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_20250509_151602
16 mt_961_use2023_best_save_rnk500_idxctrl 90.21 57.34 -30.26 -13.40 -30.26 66.52 63.51 29.86 27.61
24 mt_961_use2022_last_save_rnk500_idxctrl 80.21 47.34 -40.26 -23.40 -40.26 56.52 53.50 19.86 17.61
35 mt_962_use2008_last_save_rnk500_idxctrl 70.24 37.36 -50.23 -33.38 -50.23 46.54 43.53 9.88 7.63
36 mt_962_use2008_best_save_rnk500_idxctrl 69.21 36.33 -51.26 -34.41 -51.26 45.51 42.50 8.85 6.60
54 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 65.06 32.18 -55.41 -38.55 -55.41 41.37 38.35 4.70 2.45
56 mt_961_use2023_last_save_rnk500_idxctrl 64.82 31.94 -55.65 -38.79 -55.65 41.13 38.11 4.46 2.21
57 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 64.18 31.30 -56.29 -39.44 -56.29 40.48 37.47 3.82 1.57
59 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 63.96 31.09 -56.51 -39.65 -56.51 40.27 37.25 3.61 1.36
62 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 62.35 29.48 -58.11 -41.26 -58.11 38.66 35.65 2.00 -0.25
64 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 61.29 28.42 -59.17 -42.32 -59.17 37.60 34.59 0.94 -1.31
66 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 61.07 28.20 -59.39 -42.54 -59.39 37.38 34.37 0.72 -1.53
71 mt_961_use2008_last_save_rnk500_idxctrl 60.27 27.40 -60.20 -43.34 -60.20 36.58 33.56 -0.08 -2.33
72 mt_961_use2018_best_save_rnk500_idxctrl 59.80 26.92 -60.67 -43.82 -60.67 36.11 33.09 -0.56 -2.81
77 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 57.84 24.96 -62.63 -45.78 -62.63 34.15 31.13 -2.52 -4.77
78 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 57.84 24.96 -62.63 -45.78 -62.63 34.15 31.13 -2.52 -4.77
82 mt_961_use2022_best_save_rnk500_idxctrl 56.73 23.86 -63.74 -46.88 -63.74 33.04 30.02 -3.62 -5.88
85 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 55.96 23.08 -64.51 -47.66 -64.51 32.26 29.25 -4.40 -6.65
87 mt_962_use2009_best_save_rnk500_idxctrl 55.74 22.86 -64.73 -47.88 -64.73 32.05 29.03 -4.62 -6.87
88 mt_962_use2009_last_save_rnk500_idxctrl 55.63 22.76 -64.84 -47.98 -64.84 31.94 28.93 -4.72 -6.97
93 multin_zz1000_61004_idxctrl_pv_rm_fnd 53.76 20.88 -66.71 -49.86 -66.71 30.06 27.05 -6.60 -8.85
94 multin_zz1000_61002_idxctrl_pv_rm_fnd 53.76 20.88 -66.71 -49.86 -66.71 30.06 27.05 -6.60 -8.85
95 mt_961_use2018_last_save_rnk500_idxctrl 53.57 20.69 -66.90 -50.04 -66.90 29.88 26.86 -6.79 -9.04
100 mt_962_use2011_best_save_rnk500_idxctrl 52.12 19.25 -68.34 -51.49 -68.34 28.43 25.42 -8.23 -10.48
102 multin_zz1000_61001_idxctrl_pv_rm_fnd 51.93 19.05 -68.54 -51.69 -68.54 28.23 25.22 -8.43 -10.68
105 mt_961_use2016_last_save_rnk500_idxctrl 51.69 18.82 -68.78 -51.92 -68.78 28.00 24.99 -8.66 -10.91
115 mt_961_use2008_best_save_rnk500_idxctrl 49.82 16.94 -70.65 -53.79 -70.65 26.13 23.11 -10.54 -12.79
