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_20250605_151525
6 mt_962_use2020_best_save_rnk500_idxctrl 28.58 46.56 102.41 78.44 102.41 74.97 111.81 30.69 -48.24
8 mt_962_use2015_best_save_rnk500_idxctrl 21.96 39.93 95.79 71.81 95.79 68.34 105.19 24.06 -54.87
18 mt_962_use2021_best_save_rnk500_idxctrl 8.62 26.59 82.45 58.47 82.45 55.00 91.85 10.72 -68.21
19 mt_962_use2022_best_save_rnk500_idxctrl 8.06 26.04 81.89 57.92 81.89 54.45 91.30 10.17 -68.76
20 mt_961_use2020_last_save_rnk500_idxctrl 6.96 24.93 80.79 56.81 80.79 53.34 90.19 9.06 -69.87
24 mt_961_use2020_best_save_rnk500_idxctrl 5.67 23.65 79.50 55.52 79.50 52.06 88.90 7.78 -71.15
30 mt_962_use2020_last_save_rnk500_idxctrl 4.12 22.09 77.95 53.97 77.95 50.51 87.35 6.22 -72.71
39 mt_961_use2010_last_save_rnk500_idxctrl -6.36 11.61 67.47 43.49 67.47 40.02 76.87 -4.26 -83.19
45 mt_962_use2019_last_save_rnk500_idxctrl -8.47 9.50 65.36 41.38 65.36 37.92 74.76 -6.37 -85.30
49 mt_962_use2021_last_save_rnk500_idxctrl -11.16 6.82 62.67 38.70 62.67 35.23 72.07 -9.05 -87.98
55 mt_962_use2019_best_save_rnk500_idxctrl -11.91 6.06 61.92 37.94 61.92 34.47 71.32 -9.81 -88.74
63 mt_962_use2022_last_save_rnk500_idxctrl -16.29 1.69 57.54 33.57 57.54 30.10 66.94 -14.18 -93.11
68 mt_961_use2013_best_save_rnk500_idxctrl -19.88 -1.91 53.95 29.97 53.95 26.50 63.35 -17.78 -96.71
78 mt_961_use2019_last_save_rnk500_idxctrl -22.20 -4.23 51.63 27.65 51.63 24.19 61.03 -20.10 -99.03
79 mt_962_use2015_last_save_rnk500_idxctrl -22.24 -4.27 51.59 27.61 51.59 24.14 60.99 -20.14 -99.07
82 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -22.98 -5.00 50.86 26.88 50.85 23.41 60.26 -20.87 -99.80
83 mt_961_use2019_best_save_rnk500_idxctrl -23.01 -5.04 50.82 26.84 50.82 23.37 60.22 -20.91 -99.84
86 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -23.28 -5.31 50.55 26.57 50.55 23.10 59.95 -21.18 -100.11
92 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -24.75 -6.78 49.08 25.10 49.08 21.63 58.48 -22.65 -101.58
95 multin_zz1000_61001_idxctrl_50010002000_pv -25.48 -7.50 48.35 24.37 48.35 20.91 57.75 -23.37 -102.30
96 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -25.48 -7.50 48.36 24.38 48.35 20.91 57.76 -23.37 -102.30
98 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -25.82 -7.85 48.01 24.03 48.01 20.57 57.41 -23.72 -102.65
100 multin_zz1000_61002_idxctrl_50010002000_pv -25.91 -7.93 47.92 23.95 47.92 20.48 57.32 -23.80 -102.73
102 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -26.30 -8.32 47.53 23.55 47.53 20.09 56.93 -24.19 -103.12
103 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -26.34 -8.37 47.49 23.51 47.49 20.04 56.89 -24.24 -103.17
105 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -26.54 -8.57 47.29 23.31 47.29 19.84 56.69 -24.44 -103.37
106 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -27.07 -9.09 46.77 22.79 46.76 19.32 56.17 -24.96 -103.89
107 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -27.17 -9.20 46.66 22.68 46.65 19.21 56.06 -25.07 -104.00
108 multin_zz1000_61001_idxctrl_top3800_pv -27.20 -9.22 46.63 22.65 46.63 19.19 56.03 -25.09 -104.02
109 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -27.24 -9.27 46.59 22.61 46.59 19.14 55.99 -25.14 -104.07
111 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -27.57 -9.60 46.26 22.28 46.26 18.81 55.66 -25.47 -104.40
112 multin_zz1000_61001_idxctrl_zz1000_pv -27.63 -9.66 46.20 22.22 46.20 18.76 55.60 -25.53 -104.46
