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_20250604_151522
151 mt_962_use2021_last_save_rnk500_idxctrl 26.13 38.47 116.16 71.68 116.16 3.35 -76.56 -48.13 -94.48
152 mt_962_use2023_last_save_rnk500_idxctrl 25.89 38.23 115.92 71.44 115.92 3.11 -76.80 -48.37 -94.72
153 mt_961_use2021_last_save_rnk500_idxctrl 25.86 38.20 115.90 71.41 115.90 3.09 -76.83 -48.40 -94.75
159 mt_961_use2021_best_save_rnk500_idxctrl 25.19 37.53 115.22 70.74 115.22 2.41 -77.50 -49.08 -95.42
162 mt_962_use2023_best_save_rnk500_idxctrl 24.27 36.61 114.30 69.82 114.30 1.49 -78.42 -49.99 -96.34
185 mt_962_use2022_last_save_rnk500_idxctrl 21.59 33.93 111.62 67.14 111.62 -1.19 -81.10 -52.67 -99.02
194 mt_961_use2010_last_save_rnk500_idxctrl 20.82 33.16 110.85 66.37 110.85 -1.95 -81.87 -53.44 -99.79
197 mt_961_use2011_best_save_rnk500_idxctrl 20.31 32.65 110.34 65.86 110.34 -2.47 -82.38 -53.96 -100.30
198 mt_962_use2021_best_save_rnk500_idxctrl 20.31 32.65 110.34 65.86 110.34 -2.47 -82.38 -53.96 -100.30
202 mt_962_use2022_best_save_rnk500_idxctrl 19.59 31.93 109.62 65.14 109.62 -3.19 -83.10 -54.68 -101.02
205 mt_961_use2011_last_save_rnk500_idxctrl 19.37 31.72 109.41 64.93 109.41 -3.40 -83.31 -54.89 -101.23
207 mt_961_use2012_last_save_rnk500_idxctrl 18.96 31.30 108.99 64.51 109.00 -3.81 -83.73 -55.30 -101.65
214 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 18.38 30.72 108.41 63.93 108.42 -4.39 -84.31 -55.88 -102.23
220 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 18.18 30.52 108.21 63.73 108.21 -4.60 -84.51 -56.09 -102.43
228 mt_961_use2012_best_save_rnk500_idxctrl 17.86 30.20 107.90 63.41 107.90 -4.91 -84.83 -56.40 -102.75
231 multin_zz1000_61004_idxctrl_50010002000_pv 17.50 29.84 107.53 63.05 107.53 -5.28 -85.19 -56.77 -103.11
233 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 17.01 29.35 107.04 62.56 107.04 -5.76 -85.68 -57.25 -103.60
238 mt_962_use2020_last_save_rnk500_idxctrl 16.65 28.99 106.68 62.20 106.68 -6.13 -86.04 -57.62 -103.96
239 multin_zz1000_61001_idxctrl_50010002000_pv 16.56 28.91 106.60 62.12 106.60 -6.21 -86.12 -57.70 -104.04
245 mt_962_use2020_best_save_rnk500_idxctrl 15.80 28.14 105.83 61.35 105.83 -6.98 -86.89 -58.47 -104.81
250 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 15.64 27.98 105.67 61.19 105.68 -7.13 -87.05 -58.62 -104.97
251 multin_zz1000_61001_idxctrl_top3800_pv 15.40 27.75 105.44 60.96 105.44 -7.37 -87.29 -58.86 -105.21
262 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 14.83 27.18 104.87 60.39 104.87 -7.94 -87.85 -59.43 -105.77
263 multin_zz1000_61002_idxctrl_50010002000_pv 14.80 27.14 104.83 60.35 104.83 -7.98 -87.89 -59.47 -105.81
270 multin_zz1000_61004_idxctrl_top3800_pv 14.20 26.54 104.23 59.75 104.23 -8.58 -88.49 -60.07 -106.41
271 mt_961_use2010_best_save_rnk500_idxctrl 13.85 26.20 103.89 59.41 103.89 -8.92 -88.83 -60.41 -106.75
278 mt_962_use2015_best_save_rnk500_idxctrl 12.58 24.92 102.62 58.14 102.62 -10.19 -90.11 -61.68 -108.03
286 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 12.08 24.43 102.12 57.64 102.12 -10.69 -90.61 -62.18 -108.53
293 multin_zz1000_61002_idxctrl_top3800_pv 11.52 23.86 101.55 57.07 101.55 -11.26 -91.17 -62.75 -109.09
301 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 10.75 23.09 100.78 56.30 100.78 -12.02 -91.94 -63.51 -109.86
302 mt_961_use2009_best_save_rnk500_idxctrl 10.68 23.02 100.72 56.24 100.72 -12.09 -92.01 -63.58 -109.93
303 mt_961_use2009_last_save_rnk500_idxctrl 10.61 22.95 100.65 56.16 100.65 -12.16 -92.08 -63.65 -110.00
