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_20250522_151535
7 mt_961_use2019_best_save_rnk500_idxctrl 76.70 64.09 -29.02 -16.13 -29.02 145.98 557.63 447.21 455.00
12 mt_961_use2022_best_save_rnk500_idxctrl 62.92 50.31 -42.80 -29.91 -42.80 132.20 543.85 433.43 441.22
13 mt_961_use2022_last_save_rnk500_idxctrl 62.67 50.06 -43.05 -30.16 -43.05 131.94 543.59 433.18 440.96
15 mt_961_use2019_last_save_rnk500_idxctrl 61.49 48.88 -44.23 -31.34 -44.23 130.76 542.41 432.00 439.78
19 mt_961_use2020_last_save_rnk500_idxctrl 57.88 45.27 -47.84 -34.95 -47.84 127.15 538.81 428.39 436.18
20 mt_961_use2020_best_save_rnk500_idxctrl 57.38 44.77 -48.34 -35.45 -48.34 126.65 538.31 427.89 435.68
22 mt_961_use2023_best_save_rnk500_idxctrl 54.41 41.79 -51.32 -38.42 -51.31 123.68 535.33 424.91 432.70
23 mt_961_use2018_best_save_rnk500_idxctrl 52.88 40.26 -52.85 -39.95 -52.84 122.15 533.80 423.38 431.17
24 mt_961_use2017_best_save_rnk500_idxctrl 52.08 39.47 -53.64 -40.74 -53.63 121.36 533.01 422.59 430.38
26 mt_961_use2017_last_save_rnk500_idxctrl 50.02 37.41 -55.70 -42.81 -55.70 119.29 530.94 420.53 428.31
28 mt_961_use2024_best_save_rnk500_idxctrl 49.07 36.46 -56.65 -43.75 -56.64 118.35 530.00 419.58 427.37
29 mt_961_use2021_last_save_rnk500_idxctrl 48.07 35.45 -57.65 -44.76 -57.65 117.34 528.99 418.58 426.36
30 mt_961_use2018_last_save_rnk500_idxctrl 47.22 34.61 -58.50 -45.61 -58.50 116.50 528.15 417.73 425.52
31 mt_962_use2020_best_save_rnk500_idxctrl 45.51 32.90 -60.21 -47.32 -60.21 114.78 526.43 416.02 423.80
32 mt_961_use2023_last_save_rnk500_idxctrl 44.92 32.31 -60.80 -47.91 -60.80 114.19 525.84 415.43 423.21
33 mt_961_use2014_best_save_rnk500_idxctrl 43.40 30.79 -62.32 -49.43 -62.32 112.67 524.33 413.91 421.70
34 mt_961_use2024_last_save_rnk500_idxctrl 43.39 30.77 -62.33 -49.44 -62.33 112.66 524.31 413.90 421.68
35 mt_961_use2021_best_save_rnk500_idxctrl 42.80 30.19 -62.92 -50.03 -62.92 112.08 523.73 413.31 421.10
36 mt_962_use2020_last_save_rnk500_idxctrl 41.87 29.25 -63.86 -50.96 -63.85 111.14 522.79 412.37 420.16
38 mt_962_use2022_last_save_rnk500_idxctrl 41.11 28.49 -64.61 -51.72 -64.61 110.38 522.03 411.62 419.40
39 mt_962_use2019_last_save_rnk500_idxctrl 39.92 27.31 -65.80 -52.90 -65.79 109.20 520.85 410.43 418.22
41 mt_962_use2021_best_save_rnk500_idxctrl 39.46 26.85 -66.26 -53.37 -66.26 108.73 520.38 409.97 417.75
43 mt_962_use2022_best_save_rnk500_idxctrl 36.00 23.39 -69.72 -56.82 -69.72 105.28 516.93 406.51 414.30
47 mt_961_use2015_last_save_rnk500_idxctrl 32.84 20.22 -72.89 -59.99 -72.88 102.11 513.76 403.34 411.13
48 mt_962_use2021_last_save_rnk500_idxctrl 32.57 19.95 -73.16 -60.26 -73.15 101.84 513.49 403.07 410.86
50 mt_961_use2016_last_save_rnk500_idxctrl 32.24 19.63 -73.48 -60.59 -73.48 101.51 513.17 402.75 410.53
53 mt_962_use2023_last_save_rnk500_idxctrl 30.90 18.29 -74.82 -61.93 -74.82 100.17 511.82 401.41 409.19
54 mt_961_use2016_best_save_rnk500_idxctrl 30.52 17.91 -75.20 -62.31 -75.20 99.80 511.45 401.03 408.82
55 mt_962_use2019_best_save_rnk500_idxctrl 30.42 17.81 -75.30 -62.41 -75.30 99.69 511.35 400.93 408.72
58 mt_961_use2015_best_save_rnk500_idxctrl 29.43 16.82 -76.29 -63.40 -76.29 98.70 510.35 399.94 407.72
59 mt_962_use2018_best_save_rnk500_idxctrl 29.04 16.43 -76.68 -63.79 -76.68 98.32 509.97 399.55 407.34
60 mt_962_use2023_best_save_rnk500_idxctrl 28.99 16.38 -76.73 -63.84 -76.73 98.26 509.92 399.50 407.29
62 mt_961_use2013_last_save_rnk500_idxctrl 28.02 15.41 -77.70 -64.81 -77.70 97.29 508.94 398.53 406.31
