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_20250606_151523
239 mt_962_use2008_last_save_rnk500_idxctrl 51.53 41.74 27.96 34.75 27.96 -26.77 -63.53 -49.75 -117.66
244 mt_962_use2008_best_save_rnk500_idxctrl 50.89 41.11 27.32 34.11 27.32 -27.40 -64.17 -50.38 -118.30
254 mt_961_use2008_last_save_rnk500_idxctrl 49.14 39.35 25.57 32.36 25.57 -29.16 -65.93 -52.14 -120.06
255 mt_961_use2008_best_save_rnk500_idxctrl 49.06 39.27 25.49 32.28 25.49 -29.24 -66.00 -52.22 -120.13
256 mt_962_use2018_last_save_rnk500_idxctrl 48.91 39.12 25.34 32.13 25.34 -29.39 -66.16 -52.37 -120.28
257 mt_961_use2018_best_save_rnk500_idxctrl 48.78 38.99 25.21 32.00 25.21 -29.51 -66.28 -52.50 -120.41
261 mt_962_use2009_best_save_rnk500_idxctrl 48.30 38.51 24.73 31.52 24.73 -30.00 -66.77 -52.98 -120.90
266 mt_962_use2009_last_save_rnk500_idxctrl 47.67 37.88 24.10 30.89 24.10 -30.63 -67.40 -53.61 -121.53
268 mt_962_use2010_last_save_rnk500_idxctrl 47.53 37.74 23.96 30.75 23.96 -30.77 -67.54 -53.75 -121.66
271 mt_962_use2011_best_save_rnk500_idxctrl 46.98 37.19 23.41 30.20 23.41 -31.32 -68.08 -54.30 -122.21
273 mt_961_use2022_last_save_rnk500_idxctrl 46.39 36.61 22.82 29.62 22.82 -31.90 -68.67 -54.88 -122.80
276 mt_961_use2016_last_save_rnk500_idxctrl 45.88 36.09 22.31 29.10 22.31 -32.42 -69.18 -55.40 -123.31
283 mt_961_use2024_best_save_rnk500_idxctrl 45.17 35.38 21.60 28.39 21.60 -33.13 -69.89 -56.11 -124.02
287 mt_961_use2016_best_save_rnk500_idxctrl 44.65 34.86 21.08 27.87 21.08 -33.65 -70.42 -56.63 -124.55
288 mt_961_use2018_last_save_rnk500_idxctrl 43.70 33.91 20.13 26.92 20.13 -34.60 -71.36 -57.58 -125.49
299 mt_961_use2024_last_save_rnk500_idxctrl 41.84 32.06 18.27 25.07 18.28 -36.45 -73.22 -59.43 -127.35
308 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 39.33 29.54 15.76 22.55 15.76 -38.97 -75.73 -61.95 -129.86
309 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 39.05 29.27 15.48 22.28 15.48 -39.24 -76.01 -62.22 -130.14
310 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 38.82 29.04 15.25 22.04 15.25 -39.47 -76.24 -62.45 -130.37
311 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 38.81 29.02 15.24 22.03 15.24 -39.49 -76.25 -62.47 -130.38
314 mt_962_use2010_best_save_rnk500_idxctrl 38.29 28.51 14.72 21.52 14.73 -40.00 -76.77 -62.98 -130.90
315 mt_962_use2018_best_save_rnk500_idxctrl 38.29 28.50 14.72 21.51 14.72 -40.01 -76.78 -62.99 -130.91
316 mt_961_use2011_last_save_rnk500_idxctrl 38.27 28.49 14.70 21.50 14.70 -40.02 -76.79 -63.00 -130.92
318 mt_961_use2022_best_save_rnk500_idxctrl 37.51 27.72 13.94 20.73 13.94 -40.79 -77.56 -63.77 -131.69
320 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 37.13 27.35 13.56 20.36 13.56 -41.16 -77.93 -64.14 -132.06