304 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 10.60 22.94 100.63 56.15 100.63 -12.18 -92.09 -63.66 -110.01
305 mt_961_use2013_last_save_rnk500_idxctrl 10.56 22.90 100.59 56.11 100.59 -12.22 -92.13 -63.71 -110.05
310 mt_961_use2015_best_save_rnk500_idxctrl 9.72 22.06 99.75 55.27 99.75 -13.05 -92.97 -64.54 -110.89
314 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 9.05 21.39 99.08 54.60 99.08 -13.72 -93.64 -65.21 -111.56
316 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 8.96 21.30 98.99 54.51 98.99 -13.82 -93.73 -65.31 -111.65
321 multin_zz1000_61001_idxctrl_zz1000_pv 8.68 21.02 98.71 54.23 98.72 -14.09 -94.01 -65.58 -111.93
323 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 8.62 20.96 98.65 54.17 98.65 -14.16 -94.07 -65.65 -111.99
326 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 8.43 20.77 98.46 53.98 98.46 -14.35 -94.26 -65.84 -112.18
327 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 8.37 20.72 98.41 53.93 98.41 -14.40 -94.32 -65.89 -112.24
328 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 8.21 20.55 98.24 53.76 98.24 -14.57 -94.48 -66.06 -112.40
329 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 8.17 20.51 98.20 53.72 98.20 -14.61 -94.52 -66.10 -112.44
330 multin_zz1000_61004_idxctrl_zz1000_pv 8.15 20.50 98.19 53.71 98.19 -14.62 -94.53 -66.11 -112.45
334 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 7.95 20.29 97.99 53.51 97.99 -14.82 -94.74 -66.31 -112.66
335 mt_961_use2017_last_save_rnk500_idxctrl 7.85 20.19 97.89 53.40 97.89 -14.92 -94.84 -66.41 -112.76
336 multin_zz1000_61002_idxctrl_zz1000_pv 7.72 20.06 97.76 53.28 97.76 -15.05 -94.97 -66.54 -112.89
343 mt_961_use2013_best_save_rnk500_idxctrl 6.80 19.15 96.84 52.36 96.84 -15.97 -95.89 -67.46 -113.81
345 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 6.66 19.00 96.69 52.21 96.69 -16.12 -96.03 -67.61 -113.95
346 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 6.57 18.91 96.60 52.12 96.60 -16.21 -96.12 -67.69 -114.04
348 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 6.07 18.42 96.11 51.63 96.11 -16.70 -96.61 -68.19 -114.53
349 mt_962_use2013_best_save_rnk500_idxctrl 6.06 18.40 96.09 51.61 96.09 -16.72 -96.63 -68.21 -114.55
350 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 6.02 18.36 96.05 51.57 96.05 -16.76 -96.67 -68.25 -114.59
356 mt_961_use2015_last_save_rnk500_idxctrl 4.10 16.44 94.13 49.65 94.13 -18.68 -98.59 -70.17 -116.51
357 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 4.07 16.41 94.10 49.62 94.10 -18.71 -98.62 -70.20 -116.54
368 mt_962_use2012_best_save_rnk500_idxctrl 2.23 14.57 92.27 47.79 92.27 -20.54 -100.46 -72.03 -118.38
373 mt_962_use2024_best_save_rnk500_idxctrl 1.25 13.60 91.29 46.81 91.29 -21.52 -101.43 -73.01 -119.35
381 mt_962_use2013_last_save_rnk500_idxctrl 0.50 12.84 90.53 46.05 90.53 -22.28 -102.19 -73.76 -120.11
383 mt_961_use2017_best_save_rnk500_idxctrl 0.16 12.50 90.19 45.71 90.19 -22.62 -102.53 -74.11 -120.45
384 mt_962_use2024_last_save_rnk500_idxctrl -0.28 12.07 89.76 45.28 89.76 -23.05 -102.97 -74.54 -120.89
386 multin_zz1000_61001_idxctrl_pv_rm_blc -0.77 11.57 89.26 44.78 89.26 -23.55 -103.46 -75.03 -121.38
388 multin_zz1000_61004_idxctrl_pv_rm_blc -1.01 11.33 89.02 44.54 89.02 -23.79 -103.70 -75.27 -121.62
389 multin_zz1000_61002_idxctrl_pv_rm_blc -1.01 11.33 89.02 44.54 89.02 -23.79 -103.70 -75.27 -121.62
