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_20250530_151547
15 mt_961_use2018_best_save_rnk500_idxctrl 82.99 56.95 -17.36 4.76 -17.36 144.93 335.67 325.01 343.55
19 mt_961_use2018_last_save_rnk500_idxctrl 77.29 51.24 -23.06 -0.95 -23.06 139.22 329.97 319.31 337.85
20 mt_961_use2024_best_save_rnk500_idxctrl 74.45 48.41 -25.90 -3.78 -25.90 136.39 327.13 316.47 335.01
22 mt_961_use2024_last_save_rnk500_idxctrl 72.90 46.85 -27.45 -5.34 -27.45 134.83 325.58 314.92 333.46
23 mt_961_use2023_best_save_rnk500_idxctrl 71.07 45.02 -29.29 -7.17 -29.29 133.00 323.74 313.08 331.62
24 mt_961_use2017_best_save_rnk500_idxctrl 66.80 40.75 -33.55 -11.44 -33.55 128.73 319.48 308.81 327.36
26 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 60.69 34.64 -39.67 -17.55 -39.67 122.62 313.36 302.70 321.25
27 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 59.97 33.93 -40.38 -18.26 -40.38 121.91 312.65 301.99 320.53
28 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 59.96 33.92 -40.39 -18.27 -40.39 121.89 312.64 301.98 320.52
30 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 58.85 32.80 -41.50 -19.39 -41.50 120.78 311.53 300.86 319.41
31 mt_961_use2019_best_save_rnk500_idxctrl 58.64 32.60 -41.71 -19.59 -41.71 120.57 311.32 300.66 319.20
32 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 58.13 32.08 -42.22 -20.11 -42.22 120.06 310.81 300.15 318.69
33 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 58.13 32.08 -42.22 -20.11 -42.22 120.06 310.81 300.15 318.69
34 mt_961_use2023_last_save_rnk500_idxctrl 56.95 30.91 -43.40 -21.28 -43.40 118.88 309.63 298.97 317.51
35 mt_961_use2022_last_save_rnk500_idxctrl 53.62 27.58 -46.73 -24.61 -46.73 115.56 306.30 295.64 314.18
37 mt_961_use2022_best_save_rnk500_idxctrl 52.75 26.70 -47.60 -25.48 -47.60 114.68 305.43 294.77 313.31
39 mt_961_use2016_best_save_rnk500_idxctrl 52.44 26.39 -47.91 -25.80 -47.91 114.37 305.12 294.46 313.00
42 mt_962_use2008_last_save_rnk500_idxctrl 49.77 23.73 -50.58 -28.46 -50.58 111.71 302.45 291.79 310.33
43 mt_961_use2019_last_save_rnk500_idxctrl 49.63 23.58 -50.73 -28.61 -50.73 111.56 302.30 291.64 310.19
44 mt_961_use2017_last_save_rnk500_idxctrl 48.59 22.54 -51.76 -29.65 -51.76 110.52 301.27 290.60 309.15
46 mt_962_use2018_last_save_rnk500_idxctrl 46.38 20.33 -53.97 -31.85 -53.97 108.31 299.06 288.40 306.94
48 mt_961_use2016_last_save_rnk500_idxctrl 45.61 19.57 -54.74 -32.62 -54.74 107.55 298.29 287.63 306.17
49 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 45.35 19.30 -55.00 -32.88 -55.00 107.28 298.03 287.37 305.91
50 mt_961_use2008_last_save_rnk500_idxctrl 45.33 19.28 -55.02 -32.91 -55.02 107.26 298.01 287.35 305.89
51 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 44.78 18.73 -55.57 -33.45 -55.57 106.71 297.46 286.80 305.34
52 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 44.57 18.52 -55.78 -33.67 -55.78 106.50 297.25 286.58 305.13
53 mt_962_use2008_best_save_rnk500_idxctrl 44.53 18.48 -55.82 -33.71 -55.82 106.46 297.21 286.55 305.09
54 multin_zz500_61004_idxctrl_zz500_pv 44.45 18.41 -55.90 -33.78 -55.90 106.39 297.13 286.47 305.01
55 multin_zz500_61001_idxctrl_zz500_pv 43.85 17.81 -56.50 -34.38 -56.50 105.79 296.53 285.87 304.41
56 multin_zz500_61002_idxctrl_zz500_pv 43.68 17.63 -56.67 -34.56 -56.67 105.61 296.36 285.69 304.24
57 mt_961_use2020_best_save_rnk500_idxctrl 43.19 17.15 -57.16 -35.04 -57.16 105.12 295.87 285.21 303.75
59 mt_961_use2020_last_save_rnk500_idxctrl 41.77 15.73 -58.58 -36.46 -58.58 103.71 294.45 283.79 302.33
