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_20250521_151538
12 mt_961_use2018_last_save_rnk500_idxctrl 53.43 14.29 32.67 -18.69 32.67 120.73 239.58 220.02 330.98
14 mt_961_use2019_best_save_rnk500_idxctrl 49.32 10.18 28.57 -22.80 28.57 116.63 235.47 215.91 326.87
16 mt_961_use2018_best_save_rnk500_idxctrl 47.31 8.17 26.55 -24.81 26.55 114.61 233.46 213.90 324.86
19 mt_961_use2019_last_save_rnk500_idxctrl 44.85 5.71 24.10 -27.27 24.10 112.16 231.00 211.44 322.40
21 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 44.12 4.99 23.37 -27.99 23.37 111.43 230.28 210.71 321.67
22 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 42.75 3.61 21.99 -29.37 21.99 110.05 228.90 209.34 320.30
23 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 42.32 3.18 21.56 -29.80 21.56 109.62 228.47 208.91 319.87
25 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 41.23 2.09 20.47 -30.89 20.47 108.54 227.38 207.82 318.78
27 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 39.81 0.68 19.06 -32.30 19.06 107.12 225.96 206.40 317.36
28 mt_961_use2017_best_save_rnk500_idxctrl 39.80 0.67 19.05 -32.32 19.05 107.11 225.95 206.39 317.35
29 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 39.34 0.21 18.59 -32.77 18.59 106.65 225.49 205.93 316.89
35 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 38.29 -0.84 17.54 -33.82 17.54 105.60 224.44 204.88 315.84
36 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 37.54 -1.59 16.79 -34.58 16.79 104.85 223.69 204.13 315.09
37 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 36.77 -2.37 16.01 -35.35 16.02 104.08 222.92 203.36 314.32
39 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 34.10 -5.04 13.35 -38.02 13.35 101.41 220.25 200.69 311.65
40 multin_zz500_61001_idxctrl_zz500_pv 34.05 -5.09 13.29 -38.07 13.29 101.35 220.20 200.64 311.60
41 multin_zz500_61004_idxctrl_zz500_pv 33.47 -5.66 12.72 -38.64 12.72 100.78 219.63 200.07 311.02
43 multin_zz1000_61001_idxctrl_pv_rm_fnd 33.23 -5.90 12.48 -38.88 12.48 100.54 219.39 199.82 310.78
45 multin_zz500_61002_idxctrl_zz500_pv 32.80 -6.34 12.04 -39.32 12.04 100.10 218.95 199.39 310.35
46 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 32.67 -6.46 11.92 -39.44 11.92 99.98 218.83 199.27 310.22
47 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 32.67 -6.46 11.92 -39.44 11.92 99.98 218.83 199.27 310.22
48 mt_961_use2024_best_save_rnk500_idxctrl 32.15 -6.99 11.39 -39.97 11.39 99.45 218.30 198.74 309.70
50 multin_zz1000_61004_idxctrl_pv_rm_fnd 31.75 -7.39 10.99 -40.37 10.99 99.05 217.90 198.34 309.30
51 multin_zz1000_61002_idxctrl_pv_rm_fnd 31.75 -7.39 10.99 -40.37 10.99 99.05 217.90 198.34 309.30
52 mt_961_use2020_best_save_rnk500_idxctrl 31.68 -7.46 10.92 -40.44 10.92 98.98 217.83 198.27 309.23
53 mt_961_use2023_best_save_rnk500_idxctrl 31.26 -7.88 10.50 -40.86 10.50 98.56 217.41 197.85 308.81
55 mt_961_use2020_last_save_rnk500_idxctrl 30.94 -8.20 10.18 -41.18 10.18 98.24 217.09 197.53 308.49
57 mt_961_use2022_best_save_rnk500_idxctrl 29.40 -9.73 8.65 -42.71 8.65 96.71 215.56 196.00 306.95
58 mt_961_use2024_last_save_rnk500_idxctrl 28.93 -10.21 8.17 -43.19 8.17 96.23 215.08 195.52 306.48
59 mt_961_use2022_last_save_rnk500_idxctrl 27.95 -11.19 7.19 -44.17 7.19 95.25 214.10 194.54 305.50
60 mt_962_use2008_last_save_rnk500_idxctrl 27.85 -11.29 7.09 -44.27 7.09 95.15 214.00 194.44 305.40
63 mt_961_use2017_last_save_rnk500_idxctrl 27.14 -12.00 6.38 -44.98 6.38 94.44 213.29 193.73 304.69