391 multin_zz1000_61001_idxctrl_pv -1.46 10.88 88.57 44.09 88.57 -24.24 -104.15 -75.73 -122.07
392 multin_zz1000_61004_idxctrl_pv -1.73 10.61 88.31 43.83 88.31 -24.50 -104.42 -75.99 -122.34
393 multin_zz1000_61002_idxctrl_pv -1.73 10.61 88.31 43.83 88.31 -24.50 -104.42 -75.99 -122.34
394 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -1.80 10.55 88.24 43.76 88.24 -24.57 -104.48 -76.06 -122.40
396 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -1.99 10.35 88.04 43.56 88.04 -24.77 -104.68 -76.26 -122.60
397 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -1.99 10.35 88.04 43.56 88.05 -24.76 -104.68 -76.25 -122.60
399 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -2.20 10.14 87.83 43.35 87.84 -24.97 -104.89 -76.46 -122.81
400 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -2.21 10.13 87.82 43.34 87.82 -24.99 -104.90 -76.48 -122.82
402 mt_962_use2019_best_save_rnk500_idxctrl -2.25 10.09 87.78 43.30 87.78 -25.03 -104.94 -76.52 -122.86
403 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -2.37 9.97 87.66 43.18 87.66 -25.15 -105.06 -76.64 -122.98
406 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -2.62 9.73 87.42 42.94 87.42 -25.39 -105.31 -76.88 -123.22
407 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -2.76 9.59 87.28 42.80 87.28 -25.53 -105.45 -77.02 -123.37
409 mt_962_use2009_last_save_rnk500_idxctrl -2.89 9.45 87.14 42.66 87.14 -25.67 -105.58 -77.16 -123.50
410 mt_962_use2009_best_save_rnk500_idxctrl -2.91 9.44 87.13 42.65 87.13 -25.68 -105.59 -77.17 -123.51
411 mt_962_use2019_last_save_rnk500_idxctrl -3.18 9.16 86.85 42.37 86.85 -25.96 -105.87 -77.45 -123.79
412 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -3.20 9.14 86.83 42.35 86.83 -25.98 -105.89 -77.47 -123.81
413 mt_962_use2011_last_save_rnk500_idxctrl -3.23 9.12 86.81 42.33 86.81 -26.00 -105.92 -77.49 -123.84
416 mt_961_use2022_best_save_rnk500_idxctrl -3.89 8.45 86.14 41.66 86.15 -26.66 -106.58 -78.15 -124.50
421 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -4.43 7.91 85.60 41.12 85.60 -27.20 -107.12 -78.69 -125.04
422 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -4.48 7.86 85.56 41.08 85.56 -27.25 -107.17 -78.74 -125.09
423 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -4.53 7.81 85.50 41.02 85.50 -27.31 -107.22 -78.80 -125.14
424 mt_961_use2014_last_save_rnk500_idxctrl -4.55 7.79 85.48 41.00 85.48 -27.33 -107.24 -78.82 -125.16
425 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -4.67 7.67 85.36 40.88 85.36 -27.45 -107.36 -78.94 -125.28
427 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -4.70 7.65 85.34 40.86 85.34 -27.47 -107.39 -78.96 -125.31
428 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -4.86 7.49 85.18 40.70 85.18 -27.63 -107.55 -79.12 -125.46
436 mt_962_use2011_best_save_rnk500_idxctrl -5.51 6.83 84.52 40.04 84.52 -28.28 -108.20 -79.77 -126.12
437 mt_961_use2022_last_save_rnk500_idxctrl -5.56 6.78 84.47 39.99 84.47 -28.34 -108.25 -79.83 -126.17
438 mt_961_use2014_best_save_rnk500_idxctrl -5.76 6.58 84.27 39.79 84.27 -28.54 -108.45 -80.03 -126.37
441 mt_962_use2010_best_save_rnk500_idxctrl -5.96 6.38 84.07 39.59 84.07 -28.74 -108.65 -80.23 -126.57
443 multin_zz500_61001_idxctrl_zz500_pv -6.02 6.32 84.01 39.53 84.01 -28.80 -108.71 -80.29 -126.63
444 multin_zz500_61002_idxctrl_zz500_pv -6.18 6.17 83.86 39.38 83.86 -28.95 -108.86 -80.44 -126.78
445 multin_zz500_61004_idxctrl_zz500_pv -6.43 5.91 83.60 39.12 83.61 -29.20 -109.12 -80.69 -127.04
