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_20250514_151550
16 mt_962_use2008_last_save_rnk500_idxctrl 65.46 51.03 81.18 -38.73 81.18 75.58 -29.22 -84.16 -152.75
18 mt_961_use2008_best_save_rnk500_idxctrl 64.36 49.94 80.08 -39.82 80.08 74.48 -30.32 -85.25 -153.84
23 mt_962_use2008_best_save_rnk500_idxctrl 61.02 46.60 76.75 -43.16 76.75 71.14 -33.66 -88.59 -157.18
26 mt_961_use2008_last_save_rnk500_idxctrl 56.28 41.85 72.00 -47.91 72.00 66.40 -38.40 -93.34 -161.93
37 mt_962_use2009_best_save_rnk500_idxctrl 47.61 33.18 63.33 -56.58 63.33 57.72 -47.08 -102.01 -170.60
38 mt_962_use2009_last_save_rnk500_idxctrl 47.05 32.62 62.77 -57.14 62.77 57.16 -47.64 -102.57 -171.16
39 mt_961_use2018_best_save_rnk500_idxctrl 44.47 30.04 60.19 -59.72 60.19 54.59 -50.21 -105.15 -173.74
44 mt_961_use2016_best_save_rnk500_idxctrl 43.87 29.44 59.59 -60.32 59.59 53.99 -50.81 -105.75 -174.34
46 mt_961_use2016_last_save_rnk500_idxctrl 43.30 28.88 59.02 -60.88 59.02 53.42 -51.38 -106.31 -174.90
55 mt_962_use2011_best_save_rnk500_idxctrl 39.83 25.41 55.55 -64.35 55.55 49.95 -54.85 -109.78 -178.37
57 mt_961_use2011_last_save_rnk500_idxctrl 39.40 24.97 55.12 -64.79 55.12 49.51 -55.29 -110.22 -178.81
59 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 38.66 24.24 54.39 -65.52 54.39 48.78 -56.02 -110.95 -179.54
60 mt_962_use2018_last_save_rnk500_idxctrl 38.65 24.23 54.37 -65.53 54.37 48.77 -56.03 -110.96 -179.55
62 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 36.70 22.28 52.42 -67.48 52.42 46.82 -57.98 -112.91 -181.51
63 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 36.55 22.12 52.27 -67.64 52.27 46.67 -58.14 -113.07 -181.66
70 mt_961_use2009_last_save_rnk500_idxctrl 34.16 19.73 49.88 -70.03 49.88 44.28 -60.52 -115.46 -184.05
72 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 33.71 19.28 49.43 -70.48 49.43 43.83 -60.98 -115.91 -184.50
74 mt_962_use2010_best_save_rnk500_idxctrl 33.52 19.10 49.24 -70.66 49.24 43.64 -61.16 -116.09 -184.69
77 mt_961_use2009_best_save_rnk500_idxctrl 32.54 18.12 48.26 -71.64 48.26 42.66 -62.14 -117.07 -185.66
82 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 31.89 17.47 47.61 -72.29 47.61 42.01 -62.79 -117.72 -186.32
83 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 31.43 17.00 47.15 -72.76 47.15 41.55 -63.25 -118.19 -186.78
85 mt_961_use2017_last_save_rnk500_idxctrl 30.75 16.32 46.47 -73.44 46.47 40.86 -63.94 -118.87 -187.46
88 mt_961_use2012_last_save_rnk500_idxctrl 30.11 15.68 45.83 -74.08 45.83 40.23 -64.57 -119.51 -188.10
91 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 29.20 14.77 44.92 -74.99 44.92 39.32 -65.48 -120.42 -189.01
92 mt_961_use2018_last_save_rnk500_idxctrl 29.03 14.61 44.76 -75.15 44.76 39.15 -65.65 -120.58 -189.17
100 mt_961_use2012_best_save_rnk500_idxctrl 27.82 13.40 43.55 -76.36 43.55 37.94 -66.86 -121.79 -190.38
