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_20250520_151529
235 mt_962_use2021_best_save_rnk500_idxctrl 13.63 50.31 96.29 38.98 96.29 -63.33 -441.20 -515.24 -538.61
237 mt_962_use2015_best_save_rnk500_idxctrl 12.76 49.45 95.42 38.11 95.42 -64.19 -442.07 -516.10 -539.48
239 mt_962_use2020_best_save_rnk500_idxctrl 12.50 49.19 95.16 37.85 95.16 -64.46 -442.33 -516.37 -539.74
244 mt_962_use2023_best_save_rnk500_idxctrl 10.56 47.24 93.22 35.91 93.22 -66.40 -444.27 -518.31 -541.68
249 mt_962_use2023_last_save_rnk500_idxctrl 9.15 45.84 91.81 34.50 91.81 -67.80 -445.68 -519.71 -543.09
266 mt_962_use2022_last_save_rnk500_idxctrl 6.04 42.72 88.70 31.39 88.70 -70.92 -448.79 -522.83 -546.20
270 mt_962_use2022_best_save_rnk500_idxctrl 5.50 42.18 88.16 30.85 88.16 -71.46 -449.33 -523.37 -546.74
273 mt_961_use2015_best_save_rnk500_idxctrl 5.06 41.74 87.71 30.40 87.71 -71.90 -449.78 -523.81 -547.19
274 multin_zz1000_61001_idxctrl_top3800_pv 4.18 40.86 86.84 29.52 86.84 -72.78 -450.65 -524.69 -548.06
275 multin_zz1000_61001_idxctrl_50010002000_pv 4.17 40.85 86.82 29.51 86.82 -72.79 -450.67 -524.70 -548.08
278 mt_961_use2019_last_save_rnk500_idxctrl 3.22 39.90 85.87 28.56 85.87 -73.74 -451.62 -525.65 -549.03
279 mt_961_use2013_best_save_rnk500_idxctrl 3.19 39.87 85.84 28.53 85.85 -73.77 -451.65 -525.68 -549.05
285 mt_961_use2015_last_save_rnk500_idxctrl 1.99 38.68 84.65 27.34 84.65 -74.96 -452.84 -526.87 -550.25
286 mt_961_use2021_best_save_rnk500_idxctrl 1.52 38.20 84.17 26.86 84.18 -75.44 -453.31 -527.35 -550.72
290 mt_962_use2024_last_save_rnk500_idxctrl 0.88 37.57 83.54 26.23 83.54 -76.07 -453.95 -527.98 -551.36
291 multin_zz1000_61004_idxctrl_top3800_pv 0.80 37.49 83.46 26.15 83.46 -76.15 -454.03 -528.06 -551.44
292 mt_962_use2019_best_save_rnk500_idxctrl 0.64 37.32 83.29 25.98 83.30 -76.32 -454.19 -528.23 -551.60
294 multin_zz1000_61004_idxctrl_50010002000_pv 0.41 37.10 83.07 25.76 83.07 -76.54 -454.42 -528.45 -551.83
295 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 0.13 36.81 82.78 25.47 82.78 -76.83 -454.71 -528.74 -552.12
298 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -0.16 36.52 82.50 25.18 82.50 -77.12 -454.99 -529.03 -552.40
301 multin_zz1000_61002_idxctrl_50010002000_pv -0.44 36.24 82.21 24.90 82.22 -77.40 -455.27 -529.31 -552.68
302 multin_zz1000_61002_idxctrl_top3800_pv -0.48 36.20 82.17 24.86 82.17 -77.44 -455.32 -529.35 -552.73
305 mt_962_use2020_last_save_rnk500_idxctrl -1.33 35.36 81.33 24.02 81.33 -78.28 -456.16 -530.19 -553.57
307 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -1.48 35.20 81.18 23.87 81.18 -78.44 -456.31 -530.35 -553.72
311 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -1.90 34.78 80.75 23.44 80.75 -78.86 -456.74 -530.77 -554.15
313 mt_962_use2024_best_save_rnk500_idxctrl -2.15 34.53 80.50 23.19 80.50 -79.11 -456.99 -531.02 -554.40
