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_20250528_151550
27 mt_961_use2023_best_save_rnk500_idxctrl 48.62 35.38 10.30 15.61 10.30 63.52 181.21 163.49 181.08
34 mt_961_use2022_last_save_rnk500_idxctrl 47.68 34.44 9.37 14.67 9.36 62.58 180.27 162.56 180.14
36 mt_961_use2019_best_save_rnk500_idxctrl 47.41 34.17 9.09 14.40 9.09 62.31 180.00 162.29 179.87
39 mt_961_use2022_best_save_rnk500_idxctrl 47.11 33.87 8.79 14.10 8.79 62.01 179.70 161.99 179.57
47 mt_961_use2024_best_save_rnk500_idxctrl 45.09 31.86 6.78 12.09 6.77 59.99 177.68 159.97 177.55
58 mt_961_use2024_last_save_rnk500_idxctrl 41.95 28.72 3.64 8.95 3.64 56.85 174.54 156.83 174.41
59 mt_961_use2017_best_save_rnk500_idxctrl 41.43 28.19 3.11 8.42 3.11 56.33 174.02 156.31 173.89
67 mt_961_use2019_last_save_rnk500_idxctrl 37.97 24.73 -0.35 4.96 -0.35 52.87 170.56 152.85 170.43
73 mt_961_use2021_last_save_rnk500_idxctrl 36.59 23.35 -1.73 3.58 -1.73 51.49 169.18 151.46 169.05
77 mt_961_use2020_last_save_rnk500_idxctrl 36.11 22.87 -2.21 3.10 -2.21 51.01 168.70 150.99 168.57
80 mt_961_use2020_best_save_rnk500_idxctrl 35.57 22.34 -2.74 2.57 -2.74 50.47 168.16 150.45 168.03
86 mt_961_use2017_last_save_rnk500_idxctrl 33.81 20.58 -4.50 0.81 -4.50 48.71 166.40 148.69 166.27
88 mt_961_use2023_last_save_rnk500_idxctrl 33.23 20.00 -5.08 0.23 -5.08 48.13 165.82 148.11 165.69
91 mt_961_use2018_best_save_rnk500_idxctrl 32.85 19.61 -5.47 -0.16 -5.47 47.74 165.44 147.72 165.31
98 mt_962_use2022_best_save_rnk500_idxctrl 31.98 18.75 -6.33 -1.03 -6.34 46.88 164.57 146.86 164.44
99 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 31.81 18.57 -6.51 -1.20 -6.51 46.71 164.40 146.68 164.27
114 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 30.57 17.33 -7.75 -2.44 -7.75 45.46 163.16 145.44 163.03
117 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 30.39 17.15 -7.93 -2.62 -7.93 45.29 162.98 145.27 162.85
123 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 29.54 16.31 -8.77 -3.46 -8.78 44.44 162.13 144.42 162.00
127 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 29.11 15.87 -9.20 -3.90 -9.21 44.01 161.70 143.99 161.57
135 mt_962_use2024_last_save_rnk500_idxctrl 28.18 14.94 -10.14 -4.83 -10.14 43.07 160.77 143.05 160.64
136 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 28.12 14.88 -10.20 -4.89 -10.20 43.01 160.71 142.99 160.58
137 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 28.01 14.78 -10.30 -5.00 -10.31 42.91 160.60 142.89 160.47
145 mt_961_use2018_last_save_rnk500_idxctrl 27.12 13.89 -11.19 -5.88 -11.19 42.02 159.71 142.00 159.58
146 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 26.94 13.70 -11.37 -6.07 -11.38 41.84 159.53 141.82 159.40
147 multin_zz500_61001_idxctrl_zz500_pv 26.84 13.60 -11.48 -6.17 -11.48 41.74 159.43 141.71 159.30
152 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 26.06 12.82 -12.26 -6.95 -12.26 40.96 158.65 140.94 158.52
153 mt_962_use2022_last_save_rnk500_idxctrl 26.04 12.80 -12.28 -6.97 -12.28 40.94 158.63 140.91 158.50
155 multin_zz500_61004_idxctrl_zz500_pv 25.82 12.58 -12.50 -7.19 -12.50 40.72 158.41 140.69 158.28
160 multin_zz500_61002_idxctrl_zz500_pv 24.99 11.75 -13.33 -8.02 -13.33 39.89 157.58 139.86 157.45
169 mt_962_use2024_best_save_rnk500_idxctrl 23.32 10.08 -14.99 -9.69 -15.00 38.22 155.91 138.20 155.78
171 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 22.78 9.54 -15.54 -10.23 -15.54 37.68 155.37 137.66 155.24