101 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 27.46 13.04 43.18 -76.72 43.18 37.58 -67.22 -122.15 -190.74
104 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 26.73 12.30 42.45 -77.46 42.45 36.85 -67.96 -122.89 -191.48
105 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 26.73 12.30 42.45 -77.46 42.45 36.85 -67.96 -122.89 -191.48
106 mt_961_use2011_best_save_rnk500_idxctrl 26.65 12.23 42.37 -77.53 42.37 36.77 -68.03 -122.96 -191.56
107 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 26.48 12.05 42.20 -77.71 42.20 36.60 -68.21 -123.14 -191.73
112 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 25.59 11.17 41.32 -78.59 41.32 35.71 -69.09 -124.02 -192.61
114 mt_961_use2014_last_save_rnk500_idxctrl 25.44 11.02 41.17 -78.74 41.16 35.56 -69.24 -124.17 -192.76
120 mt_962_use2016_best_save_rnk500_idxctrl 23.41 8.99 39.14 -80.77 39.13 33.53 -71.27 -126.20 -194.79
124 multin_zz500_61002_idxctrl_zz500_pv 22.30 7.87 38.02 -81.89 38.02 32.41 -72.39 -127.32 -195.91
127 mt_962_use2010_last_save_rnk500_idxctrl 21.92 7.49 37.64 -82.27 37.64 32.04 -72.76 -127.70 -196.29
132 multin_zz500_61004_idxctrl_zz500_pv 20.69 6.26 36.41 -83.50 36.41 30.81 -73.99 -128.93 -197.52
136 multin_zz1000_61004_idxctrl_pv_rm_fnd 20.37 5.95 36.09 -83.81 36.09 30.49 -74.31 -129.24 -197.84
137 multin_zz1000_61002_idxctrl_pv_rm_fnd 20.37 5.95 36.09 -83.81 36.09 30.49 -74.31 -129.24 -197.84
139 multin_zz1000_61004_idxctrl_pv_rm_blc 19.86 5.43 35.58 -84.33 35.58 29.97 -74.83 -129.76 -198.35
140 multin_zz1000_61002_idxctrl_pv_rm_blc 19.86 5.43 35.58 -84.33 35.58 29.97 -74.83 -129.76 -198.35
141 mt_961_use2023_best_save_rnk500_idxctrl 19.76 5.33 35.48 -84.43 35.48 29.88 -74.93 -129.86 -198.45
142 mt_961_use2010_best_save_rnk500_idxctrl 19.73 5.30 35.45 -84.46 35.45 29.85 -74.95 -129.89 -198.48
143 multin_zz500_61001_idxctrl_zz500_pv 19.48 5.06 35.20 -84.70 35.20 29.60 -75.20 -130.13 -198.72
146 mt_962_use2017_last_save_rnk500_idxctrl 19.31 4.88 35.03 -84.88 35.03 29.43 -75.38 -130.31 -198.90
148 mt_961_use2017_best_save_rnk500_idxctrl 19.06 4.64 34.78 -85.12 34.78 29.18 -75.62 -130.55 -199.15
149 multin_zz1000_61001_idxctrl_pv_rm_fnd 19.05 4.63 34.77 -85.13 34.77 29.17 -75.63 -130.56 -199.16
152 mt_962_use2014_last_save_rnk500_idxctrl 18.81 4.38 34.53 -85.38 34.53 28.93 -75.88 -130.81 -199.40
154 multin_zz1000_61001_idxctrl_pv_rm_blc 18.48 4.05 34.20 -85.71 34.20 28.60 -76.20 -131.14 -199.73
163 mt_962_use2012_last_save_rnk500_idxctrl 18.01 3.58 33.73 -86.18 33.73 28.12 -76.68 -131.61 -200.20
166 mt_962_use2011_last_save_rnk500_idxctrl 17.87 3.44 33.59 -86.32 33.59 27.99 -76.82 -131.75 -200.34
170 mt_962_use2018_best_save_rnk500_idxctrl 16.75 2.32 32.47 -87.44 32.47 26.86 -77.94 -132.87 -201.46