61 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 41.48 15.43 -58.87 -36.75 -58.87 103.41 294.16 283.50 302.04
62 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 41.18 15.13 -59.17 -37.06 -59.17 103.11 293.86 283.20 301.74
63 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 41.18 15.13 -59.17 -37.06 -59.17 103.11 293.86 283.20 301.74
64 mt_961_use2014_last_save_rnk500_idxctrl 40.39 14.35 -59.96 -37.84 -59.96 102.33 293.07 282.41 300.95
65 mt_961_use2008_best_save_rnk500_idxctrl 40.25 14.20 -60.10 -37.99 -60.10 102.18 292.93 282.27 300.81
66 multin_zz1000_61001_idxctrl_pv_rm_fnd 40.06 14.01 -60.29 -38.17 -60.29 101.99 292.74 282.08 300.62
67 multin_zz1000_61002_idxctrl_pv_rm_fnd 39.81 13.77 -60.54 -38.42 -60.54 101.75 292.49 281.83 300.37
68 multin_zz1000_61004_idxctrl_pv_rm_fnd 39.81 13.77 -60.54 -38.42 -60.54 101.75 292.49 281.83 300.37
70 mt_961_use2021_last_save_rnk500_idxctrl 39.45 13.41 -60.90 -38.78 -60.90 101.39 292.13 281.47 300.01
71 mt_961_use2012_best_save_rnk500_idxctrl 39.23 13.18 -61.12 -39.01 -61.12 101.16 291.91 281.24 299.79
78 multin_zz1000_61001_idxctrl_pv_rm_blc 34.10 8.06 -66.25 -44.13 -66.25 96.03 286.78 276.12 294.66
81 multin_zz1000_61004_idxctrl_pv_rm_blc 33.42 7.37 -66.93 -44.82 -66.93 95.35 286.10 275.44 293.98
82 multin_zz1000_61002_idxctrl_pv_rm_blc 33.42 7.37 -66.93 -44.82 -66.93 95.35 286.10 275.44 293.98
84 multin_zz1000_61001_idxctrl_pv 32.95 6.90 -67.40 -45.29 -67.40 94.88 285.63 274.96 293.51
88 multin_zz1000_61004_idxctrl_pv 32.34 6.29 -68.02 -45.90 -68.02 94.27 285.01 274.35 292.90
89 multin_zz1000_61002_idxctrl_pv 32.34 6.29 -68.02 -45.90 -68.02 94.27 285.01 274.35 292.90
94 mt_961_use2011_last_save_rnk500_idxctrl 31.00 4.95 -69.36 -47.24 -69.36 92.93 283.67 273.01 291.56
95 mt_962_use2024_best_save_rnk500_idxctrl 30.34 4.30 -70.01 -47.89 -70.01 92.27 283.02 272.36 290.90
97 mt_961_use2012_last_save_rnk500_idxctrl 28.74 2.69 -71.61 -49.49 -71.61 90.67 281.42 270.76 289.30
101 mt_961_use2014_best_save_rnk500_idxctrl 27.41 1.37 -72.94 -50.82 -72.94 89.34 280.09 269.43 287.97
103 mt_961_use2010_best_save_rnk500_idxctrl 26.72 0.67 -73.63 -51.51 -73.63 88.65 279.40 268.74 287.28
106 mt_961_use2013_last_save_rnk500_idxctrl 26.29 0.25 -74.06 -51.94 -74.06 88.22 278.97 268.31 286.85
107 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 25.58 -0.47 -74.77 -52.65 -74.77 87.51 278.26 267.60 286.14
108 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 25.53 -0.51 -74.82 -52.70 -74.82 87.47 278.21 267.55 286.09
109 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 25.04 -1.01 -75.31 -53.20 -75.31 86.97 277.72 267.06 285.60
110 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 24.69 -1.36 -75.67 -53.55 -75.67 86.62 277.36 266.70 285.24
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 24.64 -1.40 -75.71 -53.59 -75.71 86.58 277.32 266.66 285.20
112 mt_961_use2009_last_save_rnk500_idxctrl 24.53 -1.51 -75.82 -53.70 -75.82 86.46 277.21 266.55 285.09
113 mt_962_use2018_best_save_rnk500_idxctrl 24.35 -1.70 -76.00 -53.89 -76.00 86.28 277.03 266.37 284.91
115 mt_962_use2009_best_save_rnk500_idxctrl 24.09 -1.96 -76.26 -54.14 -76.26 86.02 276.77 266.11 284.65
116 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 24.08 -1.97 -76.27 -54.16 -76.27 86.01 276.76 266.10 284.64
119 mt_962_use2009_last_save_rnk500_idxctrl 23.66 -2.39 -76.69 -54.58 -76.69 85.59 276.34 265.67 284.22
121 mt_961_use2011_best_save_rnk500_idxctrl 22.97 -3.08 -77.38 -55.27 -77.38 84.90 275.65 264.98 283.53