172 mt_961_use2021_best_save_rnk500_idxctrl 22.72 9.48 -15.60 -10.29 -15.60 37.62 155.31 137.60 155.18
173 mt_962_use2020_last_save_rnk500_idxctrl 22.52 9.28 -15.80 -10.49 -15.80 37.42 155.11 137.40 154.98
184 multin_zz1000_61001_idxctrl_pv_rm_fnd 21.89 8.65 -16.43 -11.12 -16.43 36.79 154.48 136.76 154.35
185 mt_962_use2020_best_save_rnk500_idxctrl 21.88 8.64 -16.44 -11.13 -16.44 36.78 154.47 136.76 154.34
186 mt_962_use2023_best_save_rnk500_idxctrl 21.85 8.61 -16.47 -11.16 -16.47 36.74 154.44 136.72 154.31
188 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 21.51 8.28 -16.80 -11.50 -16.81 36.41 154.10 136.39 153.97
189 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 21.51 8.28 -16.80 -11.50 -16.81 36.41 154.10 136.39 153.97
190 mt_962_use2021_last_save_rnk500_idxctrl 21.37 8.14 -16.94 -11.64 -16.95 36.27 153.96 136.25 153.83
197 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 20.64 7.41 -17.67 -12.36 -17.67 35.54 153.23 135.52 153.10
198 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 20.61 7.37 -17.71 -12.40 -17.71 35.51 153.20 135.48 153.07
199 multin_zz1000_61004_idxctrl_pv_rm_fnd 20.59 7.35 -17.73 -12.42 -17.73 35.49 153.18 135.47 153.05
200 multin_zz1000_61002_idxctrl_pv_rm_fnd 20.59 7.35 -17.73 -12.42 -17.73 35.49 153.18 135.47 153.05
201 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 20.39 7.16 -17.92 -12.61 -17.92 35.29 152.98 135.27 152.85
202 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 20.36 7.12 -17.96 -12.65 -17.96 35.26 152.95 135.24 152.82
203 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 20.33 7.09 -17.99 -12.68 -17.99 35.23 152.92 135.21 152.79
206 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 20.08 6.85 -18.23 -12.92 -18.24 34.98 152.67 134.96 152.54
208 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 19.97 6.73 -18.35 -13.04 -18.35 34.87 152.56 134.84 152.43
209 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 19.91 6.67 -18.41 -13.10 -18.41 34.81 152.50 134.78 152.37
212 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 19.29 6.05 -19.03 -13.72 -19.03 34.19 151.88 134.16 151.75
213 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 19.10 5.86 -19.22 -13.91 -19.22 34.00 151.69 133.97 151.56
216 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 18.98 5.75 -19.33 -14.03 -19.34 33.88 151.57 133.86 151.44
217 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 18.96 5.73 -19.35 -14.04 -19.35 33.86 151.55 133.84 151.42
220 multin_zz1000_61001_idxctrl_pv_rm_blc 18.75 5.51 -19.57 -14.26 -19.57 33.65 151.34 133.63 151.21
225 multin_zz1000_61001_idxctrl_pv 17.87 4.63 -20.45 -15.14 -20.45 32.76 150.46 132.74 150.33
230 multin_zz1000_61002_idxctrl_pv_rm_blc 17.55 4.31 -20.77 -15.46 -20.77 32.45 150.14 132.43 150.01
231 multin_zz1000_61004_idxctrl_pv_rm_blc 17.55 4.31 -20.77 -15.46 -20.77 32.45 150.14 132.43 150.01
233 mt_962_use2018_last_save_rnk500_idxctrl 17.45 4.21 -20.87 -15.56 -20.87 32.34 150.04 132.32 149.91
235 mt_962_use2021_best_save_rnk500_idxctrl 17.27 4.04 -21.04 -15.74 -21.05 32.17 149.86 132.15 149.73
246 multin_zz1000_61004_idxctrl_pv 16.66 3.42 -21.66 -16.35 -21.66 31.55 149.24 131.53 149.12
247 multin_zz1000_61002_idxctrl_pv 16.66 3.42 -21.66 -16.35 -21.66 31.55 149.24 131.53 149.12
258 mt_962_use2023_last_save_rnk500_idxctrl 15.80 2.57 -22.51 -17.20 -22.51 30.70 148.39 130.68 148.26
265 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 15.21 1.98 -23.10 -17.79 -23.11 30.11 147.80 130.09 147.67