314 mt_961_use2019_best_save_rnk500_idxctrl -2.61 34.08 80.05 22.74 80.05 -79.56 -457.44 -531.47 -554.85
317 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -2.68 34.01 79.98 22.67 79.98 -79.63 -457.51 -531.54 -554.92
318 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -2.77 33.91 79.88 22.57 79.88 -79.73 -457.61 -531.64 -555.02
324 mt_962_use2021_last_save_rnk500_idxctrl -4.19 32.49 78.46 21.15 78.47 -81.15 -459.03 -533.06 -556.43
328 mt_961_use2013_last_save_rnk500_idxctrl -5.13 31.55 77.52 20.21 77.53 -82.09 -459.97 -534.00 -557.37
333 mt_961_use2010_last_save_rnk500_idxctrl -5.70 30.98 76.95 19.64 76.96 -82.66 -460.53 -534.57 -557.94
339 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -6.72 29.96 75.93 18.62 75.93 -83.68 -461.56 -535.59 -558.97
340 multin_zz1000_61001_idxctrl_zz1000_pv -6.97 29.71 75.69 18.38 75.69 -83.93 -461.80 -535.84 -559.21
344 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -7.38 29.31 75.28 17.97 75.28 -84.33 -462.21 -536.24 -559.62
345 multin_zz1000_61004_idxctrl_zz1000_pv -7.94 28.74 74.72 17.41 74.72 -84.90 -462.77 -536.81 -560.18
349 multin_zz1000_61002_idxctrl_zz1000_pv -8.38 28.30 74.28 16.96 74.28 -85.34 -463.21 -537.25 -560.62
354 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -9.31 27.38 73.35 16.04 73.35 -86.26 -464.14 -538.17 -561.55
359 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -10.03 26.65 72.63 15.31 72.63 -86.99 -464.86 -538.90 -562.27
360 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -10.52 26.16 72.13 14.82 72.13 -87.48 -465.36 -539.39 -562.77
361 mt_962_use2013_last_save_rnk500_idxctrl -10.60 26.08 72.05 14.74 72.06 -87.56 -465.43 -539.47 -562.84
363 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -11.18 25.51 71.48 14.17 71.48 -88.13 -466.01 -540.04 -563.42
364 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -11.97 24.71 70.68 13.37 70.68 -88.93 -466.81 -540.84 -564.22
367 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -12.48 24.20 70.18 12.87 70.18 -89.44 -467.31 -541.35 -564.72
368 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -13.22 23.46 69.43 12.12 69.43 -90.18 -468.06 -542.09 -565.47
370 mt_962_use2019_last_save_rnk500_idxctrl -13.69 23.00 68.97 11.66 68.97 -90.65 -468.52 -542.56 -565.93
374 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -14.47 22.21 68.18 10.87 68.18 -91.43 -469.31 -543.34 -566.72
379 mt_961_use2010_best_save_rnk500_idxctrl -15.23 21.45 67.42 10.11 67.42 -92.19 -470.07 -544.10 -567.48
380 mt_961_use2023_last_save_rnk500_idxctrl -15.25 21.43 67.40 10.09 67.41 -92.21 -470.08 -544.12 -567.49
387 mt_961_use2014_best_save_rnk500_idxctrl -15.76 20.93 66.90 9.59 66.90 -92.71 -470.59 -544.62 -568.00
388 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -15.92 20.76 66.74 9.43 66.74 -92.88 -470.75 -544.79 -568.16
