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_20250523_151620
21 mt_961_use2021_last_save_rnk500_idxctrl 53.77 15.56 -66.33 8.99 -66.33 23.46 125.85 146.97 193.29
28 mt_961_use2019_last_save_rnk500_idxctrl 50.51 12.30 -69.59 5.72 -69.59 20.20 122.58 143.71 190.03
37 mt_961_use2019_best_save_rnk500_idxctrl 47.33 9.11 -72.77 2.54 -72.77 17.02 119.40 140.53 186.85
41 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 46.53 8.31 -73.57 1.74 -73.57 16.21 118.60 139.73 186.04
48 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 45.66 7.45 -74.44 0.88 -74.44 15.35 117.74 138.86 185.18
51 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 45.29 7.07 -74.81 0.50 -74.81 14.98 117.36 138.49 184.81
53 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 45.20 6.98 -74.90 0.41 -74.90 14.88 117.27 138.40 184.71
57 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 44.62 6.41 -75.47 -0.16 -75.47 14.31 116.70 137.82 184.14
58 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 44.54 6.33 -75.55 -0.24 -75.55 14.23 116.62 137.74 184.06
62 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 44.22 6.00 -75.88 -0.57 -75.88 13.90 116.29 137.42 183.73
63 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 43.78 5.56 -76.32 -1.01 -76.32 13.46 115.85 136.97 183.29
65 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 43.14 4.93 -76.96 -1.64 -76.96 12.83 115.22 136.34 182.66
69 mt_961_use2018_last_save_rnk500_idxctrl 43.06 4.85 -77.04 -1.72 -77.04 12.75 115.14 136.26 182.58
75 mt_961_use2016_best_save_rnk500_idxctrl 41.88 3.66 -78.22 -2.91 -78.22 11.56 113.95 135.08 181.39
76 mt_961_use2020_best_save_rnk500_idxctrl 41.84 3.63 -78.26 -2.94 -78.26 11.53 113.92 135.04 181.36
77 mt_961_use2018_best_save_rnk500_idxctrl 41.72 3.50 -78.38 -3.07 -78.38 11.41 113.79 134.92 181.24
78 mt_961_use2017_best_save_rnk500_idxctrl 41.66 3.44 -78.44 -3.13 -78.44 11.35 113.73 134.86 181.18
79 mt_961_use2021_best_save_rnk500_idxctrl 41.50 3.29 -78.60 -3.28 -78.60 11.19 113.58 134.70 181.02
80 mt_961_use2020_last_save_rnk500_idxctrl 41.46 3.25 -78.64 -3.32 -78.64 11.15 113.54 134.66 180.98
84 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 40.86 2.64 -79.24 -3.93 -79.24 10.54 112.93 134.05 180.37
87 multin_zz500_61001_idxctrl_zz500_pv 40.05 1.83 -80.05 -4.74 -80.05 9.73 112.12 133.25 179.56
90 multin_zz500_61004_idxctrl_zz500_pv 39.54 1.32 -80.56 -5.25 -80.56 9.22 111.61 132.74 179.05
95 multin_zz500_61002_idxctrl_zz500_pv 39.09 0.87 -81.01 -5.70 -81.01 8.77 111.16 132.29 178.60
98 mt_961_use2016_last_save_rnk500_idxctrl 38.57 0.36 -81.53 -6.21 -81.53 8.26 110.65 131.77 178.09
100 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 38.50 0.28 -81.60 -6.29 -81.60 8.19 110.57 131.70 178.02
103 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 38.35 0.13 -81.75 -6.44 -81.75 8.03 110.42 131.55 177.86
104 mt_961_use2022_best_save_rnk500_idxctrl 38.27 0.06 -81.82 -6.51 -81.82 7.96 110.35 131.47 177.79
108 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 37.52 -0.69 -82.58 -7.26 -82.58 7.21 109.60 130.72 177.04
109 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 37.52 -0.69 -82.58 -7.26 -82.58 7.21 109.60 130.72 177.04
111 multin_zz1000_61001_idxctrl_50010002000_pv 37.26 -0.95 -82.84 -7.52 -82.84 6.95 109.34 130.46 176.78
112 multin_zz1000_61001_idxctrl_pv_rm_fnd 37.11 -1.11 -82.99 -7.68 -82.99 6.79 109.18 130.31 176.63
115 mt_961_use2013_best_save_rnk500_idxctrl 36.90 -1.31 -83.20 -7.88 -83.20 6.59 108.97 130.10 176.42
