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_20250516_151541
40 multin_zz1000_61001_idxctrl_50010002000_pv 54.93 72.78 77.72 124.84 77.72 7.93 -28.56 -25.64 1.15
42 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 54.81 72.66 77.59 124.71 77.59 7.80 -28.69 -25.76 1.02
52 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 52.43 70.28 75.22 122.34 75.22 5.43 -31.06 -28.14 -1.35
53 multin_zz1000_61001_idxctrl_top3800_pv 52.41 70.26 75.20 122.32 75.20 5.41 -31.08 -28.16 -1.37
54 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 52.27 70.12 75.05 122.18 75.06 5.26 -31.22 -28.30 -1.52
55 multin_zz1000_61004_idxctrl_50010002000_pv 51.82 69.67 74.60 121.73 74.60 4.81 -31.68 -28.75 -1.97
58 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 50.68 68.53 73.47 120.59 73.47 3.68 -32.81 -29.88 -3.10
60 multin_zz1000_61004_idxctrl_top3800_pv 50.49 68.34 73.27 120.40 73.27 3.48 -33.01 -30.08 -3.30
67 multin_zz1000_61002_idxctrl_50010002000_pv 49.71 67.56 72.50 119.62 72.50 2.71 -33.78 -30.85 -4.07
68 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 49.59 67.45 72.38 119.50 72.38 2.59 -33.90 -30.97 -4.19
77 multin_zz1000_61002_idxctrl_top3800_pv 48.27 66.12 71.05 118.18 71.05 1.26 -35.23 -32.30 -5.52
78 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 48.23 66.08 71.01 118.14 71.02 1.22 -35.26 -32.34 -5.55
143 mt_962_use2023_best_save_rnk500_idxctrl 39.27 57.12 62.06 109.18 62.06 -7.73 -44.22 -41.29 -14.51
159 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 36.73 54.58 59.51 106.64 59.52 -10.28 -46.76 -43.84 -17.05
161 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 35.81 53.66 58.60 105.72 58.60 -11.20 -47.68 -44.76 -17.97
164 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 35.69 53.54 58.48 105.60 58.48 -11.31 -47.80 -44.88 -18.09
165 mt_962_use2022_last_save_rnk500_idxctrl 35.68 53.53 58.46 105.59 58.46 -11.33 -47.82 -44.89 -18.11
170 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 35.09 52.94 57.87 105.00 57.87 -11.92 -48.41 -45.48 -18.70
171 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 35.06 52.91 57.84 104.96 57.84 -11.95 -48.44 -45.51 -18.73
172 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 35.04 52.89 57.82 104.95 57.82 -11.97 -48.46 -45.53 -18.75
173 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 34.99 52.85 57.78 104.90 57.78 -12.01 -48.50 -45.57 -18.79
176 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 34.50 52.35 57.29 104.41 57.29 -12.50 -48.99 -46.07 -19.28
180 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 34.22 52.07 57.00 104.13 57.00 -12.79 -49.28 -46.35 -19.57
181 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 34.17 52.02 56.96 104.08 56.96 -12.83 -49.32 -46.40 -19.61
182 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 34.12 51.97 56.90 104.03 56.90 -12.89 -49.38 -46.45 -19.67
183 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 34.04 51.89 56.82 103.95 56.82 -12.97 -49.46 -46.53 -19.75
187 mt_962_use2023_last_save_rnk500_idxctrl 33.69 51.54 56.47 103.60 56.48 -13.32 -49.80 -46.88 -20.09
203 mt_962_use2021_last_save_rnk500_idxctrl 30.57 48.42 53.35 100.48 53.35 -16.44 -52.93 -50.00 -23.22
206 mt_962_use2021_best_save_rnk500_idxctrl 30.07 47.92 52.85 99.98 52.85 -16.94 -53.43 -50.50 -23.72
235 mt_962_use2013_best_save_rnk500_idxctrl 22.48 40.33 45.27 92.39 45.27 -24.53 -61.01 -58.09 -31.30
237 mt_962_use2012_best_save_rnk500_idxctrl 21.42 39.27 44.21 91.33 44.21 -25.58 -62.07 -59.15 -32.36
