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_20250527_151526
223 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 67.05 61.24 32.61 82.10 32.61 -1.61 19.37 51.15 63.24
224 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 66.86 61.05 32.42 81.91 32.42 -1.80 19.18 50.96 63.05
226 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 66.57 60.76 32.13 81.62 32.13 -2.09 18.90 50.67 62.76
227 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 66.48 60.67 32.04 81.53 32.04 -2.18 18.80 50.58 62.67
240 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 63.46 57.65 29.02 78.51 29.02 -5.20 15.79 47.56 59.65
241 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 63.27 57.47 28.84 78.32 28.83 -5.39 15.60 47.38 59.47
242 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 62.99 57.18 28.55 78.04 28.55 -5.67 15.32 47.09 59.18
243 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 62.92 57.12 28.49 77.97 28.48 -5.74 15.25 47.03 59.12
245 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 62.20 56.40 27.77 77.25 27.76 -6.46 14.53 46.31 58.40
254 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 60.62 54.82 26.19 75.67 26.18 -8.04 12.95 44.73 56.82
263 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 58.55 52.74 24.11 73.60 24.11 -10.11 10.87 42.65 54.74
275 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 56.94 51.13 22.50 71.98 22.50 -11.73 9.26 41.04 53.13
283 mt_962_use2008_last_save_rnk500_idxctrl 54.10 48.29 19.66 69.15 19.66 -14.56 6.43 38.20 50.29
287 mt_962_use2008_best_save_rnk500_idxctrl 53.63 47.82 19.19 68.68 19.19 -15.03 5.96 37.73 49.82
288 mt_961_use2016_best_save_rnk500_idxctrl 53.38 47.58 18.95 68.43 18.94 -15.28 5.71 37.48 49.57
296 mt_962_use2009_last_save_rnk500_idxctrl 50.57 44.76 16.13 65.61 16.13 -18.10 2.89 34.67 46.76
297 mt_962_use2009_best_save_rnk500_idxctrl 50.51 44.71 16.08 65.56 16.08 -18.15 2.84 34.62 46.71
303 mt_962_use2011_best_save_rnk500_idxctrl 49.57 43.77 15.14 64.62 15.13 -19.09 1.90 33.67 45.76
309 mt_961_use2008_last_save_rnk500_idxctrl 47.82 42.01 13.38 62.87 13.38 -20.85 0.14 31.92 44.01
314 multin_zz1000_61002_idxctrl_50010002000_pv 46.79 40.98 12.35 61.84 12.35 -21.87 -0.89 30.89 42.98
315 multin_zz1000_61002_idxctrl_top3800_pv 46.40 40.59 11.96 61.45 11.96 -22.26 -1.28 30.50 42.59
317 multin_zz1000_61004_idxctrl_50010002000_pv 46.28 40.48 11.84 61.33 11.84 -22.38 -1.39 30.38 42.47
319 mt_961_use2008_best_save_rnk500_idxctrl 46.21 40.41 11.78 61.26 11.77 -22.45 -1.46 30.32 42.41
320 multin_zz1000_61004_idxctrl_top3800_pv 46.18 40.37 11.74 61.23 11.74 -22.48 -1.49 30.28 42.37
323 mt_961_use2016_last_save_rnk500_idxctrl 45.16 39.35 10.72 60.21 10.72 -23.51 -2.52 29.26 41.35
329 mt_961_use2017_best_save_rnk500_idxctrl 43.73 37.93 9.29 58.78 9.29 -24.93 -3.94 27.83 39.92
334 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 41.91 36.11 7.48 56.96 7.48 -26.75 -5.76 26.02 38.11
335 mt_962_use2010_best_save_rnk500_idxctrl 41.64 35.84 7.21 56.69 7.20 -27.02 -6.03 25.74 37.83
336 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 41.58 35.78 7.15 56.63 7.15 -27.08 -6.09 25.69 37.78
338 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 41.39 35.58 6.95 56.44 6.95 -27.27 -6.29 25.49 37.58
339 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 41.35 35.54 6.91 56.40 6.91 -27.32 -6.33 25.45 37.54