394 mt_961_use2021_last_save_rnk500_idxctrl -17.49 19.19 65.16 7.85 65.17 -94.45 -472.33 -546.36 -569.73
396 mt_961_use2020_last_save_rnk500_idxctrl -17.68 19.01 64.98 7.67 64.98 -94.63 -472.51 -546.54 -569.92
398 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -18.07 18.61 64.59 7.28 64.59 -95.03 -472.90 -546.94 -570.31
399 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -18.14 18.55 64.52 7.21 64.52 -95.09 -472.97 -547.00 -570.38
400 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -18.19 18.49 64.47 7.16 64.47 -95.15 -473.02 -547.06 -570.43
401 mt_961_use2020_best_save_rnk500_idxctrl -18.21 18.48 64.45 7.14 64.45 -95.16 -473.04 -547.07 -570.45
403 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -18.61 18.07 64.04 6.73 64.04 -95.57 -473.45 -547.48 -570.86
406 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -19.14 17.54 63.51 6.20 63.51 -96.10 -473.98 -548.01 -571.39
408 multin_zz1000_61001_idxctrl_pv -19.51 17.17 63.14 5.83 63.15 -96.47 -474.35 -548.38 -571.75
409 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -19.62 17.06 63.03 5.72 63.04 -96.58 -474.46 -548.49 -571.86
410 mt_961_use2017_last_save_rnk500_idxctrl -19.72 16.96 62.93 5.62 62.94 -96.68 -474.55 -548.59 -571.96
411 multin_zz1000_61004_idxctrl_pv -20.33 16.36 62.33 5.02 62.33 -97.28 -475.16 -549.19 -572.57
412 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -20.33 16.36 62.33 5.02 62.33 -97.28 -475.16 -549.19 -572.57
413 multin_zz1000_61002_idxctrl_pv -20.33 16.36 62.33 5.02 62.33 -97.28 -475.16 -549.19 -572.57
417 mt_962_use2013_best_save_rnk500_idxctrl -21.76 14.93 60.90 3.59 60.90 -98.71 -476.59 -550.62 -574.00
418 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -21.95 14.74 60.71 3.40 60.71 -98.90 -476.78 -550.81 -574.19
419 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -21.96 14.72 60.69 3.38 60.70 -98.92 -476.80 -550.83 -574.20
420 mt_962_use2015_last_save_rnk500_idxctrl -22.19 14.49 60.46 3.15 60.47 -99.15 -477.03 -551.06 -574.43
422 multin_zz1000_61001_idxctrl_pv_rm_blc -22.38 14.30 60.27 2.96 60.28 -99.34 -477.22 -551.25 -574.62
423 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -22.61 14.08 60.05 2.74 60.05 -99.56 -477.44 -551.47 -574.85
427 multin_zz1000_61004_idxctrl_pv_rm_blc -22.98 13.71 59.68 2.37 59.68 -99.93 -477.81 -551.84 -575.22
428 multin_zz1000_61002_idxctrl_pv_rm_blc -22.98 13.71 59.68 2.37 59.68 -99.93 -477.81 -551.84 -575.22
430 mt_961_use2023_best_save_rnk500_idxctrl -24.55 12.14 58.11 0.80 58.11 -101.51 -479.38 -553.42 -576.79
431 mt_961_use2011_last_save_rnk500_idxctrl -24.72 11.97 57.94 0.63 57.94 -101.67 -479.55 -553.58 -576.96
432 mt_961_use2011_best_save_rnk500_idxctrl -25.05 11.63 57.60 0.29 57.60 -102.01 -479.89 -553.92 -577.30
437 mt_961_use2014_last_save_rnk500_idxctrl -26.34 10.35 56.32 -0.99 56.32 -103.29 -481.17 -555.20 -578.58
