 27.94 -24.24 23.91 24.71
319 mt_961_use2016_last_save_rnk500_idxctrl -10.76 -16.33 25.01 16.09 25.02 27.75 -24.43 23.72 24.52
321 multin_zz500_61001_idxctrl_zz500_pv -11.27 -16.83 24.51 15.58 24.51 27.24 -24.94 23.21 24.02
325 mt_961_use2010_last_save_rnk500_idxctrl -11.76 -17.32 24.02 15.10 24.02 26.76 -25.42 22.72 23.53
332 multin_zz1000_61002_idxctrl_pv -12.20 -17.76 23.58 14.65 23.58 26.32 -25.86 22.28 23.09
333 multin_zz1000_61004_idxctrl_pv -12.20 -17.76 23.58 14.65 23.58 26.32 -25.86 22.28 23.09
334 mt_961_use2017_last_save_rnk500_idxctrl -12.25 -17.82 23.53 14.60 23.53 26.26 -25.92 22.23 23.04
335 multin_zz1000_61002_idxctrl_pv_rm_blc -12.27 -17.83 23.51 14.59 23.51 26.25 -25.93 22.21 23.02
336 multin_zz1000_61004_idxctrl_pv_rm_blc -12.27 -17.83 23.51 14.59 23.51 26.25 -25.93 22.21 23.02
343 multin_zz1000_61001_idxctrl_pv_rm_blc -12.86 -18.43 22.92 13.99 22.92 25.65 -26.53 21.62 22.43
344 multin_zz1000_61001_idxctrl_pv -12.90 -18.47 22.87 13.95 22.88 25.61 -26.57 21.58 22.38
354 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -13.82 -19.38 21.96 13.03 21.96 24.70 -27.48 20.66 21.47
364 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -14.27 -19.83 21.51 12.59 21.51 24.25 -27.93 20.21 21.02
366 mt_962_use2018_last_save_rnk500_idxctrl -14.57 -20.14 21.21 12.28 21.21 23.94 -28.24 19.91 20.72
370 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -15.07 -20.64 20.70 11.78 20.71 23.44 -28.74 19.40 20.21
376 mt_962_use2012_last_save_rnk500_idxctrl -16.33 -21.89 19.45 10.53 19.45 22.19 -29.99 18.15 18.96
380 mt_961_use2016_best_save_rnk500_idxctrl -16.92 -22.48 18.86 9.94 18.86 21.60 -30.58 17.56 18.37
385 mt_961_use2017_best_save_rnk500_idxctrl -17.31 -22.87 18.47 9.54 18.47 21.21 -30.97 17.17 17.98
391 mt_961_use2011_best_save_rnk500_idxctrl -18.73 -24.30 17.05 8.12 17.05 19.78 -32.40 15.75 16.56
393 mt_961_use2010_best_save_rnk500_idxctrl -18.95 -24.51 16.83 7.91 16.83 19.57 -32.61 15.53 16.34
394 mt_961_use2015_best_save_rnk500_idxctrl -19.38 -24.94 16.40 7.48 16.40 19.14 -33.04 15.10 15.91
396 mt_962_use2017_last_save_rnk500_idxctrl -19.80 -25.36 15.98 7.05 15.98 18.72 -33.46 14.68 15.49
405 mt_961_use2013_last_save_rnk500_idxctrl -21.37 -26.94 14.40 5.48 14.41 17.14 -35.04 13.11 13.92
409 mt_961_use2015_last_save_rnk500_idxctrl -22.48 -28.04 13.30 4.37 13.30 16.03 -36.15 12.00 12.81
410 mt_961_use2019_best_save_rnk500_idxctrl -22.83 -28.39 12.95 4.03 12.95 15.69 -36.49 11.65 12.46
414 mt_961_use2018_last_save_rnk500_idxctrl -23.71 -29.28 12.06 3.14 12.07 14.80 -37.38 10.77 11.57
417 mt_961_use2018_best_save_rnk500_idxctrl -24.39 -29.95 11.39 2.46 11.39 14.12 -38.06 10.09 10.90
419 mt_962_use2013_last_save_rnk500_idxctrl -24.86 -30.42 10.92 1.99 10.92 13.65 -38.53 9.62 10.43
423 mt_961_use2014_best_save_rnk500_idxctrl -25.71 -31.27 10.07 1.15 10.07 12.81 -39.37 8.77 9.58
