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_20250519_151611
229 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 59.94 95.54 104.76 131.28 104.76 -11.78 -21.98 -68.07 -123.07
233 mt_962_use2009_last_save_rnk500_idxctrl 58.78 94.39 103.60 130.12 103.60 -12.94 -23.14 -69.23 -124.23
234 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 58.54 94.14 103.36 129.88 103.36 -13.18 -23.39 -69.47 -124.47
236 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 58.01 93.62 102.83 129.35 102.83 -13.71 -23.91 -70.00 -125.00
237 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 57.89 93.49 102.71 129.23 102.71 -13.83 -24.04 -70.13 -125.12
238 mt_962_use2009_best_save_rnk500_idxctrl 57.84 93.44 102.66 129.18 102.66 -13.88 -24.08 -70.17 -125.17
243 mt_961_use2009_last_save_rnk500_idxctrl 56.94 92.54 101.76 128.28 101.76 -14.78 -24.98 -71.07 -126.07
247 mt_961_use2009_best_save_rnk500_idxctrl 56.00 91.60 100.82 127.34 100.82 -15.72 -25.93 -72.01 -127.01
249 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 55.87 91.47 100.68 127.20 100.68 -15.85 -26.06 -72.15 -127.15
253 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 54.44 90.04 99.25 125.77 99.25 -17.28 -27.49 -73.58 -128.58
255 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 54.06 89.66 98.88 125.40 98.88 -17.66 -27.87 -73.95 -128.95
256 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 54.02 89.63 98.84 125.36 98.84 -17.70 -27.90 -73.99 -128.99
258 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 52.93 88.53 97.74 124.26 97.74 -18.79 -29.00 -75.09 -130.09
265 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 52.49 88.09 97.31 123.82 97.31 -19.23 -29.44 -75.53 -130.52
269 mt_961_use2008_last_save_rnk500_idxctrl 51.81 87.42 96.63 123.15 96.63 -19.91 -30.11 -76.20 -131.20
271 multin_zz1000_61002_idxctrl_50010002000_pv 51.36 86.97 96.18 122.70 96.18 -20.36 -30.56 -76.65 -131.65
280 mt_961_use2008_best_save_rnk500_idxctrl 50.65 86.25 95.46 121.98 95.46 -21.07 -31.28 -77.37 -132.37
284 multin_zz1000_61002_idxctrl_top3800_pv 49.89 85.49 94.71 121.22 94.71 -21.83 -32.04 -78.13 -133.12
285 mt_962_use2008_best_save_rnk500_idxctrl 49.80 85.41 94.62 121.14 94.62 -21.91 -32.12 -78.21 -133.21
286 multin_zz1000_61004_idxctrl_50010002000_pv 49.78 85.38 94.59 121.11 94.59 -21.94 -32.15 -78.24 -133.24
290 mt_962_use2008_last_save_rnk500_idxctrl 49.23 84.83 94.05 120.57 94.05 -22.49 -32.70 -78.78 -133.78
294 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 48.88 84.48 93.70 120.22 93.70 -22.84 -33.05 -79.13 -134.13
296 multin_zz1000_61004_idxctrl_top3800_pv 48.78 84.38 93.59 120.11 93.59 -22.94 -33.15 -79.24 -134.24
297 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 48.70 84.30 93.52 120.04 93.52 -23.02 -33.22 -79.31 -134.31
302 mt_962_use2011_best_save_rnk500_idxctrl 47.96 83.56 92.78 119.30 92.78 -23.76 -33.96 -80.05 -135.05
304 mt_961_use2012_best_save_rnk500_idxctrl 47.31 82.92 92.13 118.65 92.13 -24.41 -34.61 -80.70 -135.70
308 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 47.01 82.61 91.83 118.35 91.83 -24.71 -34.92 -81.00 -136.00
310 mt_962_use2010_best_save_rnk500_idxctrl 46.56 82.16 91.38 117.90 91.38 -25.16 -35.36 -81.45 -136.45
314 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 45.75 81.35 90.56 117.08 90.56 -25.97 -36.18 -82.27 -137.27
315 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 45.56 81.16 90.38 116.90 90.38 -26.16 -36.36 -82.45 -137.45