63 mt_962_use2015_best_save_rnk500_idxctrl 26.93 14.32 -78.79 -65.89 -78.78 96.21 507.86 397.44 405.23
66 mt_961_use2014_last_save_rnk500_idxctrl 25.86 13.25 -79.86 -66.97 -79.86 95.13 506.78 396.37 404.15
67 mt_961_use2013_best_save_rnk500_idxctrl 25.81 13.20 -79.91 -67.02 -79.91 95.08 506.74 396.32 404.11
68 mt_962_use2018_last_save_rnk500_idxctrl 25.50 12.89 -80.22 -67.33 -80.22 94.77 506.42 396.01 403.79
70 mt_962_use2017_best_save_rnk500_idxctrl 25.07 12.46 -80.65 -67.76 -80.65 94.34 505.99 395.58 403.36
72 mt_962_use2017_last_save_rnk500_idxctrl 24.66 12.05 -81.06 -68.16 -81.06 93.94 505.59 395.17 402.96
74 mt_962_use2024_last_save_rnk500_idxctrl 24.17 11.56 -81.55 -68.65 -81.55 93.45 505.10 394.68 402.47
77 multin_zz500_61001_idxctrl_zz500_pv 22.72 10.10 -83.00 -70.11 -83.00 91.99 503.64 393.23 401.01
81 mt_962_use2024_best_save_rnk500_idxctrl 22.03 9.42 -83.69 -70.80 -83.69 91.31 502.96 392.54 400.33
82 multin_zz500_61002_idxctrl_zz500_pv 21.84 9.23 -83.88 -70.99 -83.88 91.11 502.76 392.35 400.13
83 multin_zz500_61004_idxctrl_zz500_pv 21.83 9.22 -83.89 -71.00 -83.89 91.11 502.76 392.34 400.13
85 multin_zz1000_61001_idxctrl_pv 21.49 8.88 -84.23 -71.34 -84.23 90.76 502.42 392.00 399.79
88 multin_zz1000_61001_idxctrl_pv_rm_blc 21.08 8.47 -84.64 -71.75 -84.64 90.35 502.01 391.59 399.38
91 multin_zz1000_61004_idxctrl_pv 20.31 7.70 -85.41 -72.52 -85.41 89.58 501.24 390.82 398.60
92 multin_zz1000_61002_idxctrl_pv 20.31 7.70 -85.41 -72.52 -85.41 89.58 501.24 390.82 398.60
93 mt_962_use2015_last_save_rnk500_idxctrl 20.01 7.39 -85.71 -72.82 -85.71 89.28 500.93 390.51 398.30
94 multin_zz1000_61004_idxctrl_pv_rm_blc 20.01 7.40 -85.71 -72.82 -85.71 89.28 500.94 390.52 398.31
95 multin_zz1000_61002_idxctrl_pv_rm_blc 20.01 7.40 -85.71 -72.82 -85.71 89.28 500.94 390.52 398.31
97 mt_962_use2016_last_save_rnk500_idxctrl 19.43 6.82 -86.29 -73.40 -86.29 88.71 500.36 389.94 397.73
98 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 19.23 6.62 -86.49 -73.60 -86.49 88.50 500.16 389.74 397.52
100 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 18.72 6.11 -87.00 -74.10 -86.99 88.00 499.65 389.23 397.02
101 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 18.52 5.91 -87.20 -74.30 -87.19 87.80 499.45 389.03 396.82
102 mt_961_use2011_last_save_rnk500_idxctrl 17.35 4.74 -88.37 -75.48 -88.37 86.62 498.28 387.86 395.65
106 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 16.21 3.60 -89.51 -76.62 -89.51 85.49 497.14 386.72 394.51
107 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 16.05 3.44 -89.67 -76.78 -89.67 85.32 496.98 386.56 394.35
109 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 15.97 3.36 -89.75 -76.85 -89.75 85.25 496.90 386.48 394.27
110 mt_961_use2008_best_save_rnk500_idxctrl 15.95 3.33 -89.77 -76.88 -89.77 85.22 496.87 386.45 394.24
113 mt_961_use2012_best_save_rnk500_idxctrl 15.25 2.64 -90.47 -77.58 -90.47 84.53 496.18 385.76 393.55
117 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 14.54 1.93 -91.18 -78.29 -91.18 83.81 495.47 385.05 392.84
118 mt_961_use2012_last_save_rnk500_idxctrl 14.53 1.92 -91.19 -78.30 -91.19 83.81 495.46 385.04 392.83
119 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 14.25 1.64 -91.47 -78.58 -91.47 83.53 495.18 384.76 392.55
120 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 14.13 1.52 -91.59 -78.69 -91.59 83.41 495.06 384.64 392.43
122 mt_962_use2008_last_save_rnk500_idxctrl 13.31 0.69 -92.41 -79.52 -92.41 82.58 494.23 383.82 391.60