117 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 48.75 15.87 -71.72 -54.87 -71.72 25.05 22.04 -11.61 -13.86
119 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 48.57 15.70 -71.89 -55.04 -71.89 24.88 21.87 -11.78 -14.03
121 mt_961_use2016_best_save_rnk500_idxctrl 47.87 14.99 -72.60 -55.75 -72.60 24.18 21.16 -12.49 -14.74
128 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 47.43 14.56 -73.04 -56.18 -73.04 23.74 20.72 -12.92 -15.17
130 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 46.60 13.73 -73.86 -57.01 -73.86 22.91 19.90 -13.75 -16.00
138 mt_962_use2024_best_save_rnk500_idxctrl 45.63 12.76 -74.83 -57.98 -74.83 21.94 18.93 -14.72 -16.97
145 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 45.41 12.54 -75.05 -58.20 -75.05 21.72 18.71 -14.94 -17.19
152 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 44.85 11.98 -75.61 -58.76 -75.61 21.16 18.15 -15.50 -17.75
153 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 44.65 11.77 -75.82 -58.97 -75.82 20.95 17.94 -15.71 -17.96
154 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 44.39 11.51 -76.08 -59.22 -76.08 20.70 17.68 -15.97 -18.22
175 multin_zz500_61004_idxctrl_zz500_pv 41.20 8.33 -79.27 -62.41 -79.27 17.51 14.49 -19.15 -21.40
180 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 40.71 7.84 -79.76 -62.90 -79.76 17.02 14.01 -19.64 -21.89
184 multin_zz500_61002_idxctrl_zz500_pv 40.52 7.65 -79.95 -63.09 -79.95 16.83 13.81 -19.83 -22.08
195 multin_zz500_61001_idxctrl_zz500_pv 38.85 5.98 -81.62 -64.76 -81.62 15.16 12.14 -21.50 -23.76
219 mt_961_use2024_last_save_rnk500_idxctrl 36.97 4.10 -83.49 -66.64 -83.49 13.28 10.27 -23.38 -25.63
233 mt_961_use2009_last_save_rnk500_idxctrl 35.80 2.92 -84.67 -67.81 -84.67 12.11 9.09 -24.55 -26.81
234 mt_961_use2017_best_save_rnk500_idxctrl 35.72 2.85 -84.75 -67.89 -84.75 12.03 9.01 -24.63 -26.88
247 mt_962_use2018_last_save_rnk500_idxctrl 34.06 1.18 -86.41 -69.56 -86.41 10.36 7.35 -26.30 -28.55
250 multin_zz1000_61004_idxctrl_pv_rm_blc 33.92 1.05 -86.55 -69.69 -86.55 10.23 7.21 -26.43 -28.68
251 multin_zz1000_61002_idxctrl_pv_rm_blc 33.92 1.05 -86.55 -69.69 -86.55 10.23 7.21 -26.43 -28.68
253 mt_961_use2009_best_save_rnk500_idxctrl 33.70 0.83 -86.76 -69.91 -86.76 10.01 7.00 -26.65 -28.90
257 mt_961_use2017_last_save_rnk500_idxctrl 33.49 0.62 -86.98 -70.12 -86.98 9.80 6.78 -26.86 -29.12
284 multin_zz1000_61001_idxctrl_pv_rm_blc 31.05 -1.82 -89.42 -72.56 -89.42 7.36 4.35 -29.30 -31.55
303 multin_zz1000_61002_idxctrl_pv 29.66 -3.21 -90.80 -73.95 -90.80 5.97 2.96 -30.69 -32.94
304 multin_zz1000_61004_idxctrl_pv 29.66 -3.21 -90.80 -73.95 -90.80 5.97 2.96 -30.69 -32.94
307 mt_961_use2024_best_save_rnk500_idxctrl 29.27 -3.61 -91.20 -74.35 -91.20 5.57 2.56 -31.09 -33.34
308 mt_961_use2019_best_save_rnk500_idxctrl 29.25 -3.63 -91.22 -74.36 -91.22 5.56 2.54 -31.11 -33.36