174 mt_961_use2010_last_save_rnk500_idxctrl 15.85 1.43 31.58 -88.33 31.58 25.97 -78.83 -133.76 -202.35
181 multin_zz1000_61002_idxctrl_pv 13.67 -0.76 29.39 -90.52 29.39 23.78 -81.02 -135.95 -204.54
182 multin_zz1000_61004_idxctrl_pv 13.67 -0.76 29.39 -90.52 29.39 23.78 -81.02 -135.95 -204.54
187 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 12.17 -2.26 27.89 -92.02 27.89 22.29 -82.52 -137.45 -206.04
188 multin_zz1000_61001_idxctrl_pv 12.12 -2.30 27.85 -92.06 27.85 22.24 -82.56 -137.49 -206.08
190 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 11.64 -2.79 27.36 -92.55 27.36 21.76 -83.04 -137.98 -206.57
192 mt_962_use2016_last_save_rnk500_idxctrl 11.02 -3.41 26.74 -93.17 26.74 21.14 -83.67 -138.60 -207.19
195 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 10.14 -4.28 25.86 -94.04 25.86 20.26 -84.54 -139.47 -208.06
196 mt_961_use2020_best_save_rnk500_idxctrl 9.96 -4.47 25.68 -94.23 25.68 20.08 -84.72 -139.66 -208.25
197 mt_961_use2014_best_save_rnk500_idxctrl 9.57 -4.86 25.29 -94.62 25.29 19.69 -85.11 -140.05 -208.64
199 mt_962_use2014_best_save_rnk500_idxctrl 9.32 -5.11 25.04 -94.87 25.04 19.44 -85.36 -140.30 -208.89
201 mt_961_use2020_last_save_rnk500_idxctrl 9.28 -5.15 25.00 -94.91 25.00 19.39 -85.41 -140.34 -208.93
206 mt_961_use2019_best_save_rnk500_idxctrl 7.94 -6.49 23.66 -96.25 23.66 18.06 -86.74 -141.68 -210.27
214 mt_962_use2024_best_save_rnk500_idxctrl 6.18 -8.24 21.91 -98.00 21.91 16.30 -88.50 -143.43 -212.02
218 mt_961_use2019_last_save_rnk500_idxctrl 5.79 -8.63 21.51 -98.39 21.51 15.91 -88.89 -143.82 -212.42
221 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 5.06 -9.37 20.78 -99.13 20.78 15.18 -89.62 -144.56 -213.15
222 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 4.96 -9.47 20.68 -99.23 20.68 15.07 -89.73 -144.66 -213.25
223 mt_962_use2012_best_save_rnk500_idxctrl 4.66 -9.76 20.38 -99.52 20.38 14.78 -90.02 -144.95 -213.55
224 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 4.60 -9.82 20.32 -99.58 20.32 14.72 -90.08 -145.01 -213.60
226 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 4.43 -9.99 20.16 -99.75 20.16 14.55 -90.25 -145.18 -213.77
231 mt_961_use2015_last_save_rnk500_idxctrl 4.19 -10.24 19.91 -100.00 19.91 14.31 -90.49 -145.43 -214.02
234 mt_961_use2023_last_save_rnk500_idxctrl 3.61 -10.82 19.33 -100.58 19.33 13.72 -91.08 -146.01 -214.60
236 mt_961_use2022_last_save_rnk500_idxctrl 3.17 -11.26 18.89 -101.02 18.89 13.28 -91.52 -146.45 -215.04
240 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 2.68 -11.74 18.41 -101.50 18.41 12.80 -92.00 -146.93 -215.52
241 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 2.48 -11.95 18.20 -101.71 18.20 12.60 -92.21 -147.14 -215.73
243 mt_961_use2015_best_save_rnk500_idxctrl 1.86 -12.57 17.58 -102.33 17.58 11.98 -92.83 -147.76 -216.35