122 mt_961_use2021_best_save_rnk500_idxctrl 22.94 -3.11 -77.41 -55.29 -77.41 84.87 275.62 264.96 283.50
123 mt_962_use2017_last_save_rnk500_idxctrl 22.84 -3.21 -77.51 -55.40 -77.51 84.77 275.52 264.85 283.40
132 mt_962_use2024_last_save_rnk500_idxctrl 21.01 -5.04 -79.34 -57.23 -79.34 82.94 273.69 263.03 281.57
135 mt_961_use2009_best_save_rnk500_idxctrl 20.30 -5.75 -80.05 -57.94 -80.05 82.23 272.98 262.32 280.86
136 mt_961_use2013_best_save_rnk500_idxctrl 20.22 -5.83 -80.13 -58.01 -80.13 82.15 272.90 262.24 280.78
141 mt_962_use2011_best_save_rnk500_idxctrl 19.24 -6.81 -81.11 -59.00 -81.11 81.17 271.92 261.26 279.80
142 mt_961_use2015_last_save_rnk500_idxctrl 19.16 -6.89 -81.19 -59.08 -81.19 81.09 271.84 261.18 279.72
151 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 16.72 -9.33 -83.63 -61.51 -83.63 78.65 269.40 258.74 277.28
152 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 16.48 -9.56 -83.87 -61.75 -83.87 78.42 269.16 258.50 277.04
154 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 16.30 -9.75 -84.06 -61.94 -84.06 78.23 268.97 258.31 276.86
156 multin_zz1000_61002_idxctrl_zz1000_pv 15.98 -10.07 -84.38 -62.26 -84.38 77.91 268.65 257.99 276.53
157 multin_zz1000_61004_idxctrl_zz1000_pv 15.74 -10.31 -84.61 -62.50 -84.61 77.67 268.42 257.75 276.30
158 mt_962_use2016_best_save_rnk500_idxctrl 15.69 -10.36 -84.67 -62.55 -84.67 77.62 268.36 257.70 276.25
160 multin_zz1000_61001_idxctrl_zz1000_pv 15.49 -10.56 -84.86 -62.75 -84.86 77.42 268.17 257.50 276.05
168 mt_962_use2022_best_save_rnk500_idxctrl 11.75 -14.30 -88.60 -66.49 -88.60 73.68 264.43 253.76 272.31
174 mt_961_use2015_best_save_rnk500_idxctrl 10.60 -15.44 -89.75 -67.63 -89.75 72.54 263.28 252.62 271.16
181 mt_962_use2017_best_save_rnk500_idxctrl 9.19 -16.86 -91.16 -69.05 -91.16 71.12 261.87 251.21 269.75
183 mt_962_use2023_last_save_rnk500_idxctrl 8.81 -17.24 -91.55 -69.43 -91.55 70.74 261.48 250.82 269.37
187 mt_962_use2016_last_save_rnk500_idxctrl 8.10 -17.95 -92.25 -70.14 -92.25 70.03 260.78 250.12 268.66
188 mt_962_use2020_last_save_rnk500_idxctrl 7.77 -18.28 -92.58 -70.47 -92.58 69.70 260.45 249.79 268.33
189 mt_961_use2010_last_save_rnk500_idxctrl 7.76 -18.29 -92.59 -70.47 -92.59 69.69 260.44 249.78 268.32
191 mt_962_use2011_last_save_rnk500_idxctrl 7.48 -18.57 -92.87 -70.75 -92.87 69.41 260.16 249.50 268.04
193 mt_962_use2013_last_save_rnk500_idxctrl 7.02 -19.02 -93.33 -71.21 -93.33 68.96 259.70 249.04 267.58
195 mt_962_use2021_best_save_rnk500_idxctrl 6.75 -19.30 -93.60 -71.49 -93.60 68.68 259.43 248.76 267.31
200 mt_962_use2010_best_save_rnk500_idxctrl 6.10 -19.94 -94.25 -72.13 -94.25 68.04 258.78 248.12 266.66
202 mt_962_use2021_last_save_rnk500_idxctrl 6.03 -20.02 -94.32 -72.21 -94.32 67.96 258.71 248.04 266.59
206 mt_962_use2019_last_save_rnk500_idxctrl 5.61 -20.43 -94.74 -72.62 -94.74 67.55 258.29 247.63 266.17
215 mt_962_use2022_last_save_rnk500_idxctrl 3.99 -22.06 -96.36 -74.25 -96.36 65.92 256.67 246.00 264.55
216 mt_962_use2014_last_save_rnk500_idxctrl 3.38 -22.67 -96.97 -74.86 -96.97 65.31 256.06 245.40 263.94
218 mt_962_use2023_best_save_rnk500_idxctrl 3.23 -22.82 -97.12 -75.01 -97.12 65.16 255.91 245.24 263.79
219 mt_962_use2019_best_save_rnk500_idxctrl 2.52 -23.52 -97.83 -75.71 -97.83 64.45 255.20 244.54 263.08
232 mt_962_use2020_best_save_rnk500_idxctrl 0.17 -25.88 -100.19 -78.07 -100.19 62.10 252.84 242.18 260.73
234 mt_962_use2013_best_save_rnk500_idxctrl -0.29 -26.33 -100.64 -78.52 -100.64 61.65 252.39 241.73 260.27