438 mt_961_use2018_last_save_rnk500_idxctrl -26.73 9.95 55.92 -1.39 55.93 -103.69 -481.56 -555.60 -578.97
439 mt_961_use2017_best_save_rnk500_idxctrl -26.75 9.94 55.91 -1.40 55.91 -103.70 -481.58 -555.61 -578.99
443 mt_962_use2017_best_save_rnk500_idxctrl -27.56 9.12 55.09 -2.22 55.09 -104.52 -482.40 -556.43 -579.81
445 mt_961_use2012_best_save_rnk500_idxctrl -28.49 8.20 54.17 -3.14 54.17 -105.45 -483.32 -557.36 -580.73
449 multin_zz1000_61002_idxctrl_pv_rm_fnd -30.18 6.51 52.48 -4.83 52.48 -107.13 -485.01 -559.04 -582.42
450 multin_zz1000_61004_idxctrl_pv_rm_fnd -30.18 6.51 52.48 -4.83 52.48 -107.13 -485.01 -559.04 -582.42
451 multin_zz1000_61001_idxctrl_pv_rm_fnd -30.22 6.47 52.44 -4.87 52.44 -107.17 -485.05 -559.08 -582.46
452 mt_961_use2022_best_save_rnk500_idxctrl -30.37 6.31 52.28 -5.03 52.28 -107.33 -485.21 -559.24 -582.62
457 mt_962_use2017_last_save_rnk500_idxctrl -31.27 5.41 51.38 -5.93 51.39 -108.23 -486.10 -560.14 -583.51
459 mt_961_use2009_best_save_rnk500_idxctrl -31.96 4.72 50.69 -6.62 50.70 -108.92 -486.79 -560.83 -584.20
460 mt_961_use2012_last_save_rnk500_idxctrl -32.29 4.40 50.37 -6.94 50.37 -109.24 -487.12 -561.15 -584.53
461 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -32.51 4.18 50.15 -7.16 50.15 -109.46 -487.34 -561.37 -584.75
462 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -32.70 3.98 49.95 -7.36 49.96 -109.66 -487.54 -561.57 -584.94
463 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -32.70 3.98 49.95 -7.36 49.96 -109.66 -487.54 -561.57 -584.94
464 mt_961_use2009_last_save_rnk500_idxctrl -33.23 3.45 49.42 -7.89 49.42 -110.19 -488.07 -562.10 -585.48
470 mt_961_use2024_best_save_rnk500_idxctrl -35.12 1.56 47.53 -9.78 47.54 -112.08 -489.96 -563.99 -587.37
472 mt_961_use2024_last_save_rnk500_idxctrl -35.64 1.04 47.01 -10.30 47.01 -112.60 -490.48 -564.51 -587.89
473 mt_962_use2016_last_save_rnk500_idxctrl -35.70 0.98 46.95 -10.36 46.95 -112.66 -490.54 -564.57 -587.95
477 mt_962_use2016_best_save_rnk500_idxctrl -37.54 -0.85 45.12 -12.19 45.12 -114.49 -492.37 -566.40 -589.78
480 mt_961_use2022_last_save_rnk500_idxctrl -38.67 -1.99 43.98 -13.33 43.99 -115.63 -493.51 -567.54 -590.91
482 mt_961_use2018_best_save_rnk500_idxctrl -39.51 -2.83 43.14 -14.17 43.14 -116.47 -494.35 -568.38 -591.76
483 mt_962_use2011_last_save_rnk500_idxctrl -39.94 -3.25 42.72 -14.59 42.72 -116.89 -494.77 -568.80 -592.18
484 mt_962_use2012_best_save_rnk500_idxctrl -41.26 -4.57 41.40 -15.91 41.40 -118.21 -496.09 -570.12 -593.50
485 mt_962_use2010_last_save_rnk500_idxctrl -41.90 -5.21 40.76 -16.55 40.76 -118.85 -496.73 -570.76 -594.14
486 mt_961_use2008_best_save_rnk500_idxctrl -42.43 -5.74 40.23 -17.08 40.23 -119.38 -497.26 -571.29 -594.67
487 mt_962_use2018_best_save_rnk500_idxctrl -42.64 -5.96 40.01 -17.30 40.01 -119.60 -497.48 -571.51 -594.89