268 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 15.03 1.79 -23.29 -17.98 -23.29 29.93 147.62 129.90 147.49
269 mt_962_use2015_best_save_rnk500_idxctrl 14.98 1.74 -23.34 -18.03 -23.34 29.88 147.57 129.85 147.44
275 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 14.32 1.08 -24.00 -18.69 -24.00 29.21 146.91 129.19 146.78
276 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 14.32 1.08 -24.00 -18.69 -24.00 29.21 146.91 129.19 146.78
279 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 14.06 0.82 -24.26 -18.95 -24.26 28.96 146.65 128.93 146.52
282 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 13.40 0.16 -24.92 -19.61 -24.92 28.30 145.99 128.28 145.86
284 mt_962_use2019_last_save_rnk500_idxctrl 13.31 0.07 -25.01 -19.70 -25.01 28.21 145.90 128.19 145.77
290 mt_961_use2013_best_save_rnk500_idxctrl 12.51 -0.73 -25.81 -20.50 -25.81 27.41 145.10 127.38 144.97
295 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 12.04 -1.20 -26.28 -20.97 -26.28 26.94 144.63 126.91 144.50
296 mt_962_use2017_last_save_rnk500_idxctrl 11.79 -1.45 -26.53 -21.22 -26.53 26.69 144.38 126.66 144.25
298 mt_961_use2016_best_save_rnk500_idxctrl 11.56 -1.68 -26.76 -21.45 -26.76 26.46 144.15 126.43 144.02
299 mt_962_use2008_last_save_rnk500_idxctrl 11.48 -1.76 -26.84 -21.53 -26.84 26.38 144.07 126.35 143.94
300 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 11.25 -1.99 -27.07 -21.76 -27.07 26.15 143.84 126.13 143.71
302 mt_961_use2014_last_save_rnk500_idxctrl 10.98 -2.26 -27.34 -22.03 -27.34 25.88 143.57 125.86 143.44
304 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 10.75 -2.49 -27.57 -22.26 -27.57 25.64 143.34 125.62 143.21
306 mt_961_use2008_last_save_rnk500_idxctrl 10.69 -2.55 -27.63 -22.32 -27.63 25.59 143.28 125.57 143.15
307 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 10.59 -2.64 -27.72 -22.42 -27.73 25.49 143.18 125.47 143.05
309 multin_zz1000_61002_idxctrl_top3800_pv 10.38 -2.85 -27.93 -22.63 -27.94 25.28 142.97 125.26 142.84
310 mt_961_use2014_best_save_rnk500_idxctrl 10.26 -2.98 -28.06 -22.75 -28.06 25.16 142.85 125.14 142.72
313 mt_961_use2011_last_save_rnk500_idxctrl 9.90 -3.33 -28.41 -23.11 -28.42 24.80 142.49 124.78 142.36
314 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 9.79 -3.44 -28.52 -23.21 -28.52 24.69 142.38 124.67 142.25
316 mt_961_use2008_best_save_rnk500_idxctrl 9.72 -3.52 -28.60 -23.29 -28.60 24.62 142.31 124.59 142.18
317 mt_962_use2008_best_save_rnk500_idxctrl 9.72 -3.51 -28.59 -23.28 -28.59 24.62 142.31 124.60 142.18
318 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 9.71 -3.52 -28.60 -23.29 -28.60 24.61 142.30 124.59 142.17
319 multin_zz1000_61002_idxctrl_50010002000_pv 9.68 -3.56 -28.64 -23.33 -28.64 24.58 142.27 124.55 142.14
320 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 9.33 -3.91 -28.99 -23.68 -28.99 24.23 141.92 124.20 141.79
321 multin_zz1000_61004_idxctrl_50010002000_pv 9.32 -3.92 -29.00 -23.69 -29.00 24.22 141.91 124.20 141.78
324 mt_962_use2016_best_save_rnk500_idxctrl 9.13 -4.11 -29.19 -23.88 -29.19 24.02 141.72 124.00 141.59
325 multin_zz1000_61004_idxctrl_top3800_pv 9.13 -4.11 -29.19 -23.88 -29.19 24.03 141.72 124.00 141.59
328 mt_962_use2017_best_save_rnk500_idxctrl 8.96 -4.28 -29.36 -24.05 -29.36 23.86 141.55 123.83 141.42
329 multin_zz1000_61001_idxctrl_zz1000_pv 8.86 -4.38 -29.46 -24.15 -29.46 23.76 141.45 123.74 141.32