321 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 37.09 27.30 13.52 20.31 13.52 -41.21 -77.98 -64.19 -132.11
323 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 36.88 27.10 13.31 20.11 13.31 -41.41 -78.18 -64.39 -132.31
324 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 36.86 27.07 13.29 20.08 13.29 -41.43 -78.20 -64.41 -132.33
327 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 36.62 26.84 13.05 19.85 13.05 -41.67 -78.44 -64.65 -132.57
329 mt_961_use2023_best_save_rnk500_idxctrl 35.97 26.18 12.40 19.19 12.40 -42.33 -79.09 -65.31 -133.22
333 mt_961_use2012_best_save_rnk500_idxctrl 35.53 25.74 11.96 18.75 11.96 -42.77 -79.53 -65.75 -133.66
336 multin_zz1000_61002_idxctrl_top3800_pv 35.43 25.65 11.86 18.66 11.86 -42.86 -79.63 -65.84 -133.76
337 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 35.43 25.64 11.86 18.65 11.86 -42.87 -79.64 -65.85 -133.76
338 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 35.07 25.28 11.50 18.29 11.50 -43.23 -80.00 -66.21 -134.13
339 multin_zz1000_61002_idxctrl_50010002000_pv 34.40 24.61 10.83 17.62 10.83 -43.90 -80.66 -66.88 -134.79
340 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 34.10 24.31 10.53 17.32 10.53 -44.20 -80.96 -67.18 -135.09
343 multin_zz1000_61004_idxctrl_top3800_pv 33.90 24.11 10.33 17.12 10.33 -44.40 -81.17 -67.38 -135.30
345 mt_961_use2014_best_save_rnk500_idxctrl 33.63 23.85 10.06 16.86 10.06 -44.66 -81.43 -67.64 -135.56
347 multin_zz1000_61004_idxctrl_50010002000_pv 33.29 23.51 9.72 16.52 9.73 -45.00 -81.77 -67.98 -135.90
348 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 33.20 23.41 9.63 16.42 9.63 -45.10 -81.87 -68.08 -136.00
349 mt_962_use2016_last_save_rnk500_idxctrl 33.13 23.35 9.56 16.36 9.56 -45.16 -81.93 -68.14 -136.06
351 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 32.98 23.20 9.41 16.21 9.41 -45.31 -82.08 -68.29 -136.21
352 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 32.94 23.15 9.37 16.16 9.37 -45.36 -82.13 -68.34 -136.26
353 mt_961_use2014_last_save_rnk500_idxctrl 32.77 22.98 9.20 15.99 9.20 -45.53 -82.29 -68.51 -136.42
357 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 32.67 22.88 9.10 15.89 9.10 -45.63 -82.39 -68.61 -136.52
358 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 32.64 22.85 9.07 15.86 9.07 -45.66 -82.43 -68.64 -136.56
360 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 32.22 22.44 8.65 15.45 8.65 -46.07 -82.84 -69.05 -136.97
361 mt_961_use2009_last_save_rnk500_idxctrl 32.09 22.30 8.52 15.31 8.52 -46.20 -82.97 -69.18 -137.10
362 mt_961_use2017_best_save_rnk500_idxctrl 31.94 22.15 8.37 15.16 8.37 -46.36 -83.13 -69.34 -137.25
363 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 31.85 22.06 8.28 15.07 8.28 -46.45 -83.22 -69.43 -137.35