319 mt_962_use2010_best_save_rnk500_idxctrl 27.87 -5.00 -92.60 -75.74 -92.60 4.18 1.16 -32.48 -34.73
322 mt_962_use2024_last_save_rnk500_idxctrl 27.42 -5.45 -93.04 -76.19 -93.04 3.73 0.72 -32.93 -35.18
327 multin_zz1000_61001_idxctrl_pv 26.73 -6.14 -93.74 -76.88 -93.74 3.04 0.02 -33.62 -35.87
333 mt_962_use2016_best_save_rnk500_idxctrl 25.85 -7.03 -94.62 -77.76 -94.62 2.16 -0.86 -34.51 -36.76
338 mt_961_use2012_last_save_rnk500_idxctrl 25.06 -7.81 -95.40 -78.55 -95.40 1.37 -1.64 -35.29 -37.54
369 mt_961_use2021_last_save_rnk500_idxctrl 20.44 -12.44 -100.03 -83.17 -100.03 -3.25 -6.27 -39.92 -42.17
373 mt_961_use2012_best_save_rnk500_idxctrl 18.87 -14.01 -101.60 -84.75 -101.60 -4.82 -7.84 -41.49 -43.74
374 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 18.55 -14.32 -101.92 -85.06 -101.92 -5.14 -8.16 -41.80 -44.05
375 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 18.47 -14.41 -102.00 -85.14 -102.00 -5.22 -8.24 -41.89 -44.14
378 mt_961_use2011_last_save_rnk500_idxctrl 17.19 -15.68 -103.28 -86.42 -103.28 -6.50 -9.51 -43.16 -45.41
382 multin_zz1000_61004_idxctrl_zz1000_pv 16.11 -16.76 -104.35 -87.50 -104.35 -7.58 -10.59 -44.24 -46.49
383 mt_961_use2014_last_save_rnk500_idxctrl 15.90 -16.97 -104.57 -87.71 -104.57 -7.79 -10.80 -44.45 -46.70
384 multin_zz1000_61002_idxctrl_zz1000_pv 15.87 -17.01 -104.60 -87.75 -104.60 -7.83 -10.84 -44.49 -46.74
386 mt_962_use2010_last_save_rnk500_idxctrl 15.39 -17.49 -105.08 -88.22 -105.08 -8.30 -11.32 -44.97 -47.22
387 mt_962_use2011_last_save_rnk500_idxctrl 15.16 -17.72 -105.31 -88.45 -105.31 -8.53 -11.55 -45.19 -47.45
391 mt_962_use2016_last_save_rnk500_idxctrl 14.79 -18.08 -105.68 -88.82 -105.68 -8.90 -11.92 -45.56 -47.81
392 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 14.74 -18.14 -105.73 -88.88 -105.73 -8.95 -11.97 -45.62 -47.87
397 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 14.14 -18.73 -106.33 -89.47 -106.33 -9.55 -12.57 -46.21 -48.47
400 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 13.88 -18.99 -106.58 -89.73 -106.58 -9.81 -12.82 -46.47 -48.72
402 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 13.74 -19.13 -106.73 -89.87 -106.73 -9.95 -12.97 -46.61 -48.86
404 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 13.43 -19.44 -107.04 -90.18 -107.04 -10.26 -13.28 -46.92 -49.18
410 mt_961_use2019_last_save_rnk500_idxctrl 12.12 -20.76 -108.35 -91.49 -108.35 -11.57 -14.59 -48.24 -50.49
412 mt_961_use2020_best_save_rnk500_idxctrl 11.87 -21.01 -108.60 -91.75 -108.60 -11.83 -14.84 -48.49 -50.74
413 multin_zz1000_61001_idxctrl_zz1000_pv 11.38 -21.50 -109.09 -92.24 -109.09 -12.31 -15.33 -48.98 -51.23
416 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 10.87 -22.01 -109.60 -92.75 -109.60 -12.83 -15.84 -49.49 -51.74