238 mt_962_use2015_best_save_rnk500_idxctrl -1.66 -27.70 -102.01 -79.89 -102.01 60.27 251.02 240.36 258.90
242 mt_962_use2010_last_save_rnk500_idxctrl -3.04 -29.09 -103.39 -81.28 -103.39 58.89 249.64 238.97 257.52
243 mt_962_use2012_last_save_rnk500_idxctrl -3.33 -29.38 -103.68 -81.57 -103.68 58.60 249.35 238.69 257.23
244 mt_962_use2015_last_save_rnk500_idxctrl -3.44 -29.48 -103.79 -81.67 -103.79 58.50 249.24 238.58 257.12
279 mt_962_use2014_best_save_rnk500_idxctrl -14.60 -40.65 -114.95 -92.84 -114.95 47.33 238.08 227.41 245.96
287 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -17.80 -43.85 -118.15 -96.03 -118.15 44.13 234.88 224.22 242.76
288 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -17.98 -44.02 -118.33 -96.21 -118.33 43.96 234.70 224.04 242.58
292 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -18.84 -44.89 -119.19 -97.08 -119.19 43.09 233.84 223.18 241.72
293 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -19.09 -45.14 -119.44 -97.33 -119.44 42.84 233.59 222.92 241.47
294 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -19.15 -45.20 -119.50 -97.39 -119.50 42.78 233.53 222.87 241.41
296 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -19.37 -45.41 -119.72 -97.60 -119.72 42.56 233.31 222.65 241.19
297 mt_962_use2012_best_save_rnk500_idxctrl -19.90 -45.95 -120.25 -98.14 -120.25 42.03 232.78 222.12 240.66
298 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -20.29 -46.34 -120.64 -98.53 -120.64 41.64 232.39 221.73 240.27
300 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -20.53 -46.58 -120.88 -98.77 -120.88 41.40 232.15 221.48 240.03
303 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -20.87 -46.91 -121.22 -99.10 -121.22 41.07 231.81 221.15 239.69
312 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -22.33 -48.38 -122.69 -100.57 -122.69 39.60 230.34 219.68 238.23
319 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -23.97 -50.02 -124.32 -102.21 -124.32 37.96 228.71 218.05 236.59
322 multin_zz1000_61002_idxctrl_top3800_pv -24.04 -50.09 -124.39 -102.28 -124.39 37.89 228.64 217.98 236.52
324 multin_zz1000_61004_idxctrl_top3800_pv -24.28 -50.33 -124.63 -102.52 -124.63 37.65 228.40 217.74 236.28
326 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -25.00 -51.05 -125.35 -103.23 -125.35 36.93 227.68 217.02 235.56
329 multin_zz1000_61001_idxctrl_top3800_pv -25.29 -51.34 -125.64 -103.53 -125.64 36.64 227.39 216.72 235.27
338 multin_zz1000_61002_idxctrl_50010002000_pv -26.39 -52.43 -126.74 -104.62 -126.74 35.55 226.29 215.63 234.17
348 multin_zz1000_61004_idxctrl_50010002000_pv -27.82 -53.86 -128.17 -106.05 -128.17 34.12 224.86 214.20 232.74
349 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -28.14 -54.19 -128.49 -106.38 -128.49 33.79 224.54 213.87 232.42
350 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -28.22 -54.27 -128.57 -106.45 -128.57 33.71 224.46 213.80 232.34
351 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -29.37 -55.42 -129.72 -107.61 -129.72 32.56 223.31 212.65 231.19
356 multin_zz1000_61001_idxctrl_50010002000_pv -30.60 -56.64 -130.95 -108.83 -130.95 31.33 222.08 211.42 229.96
357 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -30.66 -56.70 -131.01 -108.89 -131.01 31.27 222.02 211.36 229.90
363 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -31.98 -58.03 -132.33 -110.22 -132.33 29.95 220.70 210.04 228.58
374 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -34.69 -60.73 -135.04 -112.92 -135.04 27.25 217.99 207.33 225.87