113 multin_zz1000_61004_idxctrl_50010002000_pv -27.95 -9.97 45.88 21.91 45.88 18.44 55.28 -25.84 -104.77
114 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -27.96 -9.98 45.87 21.90 45.87 18.43 55.27 -25.85 -104.78
115 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -28.04 -10.06 45.79 21.82 45.79 18.35 55.19 -25.93 -104.86
116 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -28.05 -10.07 45.79 21.81 45.78 18.34 55.19 -25.94 -104.87
117 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -28.39 -10.41 45.45 21.47 45.44 18.00 54.85 -26.28 -105.21
120 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -29.05 -11.07 44.78 20.80 44.78 17.34 54.18 -26.94 -105.87
121 mt_962_use2013_last_save_rnk500_idxctrl -29.10 -11.12 44.74 20.76 44.73 17.29 54.14 -26.99 -105.92
122 multin_zz1000_61002_idxctrl_zz1000_pv -29.12 -11.14 44.71 20.73 44.71 17.27 54.11 -27.01 -105.94
123 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -29.13 -11.15 44.70 20.72 44.70 17.26 54.10 -27.02 -105.95
124 multin_zz1000_61002_idxctrl_top3800_pv -29.38 -11.40 44.45 20.48 44.45 17.01 53.85 -27.27 -106.20
127 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -29.55 -11.58 44.28 20.30 44.28 16.83 53.68 -27.45 -106.38
130 multin_zz1000_61004_idxctrl_zz1000_pv -30.15 -12.17 43.69 19.71 43.68 16.24 53.09 -28.04 -106.97
131 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -30.71 -12.73 43.12 19.14 43.12 15.68 52.52 -28.60 -107.53
133 multin_zz1000_61004_idxctrl_top3800_pv -30.74 -12.77 43.09 19.11 43.09 15.64 52.49 -28.64 -107.57
135 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -31.39 -13.41 42.44 18.46 42.44 15.00 51.84 -29.29 -108.22
138 mt_962_use2023_last_save_rnk500_idxctrl -32.53 -14.55 41.30 17.32 41.30 13.86 50.70 -30.42 -109.35
154 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -34.85 -16.87 38.98 15.01 38.98 11.54 48.38 -32.74 -111.67
157 mt_962_use2012_best_save_rnk500_idxctrl -35.41 -17.44 38.42 14.44 38.42 10.97 47.82 -33.31 -112.24
162 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -36.13 -18.15 37.71 13.73 37.70 10.26 47.11 -34.02 -112.95
163 mt_962_use2013_best_save_rnk500_idxctrl -36.18 -18.21 37.65 13.67 37.65 10.20 47.05 -34.08 -113.01
164 mt_962_use2023_best_save_rnk500_idxctrl -36.20 -18.23 37.63 13.65 37.63 10.18 47.03 -34.10 -113.03
165 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -36.42 -18.44 37.41 13.44 37.41 9.97 46.81 -34.31 -113.24
170 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -37.28 -19.31 36.55 12.57 36.55 9.10 45.95 -35.18 -114.11
173 mt_962_use2017_best_save_rnk500_idxctrl -37.47 -19.50 36.36 12.38 36.36 8.91 45.76 -35.37 -114.30
176 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -37.67 -19.70 36.16 12.18 36.16 8.72 45.56 -35.57 -114.50
177 mt_961_use2010_best_save_rnk500_idxctrl -37.72 -19.74 36.11 12.13 36.11 8.67 45.51 -35.61 -114.54
181 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -38.47 -20.50 35.36 11.38 35.36 7.92 44.76 -36.37 -115.30
187 multin_zz1000_61001_idxctrl_pv_rm_blc -39.07 -21.09 34.76 10.79 34.76 7.32 44.16 -36.96 -115.89
192 multin_zz1000_61001_idxctrl_pv -39.49 -21.52 34.34 10.36 34.34 6.90 43.74 -37.39 -116.32
196 multin_zz1000_61004_idxctrl_pv_rm_blc -40.16 -22.18 33.67 9.69 33.67 6.23 43.07 -38.05 -116.98
197 multin_zz1000_61002_idxctrl_pv_rm_blc -40.16 -22.18 33.67 9.69 33.67 6.23 43.07 -38.05 -116.98
