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_20250603_151520
143 mt_962_use2023_best_save_rnk500_idxctrl 23.04 55.06 97.42 69.15 97.42 -8.59 -180.16 -155.75 -197.39
148 mt_962_use2015_best_save_rnk500_idxctrl 22.08 54.10 96.46 68.19 96.46 -9.55 -181.12 -156.71 -198.35
169 mt_962_use2014_best_save_rnk500_idxctrl 18.11 50.14 92.50 64.22 92.50 -13.52 -185.08 -160.67 -202.31
171 mt_962_use2017_best_save_rnk500_idxctrl 17.69 49.72 92.08 63.80 92.08 -13.94 -185.50 -161.09 -202.73
181 mt_962_use2023_last_save_rnk500_idxctrl 15.83 47.86 90.22 61.94 90.22 -15.80 -187.36 -162.95 -204.59
194 mt_962_use2015_last_save_rnk500_idxctrl 13.50 45.53 87.89 59.61 87.89 -18.13 -189.69 -165.28 -206.93
197 mt_961_use2022_best_save_rnk500_idxctrl 12.79 44.81 87.17 58.90 87.17 -18.84 -190.41 -166.00 -207.64
215 mt_962_use2022_last_save_rnk500_idxctrl 10.54 42.57 84.92 56.65 84.93 -21.09 -192.65 -168.25 -209.89
218 mt_962_use2019_best_save_rnk500_idxctrl 10.12 42.15 84.51 56.23 84.51 -21.51 -193.07 -168.66 -210.31
225 mt_962_use2014_last_save_rnk500_idxctrl 9.92 41.95 84.30 56.03 84.30 -21.71 -193.28 -168.87 -210.51
233 mt_962_use2017_last_save_rnk500_idxctrl 8.59 40.62 82.98 54.70 82.98 -23.04 -194.60 -170.19 -211.84
241 multin_zz1000_61001_idxctrl_zz1000_pv 7.52 39.55 81.90 53.63 81.90 -24.11 -195.67 -171.27 -212.91
242 mt_962_use2012_best_save_rnk500_idxctrl 7.37 39.39 81.75 53.48 81.75 -24.27 -195.83 -171.42 -213.06
246 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 7.20 39.22 81.58 53.31 81.58 -24.43 -196.00 -171.59 -213.23
247 mt_962_use2016_last_save_rnk500_idxctrl 7.03 39.06 81.42 53.14 81.42 -24.60 -196.16 -171.75 -213.39
251 multin_zz1000_61004_idxctrl_zz1000_pv 6.71 38.74 81.10 52.82 81.10 -24.92 -196.48 -172.07 -213.72
254 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 6.50 38.52 80.88 52.61 80.88 -25.14 -196.70 -172.29 -213.93
257 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 6.03 38.05 80.41 52.14 80.41 -25.61 -197.17 -172.76 -214.40
258 multin_zz1000_61002_idxctrl_zz1000_pv 5.99 38.02 80.37 52.10 80.37 -25.64 -197.20 -172.80 -214.44
261 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 5.69 37.71 80.07 51.79 80.07 -25.95 -197.51 -173.10 -214.74
263 mt_962_use2024_best_save_rnk500_idxctrl 5.64 37.67 80.02 51.75 80.02 -25.99 -197.55 -173.15 -214.79
267 multin_zz1000_61001_idxctrl_50010002000_pv 5.38 37.41 79.76 51.49 79.77 -26.25 -197.81 -173.40 -215.05
270 mt_962_use2022_best_save_rnk500_idxctrl 5.13 37.16 79.51 51.24 79.52 -26.50 -198.06 -173.65 -215.30
272 mt_962_use2019_last_save_rnk500_idxctrl 4.96 36.98 79.34 51.06 79.34 -26.68 -198.24 -173.83 -215.47
273 mt_962_use2013_best_save_rnk500_idxctrl 4.93 36.96 79.31 51.04 79.31 -26.70 -198.27 -173.86 -215.50
277 mt_961_use2015_last_save_rnk500_idxctrl 4.25 36.28 78.64 50.36 78.64 -27.38 -198.94 -174.53 -216.17
278 mt_962_use2020_best_save_rnk500_idxctrl 4.14 36.17 78.53 50.25 78.53 -27.49 -199.05 -174.64 -216.28
279 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 4.13 36.16 78.52 50.24 78.52 -27.50 -199.06 -174.65 -216.29
281 mt_962_use2021_last_save_rnk500_idxctrl 3.94 35.97 78.32 50.05 78.32 -27.69 -199.26 -174.85 -216.49
282 mt_962_use2020_last_save_rnk500_idxctrl 3.93 35.96 78.32 50.04 78.32 -27.70 -199.26 -174.85 -216.49
286 multin_zz1000_61001_idxctrl_top3800_pv 3.85 35.87 78.23 49.96 78.23 -27.78 -199.35 -174.94 -216.58
287 mt_961_use2013_best_save_rnk500_idxctrl 3.40 35.43 77.78 49.51 77.78 -28.23 -199.79 -175.39 -217.03
