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_20250513_151523
12 mt_961_use2023_best_save_rnk500_idxctrl 68.81 62.64 43.23 28.90 43.23 82.39 185.53 230.87 246.81
17 mt_961_use2023_last_save_rnk500_idxctrl 57.74 51.56 32.16 17.82 32.15 71.31 174.45 219.79 235.73
19 mt_961_use2022_last_save_rnk500_idxctrl 55.72 49.54 30.14 15.80 30.13 69.29 172.43 217.77 233.71
25 mt_962_use2008_last_save_rnk500_idxctrl 51.16 44.98 25.58 11.24 25.57 64.73 167.87 213.21 229.15
28 mt_961_use2018_best_save_rnk500_idxctrl 49.37 43.19 23.79 9.45 23.78 62.94 166.08 211.42 227.36
35 mt_961_use2009_last_save_rnk500_idxctrl 48.08 41.91 22.50 8.16 22.50 61.66 164.80 210.14 226.08
37 mt_961_use2009_best_save_rnk500_idxctrl 47.36 41.19 21.78 7.44 21.78 60.94 164.08 209.42 225.36
38 mt_962_use2008_best_save_rnk500_idxctrl 45.71 39.53 20.13 5.79 20.13 59.28 162.43 207.77 223.71
39 mt_961_use2017_best_save_rnk500_idxctrl 45.63 39.45 20.04 5.71 20.04 59.20 162.34 207.68 223.62
40 mt_961_use2008_best_save_rnk500_idxctrl 45.62 39.44 20.04 5.70 20.04 59.19 162.34 207.68 223.62
41 mt_961_use2008_last_save_rnk500_idxctrl 45.62 39.45 20.04 5.71 20.04 59.20 162.34 207.68 223.62
43 mt_962_use2009_last_save_rnk500_idxctrl 45.04 38.86 19.46 5.12 19.46 58.61 161.76 207.10 223.03
45 mt_961_use2022_best_save_rnk500_idxctrl 44.22 38.05 18.64 4.30 18.64 57.80 160.94 206.28 222.22
46 mt_962_use2009_best_save_rnk500_idxctrl 43.84 37.66 18.25 3.92 18.25 57.41 160.55 205.89 221.83
47 mt_961_use2011_last_save_rnk500_idxctrl 43.75 37.57 18.17 3.83 18.17 57.32 160.46 205.81 221.74
58 mt_961_use2012_last_save_rnk500_idxctrl 40.30 34.12 14.71 0.38 14.71 53.87 157.01 202.35 218.29
65 mt_961_use2019_best_save_rnk500_idxctrl 38.93 32.75 13.35 -0.99 13.35 52.51 155.65 200.99 216.93
66 mt_962_use2018_last_save_rnk500_idxctrl 38.54 32.37 12.96 -1.38 12.96 52.12 155.26 200.60 216.54
68 mt_962_use2010_best_save_rnk500_idxctrl 37.61 31.43 12.03 -2.31 12.03 51.18 154.32 199.66 215.60
69 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 37.35 31.17 11.77 -2.57 11.77 50.92 154.07 199.41 215.35
70 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 37.26 31.08 11.68 -2.66 11.68 50.83 153.97 199.31 215.25
71 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 37.14 30.97 11.56 -2.78 11.56 50.72 153.86 199.20 215.14
72 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 37.03 30.85 11.45 -2.89 11.44 50.60 153.74 199.08 215.02
73 mt_961_use2016_last_save_rnk500_idxctrl 36.50 30.33 10.92 -3.42 10.92 50.08 153.22 198.56 214.50
75 multin_zz500_61004_idxctrl_zz500_pv 36.40 30.23 10.82 -3.52 10.82 49.98 153.12 198.46 214.40
76 multin_zz500_61002_idxctrl_zz500_pv 36.21 30.03 10.62 -3.71 10.62 49.78 152.92 198.26 214.20
78 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 36.05 29.87 10.47 -3.87 10.47 49.62 152.77 198.11 214.05
80 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 35.58 29.40 9.99 -4.34 9.99 49.15 152.29 197.63 213.57
81 mt_962_use2011_best_save_rnk500_idxctrl 35.46 29.28 9.88 -4.46 9.88 49.03 152.17 197.51 213.45
82 multin_zz1000_61004_idxctrl_pv_rm_fnd 35.44 29.26 9.86 -4.48 9.86 49.01 152.16 197.50 213.43
83 multin_zz1000_61002_idxctrl_pv_rm_fnd 35.44 29.26 9.86 -4.48 9.86 49.01 152.16 197.50 213.43
86 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 34.72 28.54 9.14 -5.20 9.14 48.30 151.44 196.78 212.72