446 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -7.85 4.50 82.19 37.71 82.19 -30.62 -110.54 -82.11 -128.46
447 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -7.85 4.50 82.19 37.71 82.19 -30.62 -110.54 -82.11 -128.46
448 mt_961_use2008_best_save_rnk500_idxctrl -8.07 4.27 81.96 37.48 81.96 -30.85 -110.76 -82.34 -128.68
449 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -8.19 4.15 81.84 37.36 81.85 -30.96 -110.88 -82.45 -128.80
451 mt_961_use2008_last_save_rnk500_idxctrl -8.20 4.15 81.84 37.36 81.84 -30.97 -110.89 -82.46 -128.81
453 multin_zz1000_61002_idxctrl_pv_rm_fnd -8.59 3.75 81.44 36.96 81.44 -31.37 -111.28 -82.86 -129.20
454 multin_zz1000_61004_idxctrl_pv_rm_fnd -8.59 3.75 81.44 36.96 81.44 -31.37 -111.28 -82.86 -129.20
456 multin_zz1000_61001_idxctrl_pv_rm_fnd -8.89 3.46 81.15 36.67 81.15 -31.66 -111.57 -83.15 -129.49
460 mt_962_use2010_last_save_rnk500_idxctrl -9.31 3.03 80.72 36.24 80.72 -32.09 -112.00 -83.57 -129.92
461 mt_962_use2017_best_save_rnk500_idxctrl -9.39 2.95 80.64 36.16 80.64 -32.17 -112.08 -83.66 -130.00
463 mt_962_use2018_best_save_rnk500_idxctrl -9.61 2.74 80.43 35.95 80.43 -32.38 -112.30 -83.87 -130.22
464 mt_962_use2012_last_save_rnk500_idxctrl -9.85 2.49 80.18 35.70 80.18 -32.63 -112.54 -84.12 -130.46
467 mt_962_use2008_last_save_rnk500_idxctrl -10.17 2.17 79.86 35.38 79.86 -32.95 -112.86 -84.43 -130.78
469 mt_961_use2016_last_save_rnk500_idxctrl -10.27 2.07 79.76 35.28 79.76 -33.05 -112.96 -84.54 -130.88
470 mt_962_use2015_last_save_rnk500_idxctrl -10.32 2.02 79.71 35.23 79.71 -33.10 -113.01 -84.59 -130.93
471 mt_962_use2008_best_save_rnk500_idxctrl -10.40 1.94 79.63 35.15 79.63 -33.18 -113.09 -84.67 -131.01
473 mt_961_use2016_best_save_rnk500_idxctrl -11.19 1.15 78.84 34.36 78.84 -33.97 -113.88 -85.46 -131.80
479 mt_961_use2019_best_save_rnk500_idxctrl -14.09 -1.74 75.95 31.47 75.95 -36.86 -116.77 -88.35 -134.69
482 mt_962_use2016_last_save_rnk500_idxctrl -15.81 -3.47 74.23 29.75 74.23 -38.58 -118.50 -90.07 -136.42
488 mt_961_use2023_last_save_rnk500_idxctrl -17.35 -5.01 72.68 28.20 72.68 -40.13 -120.04 -91.61 -137.96
489 mt_961_use2018_last_save_rnk500_idxctrl -18.16 -5.81 71.88 27.40 71.88 -40.93 -120.85 -92.42 -138.76
491 mt_962_use2018_last_save_rnk500_idxctrl -18.61 -6.27 71.42 26.94 71.42 -41.39 -121.30 -92.88 -139.22
492 mt_961_use2024_best_save_rnk500_idxctrl -18.77 -6.43 71.26 26.78 71.26 -41.55 -121.46 -93.04 -139.38
493 mt_962_use2017_last_save_rnk500_idxctrl -18.95 -6.60 71.09 26.61 71.09 -41.72 -121.64 -93.21 -139.56
494 mt_961_use2019_last_save_rnk500_idxctrl -19.19 -6.85 70.84 26.36 70.84 -41.97 -121.88 -93.46 -139.80
498 mt_961_use2020_best_save_rnk500_idxctrl -21.51 -9.16 68.53 24.05 68.53 -44.28 -124.20 -95.77 -142.12
499 mt_962_use2016_best_save_rnk500_idxctrl -21.59 -9.25 68.44 23.96 68.45 -44.36 -124.28 -95.85 -142.20
500 mt_961_use2020_last_save_rnk500_idxctrl -21.67 -9.33 68.36 23.88 68.36 -44.45 -124.36 -95.94 -142.28
503 mt_961_use2024_last_save_rnk500_idxctrl -24.55 -12.21 65.48 21.00 65.48 -47.33 -127.24 -98.82 -145.16
508 mt_961_use2018_best_save_rnk500_idxctrl -29.25 -16.91 60.78 16.30 60.78 -52.03 -131.94 -103.52 -149.86
512 mt_962_use2014_best_save_rnk500_idxctrl -32.30 -19.96 57.73 13.25 57.73 -55.08 -134.99 -106.57 -152.91
513 mt_961_use2023_best_save_rnk500_idxctrl -32.51 -20.17 57.52 13.04 57.52 -55.29 -135.20 -106.78 -153.12
515 mt_962_use2014_last_save_rnk500_idxctrl -33.12 -20.78 56.92 12.44 56.92 -55.89 -135.81 -107.38 -153.73