425 mt_962_use2013_best_save_rnk500_idxctrl -25.90 -31.46 9.88 0.95 9.88 12.61 -39.57 8.58 9.39
442 mt_962_use2024_last_save_rnk500_idxctrl -28.66 -34.22 7.12 -1.81 7.12 9.85 -42.33 5.82 6.63
443 mt_962_use2024_best_save_rnk500_idxctrl -28.68 -34.24 7.10 -1.82 7.10 9.84 -42.34 5.80 6.61
449 mt_962_use2014_best_save_rnk500_idxctrl -29.52 -35.08 6.26 -2.67 6.26 8.99 -43.19 4.96 5.77
453 mt_961_use2019_last_save_rnk500_idxctrl -32.82 -38.39 2.95 -5.97 2.96 5.69 -46.49 1.66 2.46
461 mt_962_use2022_best_save_rnk500_idxctrl -35.53 -41.10 0.25 -8.68 0.25 2.98 -49.20 -1.05 -0.24
462 mt_962_use2018_best_save_rnk500_idxctrl -35.64 -41.20 0.14 -8.79 0.14 2.88 -49.30 -1.16 -0.35
463 mt_961_use2022_last_save_rnk500_idxctrl -35.98 -41.54 -0.20 -9.13 -0.20 2.53 -49.65 -1.50 -0.69
464 mt_962_use2014_last_save_rnk500_idxctrl -36.04 -41.60 -0.26 -9.18 -0.26 2.48 -49.70 -1.56 -0.75
466 mt_962_use2021_last_save_rnk500_idxctrl -36.50 -42.07 -0.72 -9.65 -0.72 2.01 -50.17 -2.02 -1.21
471 mt_962_use2023_last_save_rnk500_idxctrl -37.73 -43.29 -1.95 -10.88 -1.95 0.78 -51.40 -3.25 -2.44
474 mt_962_use2017_best_save_rnk500_idxctrl -38.20 -43.76 -2.42 -11.34 -2.42 0.32 -51.86 -3.72 -2.91
477 mt_962_use2016_last_save_rnk500_idxctrl -39.10 -44.67 -3.33 -12.25 -3.32 -0.59 -52.77 -4.62 -3.82
479 mt_962_use2023_best_save_rnk500_idxctrl -41.82 -47.39 -6.05 -14.97 -6.04 -3.31 -55.49 -7.34 -6.54
480 mt_962_use2015_best_save_rnk500_idxctrl -41.86 -47.42 -6.08 -15.01 -6.08 -3.35 -55.53 -7.38 -6.57
483 mt_962_use2019_best_save_rnk500_idxctrl -42.31 -47.88 -6.54 -15.46 -6.53 -3.80 -55.98 -7.83 -7.02
484 mt_961_use2020_best_save_rnk500_idxctrl -42.59 -48.15 -6.81 -15.74 -6.81 -4.08 -56.26 -8.11 -7.30
485 mt_961_use2020_last_save_rnk500_idxctrl -42.62 -48.19 -6.84 -15.77 -6.84 -4.11 -56.29 -8.14 -7.33
486 mt_962_use2020_best_save_rnk500_idxctrl -42.67 -48.23 -6.89 -15.82 -6.89 -4.16 -56.34 -8.19 -7.38
487 mt_962_use2015_last_save_rnk500_idxctrl -42.78 -48.35 -7.01 -15.93 -7.00 -4.27 -56.45 -8.30 -7.50
488 mt_961_use2022_best_save_rnk500_idxctrl -42.94 -48.50 -7.16 -16.09 -7.16 -4.43 -56.61 -8.46 -7.65
490 mt_961_use2021_best_save_rnk500_idxctrl -44.29 -49.85 -8.51 -17.44 -8.51 -5.78 -57.96 -9.81 -9.00
491 mt_962_use2022_last_save_rnk500_idxctrl -44.57 -50.13 -8.79 -17.72 -8.79 -6.06 -58.24 -10.09 -9.28
495 mt_962_use2019_last_save_rnk500_idxctrl -45.92 -51.48 -10.14 -19.06 -10.14 -7.40 -59.58 -11.44 -10.63
496 mt_961_use2021_last_save_rnk500_idxctrl -46.68 -52.24 -10.90 -19.82 -10.90 -8.16 -60.34 -12.20 -11.39
500 mt_962_use2021_best_save_rnk500_idxctrl -48.29 -53.85 -12.51 -21.44 -12.51 -9.78 -61.95 -13.81 -13.00
501 mt_962_use2020_last_save_rnk500_idxctrl -48.96 -54.53 -13.19 -22.11 -13.18 -10.45 -62.63 -14.48 -13.67
507 mt_961_use2013_best_save_rnk500_idxctrl -55.75 -61.31 -19.97 -28.90 -19.97 -17.23 -69.41 -21.27 -20.46