87 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 34.72 28.54 9.14 -5.20 9.14 48.30 151.44 196.78 212.72
88 mt_961_use2018_last_save_rnk500_idxctrl 34.63 28.46 9.05 -5.29 9.05 48.21 151.35 196.69 212.63
90 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 34.54 28.37 8.96 -5.38 8.96 48.12 151.26 196.60 212.54
92 multin_zz500_61001_idxctrl_zz500_pv 34.41 28.23 8.83 -5.51 8.82 47.98 151.12 196.46 212.40
93 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 34.28 28.11 8.70 -5.64 8.70 47.86 151.00 196.34 212.28
94 mt_961_use2012_best_save_rnk500_idxctrl 34.26 28.09 8.68 -5.66 8.68 47.84 150.98 196.32 212.26
96 mt_961_use2016_best_save_rnk500_idxctrl 34.04 27.87 8.46 -5.88 8.46 47.62 150.76 196.10 212.04
97 mt_961_use2014_last_save_rnk500_idxctrl 33.59 27.41 8.01 -6.33 8.01 47.17 150.31 195.65 211.59
98 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 33.36 27.18 7.77 -6.56 7.77 46.93 150.07 195.41 211.35
100 multin_zz1000_61001_idxctrl_pv_rm_fnd 33.20 27.02 7.62 -6.72 7.61 46.77 149.91 195.25 211.19
102 mt_961_use2024_last_save_rnk500_idxctrl 33.10 26.93 7.52 -6.81 7.52 46.68 149.82 195.16 211.10
103 mt_962_use2018_best_save_rnk500_idxctrl 32.90 26.73 7.32 -7.02 7.32 46.48 149.62 194.96 210.90
104 mt_961_use2011_best_save_rnk500_idxctrl 32.62 26.45 7.04 -7.30 7.04 46.20 149.34 194.68 210.62
105 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 32.49 26.31 6.91 -7.43 6.91 46.06 149.21 194.55 210.48
106 mt_961_use2010_last_save_rnk500_idxctrl 32.21 26.04 6.63 -7.71 6.63 45.79 148.93 194.27 210.21
110 mt_962_use2024_best_save_rnk500_idxctrl 31.90 25.72 6.32 -8.02 6.32 45.47 148.62 193.96 209.89
112 mt_961_use2014_best_save_rnk500_idxctrl 31.44 25.26 5.86 -8.48 5.85 45.01 148.15 193.49 209.43
113 mt_961_use2010_best_save_rnk500_idxctrl 31.41 25.24 5.83 -8.50 5.83 44.99 148.13 193.47 209.41
114 mt_962_use2011_last_save_rnk500_idxctrl 31.22 25.05 5.64 -8.70 5.64 44.80 147.94 193.28 209.22
115 multin_zz1000_61002_idxctrl_pv_rm_blc 31.19 25.01 5.61 -8.73 5.61 44.76 147.90 193.24 209.18
116 multin_zz1000_61004_idxctrl_pv_rm_blc 31.19 25.01 5.61 -8.73 5.61 44.76 147.90 193.24 209.18
119 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 30.84 24.67 5.26 -9.08 5.26 44.42 147.56 192.90 208.84
120 mt_961_use2017_last_save_rnk500_idxctrl 30.71 24.53 5.13 -9.21 5.12 44.28 147.42 192.76 208.70
122 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 30.42 24.25 4.84 -9.50 4.84 44.00 147.14 192.48 208.42
125 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 30.20 24.02 4.62 -9.72 4.62 43.77 146.91 192.25 208.19
129 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 29.84 23.66 4.26 -10.08 4.26 43.41 146.56 191.90 207.83
132 multin_zz1000_61004_idxctrl_pv 29.70 23.52 4.11 -10.22 4.11 43.27 146.41 191.75 207.69
133 multin_zz1000_61002_idxctrl_pv 29.70 23.52 4.11 -10.22 4.11 43.27 146.41 191.75 207.69
138 multin_zz1000_61001_idxctrl_pv_rm_blc 28.98 22.81 3.40 -10.93 3.40 42.56 145.70 191.04 206.98
141 mt_961_use2024_best_save_rnk500_idxctrl 28.68 22.50 3.10 -11.24 3.10 42.26 145.40 190.74 206.68
142 mt_962_use2012_last_save_rnk500_idxctrl 28.52 22.34 2.93 -11.40 2.93 42.09 145.23 190.57 206.51
143 mt_962_use2016_last_save_rnk500_idxctrl 28.43 22.25 2.85 -11.49 2.85 42.00 145.15 190.49 206.43
145 multin_zz1000_61001_idxctrl_pv 27.44 21.26 1.86 -12.48 1.86 41.02 144.16 189.50 205.44