417 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 10.37 -22.50 -110.10 -93.24 -110.10 -13.32 -16.34 -49.98 -52.23
418 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 10.29 -22.59 -110.18 -93.32 -110.18 -13.40 -16.42 -50.07 -52.32
420 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 9.86 -23.02 -110.61 -93.75 -110.61 -13.83 -16.85 -50.50 -52.75
421 mt_961_use2020_last_save_rnk500_idxctrl 9.79 -23.09 -110.68 -93.83 -110.68 -13.91 -16.92 -50.57 -52.82
424 mt_961_use2014_best_save_rnk500_idxctrl 9.30 -23.58 -111.17 -94.32 -111.17 -14.40 -17.41 -51.06 -53.31
429 mt_961_use2011_best_save_rnk500_idxctrl 7.56 -25.32 -112.91 -96.05 -112.91 -16.13 -19.15 -52.79 -55.05
431 mt_962_use2018_best_save_rnk500_idxctrl 7.37 -25.51 -113.10 -96.25 -113.10 -16.32 -19.34 -52.99 -55.24
438 mt_961_use2010_best_save_rnk500_idxctrl 5.67 -27.20 -114.79 -97.94 -114.79 -18.02 -21.03 -54.68 -56.93
439 mt_962_use2022_best_save_rnk500_idxctrl 5.12 -27.75 -115.35 -98.49 -115.35 -18.57 -21.59 -55.23 -57.48
440 mt_962_use2017_last_save_rnk500_idxctrl 4.75 -28.13 -115.72 -98.86 -115.72 -18.94 -21.96 -55.61 -57.86
446 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 3.06 -29.81 -117.41 -100.55 -117.41 -20.63 -23.65 -57.29 -59.55
448 mt_962_use2012_last_save_rnk500_idxctrl 2.71 -30.16 -117.76 -100.90 -117.76 -20.98 -24.00 -57.64 -59.89
449 mt_962_use2023_best_save_rnk500_idxctrl 2.35 -30.53 -118.12 -101.27 -118.12 -21.34 -24.36 -58.01 -60.26
451 mt_962_use2017_best_save_rnk500_idxctrl 2.27 -30.60 -118.20 -101.34 -118.20 -21.42 -24.44 -58.08 -60.33
452 mt_962_use2014_best_save_rnk500_idxctrl 2.19 -30.68 -118.27 -101.42 -118.27 -21.50 -24.51 -58.16 -60.41
453 mt_962_use2014_last_save_rnk500_idxctrl 2.03 -30.84 -118.43 -101.58 -118.43 -21.66 -24.67 -58.32 -60.57
454 mt_961_use2015_last_save_rnk500_idxctrl 1.49 -31.39 -118.98 -102.13 -118.98 -22.20 -25.22 -58.87 -61.12
456 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 0.83 -32.05 -119.64 -102.79 -119.64 -22.86 -25.88 -59.53 -61.78
458 mt_961_use2010_last_save_rnk500_idxctrl 0.27 -32.61 -120.20 -103.35 -120.20 -23.42 -26.44 -60.09 -62.34
459 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 0.26 -32.61 -120.21 -103.35 -120.21 -23.43 -26.45 -60.09 -62.34
460 mt_961_use2013_last_save_rnk500_idxctrl -0.77 -33.64 -121.24 -104.38 -121.24 -24.46 -27.47 -61.12 -63.37
462 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -2.06 -34.94 -122.53 -105.67 -122.53 -25.75 -28.77 -62.42 -64.67
464 mt_962_use2012_best_save_rnk500_idxctrl -2.43 -35.30 -122.90 -106.04 -122.90 -26.12 -29.13 -62.78 -65.03
465 mt_962_use2015_last_save_rnk500_idxctrl -2.88 -35.76 -123.35 -106.50 -123.35 -26.58 -29.59 -63.24 -65.49
468 mt_962_use2013_last_save_rnk500_idxctrl -3.86 -36.74 -124.33 -107.47 -124.33 -27.55 -30.57 -64.22 -66.47