342 mt_961_use2023_best_save_rnk500_idxctrl 41.08 35.27 6.64 56.13 6.64 -27.58 -6.59 25.18 37.27
343 mt_962_use2018_last_save_rnk500_idxctrl 40.93 35.13 6.49 55.98 6.49 -27.73 -6.74 25.03 37.12
344 mt_961_use2018_last_save_rnk500_idxctrl 40.90 35.10 6.47 55.95 6.46 -27.76 -6.77 25.01 37.10
345 mt_961_use2018_best_save_rnk500_idxctrl 40.90 35.10 6.47 55.95 6.46 -27.76 -6.77 25.01 37.10
346 mt_962_use2011_last_save_rnk500_idxctrl 40.68 34.88 6.25 55.73 6.25 -27.98 -6.99 24.79 36.88
349 multin_zz1000_61001_idxctrl_50010002000_pv 40.30 34.49 5.86 55.35 5.86 -28.36 -7.37 24.40 36.49
352 multin_zz1000_61001_idxctrl_top3800_pv 39.46 33.66 5.03 54.51 5.03 -29.20 -8.21 23.57 35.66
354 mt_962_use2016_best_save_rnk500_idxctrl 38.71 32.91 4.28 53.76 4.27 -29.95 -8.96 22.81 34.90
358 mt_961_use2009_last_save_rnk500_idxctrl 37.83 32.03 3.39 52.88 3.39 -30.83 -9.84 21.93 34.02
364 mt_961_use2012_best_save_rnk500_idxctrl 36.84 31.03 2.40 51.89 2.40 -31.82 -10.83 20.94 33.03
369 mt_961_use2012_last_save_rnk500_idxctrl 35.85 30.04 1.41 50.90 1.41 -32.81 -11.83 19.95 32.04
370 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 35.52 29.71 1.08 50.57 1.08 -33.14 -12.16 19.62 31.71
371 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 34.95 29.14 0.51 50.00 0.51 -33.71 -12.72 19.05 31.14
372 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 34.90 29.10 0.47 49.95 0.46 -33.76 -12.77 19.00 31.10
373 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 34.69 28.88 0.25 49.74 0.25 -33.97 -12.99 18.79 30.88
374 mt_961_use2014_last_save_rnk500_idxctrl 34.51 28.70 0.07 49.56 0.07 -34.16 -13.17 18.61 30.70
376 mt_961_use2009_best_save_rnk500_idxctrl 33.88 28.07 -0.56 48.93 -0.56 -34.78 -13.80 17.98 30.07
378 mt_961_use2011_last_save_rnk500_idxctrl 33.27 27.46 -1.17 48.32 -1.17 -35.40 -14.41 17.37 29.46
379 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 33.24 27.44 -1.19 48.29 -1.20 -35.42 -14.43 17.35 29.44
380 mt_961_use2017_last_save_rnk500_idxctrl 33.05 27.25 -1.38 48.10 -1.39 -35.61 -14.62 17.16 29.25
381 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 32.97 27.17 -1.46 48.02 -1.47 -35.69 -14.70 17.08 29.17
382 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 32.79 26.98 -1.65 47.84 -1.65 -35.87 -14.88 16.89 28.98
383 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 32.77 26.97 -1.66 47.82 -1.66 -35.89 -14.90 16.88 28.97
384 mt_962_use2010_last_save_rnk500_idxctrl 32.65 26.84 -1.79 47.70 -1.79 -36.01 -15.03 16.75 28.84
385 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 32.65 26.84 -1.79 47.70 -1.79 -36.01 -15.02 16.75 28.84
386 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 32.40 26.59 -2.04 47.45 -2.04 -36.26 -15.28 16.50 28.59
387 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 32.31 26.51 -2.13 47.36 -2.13 -36.35 -15.36 16.41 28.50
388 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 32.22 26.42 -2.21 47.27 -2.22 -36.44 -15.45 16.32 28.41
389 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 32.18 26.37 -2.26 47.23 -2.26 -36.48 -15.50 16.28 28.37
390 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 31.11 25.30 -3.33 46.16 -3.33 -37.55 -16.56 15.21 27.30
395 mt_961_use2010_best_save_rnk500_idxctrl 30.11 24.30 -4.33 45.16 -4.33 -38.56 -17.57 14.21 26.30
398 mt_961_use2013_last_save_rnk500_idxctrl 29.25 23.44 -5.19 44.30 -5.19 -39.41 -18.42 13.35 25.44