201 multin_zz1000_61004_idxctrl_pv -40.60 -22.63 33.23 9.25 33.23 5.78 42.63 -38.50 -117.43
202 multin_zz1000_61002_idxctrl_pv -40.60 -22.63 33.23 9.25 33.23 5.78 42.63 -38.50 -117.43
209 mt_962_use2010_last_save_rnk500_idxctrl -41.69 -23.72 32.14 8.16 32.14 4.69 41.54 -39.59 -118.52
210 mt_962_use2018_best_save_rnk500_idxctrl -42.59 -24.62 31.24 7.26 31.24 3.79 40.64 -40.49 -119.42
211 mt_961_use2015_best_save_rnk500_idxctrl -42.66 -24.69 31.17 7.19 31.17 3.72 40.57 -40.56 -119.49
224 mt_961_use2011_best_save_rnk500_idxctrl -45.58 -27.61 28.25 4.27 28.25 0.81 37.65 -43.48 -122.41
225 mt_961_use2013_last_save_rnk500_idxctrl -45.91 -27.93 27.93 3.95 27.92 0.48 37.33 -43.80 -122.73
233 mt_962_use2016_last_save_rnk500_idxctrl -46.74 -28.77 27.09 3.11 27.09 -0.36 36.49 -44.64 -123.57
237 mt_961_use2011_last_save_rnk500_idxctrl -47.58 -29.60 26.25 2.28 26.25 -1.19 35.65 -45.47 -124.40
252 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -50.96 -32.98 22.87 -1.11 22.87 -4.57 32.27 -48.85 -127.78
253 mt_961_use2015_last_save_rnk500_idxctrl -51.48 -33.50 22.35 -1.62 22.35 -5.09 31.75 -49.37 -128.30
255 multin_zz1000_61001_idxctrl_pv_rm_fnd -51.77 -33.80 22.06 -1.92 22.05 -5.39 31.46 -49.67 -128.60
256 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -51.83 -33.86 22.00 -1.98 22.00 -5.44 31.40 -49.73 -128.66
257 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -51.83 -33.86 22.00 -1.98 22.00 -5.44 31.40 -49.73 -128.66
260 mt_962_use2014_best_save_rnk500_idxctrl -52.22 -34.25 21.61 -2.37 21.61 -5.84 31.01 -50.12 -129.05
265 multin_zz1000_61004_idxctrl_pv_rm_fnd -52.65 -34.67 21.18 -2.80 21.18 -6.26 30.58 -50.54 -129.47
266 multin_zz1000_61002_idxctrl_pv_rm_fnd -52.65 -34.67 21.18 -2.80 21.18 -6.26 30.58 -50.54 -129.47
270 mt_962_use2017_last_save_rnk500_idxctrl -53.08 -35.10 20.75 -3.23 20.75 -6.69 30.15 -50.97 -129.90
275 mt_962_use2010_best_save_rnk500_idxctrl -53.44 -35.47 20.39 -3.59 20.39 -7.05 29.79 -51.34 -130.27
277 mt_962_use2011_last_save_rnk500_idxctrl -54.34 -36.37 19.49 -4.49 19.49 -7.95 28.89 -52.24 -131.17
282 mt_961_use2012_last_save_rnk500_idxctrl -55.30 -37.32 18.53 -5.45 18.53 -8.91 27.93 -53.19 -132.12
284 mt_961_use2022_last_save_rnk500_idxctrl -55.81 -37.84 18.02 -5.96 18.01 -9.43 27.42 -53.71 -132.64
285 mt_961_use2009_best_save_rnk500_idxctrl -55.95 -37.97 17.88 -6.10 17.88 -9.56 27.28 -53.84 -132.77
286 multin_zz500_61001_idxctrl_zz500_pv -56.25 -38.28 17.58 -6.40 17.58 -9.87 26.98 -54.15 -133.08
289 mt_962_use2024_last_save_rnk500_idxctrl -56.90 -38.92 16.93 -7.05 16.93 -10.51 26.33 -54.79 -133.72
291 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -57.23 -39.26 16.60 -7.38 16.60 -10.85 26.00 -55.13 -134.06
294 mt_961_use2021_best_save_rnk500_idxctrl -57.45 -39.48 16.38 -7.60 16.38 -11.07 25.78 -55.35 -134.28
295 multin_zz500_61002_idxctrl_zz500_pv -57.45 -39.48 16.38 -7.60 16.38 -11.07 25.78 -55.35 -134.28
296 multin_zz500_61004_idxctrl_zz500_pv -57.66 -39.69 16.17 -7.81 16.17 -11.27 25.57 -55.56 -134.49
299 mt_961_use2022_best_save_rnk500_idxctrl -57.93 -39.95 15.90 -8.07 15.90 -11.54 25.30 -55.82 -134.75
302 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -58.39 -40.41 15.44 -8.53 15.44 -12.00 24.84 -56.28 -135.21
303 mt_961_use2009_last_save_rnk500_idxctrl -58.43 -40.45 15.41 -8.57 15.40 -12.04 24.81 -56.32 -135.25
306 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -58.60 -40.62 15.23 -8.74 15.23 -12.21 24.63 -56.49 -135.42