146 mt_962_use2010_last_save_rnk500_idxctrl 27.43 21.26 1.85 -12.49 1.85 41.01 144.15 189.49 205.43
147 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 27.33 21.16 1.75 -12.58 1.75 40.91 144.05 189.39 205.33
148 mt_962_use2014_best_save_rnk500_idxctrl 27.22 21.04 1.63 -12.70 1.63 40.79 143.93 189.27 205.21
149 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 27.08 20.91 1.50 -12.83 1.50 40.66 143.80 189.14 205.08
156 mt_962_use2016_best_save_rnk500_idxctrl 26.20 20.02 0.61 -13.72 0.61 39.77 142.91 188.25 204.19
165 mt_962_use2014_last_save_rnk500_idxctrl 25.28 19.11 -0.30 -14.64 -0.30 38.86 142.00 187.34 203.28
172 mt_961_use2015_best_save_rnk500_idxctrl 24.63 18.45 -0.95 -15.29 -0.96 38.20 141.34 186.68 202.62
176 mt_962_use2015_last_save_rnk500_idxctrl 23.91 17.74 -1.67 -16.01 -1.67 37.49 140.63 185.97 201.91
190 mt_961_use2013_last_save_rnk500_idxctrl 22.38 16.20 -3.20 -17.54 -3.20 35.95 139.10 184.44 200.38
193 mt_961_use2021_last_save_rnk500_idxctrl 21.97 15.80 -3.61 -17.94 -3.61 35.55 138.69 184.03 199.97
196 mt_961_use2015_last_save_rnk500_idxctrl 21.29 15.11 -4.29 -18.63 -4.30 34.86 138.00 183.34 199.28
201 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 20.96 14.79 -4.62 -18.95 -4.62 34.54 137.68 183.02 198.96
203 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 20.73 14.55 -4.85 -19.19 -4.85 34.30 137.44 182.79 198.72
207 mt_961_use2019_last_save_rnk500_idxctrl 20.14 13.96 -5.44 -19.78 -5.44 33.71 136.86 182.20 198.14
209 mt_962_use2024_last_save_rnk500_idxctrl 19.67 13.50 -5.91 -20.24 -5.91 33.25 136.39 181.73 197.67
210 multin_zz1000_61004_idxctrl_zz1000_pv 19.53 13.36 -6.05 -20.39 -6.05 33.11 136.25 181.59 197.53
214 multin_zz1000_61002_idxctrl_zz1000_pv 19.34 13.16 -6.24 -20.58 -6.24 32.92 136.06 181.40 197.34
227 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 17.59 11.41 -7.99 -22.33 -8.00 31.16 134.30 179.64 195.58
229 mt_962_use2017_last_save_rnk500_idxctrl 16.95 10.78 -8.63 -22.97 -8.63 30.53 133.67 179.01 194.95
233 multin_zz1000_61001_idxctrl_zz1000_pv 16.51 10.33 -9.07 -23.41 -9.08 30.08 133.22 178.56 194.50
237 mt_962_use2023_best_save_rnk500_idxctrl 15.61 9.44 -9.97 -24.30 -9.97 29.19 132.33 177.67 193.61
241 mt_962_use2013_last_save_rnk500_idxctrl 14.68 8.50 -10.91 -25.24 -10.91 28.25 131.39 176.73 192.67
244 mt_962_use2019_last_save_rnk500_idxctrl 13.63 7.46 -11.95 -26.29 -11.95 27.21 130.35 175.69 191.63
252 mt_961_use2021_best_save_rnk500_idxctrl 12.65 6.47 -12.93 -27.27 -12.93 26.22 129.36 174.70 190.64
257 mt_962_use2021_last_save_rnk500_idxctrl 11.88 5.70 -13.71 -28.04 -13.71 25.45 128.59 173.93 189.87
261 mt_962_use2017_best_save_rnk500_idxctrl 10.92 4.75 -14.66 -29.00 -14.66 24.50 127.64 172.98 188.92
263 multin_zz1000_61004_idxctrl_top3800_pv 10.84 4.66 -14.74 -29.08 -14.74 24.41 127.56 172.90 188.84
267 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 10.47 4.29 -15.11 -29.45 -15.11 24.04 127.19 172.53 188.46
269 multin_zz1000_61002_idxctrl_top3800_pv 10.33 4.16 -15.25 -29.58 -15.25 23.91 127.05 172.39 188.33
270 multin_zz1000_61002_idxctrl_50010002000_pv 10.09 3.92 -15.49 -29.83 -15.49 23.67 126.81 172.15 188.09
271 mt_962_use2020_last_save_rnk500_idxctrl 9.76 3.58 -15.83 -30.16 -15.83 23.33 126.47 171.81 187.75
272 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 9.74 3.56 -15.84 -30.18 -15.84 23.31 126.46 171.80 187.74