330 multin_zz1000_61004_idxctrl_zz1000_pv 8.85 -4.39 -29.46 -24.16 -29.47 23.75 141.44 123.73 141.31
332 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 8.80 -4.43 -29.51 -24.21 -29.52 23.70 141.39 123.68 141.26
333 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 8.64 -4.60 -29.68 -24.37 -29.68 23.54 141.23 123.52 141.10
339 multin_zz1000_61002_idxctrl_zz1000_pv 8.43 -4.81 -29.89 -24.58 -29.89 23.33 141.02 123.30 140.89
346 multin_zz1000_61001_idxctrl_50010002000_pv 7.43 -5.81 -30.89 -25.58 -30.89 22.33 140.02 122.31 139.89
347 multin_zz1000_61001_idxctrl_top3800_pv 7.28 -5.96 -31.04 -25.73 -31.04 22.17 139.87 122.15 139.74
349 mt_961_use2011_best_save_rnk500_idxctrl 7.08 -6.16 -31.24 -25.93 -31.24 21.98 139.67 121.95 139.54
351 mt_961_use2013_last_save_rnk500_idxctrl 6.66 -6.58 -31.66 -26.35 -31.66 21.56 139.25 121.54 139.12
352 mt_962_use2018_best_save_rnk500_idxctrl 6.58 -6.65 -31.73 -26.43 -31.74 21.48 139.17 121.46 139.04
353 mt_961_use2015_last_save_rnk500_idxctrl 6.56 -6.68 -31.76 -26.45 -31.76 21.46 139.15 121.44 139.02
355 mt_961_use2016_last_save_rnk500_idxctrl 6.07 -7.17 -32.24 -26.94 -32.25 20.97 138.66 120.95 138.53
356 mt_962_use2019_best_save_rnk500_idxctrl 5.88 -7.36 -32.44 -27.13 -32.44 20.78 138.47 120.75 138.34
367 mt_961_use2012_last_save_rnk500_idxctrl 4.16 -9.08 -34.16 -28.85 -34.16 19.06 136.75 119.04 136.62
368 mt_961_use2012_best_save_rnk500_idxctrl 4.11 -9.13 -34.21 -28.90 -34.21 19.01 136.70 118.99 136.57
386 mt_961_use2010_best_save_rnk500_idxctrl 1.45 -11.78 -36.86 -31.55 -36.86 16.35 134.04 116.33 133.91
397 mt_962_use2016_last_save_rnk500_idxctrl 0.08 -13.15 -38.23 -32.92 -38.24 14.98 132.67 114.96 132.54
402 mt_962_use2011_best_save_rnk500_idxctrl -1.15 -14.39 -39.47 -34.16 -39.47 13.75 131.44 113.72 131.31
403 mt_961_use2015_best_save_rnk500_idxctrl -1.38 -14.62 -39.70 -34.39 -39.70 13.51 131.21 113.49 131.08
409 mt_962_use2015_last_save_rnk500_idxctrl -2.70 -15.94 -41.02 -35.71 -41.02 12.19 129.89 112.17 129.76
412 mt_961_use2010_last_save_rnk500_idxctrl -3.21 -16.45 -41.53 -36.22 -41.53 11.69 129.38 111.67 129.25
413 mt_962_use2009_best_save_rnk500_idxctrl -3.30 -16.54 -41.62 -36.31 -41.62 11.60 129.29 111.57 129.16
416 mt_962_use2009_last_save_rnk500_idxctrl -3.63 -16.86 -41.94 -36.64 -41.95 11.27 128.96 111.25 128.83
420 mt_961_use2009_last_save_rnk500_idxctrl -4.63 -17.87 -42.95 -37.64 -42.95 10.27 127.96 110.24 127.83
430 mt_961_use2009_best_save_rnk500_idxctrl -5.74 -18.98 -44.06 -38.75 -44.06 9.16 126.85 109.13 126.72
433 mt_962_use2010_best_save_rnk500_idxctrl -6.36 -19.60 -44.68 -39.37 -44.68 8.54 126.23 108.51 126.10
438 mt_962_use2012_best_save_rnk500_idxctrl -7.41 -20.64 -45.72 -40.41 -45.72 7.49 125.18 107.47 125.05
451 mt_962_use2013_last_save_rnk500_idxctrl -8.73 -21.97 -47.05 -41.74 -47.05 6.16 123.86 106.14 123.73
462 mt_962_use2013_best_save_rnk500_idxctrl -10.15 -23.39 -48.47 -43.16 -48.47 4.74 122.44 104.72 122.31
464 mt_962_use2010_last_save_rnk500_idxctrl -10.27 -23.50 -48.58 -43.27 -48.58 4.63 122.32 104.61 122.19
465 mt_962_use2011_last_save_rnk500_idxctrl -10.79 -24.03 -49.11 -43.80 -49.11 4.11 121.80 104.09 121.67
474 mt_962_use2012_last_save_rnk500_idxctrl -13.33 -26.56 -51.64 -46.33 -51.64 1.57 119.26 101.55 119.13
483 mt_962_use2014_last_save_rnk500_idxctrl -14.53 -27.77 -52.85 -47.54 -52.85 0.37 118.06 100.35 117.93
487 mt_962_use2014_best_save_rnk500_idxctrl -15.45 -28.68 -53.76 -48.45 -53.77 -0.55 117.14 99.43 117.01