399 multin_zz1000_61002_idxctrl_pv_rm_fnd 27.87 22.06 -6.57 42.92 -6.57 -40.80 -19.81 11.97 24.06
400 multin_zz1000_61004_idxctrl_pv_rm_fnd 27.87 22.06 -6.57 42.92 -6.57 -40.80 -19.81 11.97 24.06
401 mt_962_use2013_last_save_rnk500_idxctrl 27.51 21.70 -6.93 42.56 -6.93 -41.15 -20.17 11.61 23.70
402 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 27.31 21.50 -7.13 42.36 -7.13 -41.35 -20.37 11.41 23.50
403 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 27.31 21.50 -7.13 42.36 -7.13 -41.35 -20.37 11.41 23.50
404 multin_zz1000_61001_idxctrl_pv_rm_fnd 27.12 21.32 -7.31 42.17 -7.32 -41.54 -20.55 11.23 23.32
406 mt_962_use2012_last_save_rnk500_idxctrl 26.96 21.16 -7.47 42.01 -7.47 -41.70 -20.71 11.07 23.16
407 mt_961_use2023_last_save_rnk500_idxctrl 26.84 21.03 -7.60 41.89 -7.60 -41.82 -20.84 10.94 23.03
408 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 26.64 20.84 -7.80 41.69 -7.80 -42.02 -21.03 10.74 22.83
409 mt_962_use2013_best_save_rnk500_idxctrl 26.58 20.77 -7.86 41.63 -7.86 -42.08 -21.10 10.68 22.77
412 mt_961_use2015_best_save_rnk500_idxctrl 26.10 20.29 -8.34 41.15 -8.34 -42.56 -21.58 10.20 22.29
414 mt_962_use2016_last_save_rnk500_idxctrl 24.96 19.15 -9.48 40.01 -9.48 -43.70 -22.72 9.06 21.15
416 mt_961_use2015_last_save_rnk500_idxctrl 24.45 18.64 -9.99 39.50 -9.99 -44.22 -23.23 8.55 20.64
418 multin_zz500_61004_idxctrl_zz500_pv 23.33 17.53 -11.10 38.38 -11.11 -45.33 -24.34 7.44 19.53
421 multin_zz500_61002_idxctrl_zz500_pv 23.03 17.23 -11.40 38.08 -11.41 -45.63 -24.64 7.13 19.22
422 mt_962_use2018_best_save_rnk500_idxctrl 22.86 17.05 -11.58 37.91 -11.58 -45.80 -24.82 6.96 19.05
423 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 22.28 16.47 -12.16 37.33 -12.16 -46.38 -25.40 6.38 18.47
424 multin_zz1000_61004_idxctrl_zz1000_pv 22.27 16.46 -12.17 37.32 -12.17 -46.40 -25.41 6.37 18.46
425 multin_zz1000_61002_idxctrl_zz1000_pv 21.99 16.18 -12.45 37.04 -12.45 -46.67 -25.69 6.09 18.18
426 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 21.97 16.16 -12.47 37.02 -12.47 -46.69 -25.71 6.07 18.16
427 multin_zz500_61001_idxctrl_zz500_pv 21.93 16.12 -12.51 36.98 -12.51 -46.73 -25.74 6.03 18.12
429 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 21.69 15.88 -12.75 36.74 -12.75 -46.97 -25.99 5.79 17.88
430 multin_zz1000_61001_idxctrl_zz1000_pv 21.64 15.83 -12.80 36.69 -12.80 -47.02 -26.04 5.74 17.83
431 mt_962_use2015_last_save_rnk500_idxctrl 21.61 15.81 -12.82 36.66 -12.83 -47.05 -26.06 5.72 17.81
432 mt_962_use2023_last_save_rnk500_idxctrl 21.17 15.36 -13.27 36.22 -13.27 -47.49 -26.51 5.27 17.36
434 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 21.03 15.22 -13.41 36.08 -13.41 -47.64 -26.65 5.13 17.22
435 mt_962_use2012_best_save_rnk500_idxctrl 20.81 15.01 -13.62 35.86 -13.62 -47.85 -26.86 4.92 17.01
436 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 20.69 14.88 -13.75 35.74 -13.75 -47.98 -26.99 4.79 16.88
437 mt_961_use2011_best_save_rnk500_idxctrl 20.47 14.67 -13.96 35.52 -13.97 -48.19 -27.20 4.58 16.67
438 mt_962_use2023_best_save_rnk500_idxctrl 20.27 14.47 -14.17 35.32 -14.17 -48.39 -27.40 4.37 16.46
439 mt_961_use2014_best_save_rnk500_idxctrl 20.05 14.24 -14.39 35.10 -14.39 -48.61 -27.63 4.15 16.24
440 mt_961_use2021_last_save_rnk500_idxctrl 19.91 14.10 -14.53 34.96 -14.53 -48.75 -27.77 4.01 16.10