239 mt_962_use2013_last_save_rnk500_idxctrl 21.36 39.21 44.15 91.27 44.15 -25.65 -62.13 -59.21 -32.42
240 mt_961_use2013_best_save_rnk500_idxctrl 21.27 39.12 44.06 91.18 44.06 -25.73 -62.22 -59.30 -32.51
252 mt_961_use2015_best_save_rnk500_idxctrl 18.65 36.50 41.43 88.56 41.43 -28.36 -64.85 -61.92 -35.14
253 mt_962_use2015_best_save_rnk500_idxctrl 18.51 36.36 41.29 88.42 41.29 -28.50 -64.99 -62.06 -35.28
259 mt_962_use2020_last_save_rnk500_idxctrl 17.60 35.45 40.39 87.51 40.39 -29.40 -65.89 -62.96 -36.18
261 mt_962_use2019_best_save_rnk500_idxctrl 17.27 35.12 40.05 87.18 40.05 -29.74 -66.23 -63.30 -36.52
263 mt_962_use2019_last_save_rnk500_idxctrl 17.14 34.99 39.92 87.05 39.92 -29.87 -66.36 -63.43 -36.65
264 mt_962_use2015_last_save_rnk500_idxctrl 17.13 34.98 39.91 87.04 39.91 -29.88 -66.37 -63.44 -36.66
276 multin_zz1000_61004_idxctrl_zz1000_pv 12.04 29.89 34.82 81.95 34.82 -34.97 -71.46 -68.53 -41.75
277 multin_zz1000_61002_idxctrl_zz1000_pv 12.01 29.86 34.79 81.92 34.79 -35.00 -71.49 -68.56 -41.78
279 multin_zz1000_61001_idxctrl_zz1000_pv 11.90 29.75 34.69 81.81 34.69 -35.10 -71.59 -68.67 -41.88
280 mt_962_use2020_best_save_rnk500_idxctrl 11.78 29.63 34.57 81.69 34.57 -35.23 -71.71 -68.79 -42.00
281 mt_962_use2016_last_save_rnk500_idxctrl 11.69 29.54 34.48 81.60 34.48 -35.31 -71.80 -68.88 -42.09
286 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 10.21 28.06 32.99 80.12 32.99 -36.80 -73.29 -70.36 -43.58
288 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 10.18 28.03 32.97 80.09 32.97 -36.82 -73.31 -70.39 -43.60
289 mt_961_use2013_last_save_rnk500_idxctrl 10.11 27.96 32.90 80.02 32.90 -36.89 -73.38 -70.46 -43.67
291 mt_962_use2014_best_save_rnk500_idxctrl 9.86 27.71 32.64 79.76 32.64 -37.15 -73.64 -70.71 -43.93
293 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 9.67 27.52 32.46 79.58 32.46 -37.33 -73.82 -70.90 -44.11
294 mt_962_use2017_best_save_rnk500_idxctrl 9.50 27.35 32.28 79.41 32.29 -37.51 -73.99 -71.07 -44.28
296 mt_961_use2011_best_save_rnk500_idxctrl 9.37 27.22 32.15 79.28 32.16 -37.64 -74.12 -71.20 -44.41
297 mt_961_use2010_last_save_rnk500_idxctrl 9.13 26.99 31.92 79.04 31.92 -37.87 -74.36 -71.43 -44.65
298 mt_961_use2021_best_save_rnk500_idxctrl 9.10 26.95 31.88 79.01 31.88 -37.91 -74.40 -71.47 -44.69
299 mt_962_use2010_best_save_rnk500_idxctrl 9.03 26.89 31.82 78.94 31.82 -37.97 -74.46 -71.53 -44.75
300 mt_962_use2011_last_save_rnk500_idxctrl 8.51 26.36 31.29 78.42 31.29 -38.50 -74.99 -72.06 -45.28
303 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 7.59 25.44 30.37 77.50 30.37 -39.42 -75.91 -72.98 -46.20
304 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 7.41 25.26 30.20 77.32 30.20 -39.59 -76.08 -73.16 -46.37
305 mt_962_use2012_last_save_rnk500_idxctrl 7.26 25.11 30.05 77.17 30.05 -39.74 -76.23 -73.31 -46.52
309 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 6.94 24.79 29.72 76.85 29.72 -40.07 -76.56 -73.63 -46.85
310 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 6.87 24.72 29.65 76.78 29.65 -40.14 -76.63 -73.70 -46.92
311 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 6.79 24.64 29.58 76.70 29.58 -40.22 -76.70 -73.78 -46.99
313 mt_962_use2022_best_save_rnk500_idxctrl 6.37 24.22 29.15 76.28 29.15 -40.64 -77.13 -74.20 -47.42
315 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 6.17 24.02 28.95 76.08 28.95 -40.84 -77.33 -74.40 -47.62