68 mt_962_use2008_best_save_rnk500_idxctrl 25.65 -13.49 4.89 -46.47 4.89 92.95 211.80 192.24 303.20
75 mt_962_use2018_last_save_rnk500_idxctrl 22.77 -16.37 2.01 -49.35 2.01 90.07 208.92 189.36 300.32
76 mt_961_use2016_best_save_rnk500_idxctrl 22.41 -16.72 1.66 -49.70 1.66 89.72 208.57 189.01 299.96
80 mt_961_use2023_last_save_rnk500_idxctrl 20.20 -18.94 -0.56 -51.92 -0.56 87.50 206.35 186.79 297.75
81 multin_zz1000_61001_idxctrl_pv_rm_blc 20.12 -19.01 -0.63 -51.99 -0.63 87.43 206.28 186.72 297.67
82 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 19.93 -19.20 -0.82 -52.18 -0.82 87.24 206.09 186.52 297.48
83 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 19.64 -19.49 -1.11 -52.47 -1.11 86.95 205.79 186.23 297.19
86 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 19.45 -19.69 -1.31 -52.67 -1.31 86.75 205.60 186.04 297.00
87 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 19.42 -19.72 -1.34 -52.70 -1.34 86.72 205.57 186.01 296.97
88 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 19.34 -19.79 -1.41 -52.77 -1.41 86.65 205.50 185.94 296.89
89 multin_zz1000_61002_idxctrl_pv_rm_blc 19.23 -19.91 -1.53 -52.89 -1.53 86.53 205.38 185.82 296.78
90 multin_zz1000_61004_idxctrl_pv_rm_blc 19.23 -19.91 -1.53 -52.89 -1.53 86.53 205.38 185.82 296.78
91 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 19.09 -20.04 -1.66 -53.02 -1.66 86.40 205.25 185.69 296.64
93 mt_961_use2016_last_save_rnk500_idxctrl 18.67 -20.46 -2.08 -53.44 -2.08 85.98 204.83 185.27 296.22
94 multin_zz1000_61001_idxctrl_pv 18.29 -20.85 -2.47 -53.83 -2.47 85.59 204.44 184.88 295.84
96 multin_zz1000_61004_idxctrl_pv 17.37 -21.76 -3.38 -54.74 -3.38 84.68 203.53 183.97 294.92
97 multin_zz1000_61002_idxctrl_pv 17.37 -21.76 -3.38 -54.74 -3.38 84.68 203.53 183.97 294.92
99 mt_961_use2021_last_save_rnk500_idxctrl 16.90 -22.24 -3.86 -55.22 -3.86 84.20 203.05 183.49 294.45
101 mt_962_use2018_best_save_rnk500_idxctrl 16.56 -22.57 -4.19 -55.56 -4.19 83.87 202.71 183.15 294.11
106 mt_961_use2008_last_save_rnk500_idxctrl 15.54 -23.59 -5.21 -56.57 -5.21 82.85 201.70 182.13 293.09
107 mt_961_use2008_best_save_rnk500_idxctrl 15.48 -23.65 -5.27 -56.63 -5.27 82.79 201.63 182.07 293.03
111 mt_962_use2009_last_save_rnk500_idxctrl 14.87 -24.26 -5.88 -57.24 -5.88 82.18 201.03 181.46 292.42
114 mt_962_use2009_best_save_rnk500_idxctrl 14.73 -24.40 -6.02 -57.38 -6.02 82.04 200.88 181.32 292.28
116 mt_962_use2017_last_save_rnk500_idxctrl 14.32 -24.81 -6.43 -57.79 -6.43 81.63 200.48 180.92 291.87
118 mt_962_use2019_last_save_rnk500_idxctrl 13.36 -25.78 -7.40 -58.76 -7.39 80.67 199.51 179.95 290.91
119 mt_961_use2021_best_save_rnk500_idxctrl 11.53 -27.61 -9.23 -60.59 -9.23 78.84 197.68 178.12 289.08
122 mt_961_use2014_last_save_rnk500_idxctrl 11.13 -28.00 -9.62 -60.98 -9.62 78.44 197.28 177.72 288.68
128 mt_962_use2024_last_save_rnk500_idxctrl 9.30 -29.84 -11.46 -62.82 -11.46 76.60 195.45 175.89 286.85
130 mt_962_use2011_best_save_rnk500_idxctrl 8.82 -30.32 -11.94 -63.30 -11.94 76.12 194.97 175.41 286.37
131 mt_962_use2020_last_save_rnk500_idxctrl 8.72 -30.42 -12.04 -63.40 -12.04 76.02 194.87 175.31 286.27
134 mt_962_use2021_best_save_rnk500_idxctrl 7.53 -31.60 -13.22 -64.58 -13.22 74.84 193.69 174.12 285.08
135 mt_962_use2016_best_save_rnk500_idxctrl 7.53 -31.61 -13.23 -64.59 -13.23 74.83 193.68 174.12 285.07
138 mt_961_use2013_last_save_rnk500_idxctrl 6.72 -32.41 -14.03 -65.39 -14.03 74.03 192.88 173.32 284.27