288 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 3.31 35.34 77.69 49.42 77.70 -28.32 -199.88 -175.48 -217.12
289 mt_961_use2021_best_save_rnk500_idxctrl 3.10 35.13 77.49 49.21 77.49 -28.53 -200.09 -175.68 -217.32
290 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 3.00 35.03 77.38 49.11 77.38 -28.63 -200.19 -175.79 -217.43
291 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 2.83 34.86 77.22 48.94 77.22 -28.80 -200.36 -175.95 -217.60
292 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 2.72 34.75 77.11 48.83 77.11 -28.91 -200.47 -176.06 -217.71
293 mt_961_use2022_last_save_rnk500_idxctrl 2.61 34.64 77.00 48.72 77.00 -29.02 -200.58 -176.17 -217.81
294 multin_zz1000_61004_idxctrl_top3800_pv 2.55 34.58 76.94 48.66 76.94 -29.08 -200.64 -176.23 -217.87
296 mt_962_use2012_last_save_rnk500_idxctrl 2.44 34.46 76.82 48.55 76.82 -29.19 -200.76 -176.35 -217.99
297 multin_zz1000_61004_idxctrl_50010002000_pv 2.39 34.42 76.77 48.50 76.78 -29.24 -200.80 -176.40 -218.04
299 mt_961_use2015_best_save_rnk500_idxctrl 2.26 34.29 76.64 48.37 76.64 -29.37 -200.94 -176.53 -218.17
302 multin_zz1000_61002_idxctrl_top3800_pv 1.88 33.91 76.26 47.99 76.27 -29.75 -201.31 -176.91 -218.55
303 multin_zz1000_61002_idxctrl_50010002000_pv 1.79 33.82 76.18 47.90 76.18 -29.84 -201.40 -176.99 -218.64
314 mt_962_use2013_last_save_rnk500_idxctrl -0.38 31.65 74.00 45.73 74.00 -32.01 -203.58 -179.17 -220.81
315 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -0.45 31.57 73.93 45.66 73.93 -32.08 -203.65 -179.24 -220.88
317 mt_962_use2021_best_save_rnk500_idxctrl -0.54 31.48 73.84 45.57 73.84 -32.17 -203.74 -179.33 -220.97
324 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -1.14 30.88 73.24 44.97 73.24 -32.78 -204.34 -179.93 -221.57
327 mt_962_use2024_last_save_rnk500_idxctrl -1.30 30.72 73.08 44.81 73.08 -32.94 -204.50 -180.09 -221.73
330 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -1.67 30.35 72.71 44.44 72.71 -33.30 -204.87 -180.46 -222.10
332 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -1.70 30.33 72.68 44.41 72.69 -33.33 -204.89 -180.49 -222.13
336 mt_961_use2014_best_save_rnk500_idxctrl -2.21 29.82 72.17 43.90 72.17 -33.84 -205.41 -181.00 -222.64
337 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -2.24 29.78 72.14 43.87 72.14 -33.88 -205.44 -181.03 -222.67
338 mt_962_use2016_best_save_rnk500_idxctrl -2.32 29.71 72.06 43.79 72.07 -33.95 -205.51 -181.10 -222.75
342 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -2.92 29.11 71.46 43.19 71.47 -34.55 -206.11 -181.71 -223.35
346 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -3.57 28.46 70.81 42.54 70.81 -35.20 -206.77 -182.36 -224.00
350 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -4.42 27.61 69.97 41.69 69.97 -36.05 -207.61 -183.20 -224.84
355 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -5.06 26.97 69.33 41.05 69.33 -36.69 -208.25 -183.84 -225.48
356 multin_zz1000_61001_idxctrl_pv_rm_blc -5.15 26.88 69.23 40.96 69.24 -36.78 -208.34 -183.93 -225.58
358 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -5.46 26.57 68.92 40.65 68.92 -37.09 -208.65 -184.25 -225.89
359 multin_zz1000_61001_idxctrl_pv -5.61 26.42 68.77 40.50 68.77 -37.24 -208.81 -184.40 -226.04
360 multin_zz1000_61004_idxctrl_pv_rm_blc -5.68 26.35 68.71 40.43 68.71 -37.31 -208.87 -184.46 -226.10
361 multin_zz1000_61002_idxctrl_pv_rm_blc -5.68 26.35 68.71 40.43 68.71 -37.31 -208.87 -184.46 -226.10
365 mt_961_use2023_last_save_rnk500_idxctrl -6.09 25.94 68.30 40.02 68.30 -37.72 -209.28 -184.87 -226.51