317 mt_961_use2012_last_save_rnk500_idxctrl 45.29 80.89 90.11 116.63 90.11 -26.43 -36.63 -82.72 -137.72
318 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 44.77 80.37 89.58 116.10 89.58 -26.95 -37.16 -83.25 -138.25
319 mt_961_use2010_best_save_rnk500_idxctrl 44.75 80.35 89.57 116.09 89.57 -26.97 -37.18 -83.26 -138.26
324 mt_962_use2011_last_save_rnk500_idxctrl 43.16 78.76 87.98 114.50 87.98 -28.56 -38.76 -84.85 -139.85
325 mt_961_use2011_last_save_rnk500_idxctrl 43.08 78.68 87.90 114.42 87.90 -28.64 -38.84 -84.93 -139.93
328 mt_962_use2010_last_save_rnk500_idxctrl 41.46 77.07 86.28 112.80 86.28 -30.26 -40.46 -86.55 -141.55
332 multin_zz1000_61001_idxctrl_50010002000_pv 40.78 76.38 85.60 112.12 85.60 -30.94 -41.14 -87.23 -142.23
333 mt_961_use2011_best_save_rnk500_idxctrl 40.76 76.36 85.58 112.10 85.58 -30.96 -41.17 -87.26 -142.25
335 multin_zz1000_61001_idxctrl_top3800_pv 39.65 75.25 84.47 110.99 84.47 -32.07 -42.27 -88.36 -143.36
341 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 37.57 73.17 82.39 108.90 82.39 -34.15 -44.36 -90.45 -145.44
342 mt_962_use2018_last_save_rnk500_idxctrl 37.37 72.97 82.19 108.70 82.19 -34.35 -44.56 -90.65 -145.64
343 mt_961_use2010_last_save_rnk500_idxctrl 37.20 72.81 82.02 108.54 82.02 -34.52 -44.72 -90.81 -145.81
344 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 36.80 72.40 81.62 108.14 81.62 -34.92 -45.12 -91.21 -146.21
355 mt_962_use2012_last_save_rnk500_idxctrl 30.70 66.30 75.51 102.03 75.51 -41.02 -51.23 -97.32 -152.32
359 mt_962_use2012_best_save_rnk500_idxctrl 29.71 65.31 74.53 101.05 74.53 -42.01 -52.22 -98.31 -153.30
360 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 29.56 65.16 74.37 100.89 74.37 -42.16 -52.37 -98.46 -153.46
361 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 29.51 65.11 74.33 100.84 74.33 -42.21 -52.42 -98.51 -153.50
368 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 28.04 63.64 72.86 99.38 72.86 -43.68 -53.89 -99.97 -154.97
371 mt_962_use2016_best_save_rnk500_idxctrl 27.25 62.85 72.07 98.59 72.07 -44.47 -54.68 -100.76 -155.76
372 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 27.25 62.85 72.07 98.59 72.07 -44.47 -54.67 -100.76 -155.76
373 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 27.23 62.83 72.05 98.56 72.05 -44.49 -54.70 -100.79 -155.78
374 mt_961_use2015_best_save_rnk500_idxctrl 27.15 62.75 71.96 98.48 71.96 -44.57 -54.78 -100.87 -155.87
379 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 25.93 61.53 70.75 97.27 70.75 -45.79 -55.99 -102.08 -157.08
380 multin_zz1000_61002_idxctrl_zz1000_pv 25.57 61.18 70.39 96.91 70.39 -46.15 -56.35 -102.44 -157.44
381 multin_zz1000_61004_idxctrl_zz1000_pv 25.56 61.16 70.38 96.89 70.38 -46.16 -56.37 -102.46 -157.45
382 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 25.41 61.01 70.23 96.75 70.23 -46.31 -56.51 -102.60 -157.60
383 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 25.41 61.01 70.23 96.74 70.23 -46.31 -56.52 -102.61 -157.60
384 mt_962_use2016_last_save_rnk500_idxctrl 25.23 60.84 70.05 96.57 70.05 -46.49 -56.69 -102.78 -157.78
385 mt_962_use2013_best_save_rnk500_idxctrl 25.08 60.69 69.90 96.42 69.90 -46.64 -56.84 -102.93 -157.93
387 mt_961_use2023_last_save_rnk500_idxctrl 24.47 60.08 69.29 95.81 69.29 -47.25 -57.45 -103.54 -158.54
389 multin_zz1000_61001_idxctrl_zz1000_pv 24.44 60.04 69.26 95.78 69.26 -47.28 -57.48 -103.57 -158.57
391 mt_962_use2018_best_save_rnk500_idxctrl 24.22 59.82 69.04 95.56 69.04 -47.50 -57.71 -103.80 -158.79