245 mt_962_use2017_best_save_rnk500_idxctrl 1.61 -12.81 17.33 -102.57 17.33 11.73 -93.07 -148.00 -216.59
264 multin_zz1000_61002_idxctrl_zz1000_pv -0.86 -15.28 14.86 -105.04 14.86 9.26 -95.54 -150.47 -219.07
269 multin_zz1000_61004_idxctrl_zz1000_pv -1.29 -15.72 14.43 -105.48 14.43 8.83 -95.97 -150.91 -219.50
270 mt_961_use2024_last_save_rnk500_idxctrl -1.40 -15.82 14.32 -105.58 14.32 8.72 -96.08 -151.01 -219.61
275 mt_962_use2024_last_save_rnk500_idxctrl -2.49 -16.92 13.23 -106.68 13.23 7.63 -97.17 -152.11 -220.70
283 multin_zz1000_61001_idxctrl_zz1000_pv -3.53 -17.96 12.19 -107.72 12.19 6.59 -98.21 -153.15 -221.74
285 mt_961_use2013_last_save_rnk500_idxctrl -3.59 -18.02 12.13 -107.78 12.13 6.53 -98.27 -153.21 -221.80
288 mt_962_use2013_last_save_rnk500_idxctrl -4.20 -18.63 11.52 -108.39 11.52 5.92 -98.88 -153.82 -222.41
289 mt_961_use2024_best_save_rnk500_idxctrl -4.22 -18.64 11.50 -108.40 11.50 5.90 -98.90 -153.83 -222.42
292 mt_962_use2013_best_save_rnk500_idxctrl -4.55 -18.98 11.17 -108.74 11.17 5.57 -99.23 -154.17 -222.76
309 mt_961_use2022_best_save_rnk500_idxctrl -7.34 -21.76 8.38 -111.52 8.38 2.78 -102.02 -156.95 -225.54
329 mt_962_use2015_last_save_rnk500_idxctrl -11.25 -25.67 4.47 -115.43 4.47 -1.13 -105.93 -160.86 -229.46
336 mt_961_use2021_last_save_rnk500_idxctrl -12.83 -27.25 2.89 -117.01 2.89 -2.71 -107.51 -162.44 -231.04
339 mt_962_use2019_last_save_rnk500_idxctrl -13.38 -27.80 2.34 -117.56 2.34 -3.26 -108.06 -162.99 -231.58
363 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -15.33 -29.76 0.39 -119.52 0.39 -5.21 -110.01 -164.95 -233.54
369 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -16.49 -30.91 -0.77 -120.67 -0.77 -6.37 -111.17 -166.10 -234.70
371 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -16.65 -31.07 -0.93 -120.83 -0.93 -6.53 -111.33 -166.26 -234.85
372 mt_962_use2020_last_save_rnk500_idxctrl -16.74 -31.16 -1.02 -120.92 -1.02 -6.62 -111.42 -166.35 -234.94
373 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -16.84 -31.26 -1.12 -121.02 -1.12 -6.72 -111.52 -166.45 -235.04
375 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -17.20 -31.63 -1.48 -121.39 -1.48 -7.08 -111.88 -166.82 -235.41
383 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -18.22 -32.65 -2.50 -122.41 -2.50 -8.10 -112.91 -167.84 -236.43
384 mt_962_use2022_best_save_rnk500_idxctrl -18.30 -32.73 -2.58 -122.49 -2.58 -8.18 -112.99 -167.92 -236.51
385 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -18.32 -32.74 -2.60 -122.50 -2.60 -8.20 -113.00 -167.93 -236.52
390 mt_962_use2021_last_save_rnk500_idxctrl -18.49 -32.91 -2.77 -122.67 -2.77 -8.37 -113.17 -168.10 -236.69
392 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -18.95 -33.38 -3.23 -123.14 -3.23 -8.83 -113.64 -168.57 -237.16
396 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -19.58 -34.00 -3.86 -123.76 -3.86 -9.46 -114.26 -169.19 -237.79