366 multin_zz1000_61002_idxctrl_pv -6.20 25.83 68.19 39.91 68.19 -37.83 -209.39 -184.98 -226.62
367 multin_zz1000_61004_idxctrl_pv -6.20 25.83 68.19 39.91 68.19 -37.83 -209.39 -184.98 -226.62
373 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -7.35 24.68 67.04 38.76 67.04 -38.98 -210.54 -186.13 -227.77
376 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -7.91 24.12 66.48 38.20 66.48 -39.54 -211.10 -186.69 -228.33
377 mt_961_use2011_best_save_rnk500_idxctrl -8.03 24.00 66.36 38.08 66.36 -39.66 -211.22 -186.81 -228.46
378 mt_962_use2018_best_save_rnk500_idxctrl -8.05 23.97 66.33 38.05 66.33 -39.69 -211.25 -186.84 -228.48
379 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -8.12 23.91 66.27 37.99 66.27 -39.75 -211.31 -186.90 -228.55
380 mt_961_use2009_best_save_rnk500_idxctrl -8.42 23.60 65.96 37.68 65.96 -40.06 -211.62 -187.21 -228.85
382 mt_961_use2014_last_save_rnk500_idxctrl -8.72 23.31 65.66 37.39 65.67 -40.35 -211.91 -187.51 -229.15
385 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -8.90 23.12 65.48 37.20 65.48 -40.54 -212.10 -187.69 -229.33
388 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -9.10 22.93 65.29 37.01 65.29 -40.73 -212.29 -187.88 -229.52
391 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -9.31 22.72 65.08 36.80 65.08 -40.94 -212.50 -188.09 -229.74
396 mt_961_use2021_last_save_rnk500_idxctrl -9.74 22.29 64.64 36.37 64.64 -41.37 -212.93 -188.53 -230.17
398 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -10.34 21.69 64.04 35.77 64.05 -41.97 -213.53 -189.13 -230.77
399 mt_961_use2010_last_save_rnk500_idxctrl -10.39 21.63 63.99 35.72 63.99 -42.03 -213.59 -189.18 -230.82
400 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -10.55 21.47 63.83 35.56 63.83 -42.18 -213.75 -189.34 -230.98
401 mt_961_use2017_best_save_rnk500_idxctrl -10.80 21.23 63.58 35.31 63.58 -42.43 -214.00 -189.59 -231.23
402 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -10.84 21.19 63.55 35.27 63.55 -42.47 -214.03 -189.62 -231.27
403 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -10.97 21.06 63.42 35.14 63.42 -42.60 -214.16 -189.75 -231.39
404 mt_961_use2013_last_save_rnk500_idxctrl -11.01 21.02 63.37 35.10 63.38 -42.64 -214.20 -189.79 -231.44
405 mt_961_use2009_last_save_rnk500_idxctrl -11.11 20.92 63.28 35.00 63.28 -42.74 -214.30 -189.89 -231.53
408 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -11.38 20.64 63.00 34.72 63.00 -43.02 -214.58 -190.17 -231.81
411 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -12.10 19.92 62.28 34.01 62.28 -43.74 -215.30 -190.89 -232.53
414 multin_zz1000_61001_idxctrl_pv_rm_fnd -12.31 19.72 62.07 33.80 62.08 -43.94 -215.50 -191.10 -232.74
416 multin_zz500_61001_idxctrl_zz500_pv -12.77 19.26 61.61 33.34 61.62 -44.40 -215.96 -191.56 -233.20
417 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -12.90 19.13 61.48 33.21 61.48 -44.53 -216.10 -191.69 -233.33
418 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -12.90 19.13 61.48 33.21 61.48 -44.53 -216.10 -191.69 -233.33
420 multin_zz500_61004_idxctrl_zz500_pv -13.04 18.99 61.35 33.07 61.35 -44.67 -216.23 -191.82 -233.46
421 multin_zz1000_61002_idxctrl_pv_rm_fnd -13.13 18.89 61.25 32.97 61.25 -44.77 -216.33 -191.92 -233.56
422 multin_zz1000_61004_idxctrl_pv_rm_fnd -13.13 18.89 61.25 32.97 61.25 -44.77 -216.33 -191.92 -233.56
426 multin_zz500_61002_idxctrl_zz500_pv -13.46 18.57 60.93 32.65 60.93 -45.09 -216.65 -192.24 -233.88
428 mt_961_use2020_best_save_rnk500_idxctrl -13.65 18.38 60.73 32.46 60.74 -45.28 -216.84 -192.44 -234.08