392 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 24.12 59.72 68.93 95.45 68.93 -47.60 -57.81 -103.90 -158.90
396 mt_961_use2013_last_save_rnk500_idxctrl 22.89 58.49 67.71 94.23 67.71 -48.83 -59.03 -105.12 -160.12
399 mt_961_use2017_best_save_rnk500_idxctrl 21.81 57.41 66.63 93.14 66.63 -49.91 -60.12 -106.21 -161.20
405 mt_961_use2018_best_save_rnk500_idxctrl 19.65 55.25 64.46 90.98 64.46 -52.07 -62.28 -108.37 -163.37
407 mt_962_use2013_last_save_rnk500_idxctrl 19.61 55.21 64.43 90.95 64.43 -52.11 -62.31 -108.40 -163.40
408 mt_961_use2023_best_save_rnk500_idxctrl 19.29 54.89 64.11 90.63 64.11 -52.43 -62.63 -108.72 -163.72
411 mt_961_use2017_last_save_rnk500_idxctrl 19.11 54.71 63.93 90.45 63.93 -52.61 -62.81 -108.90 -163.90
412 mt_961_use2014_last_save_rnk500_idxctrl 19.08 54.69 63.90 90.42 63.90 -52.64 -62.84 -108.93 -163.93
413 mt_961_use2016_best_save_rnk500_idxctrl 18.89 54.49 63.71 90.23 63.71 -52.83 -63.04 -109.12 -164.12
416 mt_962_use2015_last_save_rnk500_idxctrl 17.81 53.41 62.63 89.15 62.63 -53.91 -64.12 -110.20 -165.20
418 mt_961_use2015_last_save_rnk500_idxctrl 17.16 52.76 61.98 88.50 61.98 -54.56 -64.76 -110.85 -165.85
425 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 14.40 50.00 59.22 85.73 59.22 -57.32 -67.53 -113.62 -168.61
426 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 14.40 50.00 59.22 85.73 59.22 -57.32 -67.53 -113.62 -168.61
429 mt_961_use2016_last_save_rnk500_idxctrl 13.98 49.58 58.80 85.32 58.80 -57.74 -67.94 -114.03 -169.03
431 multin_zz1000_61002_idxctrl_pv_rm_fnd 12.76 48.37 57.58 84.10 57.58 -58.96 -69.16 -115.25 -170.25
432 multin_zz1000_61004_idxctrl_pv_rm_fnd 12.76 48.37 57.58 84.10 57.58 -58.96 -69.16 -115.25 -170.25
433 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 12.70 48.30 57.52 84.03 57.52 -59.02 -69.23 -115.32 -170.31
435 mt_961_use2018_last_save_rnk500_idxctrl 11.63 47.24 56.45 82.97 56.45 -60.09 -70.29 -116.38 -171.38
436 multin_zz1000_61001_idxctrl_pv_rm_fnd 11.16 46.76 55.98 82.50 55.98 -60.56 -70.76 -116.85 -171.85
440 mt_962_use2017_last_save_rnk500_idxctrl 9.90 45.50 54.71 81.23 54.71 -61.82 -72.03 -118.12 -173.12
443 mt_961_use2024_best_save_rnk500_idxctrl 9.16 44.76 53.98 80.50 53.98 -62.56 -72.76 -118.85 -173.85
445 multin_zz1000_61004_idxctrl_pv_rm_blc 8.83 44.43 53.65 80.17 53.65 -62.89 -73.10 -119.18 -174.18
446 multin_zz1000_61002_idxctrl_pv_rm_blc 8.83 44.43 53.65 80.17 53.65 -62.89 -73.10 -119.18 -174.18
447 multin_zz1000_61002_idxctrl_pv 8.44 44.04 53.26 79.78 53.26 -63.28 -73.48 -119.57 -174.57
448 multin_zz1000_61004_idxctrl_pv 8.44 44.04 53.26 79.78 53.26 -63.28 -73.48 -119.57 -174.57
451 mt_961_use2024_last_save_rnk500_idxctrl 7.49 43.10 52.31 78.83 52.31 -64.23 -74.43 -120.52 -175.52
452 multin_zz1000_61001_idxctrl_pv_rm_blc 7.16 42.76 51.98 78.50 51.98 -64.56 -74.77 -120.85 -175.85
453 multin_zz1000_61001_idxctrl_pv 6.78 42.38 51.60 78.11 51.60 -64.94 -75.15 -121.24 -176.23
456 mt_962_use2017_best_save_rnk500_idxctrl 4.25 39.86 49.07 75.59 49.07 -67.46 -77.67 -123.76 -178.76
458 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 3.74 39.34 48.56 75.08 48.56 -67.98 -78.19 -124.27 -179.27
459 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 3.67 39.27 48.49 75.01 48.49 -68.05 -78.26 -124.34 -179.34
460 mt_961_use2022_best_save_rnk500_idxctrl 3.36 38.96 48.18 74.69 48.18 -68.36 -78.57 -124.66 -179.65
461 mt_961_use2013_best_save_rnk500_idxctrl 3.32 38.93 48.14 74.66 48.14 -68.40 -78.60 -124.69 -179.69