364 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 31.80 22.01 8.23 15.02 8.23 -46.50 -83.27 -69.48 -137.40
365 mt_961_use2013_last_save_rnk500_idxctrl 31.73 21.94 8.16 14.95 8.16 -46.56 -83.33 -69.55 -137.46
367 mt_961_use2012_last_save_rnk500_idxctrl 31.47 21.69 7.90 14.70 7.90 -46.82 -83.59 -69.80 -137.72
368 multin_zz1000_61001_idxctrl_top3800_pv 31.41 21.62 7.84 14.63 7.84 -46.88 -83.65 -69.86 -137.78
373 mt_961_use2019_best_save_rnk500_idxctrl 31.15 21.36 7.58 14.37 7.58 -47.15 -83.92 -70.13 -138.05
375 mt_962_use2011_last_save_rnk500_idxctrl 30.94 21.15 7.37 14.16 7.37 -47.36 -84.13 -70.34 -138.26
380 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 30.69 20.90 7.12 13.91 7.12 -47.61 -84.38 -70.59 -138.50
381 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 30.53 20.75 6.96 13.76 6.96 -47.76 -84.53 -70.74 -138.66
383 mt_961_use2009_best_save_rnk500_idxctrl 30.43 20.64 6.85 13.65 6.86 -47.87 -84.64 -70.85 -138.77
384 multin_zz500_61002_idxctrl_zz500_pv 30.36 20.58 6.79 13.59 6.79 -47.93 -84.70 -70.91 -138.83
385 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 30.35 20.56 6.78 13.57 6.78 -47.95 -84.71 -70.93 -138.84
387 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 30.01 20.22 6.44 13.23 6.44 -48.29 -85.06 -71.27 -139.19
388 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 29.87 20.08 6.30 13.09 6.30 -48.43 -85.20 -71.41 -139.33
389 multin_zz500_61004_idxctrl_zz500_pv 29.86 20.08 6.29 13.09 6.29 -48.43 -85.20 -71.41 -139.33
390 mt_962_use2013_last_save_rnk500_idxctrl 29.73 19.95 6.16 12.96 6.17 -48.56 -85.33 -71.54 -139.46
392 multin_zz1000_61001_idxctrl_50010002000_pv 29.63 19.84 6.06 12.85 6.06 -48.67 -85.44 -71.65 -139.57
403 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 28.66 18.87 5.09 11.88 5.09 -49.64 -86.40 -72.62 -140.53
405 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 28.49 18.71 4.92 11.72 4.92 -49.80 -86.57 -72.78 -140.70
406 multin_zz500_61001_idxctrl_zz500_pv 28.49 18.70 4.92 11.71 4.92 -49.81 -86.58 -72.79 -140.71
407 mt_962_use2015_last_save_rnk500_idxctrl 28.43 18.64 4.86 11.65 4.86 -49.86 -86.63 -72.84 -140.76
410 mt_961_use2021_last_save_rnk500_idxctrl 27.88 18.09 4.31 11.10 4.31 -50.41 -87.18 -73.39 -141.31
413 mt_962_use2016_best_save_rnk500_idxctrl 27.57 17.79 4.00 10.80 4.00 -50.72 -87.49 -73.70 -141.62
414 multin_zz1000_61002_idxctrl_pv_rm_fnd 27.16 17.37 3.59 10.38 3.59 -51.14 -87.91 -74.12 -142.04
415 multin_zz1000_61004_idxctrl_pv_rm_fnd 27.16 17.37 3.59 10.38 3.59 -51.14 -87.91 -74.12 -142.04
418 mt_961_use2017_last_save_rnk500_idxctrl 25.91 16.12 2.34 9.13 2.34 -52.39 -89.15 -75.37 -143.28
419 multin_zz1000_61001_idxctrl_pv_rm_fnd 25.85 16.07 2.28 9.08 2.29 -52.44 -89.21 -75.42 -143.34