322 mt_961_use2009_best_save_rnk500_idxctrl 4.89 22.74 27.67 74.80 27.67 -42.12 -78.61 -75.68 -48.90
328 mt_961_use2009_last_save_rnk500_idxctrl 3.63 21.48 26.42 73.54 26.42 -43.37 -79.86 -76.94 -50.15
329 mt_961_use2012_best_save_rnk500_idxctrl 3.57 21.42 26.36 73.48 26.36 -43.43 -79.92 -76.99 -50.21
330 mt_962_use2014_last_save_rnk500_idxctrl 2.89 20.74 25.67 72.80 25.68 -44.12 -80.60 -77.68 -50.89
332 mt_961_use2015_last_save_rnk500_idxctrl 2.76 20.61 25.55 72.67 25.55 -44.25 -80.73 -77.81 -51.02
333 mt_962_use2017_last_save_rnk500_idxctrl 2.50 20.35 25.28 72.40 25.28 -44.51 -81.00 -78.07 -51.29
334 mt_961_use2014_best_save_rnk500_idxctrl 2.41 20.26 25.20 72.32 25.20 -44.60 -81.08 -78.16 -51.37
336 mt_962_use2010_last_save_rnk500_idxctrl 2.13 19.98 24.91 72.04 24.91 -44.88 -81.37 -78.44 -51.66
345 mt_961_use2012_last_save_rnk500_idxctrl -0.46 17.40 22.33 69.45 22.33 -47.46 -83.95 -81.02 -54.24
347 mt_961_use2010_best_save_rnk500_idxctrl -1.23 16.62 21.56 68.68 21.56 -48.23 -84.72 -81.79 -55.01
355 mt_961_use2016_best_save_rnk500_idxctrl -5.06 12.79 17.72 64.85 17.73 -52.07 -88.55 -85.63 -58.84
359 mt_962_use2024_best_save_rnk500_idxctrl -5.45 12.40 17.33 64.46 17.33 -52.46 -88.95 -86.02 -59.24
360 mt_961_use2011_last_save_rnk500_idxctrl -5.62 12.23 17.16 64.29 17.16 -52.63 -89.12 -86.19 -59.41
363 mt_961_use2014_last_save_rnk500_idxctrl -5.97 11.88 16.82 63.94 16.82 -52.97 -89.46 -86.53 -59.75
372 mt_961_use2016_last_save_rnk500_idxctrl -7.53 10.32 15.26 62.38 15.26 -54.53 -91.02 -88.10 -61.31
373 multin_zz1000_61004_idxctrl_pv -7.61 10.24 15.18 62.30 15.18 -54.61 -91.10 -88.18 -61.39
374 multin_zz1000_61002_idxctrl_pv -7.61 10.24 15.18 62.30 15.18 -54.61 -91.10 -88.18 -61.39
377 multin_zz1000_61004_idxctrl_pv_rm_blc -7.91 9.94 14.88 62.00 14.88 -54.92 -91.40 -88.48 -61.69
378 multin_zz1000_61002_idxctrl_pv_rm_blc -7.91 9.94 14.88 62.00 14.88 -54.92 -91.40 -88.48 -61.69
379 multin_zz1000_61001_idxctrl_pv -8.01 9.84 14.78 61.90 14.78 -55.01 -91.50 -88.58 -61.79
380 multin_zz1000_61001_idxctrl_pv_rm_blc -8.51 9.34 14.28 61.40 14.28 -55.51 -92.00 -89.08 -62.29
381 mt_961_use2022_best_save_rnk500_idxctrl -8.65 9.20 14.13 61.26 14.13 -55.66 -92.15 -89.22 -62.44
390 mt_961_use2017_last_save_rnk500_idxctrl -9.15 8.70 13.63 60.76 13.63 -56.16 -92.65 -89.72 -62.94
392 mt_962_use2009_last_save_rnk500_idxctrl -9.89 7.96 12.90 60.02 12.90 -56.89 -93.38 -90.45 -63.67
395 mt_962_use2024_last_save_rnk500_idxctrl -10.29 7.56 12.49 59.62 12.50 -57.30 -93.78 -90.86 -64.07
397 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -10.65 7.20 12.13 59.26 12.13 -57.66 -94.15 -91.22 -64.44
398 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -10.65 7.20 12.13 59.26 12.13 -57.66 -94.15 -91.22 -64.44
399 mt_962_use2018_best_save_rnk500_idxctrl -10.84 7.01 11.94 59.07 11.95 -57.85 -94.33 -91.41 -64.62
401 multin_zz1000_61004_idxctrl_pv_rm_fnd -11.10 6.75 11.69 58.81 11.69 -58.10 -94.59 -91.67 -64.88
402 multin_zz1000_61002_idxctrl_pv_rm_fnd -11.10 6.75 11.69 58.81 11.69 -58.10 -94.59 -91.67 -64.88
403 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -11.18 6.67 11.60 58.73 11.60 -58.19 -94.68 -91.75 -64.97
404 mt_962_use2016_best_save_rnk500_idxctrl -11.31 6.54 11.47 58.60 11.47 -58.32 -94.81 -91.88 -65.10
409 mt_962_use2009_best_save_rnk500_idxctrl -11.69 6.16 11.09 58.22 11.09 -58.70 -95.19 -92.26 -65.48
410 multin_zz1000_61001_idxctrl_pv_rm_fnd -11.73 6.12 11.05 58.18 11.05 -58.74 -95.23 -92.30 -65.52