123 mt_961_use2008_last_save_rnk500_idxctrl 13.17 0.56 -92.55 -79.65 -92.55 82.45 494.10 383.68 391.47
124 mt_962_use2010_last_save_rnk500_idxctrl 13.06 0.45 -92.66 -79.77 -92.66 82.33 493.98 383.57 391.35
125 mt_962_use2014_last_save_rnk500_idxctrl 13.02 0.41 -92.70 -79.81 -92.70 82.29 493.94 383.53 391.31
127 multin_zz1000_61001_idxctrl_pv_rm_fnd 12.58 -0.04 -93.15 -80.25 -93.14 81.85 493.50 383.08 390.87
131 multin_zz1000_61004_idxctrl_pv_rm_fnd 11.94 -0.67 -93.78 -80.89 -93.78 81.21 492.87 382.45 390.24
132 multin_zz1000_61002_idxctrl_pv_rm_fnd 11.94 -0.67 -93.78 -80.89 -93.78 81.21 492.87 382.45 390.24
133 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 11.68 -0.93 -94.04 -81.15 -94.04 80.95 492.61 382.19 389.97
134 mt_962_use2016_best_save_rnk500_idxctrl 11.62 -0.99 -94.10 -81.21 -94.10 80.90 492.55 382.13 389.92
135 mt_962_use2014_best_save_rnk500_idxctrl 11.39 -1.22 -94.33 -81.44 -94.33 80.66 492.31 381.90 389.68
136 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 11.07 -1.54 -94.65 -81.76 -94.65 80.34 492.00 381.58 389.37
137 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 11.07 -1.54 -94.65 -81.76 -94.65 80.34 492.00 381.58 389.37
139 mt_962_use2008_best_save_rnk500_idxctrl 10.03 -2.58 -95.69 -82.80 -95.69 79.30 490.95 380.54 388.32
141 mt_962_use2010_best_save_rnk500_idxctrl 9.83 -2.78 -95.89 -82.99 -95.89 79.11 490.76 380.34 388.13
143 mt_961_use2011_best_save_rnk500_idxctrl 9.19 -3.42 -96.53 -83.64 -96.53 78.46 490.11 379.70 387.48
144 mt_961_use2009_last_save_rnk500_idxctrl 8.96 -3.65 -96.76 -83.86 -96.76 78.24 489.89 379.47 387.26
145 mt_962_use2012_best_save_rnk500_idxctrl 8.51 -4.11 -97.22 -84.32 -97.21 77.78 489.43 379.01 386.80
148 mt_962_use2009_best_save_rnk500_idxctrl 7.86 -4.75 -97.86 -84.96 -97.85 77.14 488.79 378.37 386.16
149 mt_961_use2009_best_save_rnk500_idxctrl 7.46 -5.15 -98.26 -85.37 -98.26 76.73 488.38 377.97 385.75
154 mt_962_use2013_last_save_rnk500_idxctrl 7.25 -5.36 -98.47 -85.57 -98.46 76.53 488.18 377.76 385.55
156 mt_962_use2009_last_save_rnk500_idxctrl 7.21 -5.40 -98.51 -85.62 -98.51 76.49 488.14 377.72 385.51
157 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 7.07 -5.54 -98.65 -85.76 -98.65 76.34 488.00 377.58 385.37
158 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 7.04 -5.58 -98.68 -85.79 -98.68 76.31 487.96 377.55 385.33
159 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 6.71 -5.91 -99.01 -86.12 -99.01 75.98 487.63 377.22 385.00
162 multin_zz1000_61004_idxctrl_zz1000_pv 5.91 -6.70 -99.81 -86.92 -99.81 75.18 486.83 376.42 384.20
164 multin_zz1000_61001_idxctrl_zz1000_pv 5.77 -6.84 -99.95 -87.06 -99.95 75.04 486.69 376.28 384.06
166 multin_zz1000_61002_idxctrl_zz1000_pv 5.54 -7.08 -100.18 -87.29 -100.18 74.81 486.46 376.05 383.83
168 mt_962_use2011_last_save_rnk500_idxctrl 5.37 -7.24 -100.35 -87.46 -100.35 74.64 486.29 375.88 383.66
170 mt_961_use2010_best_save_rnk500_idxctrl 5.28 -7.33 -100.44 -87.55 -100.44 74.55 486.20 375.79 383.57
173 mt_961_use2010_last_save_rnk500_idxctrl 4.71 -7.90 -101.01 -88.11 -101.00 73.99 485.64 375.22 383.01
174 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 4.14 -8.47 -101.58 -88.69 -101.58 73.41 485.06 374.65 382.43
175 mt_962_use2011_best_save_rnk500_idxctrl 3.92 -8.69 -101.80 -88.90 -101.79 73.20 484.85 374.43 382.22
177 mt_962_use2013_best_save_rnk500_idxctrl 3.67 -8.95 -102.05 -89.16 -102.05 72.94 484.59 374.17 381.96