275 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 9.63 3.45 -15.95 -30.29 -15.95 23.20 126.35 171.69 187.63
276 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 9.25 3.08 -16.33 -30.67 -16.33 22.83 125.97 171.31 187.25
277 mt_962_use2022_last_save_rnk500_idxctrl 9.18 3.00 -16.40 -30.74 -16.41 22.75 125.89 171.23 187.17
278 mt_961_use2013_best_save_rnk500_idxctrl 8.84 2.66 -16.75 -31.08 -16.75 22.41 125.55 170.89 186.83
279 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 8.83 2.65 -16.76 -31.09 -16.76 22.40 125.54 170.88 186.82
282 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 8.64 2.46 -16.94 -31.28 -16.94 22.21 125.35 170.69 186.63
283 mt_962_use2019_best_save_rnk500_idxctrl 8.64 2.47 -16.94 -31.27 -16.94 22.22 125.36 170.70 186.64
284 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 8.62 2.45 -16.96 -31.30 -16.96 22.20 125.34 170.68 186.62
292 multin_zz1000_61004_idxctrl_50010002000_pv 8.15 1.97 -17.43 -31.77 -17.43 21.73 124.87 170.21 186.15
295 mt_962_use2013_best_save_rnk500_idxctrl 8.06 1.88 -17.52 -31.86 -17.52 21.63 124.78 170.12 186.06
296 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 7.97 1.79 -17.61 -31.95 -17.62 21.54 124.68 170.02 185.96
298 multin_zz1000_61001_idxctrl_top3800_pv 7.70 1.52 -17.89 -32.22 -17.89 21.27 124.41 169.75 185.69
299 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 7.60 1.43 -17.98 -32.32 -17.98 21.18 124.32 169.66 185.60
301 mt_962_use2023_last_save_rnk500_idxctrl 7.53 1.35 -18.05 -32.39 -18.05 21.11 124.25 169.59 185.53
303 mt_962_use2021_best_save_rnk500_idxctrl 7.37 1.19 -18.21 -32.55 -18.21 20.94 124.09 169.43 185.36
304 mt_961_use2020_best_save_rnk500_idxctrl 7.36 1.18 -18.22 -32.56 -18.22 20.93 124.08 169.42 185.36
307 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 7.04 0.86 -18.54 -32.88 -18.54 20.61 123.76 169.10 185.03
308 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 6.86 0.68 -18.73 -33.06 -18.73 20.43 123.57 168.91 184.85
309 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 6.07 -0.11 -19.51 -33.85 -19.52 19.64 122.78 168.12 184.06
310 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 6.01 -0.17 -19.57 -33.91 -19.58 19.58 122.72 168.06 184.00
311 mt_961_use2020_last_save_rnk500_idxctrl 5.96 -0.22 -19.63 -33.96 -19.63 19.53 122.67 168.01 183.95
323 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 4.50 -1.68 -21.08 -35.42 -21.08 18.07 121.22 166.56 182.50
325 multin_zz1000_61001_idxctrl_50010002000_pv 4.39 -1.78 -21.19 -35.53 -21.19 17.97 121.11 166.45 182.39
330 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 4.03 -2.15 -21.56 -35.89 -21.56 17.60 120.74 166.08 182.02
336 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 3.41 -2.76 -22.17 -36.51 -22.17 16.99 120.13 165.47 181.41
337 mt_962_use2012_best_save_rnk500_idxctrl 2.63 -3.55 -22.95 -37.29 -22.96 16.20 119.34 164.68 180.62
351 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 1.20 -4.98 -24.38 -38.72 -24.38 14.77 117.91 163.25 179.19
360 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -0.70 -6.88 -26.29 -40.62 -26.29 12.87 116.01 161.35 177.29
404 mt_962_use2022_best_save_rnk500_idxctrl -6.56 -12.74 -32.15 -46.48 -32.15 7.01 110.15 155.49 171.43
409 mt_962_use2015_best_save_rnk500_idxctrl -7.49 -13.67 -33.08 -47.41 -33.08 6.08 109.22 154.56 170.50
454 mt_962_use2020_best_save_rnk500_idxctrl -17.00 -23.17 -42.58 -56.92 -42.58 -3.42 99.72 145.06 161.00