398 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -19.63 -34.06 -3.91 -123.82 -3.91 -9.51 -114.31 -169.25 -237.84
405 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -21.60 -36.02 -5.88 -125.78 -5.88 -11.48 -116.28 -171.21 -239.81
409 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -22.27 -36.70 -6.55 -126.46 -6.55 -12.15 -116.96 -171.89 -240.48
416 mt_961_use2021_best_save_rnk500_idxctrl -23.14 -37.56 -7.41 -127.32 -7.41 -13.02 -117.82 -172.75 -241.34
422 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -23.96 -38.38 -8.23 -128.14 -8.23 -13.84 -118.64 -173.57 -242.16
427 mt_962_use2020_best_save_rnk500_idxctrl -24.59 -39.02 -8.87 -128.78 -8.87 -14.47 -119.27 -174.21 -242.80
430 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -25.05 -39.47 -9.33 -129.23 -9.33 -14.93 -119.73 -174.66 -243.26
431 multin_zz1000_61002_idxctrl_50010002000_pv -25.25 -39.68 -9.53 -129.44 -9.53 -15.13 -119.93 -174.87 -243.46
432 mt_962_use2019_best_save_rnk500_idxctrl -25.45 -39.88 -9.73 -129.64 -9.73 -15.34 -120.14 -175.07 -243.66
433 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -25.54 -39.96 -9.82 -129.72 -9.82 -15.42 -120.22 -175.15 -243.74
435 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -25.81 -40.24 -10.09 -130.00 -10.09 -15.70 -120.50 -175.43 -244.02
439 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -25.93 -40.36 -10.21 -130.12 -10.21 -15.82 -120.62 -175.55 -244.14
440 multin_zz1000_61002_idxctrl_top3800_pv -26.00 -40.43 -10.28 -130.19 -10.28 -15.88 -120.68 -175.62 -244.21
441 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -26.20 -40.62 -10.47 -130.38 -10.47 -16.08 -120.88 -175.81 -244.40
442 mt_962_use2021_best_save_rnk500_idxctrl -26.36 -40.78 -10.63 -130.54 -10.63 -16.24 -121.04 -175.97 -244.56
447 multin_zz1000_61004_idxctrl_top3800_pv -27.61 -42.04 -11.89 -131.80 -11.89 -17.50 -122.30 -177.23 -245.82
448 multin_zz1000_61004_idxctrl_50010002000_pv -27.79 -42.21 -12.07 -131.97 -12.07 -17.67 -122.47 -177.40 -245.99
449 mt_962_use2023_last_save_rnk500_idxctrl -27.93 -42.36 -12.21 -132.12 -12.21 -17.81 -122.61 -177.55 -246.14
452 multin_zz1000_61001_idxctrl_top3800_pv -28.33 -42.75 -12.61 -132.51 -12.61 -18.21 -123.01 -177.94 -246.53
454 multin_zz1000_61001_idxctrl_50010002000_pv -28.39 -42.81 -12.66 -132.57 -12.66 -18.27 -123.07 -178.00 -246.59
460 mt_962_use2022_last_save_rnk500_idxctrl -30.71 -45.14 -14.99 -134.90 -14.99 -20.59 -125.39 -180.33 -248.92
468 mt_962_use2023_best_save_rnk500_idxctrl -32.10 -46.53 -16.38 -136.29 -16.38 -21.99 -126.79 -181.72 -250.31
469 mt_961_use2013_best_save_rnk500_idxctrl -32.25 -46.67 -16.53 -136.43 -16.53 -22.13 -126.93 -181.86 -250.45
474 mt_962_use2015_best_save_rnk500_idxctrl -34.15 -48.57 -18.42 -138.33 -18.42 -24.03 -128.83 -183.76 -252.35