429 mt_961_use2010_best_save_rnk500_idxctrl -13.68 18.35 60.70 32.43 60.70 -45.31 -216.88 -192.47 -234.11
430 mt_961_use2023_best_save_rnk500_idxctrl -13.78 18.24 60.60 32.32 60.60 -45.42 -216.98 -192.57 -234.21
431 mt_961_use2020_last_save_rnk500_idxctrl -13.80 18.23 60.59 32.31 60.59 -45.43 -216.99 -192.58 -234.22
432 mt_962_use2011_last_save_rnk500_idxctrl -13.83 18.19 60.55 32.28 60.55 -45.46 -217.03 -192.62 -234.26
434 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -14.13 17.90 60.26 31.98 60.26 -45.76 -217.32 -192.91 -234.56
436 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -14.58 17.45 59.80 31.53 59.80 -46.21 -217.78 -193.37 -235.01
440 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -15.08 16.95 59.31 31.03 59.31 -46.71 -218.27 -193.86 -235.50
443 mt_961_use2012_best_save_rnk500_idxctrl -15.74 16.28 58.64 30.37 58.64 -47.38 -218.94 -194.53 -236.17
444 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -15.98 16.05 58.40 30.13 58.41 -47.61 -219.17 -194.77 -236.41
445 mt_962_use2018_last_save_rnk500_idxctrl -16.14 15.89 58.24 29.97 58.25 -47.77 -219.33 -194.92 -236.57
447 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -16.59 15.43 57.79 29.52 57.79 -48.22 -219.79 -195.38 -237.02
451 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -17.08 14.95 57.30 29.03 57.31 -48.71 -220.27 -195.86 -237.51
453 mt_961_use2016_best_save_rnk500_idxctrl -17.37 14.65 57.01 28.73 57.01 -49.01 -220.57 -196.16 -237.80
455 mt_961_use2012_last_save_rnk500_idxctrl -18.55 13.47 55.83 27.56 55.83 -50.18 -221.75 -197.34 -238.98
457 mt_961_use2017_last_save_rnk500_idxctrl -18.78 13.24 55.60 27.33 55.60 -50.42 -221.98 -197.57 -239.21
459 mt_962_use2010_last_save_rnk500_idxctrl -18.88 13.15 55.51 27.23 55.51 -50.51 -222.07 -197.66 -239.30
461 mt_961_use2011_last_save_rnk500_idxctrl -19.78 12.25 54.60 26.33 54.60 -51.41 -222.98 -198.57 -240.21
470 mt_962_use2011_best_save_rnk500_idxctrl -22.19 9.84 52.20 23.92 52.20 -53.82 -225.38 -200.97 -242.62
471 mt_961_use2019_last_save_rnk500_idxctrl -22.41 9.62 51.98 23.70 51.98 -54.04 -225.60 -201.19 -242.84
473 mt_962_use2010_best_save_rnk500_idxctrl -22.70 9.33 51.69 23.41 51.69 -54.33 -225.89 -201.48 -243.12
482 mt_961_use2008_last_save_rnk500_idxctrl -25.85 6.18 48.53 20.26 48.53 -57.48 -229.04 -204.64 -246.28
483 mt_961_use2016_last_save_rnk500_idxctrl -26.35 5.68 48.04 19.76 48.04 -57.98 -229.54 -205.13 -246.78
488 mt_961_use2008_best_save_rnk500_idxctrl -27.32 4.71 47.07 18.79 47.07 -58.95 -230.51 -206.10 -247.74
490 mt_961_use2019_best_save_rnk500_idxctrl -27.92 4.11 46.46 18.19 46.46 -59.55 -231.11 -206.71 -248.35
491 mt_962_use2009_last_save_rnk500_idxctrl -28.10 3.93 46.29 18.01 46.29 -59.73 -231.29 -206.88 -248.53
492 mt_962_use2009_best_save_rnk500_idxctrl -28.63 3.40 45.76 17.48 45.76 -60.26 -231.82 -207.41 -249.05
493 mt_962_use2008_best_save_rnk500_idxctrl -28.70 3.32 45.68 17.41 45.68 -60.34 -231.90 -207.49 -249.13
494 mt_961_use2018_last_save_rnk500_idxctrl -28.86 3.17 45.53 17.25 45.53 -60.49 -232.05 -207.64 -249.29
495 mt_961_use2024_best_save_rnk500_idxctrl -29.29 2.74 45.10 16.82 45.10 -60.92 -232.48 -208.07 -249.72
497 mt_962_use2008_last_save_rnk500_idxctrl -30.23 1.80 44.15 15.88 44.15 -61.86 -233.42 -209.02 -250.66
500 mt_961_use2024_last_save_rnk500_idxctrl -30.64 1.39 43.75 15.47 43.75 -62.27 -233.83 -209.42 -251.07
502 mt_961_use2018_best_save_rnk500_idxctrl -31.86 0.17 42.53 14.25 42.53 -63.49 -235.05 -210.64 -252.28