441 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 19.55 13.74 -14.89 34.60 -14.89 -49.11 -28.13 3.65 15.74
446 mt_962_use2014_last_save_rnk500_idxctrl 18.16 12.35 -16.28 33.21 -16.28 -50.50 -29.52 2.26 14.35
447 multin_zz1000_61002_idxctrl_pv 17.50 11.70 -16.93 32.55 -16.93 -51.16 -30.17 1.61 13.70
448 multin_zz1000_61004_idxctrl_pv 17.50 11.70 -16.93 32.55 -16.93 -51.16 -30.17 1.61 13.70
449 multin_zz1000_61002_idxctrl_pv_rm_blc 16.99 11.18 -17.45 32.04 -17.45 -51.67 -30.69 1.09 13.18
450 multin_zz1000_61004_idxctrl_pv_rm_blc 16.99 11.18 -17.45 32.04 -17.45 -51.67 -30.69 1.09 13.18
451 multin_zz1000_61001_idxctrl_pv 16.91 11.11 -17.52 31.96 -17.53 -51.75 -30.76 1.01 13.10
453 multin_zz1000_61001_idxctrl_pv_rm_blc 16.44 10.64 -17.99 31.49 -18.00 -52.22 -31.23 0.55 12.64
455 mt_961_use2010_last_save_rnk500_idxctrl 16.24 10.43 -18.20 31.29 -18.20 -52.42 -31.44 0.34 12.43
459 mt_962_use2017_last_save_rnk500_idxctrl 14.74 8.94 -19.69 29.79 -19.69 -53.92 -32.93 -1.15 10.94
461 mt_962_use2017_best_save_rnk500_idxctrl 14.01 8.20 -20.43 29.06 -20.43 -54.66 -33.67 -1.89 10.20
465 mt_961_use2019_last_save_rnk500_idxctrl 11.03 5.23 -23.40 26.08 -23.40 -57.63 -36.64 -4.86 7.23
468 mt_961_use2022_best_save_rnk500_idxctrl 9.92 4.11 -24.52 24.96 -24.52 -58.75 -37.76 -5.98 6.11
471 mt_962_use2014_best_save_rnk500_idxctrl 9.64 3.84 -24.79 24.69 -24.79 -59.02 -38.03 -6.25 5.84
479 mt_961_use2019_best_save_rnk500_idxctrl 4.16 -1.65 -30.28 19.21 -30.28 -64.50 -43.51 -11.74 0.35
480 mt_961_use2022_last_save_rnk500_idxctrl 3.78 -2.03 -30.66 18.83 -30.66 -64.89 -43.90 -12.12 -0.03
485 mt_962_use2019_best_save_rnk500_idxctrl 2.19 -3.62 -32.25 17.23 -32.25 -66.48 -45.49 -13.71 -1.62
487 mt_962_use2021_last_save_rnk500_idxctrl 0.48 -5.32 -33.96 15.53 -33.96 -68.18 -47.19 -15.42 -3.33
490 mt_962_use2022_last_save_rnk500_idxctrl -0.64 -6.44 -35.07 14.41 -35.07 -69.30 -48.31 -16.53 -4.44
491 mt_962_use2024_best_save_rnk500_idxctrl -1.56 -7.36 -36.00 13.49 -36.00 -70.22 -49.23 -17.46 -5.37
492 mt_961_use2013_best_save_rnk500_idxctrl -2.32 -8.13 -36.76 12.73 -36.76 -70.99 -50.00 -18.22 -6.13
495 mt_962_use2019_last_save_rnk500_idxctrl -3.37 -9.17 -37.80 11.68 -37.80 -72.03 -51.04 -19.26 -7.17
496 mt_962_use2021_best_save_rnk500_idxctrl -3.74 -9.54 -38.17 11.31 -38.17 -72.40 -51.41 -19.63 -7.54
497 mt_961_use2021_best_save_rnk500_idxctrl -4.19 -10.00 -38.63 10.86 -38.63 -72.86 -51.87 -20.09 -8.00
498 mt_961_use2020_best_save_rnk500_idxctrl -4.95 -10.75 -39.38 10.10 -39.39 -73.61 -52.62 -20.85 -8.76
500 mt_961_use2020_last_save_rnk500_idxctrl -5.54 -11.34 -39.97 9.51 -39.97 -74.20 -53.21 -21.43 -9.34
505 mt_962_use2020_last_save_rnk500_idxctrl -8.52 -14.33 -42.96 6.53 -42.96 -77.19 -56.20 -24.42 -12.33
507 mt_962_use2015_best_save_rnk500_idxctrl -10.29 -16.09 -44.72 4.76 -44.72 -78.95 -57.96 -26.18 -14.09
511 mt_962_use2024_last_save_rnk500_idxctrl -14.25 -20.06 -48.69 0.79 -48.69 -82.92 -61.93 -30.15 -18.06
518 mt_961_use2024_last_save_rnk500_idxctrl -24.70 -30.51 -59.14 -9.65 -59.14 -93.36 -72.38 -40.60 -28.51
519 mt_962_use2022_best_save_rnk500_idxctrl -27.53 -33.34 -61.97 -12.48 -61.97 -96.19 -75.21 -43.43 -31.34
520 mt_962_use2020_best_save_rnk500_idxctrl -32.82 -38.63 -67.26 -17.77 -67.26 -101.48 -80.50 -48.72 -36.63
521 mt_961_use2024_best_save_rnk500_idxctrl -32.95 -38.76 -67.39 -17.91 -67.39 -101.62 -80.63 -48.85 -36.76