489 mt_961_use2008_last_save_rnk500_idxctrl -43.13 -6.45 39.52 -17.79 39.52 -120.09 -497.97 -572.00 -595.38
491 multin_zz500_61001_idxctrl_zz500_pv -45.07 -8.39 37.58 -19.73 37.58 -122.03 -499.91 -573.94 -597.32
493 multin_zz500_61004_idxctrl_zz500_pv -45.54 -8.85 37.12 -20.19 37.12 -122.49 -500.37 -574.40 -597.78
494 multin_zz500_61002_idxctrl_zz500_pv -45.87 -9.19 36.78 -20.53 36.78 -122.83 -500.71 -574.74 -598.12
495 mt_961_use2016_last_save_rnk500_idxctrl -46.05 -9.37 36.60 -20.71 36.61 -123.01 -500.88 -574.92 -598.29
497 mt_962_use2018_last_save_rnk500_idxctrl -47.44 -10.75 35.22 -22.09 35.22 -124.39 -502.27 -576.30 -599.68
499 mt_961_use2016_best_save_rnk500_idxctrl -48.01 -11.33 34.64 -22.67 34.64 -124.97 -502.85 -576.88 -600.26
502 mt_962_use2014_last_save_rnk500_idxctrl -50.68 -13.99 31.98 -25.33 31.98 -127.63 -505.51 -579.54 -602.92
503 mt_962_use2010_best_save_rnk500_idxctrl -51.13 -14.44 31.53 -25.78 31.53 -128.08 -505.96 -579.99 -603.37
505 mt_962_use2012_last_save_rnk500_idxctrl -51.76 -15.07 30.90 -26.41 30.90 -128.71 -506.59 -580.62 -604.00
506 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -52.58 -15.90 30.08 -27.24 30.08 -129.54 -507.41 -581.45 -604.82
507 mt_962_use2014_best_save_rnk500_idxctrl -52.73 -16.05 29.92 -27.39 29.92 -129.69 -507.57 -581.60 -604.98
508 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -52.89 -16.20 29.77 -27.54 29.77 -129.84 -507.72 -581.75 -605.13
509 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -53.14 -16.46 29.51 -27.80 29.51 -130.10 -507.98 -582.01 -605.39
510 mt_962_use2009_best_save_rnk500_idxctrl -54.08 -17.39 28.58 -28.73 28.58 -131.03 -508.91 -582.94 -606.32
511 mt_962_use2009_last_save_rnk500_idxctrl -55.01 -18.33 27.64 -29.67 27.64 -131.97 -509.85 -583.88 -607.26
512 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -56.32 -19.63 26.34 -30.97 26.34 -133.28 -511.15 -585.19 -608.56
513 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -56.49 -19.81 26.16 -31.15 26.16 -133.45 -511.33 -585.36 -608.74
514 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -56.60 -19.92 26.06 -31.25 26.06 -133.56 -511.43 -585.47 -608.84
515 mt_962_use2011_best_save_rnk500_idxctrl -58.12 -21.44 24.53 -32.78 24.53 -135.08 -512.96 -586.99 -610.37
516 mt_962_use2008_best_save_rnk500_idxctrl -58.99 -22.31 23.66 -33.65 23.66 -135.95 -513.83 -587.86 -611.24
517 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -60.67 -23.98 21.99 -35.32 21.99 -137.62 -515.50 -589.53 -612.91
518 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -60.70 -24.01 21.96 -35.35 21.96 -137.65 -515.53 -589.56 -612.94
519 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -60.83 -24.15 21.82 -35.49 21.82 -137.79 -515.67 -589.70 -613.08
520 mt_962_use2008_last_save_rnk500_idxctrl -62.86 -26.18 19.79 -37.52 19.79 -139.82 -517.70 -591.73 -615.11