412 mt_962_use2011_best_save_rnk500_idxctrl -12.66 5.19 10.13 57.25 10.13 -59.66 -96.15 -93.22 -66.44
430 mt_961_use2021_last_save_rnk500_idxctrl -15.88 1.97 6.90 54.03 6.91 -62.89 -99.37 -96.45 -69.67
448 mt_961_use2019_last_save_rnk500_idxctrl -19.97 -2.12 2.82 49.94 2.82 -66.97 -103.46 -100.54 -73.75
449 mt_961_use2022_last_save_rnk500_idxctrl -20.00 -2.15 2.78 49.90 2.78 -67.01 -103.50 -100.57 -73.79
450 mt_961_use2008_last_save_rnk500_idxctrl -20.11 -2.26 2.68 49.80 2.68 -67.11 -103.60 -100.68 -73.89
452 mt_961_use2018_last_save_rnk500_idxctrl -21.97 -4.12 0.82 47.94 0.82 -68.97 -105.46 -102.53 -75.75
453 mt_961_use2017_best_save_rnk500_idxctrl -22.21 -4.36 0.57 47.70 0.57 -69.22 -105.71 -102.78 -76.00
458 mt_962_use2018_last_save_rnk500_idxctrl -24.34 -6.49 -1.55 45.57 -1.55 -71.34 -107.83 -104.91 -78.12
460 mt_961_use2020_last_save_rnk500_idxctrl -24.62 -6.76 -1.83 45.29 -1.83 -71.62 -108.11 -105.18 -78.40
463 multin_zz500_61001_idxctrl_zz500_pv -25.14 -7.29 -2.35 44.77 -2.35 -72.14 -108.63 -105.71 -78.92
464 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -25.36 -7.50 -2.57 44.55 -2.57 -72.36 -108.85 -105.92 -79.14
465 mt_961_use2020_best_save_rnk500_idxctrl -25.39 -7.54 -2.60 44.52 -2.60 -72.40 -108.88 -105.96 -79.17
466 multin_zz500_61004_idxctrl_zz500_pv -25.61 -7.76 -2.83 44.30 -2.83 -72.62 -109.11 -106.18 -79.40
468 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -25.81 -7.96 -3.03 44.10 -3.03 -72.82 -109.31 -106.38 -79.60
470 multin_zz500_61002_idxctrl_zz500_pv -25.94 -8.09 -3.16 43.97 -3.16 -72.95 -109.44 -106.51 -79.73
472 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -26.22 -8.37 -3.44 43.69 -3.44 -73.23 -109.72 -106.79 -80.01
475 mt_961_use2008_best_save_rnk500_idxctrl -26.59 -8.74 -3.81 43.32 -3.81 -73.60 -110.09 -107.16 -80.38
480 mt_961_use2023_last_save_rnk500_idxctrl -29.30 -11.45 -6.51 40.61 -6.51 -76.30 -112.79 -109.87 -83.08
486 mt_961_use2019_best_save_rnk500_idxctrl -31.56 -13.71 -8.78 38.35 -8.77 -78.57 -115.05 -112.13 -85.35
490 mt_962_use2008_best_save_rnk500_idxctrl -33.31 -15.46 -10.52 36.60 -10.52 -80.32 -116.80 -113.88 -87.09
492 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -33.82 -15.97 -11.03 36.09 -11.03 -80.82 -117.31 -114.39 -87.60
493 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -34.17 -16.32 -11.39 35.73 -11.39 -81.18 -117.67 -114.74 -87.96
494 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -34.32 -16.47 -11.53 35.59 -11.53 -81.32 -117.81 -114.89 -88.10
495 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -34.60 -16.75 -11.82 35.31 -11.81 -81.61 -118.09 -115.17 -88.39
496 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -34.62 -16.77 -11.84 35.29 -11.84 -81.63 -118.12 -115.19 -88.41
497 mt_962_use2008_last_save_rnk500_idxctrl -34.83 -16.98 -12.04 35.08 -12.04 -81.83 -118.32 -115.39 -88.61
499 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -35.07 -17.22 -12.28 34.84 -12.28 -82.07 -118.56 -115.64 -88.85
501 mt_961_use2018_best_save_rnk500_idxctrl -36.51 -18.66 -13.72 33.40 -13.72 -83.52 -120.00 -117.08 -90.29
508 mt_961_use2024_last_save_rnk500_idxctrl -41.02 -23.17 -18.24 28.89 -18.24 -88.03 -124.52 -121.59 -94.81
509 mt_961_use2023_best_save_rnk500_idxctrl -42.60 -24.75 -19.82 27.31 -19.81 -89.61 -126.09 -123.17 -96.38
510 mt_961_use2024_best_save_rnk500_idxctrl -44.18 -26.33 -21.39 25.73 -21.39 -91.18 -127.67 -124.75 -97.96