117 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 36.55 -1.66 -83.55 -8.23 -83.55 6.24 108.63 129.75 176.07
118 multin_zz1000_61002_idxctrl_pv_rm_fnd 36.25 -1.97 -83.85 -8.54 -83.85 5.94 108.32 129.45 175.77
119 multin_zz1000_61004_idxctrl_pv_rm_fnd 36.25 -1.97 -83.85 -8.54 -83.85 5.94 108.32 129.45 175.77
120 mt_962_use2018_last_save_rnk500_idxctrl 36.11 -2.10 -83.99 -8.67 -83.99 5.80 108.19 129.31 175.63
121 mt_962_use2023_last_save_rnk500_idxctrl 36.09 -2.13 -84.01 -8.70 -84.01 5.77 108.16 129.28 175.60
122 mt_962_use2022_last_save_rnk500_idxctrl 36.08 -2.14 -84.02 -8.71 -84.02 5.76 108.15 129.28 175.59
125 mt_962_use2011_best_save_rnk500_idxctrl 35.84 -2.37 -84.25 -8.94 -84.25 5.53 107.92 129.04 175.36
130 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 35.58 -2.63 -84.51 -9.20 -84.51 5.27 107.66 128.78 175.10
136 multin_zz1000_61001_idxctrl_top3800_pv 35.17 -3.05 -84.93 -9.62 -84.93 4.85 107.24 128.37 174.69
140 mt_962_use2010_last_save_rnk500_idxctrl 34.93 -3.28 -85.16 -9.85 -85.16 4.62 107.01 128.13 174.45
145 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 34.54 -3.67 -85.56 -10.24 -85.56 4.23 106.62 127.74 174.06
148 mt_962_use2016_best_save_rnk500_idxctrl 34.47 -3.75 -85.63 -10.32 -85.63 4.15 106.54 127.67 173.98
151 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 34.29 -3.93 -85.81 -10.50 -85.81 3.98 106.36 127.49 173.81
158 mt_962_use2008_best_save_rnk500_idxctrl 33.81 -4.40 -86.28 -10.97 -86.28 3.50 105.89 127.01 173.33
160 multin_zz1000_61001_idxctrl_pv_rm_blc 33.44 -4.78 -86.66 -11.35 -86.66 3.13 105.51 126.64 172.96
161 mt_962_use2019_last_save_rnk500_idxctrl 32.91 -5.31 -87.19 -11.88 -87.19 2.59 104.98 126.10 172.42
162 mt_962_use2008_last_save_rnk500_idxctrl 32.90 -5.32 -87.20 -11.89 -87.20 2.58 104.97 126.10 172.41
164 multin_zz1000_61002_idxctrl_pv_rm_blc 32.72 -5.50 -87.38 -12.07 -87.38 2.40 104.79 125.92 172.23
165 multin_zz1000_61004_idxctrl_pv_rm_blc 32.72 -5.50 -87.38 -12.07 -87.38 2.40 104.79 125.92 172.23
166 mt_962_use2010_best_save_rnk500_idxctrl 32.68 -5.53 -87.42 -12.10 -87.42 2.37 104.76 125.88 172.20
167 multin_zz1000_61002_idxctrl_50010002000_pv 32.64 -5.58 -87.46 -12.15 -87.46 2.32 104.71 125.84 172.15
168 mt_961_use2013_last_save_rnk500_idxctrl 32.60 -5.61 -87.49 -12.18 -87.49 2.29 104.68 125.80 172.12
171 mt_962_use2021_last_save_rnk500_idxctrl 32.55 -5.67 -87.55 -12.24 -87.55 2.23 104.62 125.75 172.07
185 mt_962_use2009_best_save_rnk500_idxctrl 31.85 -6.37 -88.25 -12.94 -88.25 1.54 103.92 125.05 171.37
186 multin_zz1000_61004_idxctrl_50010002000_pv 31.72 -6.50 -88.38 -13.07 -88.38 1.40 103.79 124.92 171.23
187 mt_962_use2009_last_save_rnk500_idxctrl 31.71 -6.51 -88.39 -13.08 -88.39 1.39 103.78 124.91 171.22
189 mt_962_use2020_best_save_rnk500_idxctrl 31.48 -6.74 -88.62 -13.31 -88.62 1.16 103.55 124.68 171.00
191 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 31.32 -6.89 -88.78 -13.47 -88.78 1.01 103.39 124.52 170.84
192 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 31.31 -6.91 -88.79 -13.48 -88.79 1.00 103.38 124.51 170.83
193 mt_962_use2022_best_save_rnk500_idxctrl 31.28 -6.93 -88.82 -13.50 -88.82 0.97 103.36 124.48 170.80
194 mt_962_use2023_best_save_rnk500_idxctrl 31.19 -7.03 -88.91 -13.60 -88.91 0.87 103.26 124.39 170.71
195 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 31.17 -7.05 -88.93 -13.62 -88.93 0.85 103.24 124.37 170.69