139 mt_962_use2023_best_save_rnk500_idxctrl 6.69 -32.45 -14.07 -65.43 -14.07 74.00 192.84 173.28 284.24
141 mt_962_use2010_last_save_rnk500_idxctrl 6.36 -32.78 -14.40 -65.76 -14.39 73.67 192.51 172.95 283.91
142 mt_961_use2015_last_save_rnk500_idxctrl 6.14 -33.00 -14.62 -65.98 -14.62 73.44 192.29 172.73 283.69
144 mt_962_use2019_best_save_rnk500_idxctrl 5.96 -33.17 -14.79 -66.15 -14.79 73.27 192.12 172.56 283.51
146 mt_962_use2017_best_save_rnk500_idxctrl 5.74 -33.39 -15.01 -66.37 -15.01 73.05 191.90 172.34 283.29
147 mt_962_use2023_last_save_rnk500_idxctrl 5.08 -34.05 -15.67 -67.03 -15.67 72.39 191.24 171.68 282.63
148 mt_962_use2024_best_save_rnk500_idxctrl 4.62 -34.52 -16.14 -67.50 -16.14 71.92 190.77 171.21 282.17
154 mt_961_use2014_best_save_rnk500_idxctrl 2.80 -36.34 -17.96 -69.32 -17.96 70.10 188.95 169.39 280.35
156 mt_962_use2020_best_save_rnk500_idxctrl 2.62 -36.52 -18.14 -69.50 -18.14 69.92 188.77 169.21 280.17
157 mt_962_use2010_best_save_rnk500_idxctrl 2.47 -36.67 -18.29 -69.65 -18.29 69.77 188.62 169.06 280.02
158 mt_961_use2012_best_save_rnk500_idxctrl 2.36 -36.77 -18.39 -69.75 -18.39 69.67 188.52 168.96 279.91
162 mt_961_use2012_last_save_rnk500_idxctrl 1.79 -37.34 -18.96 -70.32 -18.96 69.10 187.95 168.39 279.34
163 mt_962_use2022_last_save_rnk500_idxctrl 1.62 -37.51 -19.13 -70.49 -19.13 68.93 187.78 168.22 279.17
164 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 1.60 -37.54 -19.16 -70.52 -19.16 68.90 187.75 168.19 279.15
165 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 1.48 -37.65 -19.27 -70.64 -19.27 68.79 187.63 168.07 279.03
167 multin_zz1000_61004_idxctrl_zz1000_pv 1.19 -37.95 -19.57 -70.93 -19.56 68.50 187.34 167.78 278.74
168 multin_zz1000_61002_idxctrl_zz1000_pv 1.13 -38.00 -19.62 -70.98 -19.62 68.44 187.29 167.72 278.68
170 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 0.99 -38.14 -19.76 -71.13 -19.76 68.30 187.14 167.58 278.54
171 multin_zz1000_61001_idxctrl_zz1000_pv 0.91 -38.23 -19.85 -71.21 -19.85 68.21 187.06 167.50 278.46
179 mt_962_use2021_last_save_rnk500_idxctrl 0.22 -38.91 -20.53 -71.89 -20.53 67.53 186.38 166.82 277.77
181 mt_962_use2011_last_save_rnk500_idxctrl -0.38 -39.52 -21.14 -72.50 -21.14 66.92 185.77 166.21 277.17
182 mt_961_use2009_last_save_rnk500_idxctrl -0.98 -40.12 -21.74 -73.10 -21.73 66.33 185.17 165.61 276.57
187 mt_962_use2016_last_save_rnk500_idxctrl -2.00 -41.13 -22.75 -74.11 -22.75 65.31 184.16 164.59 275.55
189 mt_962_use2022_best_save_rnk500_idxctrl -2.92 -42.06 -23.68 -75.04 -23.68 64.38 183.23 163.67 274.63
193 mt_961_use2009_best_save_rnk500_idxctrl -3.69 -42.83 -24.45 -75.81 -24.45 63.62 182.46 162.90 273.86
197 mt_962_use2015_best_save_rnk500_idxctrl -4.34 -43.47 -25.09 -76.45 -25.09 62.97 181.81 162.25 273.21
198 mt_961_use2010_last_save_rnk500_idxctrl -4.40 -43.53 -25.15 -76.51 -25.15 62.91 181.76 162.20 273.15
202 mt_961_use2010_best_save_rnk500_idxctrl -4.88 -44.02 -25.64 -77.00 -25.64 62.42 181.27 161.71 272.67
203 mt_961_use2011_last_save_rnk500_idxctrl -4.94 -44.07 -25.69 -77.05 -25.69 62.37 181.21 161.65 272.61
205 mt_962_use2015_last_save_rnk500_idxctrl -5.43 -44.57 -26.19 -77.55 -26.19 61.87 180.72 161.16 272.12
208 mt_961_use2013_best_save_rnk500_idxctrl -6.38 -45.51 -27.13 -78.49 -27.13 60.93 179.78 160.22 271.17
216 mt_961_use2015_best_save_rnk500_idxctrl -7.62 -46.75 -28.37 -79.73 -28.37 59.69 178.53 158.97 269.93
218 mt_962_use2012_best_save_rnk500_idxctrl -8.42 -47.55 -29.17 -80.53 -29.17 58.89 177.74 158.18 269.13