307 mt_962_use2016_best_save_rnk500_idxctrl -59.00 -41.03 14.83 -9.15 14.83 -12.62 24.23 -56.90 -135.83
308 mt_961_use2021_last_save_rnk500_idxctrl -59.55 -41.58 14.28 -9.70 14.28 -13.16 23.68 -57.45 -136.38
339 mt_961_use2017_last_save_rnk500_idxctrl -66.33 -48.35 7.50 -16.48 7.50 -19.94 16.90 -64.23 -143.16
341 mt_962_use2018_last_save_rnk500_idxctrl -66.51 -48.53 7.32 -16.66 7.32 -20.12 16.72 -64.40 -143.33
351 mt_962_use2012_last_save_rnk500_idxctrl -68.58 -50.60 5.25 -18.73 5.25 -22.19 14.65 -66.47 -145.40
363 mt_961_use2012_best_save_rnk500_idxctrl -70.57 -52.60 3.26 -20.72 3.26 -24.19 12.66 -68.47 -147.40
376 mt_962_use2009_last_save_rnk500_idxctrl -73.56 -55.59 0.27 -23.71 0.27 -27.18 9.67 -71.46 -150.39
377 mt_962_use2011_best_save_rnk500_idxctrl -73.82 -55.85 0.01 -23.97 0.01 -27.44 9.41 -71.72 -150.65
378 mt_962_use2014_last_save_rnk500_idxctrl -73.88 -55.91 -0.05 -24.03 -0.05 -27.50 9.35 -71.78 -150.71
379 mt_962_use2009_best_save_rnk500_idxctrl -73.96 -55.99 -0.13 -24.11 -0.13 -27.58 9.27 -71.86 -150.79
381 mt_962_use2024_best_save_rnk500_idxctrl -74.26 -56.28 -0.42 -24.40 -0.43 -27.87 8.98 -72.15 -151.08
387 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -76.85 -58.87 -3.02 -26.99 -3.02 -30.46 6.38 -74.74 -153.67
389 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -77.04 -59.06 -3.21 -27.18 -3.21 -30.65 6.19 -74.93 -153.86
390 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -77.37 -59.40 -3.54 -27.52 -3.54 -30.99 5.86 -75.27 -154.20
391 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -77.57 -59.60 -3.74 -27.72 -3.74 -31.19 5.66 -75.47 -154.40
393 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -77.85 -59.87 -4.02 -27.99 -4.02 -31.46 5.38 -75.74 -154.67
394 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -78.05 -60.08 -4.22 -28.20 -4.23 -31.67 5.18 -75.95 -154.88
401 mt_961_use2018_last_save_rnk500_idxctrl -79.33 -61.36 -5.50 -29.48 -5.50 -32.94 3.90 -77.23 -156.16
405 mt_961_use2016_last_save_rnk500_idxctrl -80.27 -62.30 -6.44 -30.42 -6.44 -33.89 2.96 -78.17 -157.10
416 mt_961_use2018_best_save_rnk500_idxctrl -81.86 -63.88 -8.03 -32.01 -8.03 -35.47 1.37 -79.75 -158.68
422 mt_961_use2008_best_save_rnk500_idxctrl -82.96 -64.99 -9.13 -33.11 -9.13 -36.58 0.27 -80.86 -159.79
430 mt_961_use2008_last_save_rnk500_idxctrl -85.71 -67.74 -11.88 -35.86 -11.88 -39.33 -2.48 -83.61 -162.54
438 mt_961_use2017_best_save_rnk500_idxctrl -87.97 -69.99 -14.14 -38.11 -14.14 -41.58 -4.74 -85.86 -164.79
440 mt_962_use2008_best_save_rnk500_idxctrl -88.35 -70.37 -14.51 -38.49 -14.52 -41.96 -5.11 -86.24 -165.17
444 mt_961_use2014_best_save_rnk500_idxctrl -89.12 -71.14 -15.29 -39.27 -15.29 -42.73 -5.89 -87.01 -165.94
445 mt_961_use2016_best_save_rnk500_idxctrl -89.54 -71.57 -15.71 -39.69 -15.71 -43.16 -6.31 -87.44 -166.37
451 mt_962_use2008_last_save_rnk500_idxctrl -90.17 -72.20 -16.34 -40.32 -16.35 -43.79 -6.94 -88.07 -167.00
458 mt_961_use2023_last_save_rnk500_idxctrl -92.12 -74.15 -18.29 -42.27 -18.29 -45.73 -8.89 -90.02 -168.95
461 mt_961_use2024_last_save_rnk500_idxctrl -93.18 -75.21 -19.35 -43.33 -19.35 -46.80 -9.95 -91.08 -170.01
464 mt_961_use2024_best_save_rnk500_idxctrl -94.03 -76.05 -20.20 -44.17 -20.20 -47.64 -10.80 -91.92 -170.85
469 mt_961_use2014_last_save_rnk500_idxctrl -96.00 -78.02 -22.16 -46.14 -22.17 -49.61 -12.76 -93.89 -172.82
484 mt_961_use2023_best_save_rnk500_idxctrl -100.95 -82.98 -27.12 -51.10 -27.13 -54.57 -17.72 -98.85 -177.78