462 mt_961_use2022_last_save_rnk500_idxctrl 3.24 38.84 48.06 74.57 48.06 -68.48 -78.69 -124.78 -179.77
463 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 3.22 38.82 48.03 74.55 48.03 -68.50 -78.71 -124.80 -179.80
464 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 3.19 38.79 48.01 74.53 48.01 -68.53 -78.74 -124.82 -179.82
465 mt_961_use2021_best_save_rnk500_idxctrl 2.63 38.23 47.45 73.97 47.45 -69.09 -79.29 -125.38 -180.38
467 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 2.45 38.05 47.27 73.79 47.27 -69.27 -79.48 -125.56 -180.56
468 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 1.99 37.59 46.81 73.33 46.81 -69.73 -79.93 -126.02 -181.02
470 mt_961_use2014_best_save_rnk500_idxctrl 1.00 36.60 45.82 72.34 45.82 -70.72 -80.93 -127.01 -182.01
474 mt_961_use2021_last_save_rnk500_idxctrl -1.10 34.50 43.72 70.23 43.72 -72.82 -83.03 -129.12 -184.11
475 mt_962_use2024_best_save_rnk500_idxctrl -1.50 34.10 43.32 69.84 43.32 -73.22 -83.43 -129.51 -184.51
476 mt_962_use2021_last_save_rnk500_idxctrl -2.21 33.40 42.61 69.13 42.61 -73.93 -84.13 -130.22 -185.22
480 multin_zz500_61004_idxctrl_zz500_pv -3.77 31.83 41.04 67.56 41.04 -75.49 -85.70 -131.79 -186.79
482 multin_zz500_61002_idxctrl_zz500_pv -3.93 31.67 40.89 67.41 40.89 -75.65 -85.85 -131.94 -186.94
484 mt_962_use2014_best_save_rnk500_idxctrl -4.37 31.23 40.45 66.96 40.45 -76.09 -86.30 -132.39 -187.38
487 mt_962_use2023_last_save_rnk500_idxctrl -4.89 30.72 39.93 66.45 39.93 -76.61 -86.81 -132.90 -187.90
488 multin_zz500_61001_idxctrl_zz500_pv -5.43 30.17 39.39 65.91 39.39 -77.15 -87.35 -133.44 -188.44
489 mt_961_use2019_last_save_rnk500_idxctrl -5.61 30.00 39.21 65.73 39.21 -77.33 -87.53 -133.62 -188.62
491 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -6.00 29.61 38.82 65.34 38.82 -77.72 -87.92 -134.01 -189.01
492 mt_962_use2019_best_save_rnk500_idxctrl -6.07 29.53 38.75 65.27 38.75 -77.79 -87.99 -134.08 -189.08
493 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -6.13 29.48 38.69 65.21 38.69 -77.85 -88.05 -134.14 -189.14
496 mt_961_use2019_best_save_rnk500_idxctrl -6.93 28.67 37.89 64.41 37.89 -78.65 -88.85 -134.94 -189.94
497 mt_962_use2023_best_save_rnk500_idxctrl -7.02 28.58 37.80 64.31 37.80 -78.74 -88.95 -135.04 -190.03
498 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -7.29 28.31 37.52 64.04 37.52 -79.01 -89.22 -135.31 -190.31
500 mt_962_use2022_last_save_rnk500_idxctrl -8.09 27.51 36.72 63.24 36.72 -79.81 -90.02 -136.11 -191.11
502 mt_962_use2014_last_save_rnk500_idxctrl -8.91 26.69 35.91 62.43 35.91 -80.63 -90.83 -136.92 -191.92
503 mt_962_use2021_best_save_rnk500_idxctrl -11.21 24.39 33.61 60.12 33.61 -82.93 -93.14 -139.23 -194.22
504 mt_962_use2019_last_save_rnk500_idxctrl -11.43 24.17 33.38 59.90 33.38 -83.15 -93.36 -139.45 -194.45
505 mt_962_use2020_last_save_rnk500_idxctrl -12.03 23.57 32.79 59.31 32.79 -83.75 -93.95 -140.04 -195.04
507 mt_962_use2024_last_save_rnk500_idxctrl -14.98 20.62 29.83 56.35 29.83 -86.70 -96.91 -143.00 -198.00
508 mt_962_use2015_best_save_rnk500_idxctrl -16.23 19.37 28.59 55.11 28.59 -87.95 -98.16 -144.24 -199.24
513 mt_962_use2022_best_save_rnk500_idxctrl -26.56 9.04 18.26 44.78 18.26 -98.28 -108.48 -154.57 -209.57
515 mt_962_use2020_best_save_rnk500_idxctrl -30.48 5.13 14.34 40.86 14.34 -102.20 -112.40 -158.49 -213.49
516 mt_961_use2020_best_save_rnk500_idxctrl -30.86 4.74 13.96 40.48 13.96 -102.58 -112.78 -158.87 -213.87
517 mt_961_use2020_last_save_rnk500_idxctrl -31.14 4.46 13.68 40.20 13.68 -102.86 -113.06 -159.15 -214.15