420 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 25.77 15.99 2.20 9.00 2.20 -52.52 -89.29 -75.50 -143.42
421 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 25.77 15.99 2.20 9.00 2.20 -52.52 -89.29 -75.50 -143.42
422 mt_961_use2019_last_save_rnk500_idxctrl 25.71 15.93 2.14 8.94 2.14 -52.58 -89.35 -75.56 -143.48
423 mt_961_use2021_best_save_rnk500_idxctrl 25.71 15.93 2.14 8.94 2.14 -52.58 -89.35 -75.56 -143.48
425 mt_961_use2011_best_save_rnk500_idxctrl 25.17 15.38 1.60 8.39 1.60 -53.13 -89.90 -76.11 -144.03
427 mt_962_use2017_last_save_rnk500_idxctrl 25.00 15.21 1.43 8.22 1.43 -53.30 -90.06 -76.28 -144.19
431 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 24.47 14.69 0.90 7.70 0.91 -53.82 -90.59 -76.80 -144.72
434 multin_zz1000_61002_idxctrl_pv 23.76 13.98 0.19 6.99 0.20 -54.53 -91.30 -77.51 -145.43
435 multin_zz1000_61004_idxctrl_pv 23.76 13.98 0.19 6.99 0.20 -54.53 -91.30 -77.51 -145.43
437 multin_zz1000_61004_idxctrl_pv_rm_blc 23.18 13.39 -0.39 6.40 -0.39 -55.12 -91.89 -78.10 -146.02
438 multin_zz1000_61002_idxctrl_pv_rm_blc 23.18 13.39 -0.39 6.40 -0.39 -55.12 -91.89 -78.10 -146.02
439 mt_961_use2010_best_save_rnk500_idxctrl 23.12 13.33 -0.45 6.34 -0.45 -55.17 -91.94 -78.15 -146.07
442 mt_961_use2023_last_save_rnk500_idxctrl 22.83 13.05 -0.74 6.06 -0.74 -55.46 -92.23 -78.44 -146.36
446 multin_zz1000_61001_idxctrl_pv 21.98 12.19 -1.59 5.20 -1.59 -56.31 -93.08 -79.29 -147.21
447 mt_962_use2017_best_save_rnk500_idxctrl 21.57 11.78 -2.01 4.79 -2.00 -56.73 -93.50 -79.71 -147.63
448 multin_zz1000_61001_idxctrl_pv_rm_blc 21.40 11.61 -2.17 4.62 -2.17 -56.90 -93.66 -79.88 -147.79
450 mt_961_use2020_last_save_rnk500_idxctrl 21.00 11.22 -2.57 4.23 -2.57 -57.29 -94.06 -80.27 -148.19
451 mt_962_use2012_last_save_rnk500_idxctrl 20.92 11.13 -2.65 4.14 -2.65 -57.37 -94.14 -80.35 -148.27
452 mt_962_use2012_best_save_rnk500_idxctrl 20.89 11.11 -2.68 4.12 -2.67 -57.40 -94.17 -80.38 -148.30
455 mt_961_use2015_best_save_rnk500_idxctrl 19.86 10.08 -3.71 3.09 -3.71 -58.43 -95.20 -81.41 -149.33
457 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 19.66 9.87 -3.91 2.88 -3.91 -58.63 -95.40 -81.61 -149.53
458 mt_962_use2013_best_save_rnk500_idxctrl 19.27 9.49 -4.30 2.50 -4.30 -59.02 -95.79 -82.00 -149.92
459 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 19.27 9.48 -4.31 2.49 -4.30 -59.03 -95.80 -82.01 -149.93
460 mt_961_use2020_best_save_rnk500_idxctrl 18.78 9.00 -4.79 2.01 -4.79 -59.51 -96.28 -82.49 -150.41
461 mt_961_use2010_last_save_rnk500_idxctrl 18.70 8.91 -4.87 1.92 -4.87 -59.60 -96.37 -82.58 -150.50
462 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 18.67 8.88 -4.90 1.89 -4.90 -59.62 -96.39 -82.60 -150.52
465 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 17.74 7.96 -5.83 0.97 -5.83 -60.55 -97.32 -83.53 -151.45