226 mt_962_use2012_last_save_rnk500_idxctrl -12.02 -51.16 -32.78 -84.14 -32.78 55.29 174.13 154.57 265.53
229 mt_962_use2013_last_save_rnk500_idxctrl -12.38 -51.52 -33.14 -84.50 -33.14 54.92 173.77 154.21 265.17
232 mt_962_use2013_best_save_rnk500_idxctrl -13.13 -52.26 -33.88 -85.24 -33.88 54.18 173.03 153.47 264.42
233 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -13.82 -52.95 -34.57 -85.93 -34.57 53.49 172.33 152.77 263.73
238 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -14.98 -54.11 -35.73 -87.09 -35.73 52.33 171.17 151.61 262.57
240 mt_961_use2011_best_save_rnk500_idxctrl -15.02 -54.15 -35.77 -87.13 -35.77 52.29 171.14 151.57 262.53
242 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -15.20 -54.33 -35.95 -87.31 -35.95 52.11 170.96 151.39 262.35
246 mt_962_use2014_last_save_rnk500_idxctrl -15.61 -54.74 -36.36 -87.72 -36.36 51.70 170.55 150.98 261.94
249 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -15.81 -54.94 -36.56 -87.92 -36.56 51.50 170.35 150.79 261.74
255 mt_962_use2014_best_save_rnk500_idxctrl -16.29 -55.43 -37.05 -88.41 -37.05 51.01 169.86 150.30 261.26
260 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -16.60 -55.73 -37.35 -88.71 -37.35 50.71 169.55 149.99 260.95
261 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -16.69 -55.83 -37.45 -88.81 -37.45 50.61 169.46 149.90 260.86
264 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -19.40 -58.53 -40.15 -91.52 -40.15 47.91 166.75 147.19 258.15
268 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -20.65 -59.78 -41.40 -92.76 -41.40 46.66 165.51 145.95 256.90
269 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -20.73 -59.86 -41.48 -92.84 -41.48 46.58 165.43 145.87 256.82
271 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -21.20 -60.34 -41.96 -93.32 -41.96 46.10 164.95 145.39 256.35
272 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -21.38 -60.51 -42.13 -93.49 -42.13 45.93 164.78 145.22 256.17
273 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -21.44 -60.58 -42.20 -93.56 -42.20 45.86 164.71 145.15 256.11
289 multin_zz1000_61004_idxctrl_top3800_pv -32.16 -71.30 -52.92 -104.28 -52.92 35.14 153.99 134.43 245.39
293 multin_zz1000_61002_idxctrl_top3800_pv -32.82 -71.96 -53.58 -104.94 -53.58 34.48 153.33 133.77 244.73
294 multin_zz1000_61001_idxctrl_top3800_pv -33.58 -72.71 -54.33 -105.69 -54.33 33.73 152.57 133.01 243.97
299 multin_zz1000_61002_idxctrl_50010002000_pv -34.54 -73.67 -55.29 -106.65 -55.29 32.77 151.61 132.05 243.01
301 multin_zz1000_61004_idxctrl_50010002000_pv -34.88 -74.01 -55.63 -107.00 -55.63 32.43 151.27 131.71 242.67
302 multin_zz1000_61001_idxctrl_50010002000_pv -35.08 -74.22 -55.84 -107.20 -55.84 32.23 151.07 131.51 242.47
306 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -36.63 -75.76 -57.38 -108.74 -57.38 30.68 149.53 129.97 240.92
309 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -37.16 -76.29 -57.91 -109.27 -57.91 30.15 149.00 129.43 240.39
310 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -37.26 -76.40 -58.02 -109.38 -58.02 30.04 148.89 129.33 240.29
317 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -38.94 -78.07 -59.69 -111.05 -59.69 28.37 147.21 127.65 238.61
321 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -39.07 -78.20 -59.82 -111.18 -59.82 28.24 147.08 127.52 238.48
322 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -39.26 -78.40 -60.02 -111.38 -60.02 28.05 146.89 127.33 238.29