197 mt_962_use2021_best_save_rnk500_idxctrl 31.13 -7.09 -88.97 -13.66 -88.97 0.81 103.20 124.33 170.65
198 multin_zz1000_61001_idxctrl_pv 31.10 -7.11 -88.99 -13.68 -88.99 0.79 103.18 124.30 170.62
199 mt_962_use2018_best_save_rnk500_idxctrl 31.05 -7.16 -89.04 -13.73 -89.04 0.74 103.13 124.25 170.57
201 multin_zz1000_61002_idxctrl_top3800_pv 30.93 -7.28 -89.16 -13.85 -89.16 0.62 103.01 124.13 170.45
202 multin_zz1000_61004_idxctrl_top3800_pv 30.78 -7.43 -89.31 -14.00 -89.31 0.47 102.86 123.98 170.30
204 mt_962_use2013_last_save_rnk500_idxctrl 30.63 -7.58 -89.46 -14.15 -89.46 0.32 102.71 123.83 170.15
206 mt_961_use2008_best_save_rnk500_idxctrl 30.53 -7.69 -89.57 -14.26 -89.57 0.22 102.60 123.73 170.05
210 multin_zz1000_61002_idxctrl_pv 30.36 -7.86 -89.74 -14.43 -89.74 0.05 102.43 123.56 169.88
211 multin_zz1000_61004_idxctrl_pv 30.36 -7.86 -89.74 -14.43 -89.74 0.05 102.43 123.56 169.88
212 mt_961_use2015_best_save_rnk500_idxctrl 30.32 -7.89 -89.77 -14.46 -89.77 0.01 102.40 123.52 169.84
218 mt_961_use2008_last_save_rnk500_idxctrl 29.73 -8.48 -90.36 -15.05 -90.36 -0.58 101.81 122.93 169.25
219 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 29.71 -8.51 -90.39 -15.08 -90.39 -0.61 101.78 122.91 169.23
220 mt_962_use2011_last_save_rnk500_idxctrl 29.70 -8.51 -90.40 -15.08 -90.40 -0.61 101.78 122.90 169.22
221 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 29.67 -8.55 -90.43 -15.12 -90.43 -0.65 101.74 122.87 169.19
223 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 29.58 -8.63 -90.51 -15.20 -90.51 -0.73 101.66 122.78 169.10
224 mt_962_use2015_best_save_rnk500_idxctrl 29.28 -8.94 -90.82 -15.51 -90.82 -1.04 101.35 122.47 168.79
226 mt_961_use2012_best_save_rnk500_idxctrl 28.99 -9.23 -91.11 -15.80 -91.11 -1.33 101.06 122.19 168.51
227 mt_961_use2015_last_save_rnk500_idxctrl 28.88 -9.33 -91.22 -15.90 -91.22 -1.43 100.96 122.08 168.40
229 mt_962_use2020_last_save_rnk500_idxctrl 28.70 -9.52 -91.40 -16.09 -91.40 -1.61 100.77 121.90 168.22
231 mt_962_use2016_last_save_rnk500_idxctrl 28.61 -9.61 -91.49 -16.18 -91.49 -1.71 100.68 121.81 168.13
235 mt_961_use2017_last_save_rnk500_idxctrl 28.39 -9.83 -91.71 -16.40 -91.71 -1.92 100.46 121.59 167.91
236 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 28.35 -9.86 -91.75 -16.43 -91.75 -1.96 100.43 121.55 167.87
242 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 27.77 -10.44 -92.32 -17.01 -92.32 -2.54 99.85 120.97 167.29
243 mt_961_use2009_last_save_rnk500_idxctrl 27.48 -10.74 -92.62 -17.31 -92.62 -2.84 99.55 120.68 166.99
244 mt_962_use2015_last_save_rnk500_idxctrl 27.44 -10.78 -92.66 -17.35 -92.66 -2.88 99.51 120.64 166.95
246 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 27.33 -10.89 -92.77 -17.46 -92.77 -2.98 99.40 120.53 166.85
247 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 27.13 -11.09 -92.97 -17.66 -92.97 -3.19 99.20 120.33 166.65
248 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 27.03 -11.19 -93.07 -17.76 -93.07 -3.29 99.10 120.23 166.54
249 mt_962_use2019_best_save_rnk500_idxctrl 26.90 -11.32 -93.20 -17.89 -93.20 -3.42 98.97 120.10 166.42
253 mt_961_use2009_best_save_rnk500_idxctrl 26.61 -11.61 -93.49 -18.18 -93.49 -3.71 98.68 119.81 166.12
254 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 26.56 -11.65 -93.53 -18.22 -93.53 -3.75 98.64 119.76 166.08
256 mt_962_use2017_best_save_rnk500_idxctrl 26.42 -11.80 -93.68 -18.37 -93.68 -3.90 98.49 119.62 165.93