181 multin_zz1000_61001_idxctrl_top3800_pv 3.44 -9.17 -102.28 -89.39 -102.28 72.71 484.36 373.95 381.73
183 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 2.72 -9.89 -103.00 -90.10 -103.00 72.00 483.65 373.23 381.02
184 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 2.64 -9.97 -103.08 -90.19 -103.08 71.91 483.56 373.15 380.93
186 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 2.48 -10.13 -103.24 -90.35 -103.24 71.75 483.40 372.99 380.77
187 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 2.18 -10.43 -103.54 -90.65 -103.54 71.45 483.10 372.69 380.47
189 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 2.13 -10.48 -103.59 -90.70 -103.59 71.40 483.06 372.64 380.43
190 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 2.10 -10.51 -103.62 -90.73 -103.62 71.37 483.02 372.61 380.39
191 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 2.05 -10.56 -103.67 -90.78 -103.67 71.32 482.97 372.56 380.34
193 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 1.75 -10.86 -103.97 -91.08 -103.97 71.02 482.68 372.26 380.05
194 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 1.64 -10.97 -104.08 -91.19 -104.08 70.91 482.56 372.15 379.93
196 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 1.55 -11.06 -104.17 -91.27 -104.16 70.83 482.48 372.06 379.85
199 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 0.75 -11.86 -104.97 -92.08 -104.97 70.03 481.68 371.26 379.05
200 multin_zz1000_61004_idxctrl_top3800_pv 0.71 -11.90 -105.01 -92.12 -105.01 69.99 481.64 371.22 379.01
204 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 0.10 -12.51 -105.62 -92.73 -105.62 69.37 481.03 370.61 378.40
206 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -0.30 -12.91 -106.02 -93.13 -106.02 68.97 480.62 370.21 377.99
207 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -0.44 -13.05 -106.16 -93.27 -106.16 68.83 480.49 370.07 377.86
208 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -0.55 -13.16 -106.27 -93.38 -106.27 68.72 480.38 369.96 377.74
209 multin_zz1000_61001_idxctrl_50010002000_pv -0.64 -13.25 -106.36 -93.46 -106.35 68.64 480.29 369.87 377.66
210 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -0.96 -13.57 -106.68 -93.78 -106.67 68.32 479.97 369.55 377.34
212 multin_zz1000_61002_idxctrl_top3800_pv -1.54 -14.16 -107.26 -94.37 -107.26 67.73 479.38 368.96 376.75
214 mt_962_use2012_last_save_rnk500_idxctrl -1.82 -14.43 -107.54 -94.65 -107.54 67.45 479.10 368.69 376.47
215 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -2.00 -14.62 -107.72 -94.83 -107.72 67.27 478.92 368.51 376.29
217 multin_zz1000_61004_idxctrl_50010002000_pv -2.46 -15.07 -108.18 -95.29 -108.18 66.81 478.47 368.05 375.84
218 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -2.47 -15.08 -108.19 -95.30 -108.19 66.80 478.45 368.04 375.82
220 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -2.70 -15.31 -108.42 -95.53 -108.42 66.57 478.23 367.81 375.60
221 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -2.82 -15.43 -108.54 -95.65 -108.54 66.46 478.11 367.69 375.48
223 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -3.25 -15.86 -108.97 -96.08 -108.97 66.03 477.68 367.26 375.05
227 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -3.38 -15.99 -109.10 -96.21 -109.10 65.89 477.54 367.13 374.91
230 multin_zz1000_61002_idxctrl_50010002000_pv -4.28 -16.89 -110.00 -97.11 -110.00 65.00 476.65 366.23 374.02
233 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -5.44 -18.05 -111.16 -98.27 -111.16 63.83 475.48 365.07 372.85