470 mt_962_use2023_last_save_rnk500_idxctrl -5.82 -38.70 -126.29 -109.44 -126.29 -29.52 -32.53 -66.18 -68.43
474 mt_961_use2021_best_save_rnk500_idxctrl -6.35 -39.23 -126.82 -109.96 -126.82 -30.04 -33.06 -66.71 -68.96
475 mt_962_use2022_last_save_rnk500_idxctrl -6.61 -39.49 -127.08 -110.22 -127.08 -30.30 -33.32 -66.96 -69.22
476 mt_962_use2015_best_save_rnk500_idxctrl -7.32 -40.19 -127.79 -110.93 -127.79 -31.01 -34.03 -67.67 -69.93
477 mt_962_use2021_best_save_rnk500_idxctrl -7.52 -40.39 -127.98 -111.13 -127.98 -31.21 -34.22 -67.87 -70.12
481 mt_962_use2013_best_save_rnk500_idxctrl -8.57 -41.45 -129.04 -112.19 -129.04 -32.27 -35.28 -68.93 -71.18
483 mt_962_use2019_best_save_rnk500_idxctrl -9.75 -42.62 -130.22 -113.36 -130.22 -33.44 -36.46 -70.10 -72.36
484 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -9.86 -42.74 -130.33 -113.47 -130.33 -33.55 -36.57 -70.22 -72.47
485 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -10.59 -43.47 -131.06 -114.20 -131.06 -34.28 -37.30 -70.95 -73.20
487 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -10.89 -43.77 -131.36 -114.51 -131.36 -34.59 -37.60 -71.25 -73.50
488 mt_961_use2015_best_save_rnk500_idxctrl -11.09 -43.96 -131.55 -114.70 -131.55 -34.78 -37.79 -71.44 -73.69
489 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -11.14 -44.01 -131.60 -114.75 -131.60 -34.83 -37.84 -71.49 -73.74
490 mt_962_use2021_last_save_rnk500_idxctrl -11.21 -44.09 -131.68 -114.83 -131.68 -34.91 -37.92 -71.57 -73.82
492 mt_961_use2013_best_save_rnk500_idxctrl -14.87 -47.75 -135.34 -118.49 -135.34 -38.57 -41.58 -75.23 -77.48
493 mt_962_use2019_last_save_rnk500_idxctrl -14.97 -47.85 -135.44 -118.58 -135.44 -38.66 -41.68 -75.33 -77.58
494 multin_zz1000_61002_idxctrl_top3800_pv -15.42 -48.29 -135.89 -119.03 -135.89 -39.11 -42.13 -75.77 -78.02
496 multin_zz1000_61004_idxctrl_top3800_pv -16.05 -48.93 -136.52 -119.66 -136.52 -39.74 -42.76 -76.41 -78.66
497 multin_zz1000_61004_idxctrl_50010002000_pv -16.41 -49.28 -136.88 -120.02 -136.88 -40.10 -43.11 -76.76 -79.01
498 multin_zz1000_61002_idxctrl_50010002000_pv -16.58 -49.45 -137.05 -120.19 -137.05 -40.27 -43.29 -76.93 -79.18
500 mt_962_use2020_last_save_rnk500_idxctrl -17.74 -50.61 -138.21 -121.35 -138.21 -41.43 -44.45 -78.09 -80.34
502 mt_962_use2020_best_save_rnk500_idxctrl -18.98 -51.85 -139.45 -122.59 -139.45 -42.67 -45.69 -79.33 -81.58
503 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -19.08 -51.96 -139.55 -122.70 -139.55 -42.77 -45.79 -79.44 -81.69
504 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -19.48 -52.35 -139.95 -123.09 -139.95 -43.17 -46.19 -79.83 -82.08
507 multin_zz1000_61001_idxctrl_50010002000_pv -22.65 -55.53 -143.12 -126.26 -143.12 -46.34 -49.36 -83.01 -85.26
508 multin_zz1000_61001_idxctrl_top3800_pv -23.12 -56.00 -143.59 -126.74 -143.59 -46.81 -49.83 -83.48 -85.73