259 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 26.30 -11.92 -93.80 -18.49 -93.80 -4.02 98.37 119.50 165.82
261 mt_961_use2012_last_save_rnk500_idxctrl 25.94 -12.28 -94.16 -18.85 -94.16 -4.37 98.01 119.14 165.46
264 mt_961_use2022_last_save_rnk500_idxctrl 25.64 -12.57 -94.46 -19.14 -94.46 -4.67 97.72 118.84 165.16
265 mt_962_use2024_last_save_rnk500_idxctrl 25.61 -12.60 -94.49 -19.17 -94.49 -4.70 97.69 118.81 165.13
269 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 25.22 -13.00 -94.88 -19.57 -94.88 -5.10 97.29 118.41 164.73
270 mt_962_use2013_best_save_rnk500_idxctrl 25.05 -13.16 -95.05 -19.73 -95.05 -5.26 97.13 118.25 164.57
273 mt_962_use2017_last_save_rnk500_idxctrl 24.95 -13.27 -95.15 -19.84 -95.15 -5.37 97.02 118.15 164.47
278 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 24.25 -13.97 -95.85 -20.54 -95.85 -6.07 96.32 117.45 163.77
279 mt_962_use2012_best_save_rnk500_idxctrl 24.18 -14.03 -95.92 -20.60 -95.92 -6.13 96.26 117.38 163.70
280 multin_zz1000_61001_idxctrl_zz1000_pv 24.01 -14.21 -96.09 -20.78 -96.09 -6.31 96.08 117.21 163.52
281 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 23.94 -14.28 -96.16 -20.85 -96.16 -6.37 96.01 117.14 163.46
285 multin_zz1000_61002_idxctrl_zz1000_pv 23.91 -14.31 -96.19 -20.88 -96.19 -6.40 95.98 117.11 163.43
286 mt_961_use2014_last_save_rnk500_idxctrl 23.83 -14.38 -96.26 -20.95 -96.26 -6.48 95.91 117.03 163.35
288 mt_961_use2010_best_save_rnk500_idxctrl 23.73 -14.49 -96.37 -21.06 -96.37 -6.59 95.80 116.93 163.25
289 multin_zz1000_61004_idxctrl_zz1000_pv 23.72 -14.50 -96.38 -21.07 -96.38 -6.60 95.79 116.92 163.24
291 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 23.65 -14.57 -96.45 -21.14 -96.45 -6.67 95.72 116.85 163.17
292 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 23.51 -14.70 -96.58 -21.27 -96.58 -6.80 95.59 116.71 163.03
294 mt_961_use2023_best_save_rnk500_idxctrl 23.09 -15.12 -97.01 -21.69 -97.01 -7.22 95.16 116.29 162.61
295 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 22.83 -15.39 -97.27 -21.96 -97.27 -7.49 94.90 116.03 162.35
298 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 22.73 -15.49 -97.37 -22.06 -97.37 -7.59 94.80 115.93 162.25
300 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 22.49 -15.73 -97.61 -22.30 -97.61 -7.83 94.56 115.68 162.00
313 mt_962_use2024_best_save_rnk500_idxctrl 20.75 -17.47 -99.35 -24.04 -99.35 -9.57 92.82 113.95 160.27
331 mt_961_use2024_best_save_rnk500_idxctrl 19.10 -19.12 -101.00 -25.69 -101.00 -11.22 91.17 112.30 158.62
333 mt_961_use2024_last_save_rnk500_idxctrl 19.05 -19.17 -101.05 -25.74 -101.05 -11.27 91.12 112.25 158.56
350 mt_961_use2023_last_save_rnk500_idxctrl 17.95 -20.27 -102.15 -26.84 -102.15 -12.37 90.02 111.15 157.47
363 mt_961_use2011_last_save_rnk500_idxctrl 16.98 -21.23 -103.11 -27.80 -103.11 -13.33 89.06 110.18 156.50
365 mt_961_use2010_last_save_rnk500_idxctrl 16.78 -21.44 -103.32 -28.01 -103.32 -13.54 88.85 109.98 156.29
397 mt_961_use2014_best_save_rnk500_idxctrl 14.21 -24.01 -105.89 -30.58 -105.89 -16.11 86.28 107.41 153.72
409 mt_961_use2011_best_save_rnk500_idxctrl 12.21 -26.01 -107.89 -32.58 -107.89 -18.11 84.28 105.41 151.72
410 mt_962_use2012_last_save_rnk500_idxctrl 12.19 -26.03 -107.91 -32.60 -107.91 -18.12 84.26 105.39 151.71
451 mt_962_use2014_last_save_rnk500_idxctrl 4.63 -33.59 -115.47 -40.16 -115.47 -25.69 76.70 97.83 144.14
474 mt_962_use2014_best_save_rnk500_idxctrl 0.23 -37.98 -119.86 -44.55 -119.86 -30.08 72.31 93.43 139.75