467 multin_zz1000_61002_idxctrl_zz1000_pv 17.57 7.78 -6.00 0.79 -6.00 -60.72 -97.49 -83.70 -151.62
469 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 17.48 7.69 -6.10 0.70 -6.09 -60.82 -97.59 -83.80 -151.72
471 multin_zz1000_61004_idxctrl_zz1000_pv 17.30 7.52 -6.27 0.53 -6.26 -60.99 -97.76 -83.97 -151.89
474 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 16.80 7.01 -6.77 0.02 -6.77 -61.50 -98.27 -84.48 -152.40
475 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 16.59 6.81 -6.98 -0.18 -6.98 -61.70 -98.47 -84.68 -152.60
476 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 16.41 6.62 -7.16 -0.37 -7.16 -61.89 -98.65 -84.87 -152.78
478 multin_zz1000_61001_idxctrl_zz1000_pv 15.33 5.54 -8.24 -1.45 -8.24 -62.97 -99.73 -85.95 -153.86
481 mt_961_use2015_last_save_rnk500_idxctrl 15.01 5.22 -8.56 -1.77 -8.56 -63.29 -100.05 -86.27 -154.18
484 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 14.36 4.57 -9.21 -2.42 -9.21 -63.94 -100.71 -86.92 -154.83
490 mt_962_use2020_last_save_rnk500_idxctrl 9.35 -0.43 -14.22 -7.42 -14.21 -68.94 -105.71 -91.92 -159.84
492 mt_962_use2015_best_save_rnk500_idxctrl 8.84 -0.94 -14.73 -7.93 -14.72 -69.45 -106.22 -92.43 -160.35
494 mt_962_use2019_last_save_rnk500_idxctrl 6.88 -2.91 -16.69 -9.90 -16.69 -71.42 -108.18 -94.40 -162.31
496 mt_962_use2020_best_save_rnk500_idxctrl 5.59 -4.20 -17.98 -11.19 -17.98 -72.70 -109.47 -95.69 -163.60
498 mt_962_use2022_best_save_rnk500_idxctrl 5.03 -4.75 -18.54 -11.74 -18.54 -73.26 -110.03 -96.24 -164.16
499 mt_962_use2024_best_save_rnk500_idxctrl 3.46 -6.32 -20.11 -13.31 -20.10 -74.83 -111.60 -97.81 -165.73
500 mt_962_use2024_last_save_rnk500_idxctrl 3.23 -6.56 -20.34 -13.55 -20.34 -75.07 -111.83 -98.05 -165.96
501 mt_962_use2014_last_save_rnk500_idxctrl 2.82 -6.96 -20.75 -13.95 -20.74 -75.47 -112.24 -98.45 -166.37
502 mt_962_use2021_last_save_rnk500_idxctrl 2.48 -7.30 -21.09 -14.29 -21.09 -75.81 -112.58 -98.79 -166.71
504 mt_962_use2014_best_save_rnk500_idxctrl 1.37 -8.41 -22.20 -15.40 -22.20 -76.92 -113.69 -99.90 -167.82
505 mt_961_use2013_best_save_rnk500_idxctrl 1.12 -8.67 -22.45 -15.66 -22.45 -77.18 -113.95 -100.16 -168.08
506 mt_962_use2019_best_save_rnk500_idxctrl 0.69 -9.09 -22.88 -16.09 -22.88 -77.60 -114.37 -100.58 -168.50
508 mt_962_use2021_best_save_rnk500_idxctrl 0.58 -9.20 -22.99 -16.19 -22.99 -77.71 -114.48 -100.69 -168.61
510 mt_962_use2023_best_save_rnk500_idxctrl -2.74 -12.52 -26.31 -19.51 -26.30 -81.03 -117.80 -104.01 -171.93
511 mt_962_use2023_last_save_rnk500_idxctrl -3.49 -13.28 -27.06 -20.27 -27.06 -81.79 -118.55 -104.77 -172.68
512 mt_962_use2022_last_save_rnk500_idxctrl -4.61 -14.40 -28.19 -21.39 -28.18 -82.91 -119.68 -105.89 -173.81