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_20250609_151522
115 mt_961_use2010_last_save_rnk500_idxctrl 19.06 47.76 126.52 95.42 126.52 -22.13 -172.74 -217.44 -188.84
116 multin_zz1000_61004_idxctrl_top3800_pv 18.56 47.26 126.02 94.92 126.02 -22.63 -173.23 -217.94 -189.33
124 multin_zz1000_61002_idxctrl_top3800_pv 17.82 46.52 125.28 94.18 125.28 -23.37 -173.98 -218.68 -190.08
127 multin_zz1000_61004_idxctrl_50010002000_pv 17.75 46.45 125.21 94.11 125.21 -23.44 -174.04 -218.75 -190.15
138 multin_zz1000_61001_idxctrl_top3800_pv 16.18 44.88 123.64 92.54 123.64 -25.01 -175.61 -220.32 -191.71
143 multin_zz1000_61002_idxctrl_50010002000_pv 15.75 44.45 123.21 92.11 123.21 -25.44 -176.04 -220.75 -192.14
147 multin_zz1000_61001_idxctrl_50010002000_pv 15.00 43.70 122.47 91.36 122.47 -26.19 -176.79 -221.50 -192.89
148 mt_962_use2014_best_save_rnk500_idxctrl 14.87 43.57 122.33 91.23 122.33 -26.32 -176.93 -221.63 -193.03
150 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 14.61 43.30 122.07 90.96 122.07 -26.59 -177.19 -221.89 -193.29
151 mt_962_use2023_best_save_rnk500_idxctrl 14.55 43.25 122.02 90.91 122.02 -26.64 -177.24 -221.95 -193.34
154 mt_962_use2023_last_save_rnk500_idxctrl 14.05 42.74 121.51 90.40 121.51 -27.15 -177.75 -222.45 -193.85
156 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 13.68 42.38 121.15 90.04 121.15 -27.51 -178.11 -222.82 -194.21
158 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 13.65 42.35 121.11 90.01 121.11 -27.54 -178.15 -222.85 -194.25
162 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 11.76 40.46 119.22 88.12 119.22 -29.43 -180.03 -224.74 -196.13
163 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 11.51 40.20 118.97 87.86 118.97 -29.69 -180.29 -224.99 -196.39
175 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 10.03 38.73 117.50 86.39 117.50 -31.16 -181.76 -226.47 -197.86
196 mt_962_use2013_best_save_rnk500_idxctrl 7.34 36.03 114.80 83.69 114.80 -33.86 -184.46 -229.16 -200.56
208 mt_962_use2019_best_save_rnk500_idxctrl 5.43 34.13 112.90 81.79 112.90 -35.76 -186.36 -231.07 -202.46
213 mt_962_use2012_last_save_rnk500_idxctrl 4.78 33.47 112.24 81.13 112.24 -36.42 -187.02 -231.72 -203.12
221 mt_962_use2017_best_save_rnk500_idxctrl 4.02 32.72 111.48 80.38 111.48 -37.17 -187.78 -232.48 -203.88
222 mt_962_use2012_best_save_rnk500_idxctrl 3.96 32.66 111.42 80.32 111.42 -37.23 -187.83 -232.54 -203.94
223 mt_962_use2014_last_save_rnk500_idxctrl 3.81 32.51 111.27 80.17 111.27 -37.38 -187.99 -232.69 -204.09
230 mt_962_use2013_last_save_rnk500_idxctrl 2.50 31.20 109.96 78.85 109.96 -38.69 -189.30 -234.00 -205.40
231 mt_961_use2010_best_save_rnk500_idxctrl 2.42 31.12 109.88 78.78 109.88 -38.77 -189.37 -234.08 -205.47
242 mt_962_use2024_last_save_rnk500_idxctrl 1.15 29.85 108.61 77.50 108.61 -40.04 -190.65 -235.35 -206.75
243 mt_962_use2015_best_save_rnk500_idxctrl 1.03 29.73 108.49 77.38 108.49 -40.16 -190.77 -235.47 -206.87
249 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 0.24 28.94 107.70 76.59 107.70 -40.95 -191.56 -236.26 -207.66
253 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -0.32 28.37 107.14 76.03 107.14 -41.52 -192.12 -236.82 -208.22
256 mt_962_use2020_last_save_rnk500_idxctrl -0.57 28.13 106.90 75.79 106.90 -41.76 -192.36 -237.07 -208.46
257 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -0.65 28.05 106.82 75.71 106.81 -41.84 -192.44 -237.15 -208.54
258 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -0.66 28.04 106.80 75.70 106.80 -41.85 -192.45 -237.16 -208.56
259 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -0.81 27.89 106.65 75.55 106.65 -42.00 -192.61 -237.31 -208.71
260 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -0.81 27.89 106.66 75.55 106.65 -42.00 -192.60 -237.31 -208.70
261 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -0.89 27.81 106.58 75.47 106.58 -42.08 -192.68 -237.39 -208.78
262 mt_962_use2011_last_save_rnk500_idxctrl -0.90 27.80 106.56 75.46 106.56 -42.09 -192.69 -237.40 -208.80
264 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -1.02 27.68 106.44 75.34 106.44 -42.21 -192.81 -237.52 -208.91
266 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -1.20 27.50 106.26 75.16 106.26 -42.39 -192.99 -237.70 -209.09
267 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -1.24 27.46 106.22 75.12 106.22 -42.43 -193.04 -237.74 -209.14
272 mt_962_use2019_last_save_rnk500_idxctrl -2.04 26.66 105.42 74.32 105.42 -43.23 -193.84 -238.54 -209.94
275 mt_962_use2021_best_save_rnk500_idxctrl -2.86 25.83 104.60 73.49 104.60 -44.06 -194.66 -239.36 -210.76
276 mt_961_use2021_best_save_rnk500_idxctrl -3.00 25.69 104.46 73.35 104.46 -44.20 -194.80 -239.50 -210.90
277 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -3.03 25.67 104.44 73.33 104.43 -44.22 -194.82 -239.53 -210.92
278 mt_962_use2022_last_save_rnk500_idxctrl -3.13 25.56 104.33 73.22 104.33 -44.33 -194.93 -239.64 -211.03
280 mt_962_use2017_last_save_rnk500_idxctrl -3.34 25.35 104.12 73.01 104.12 -44.54 -195.14 -239.84 -211.24
281 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -3.44 25.26 104.03 72.92 104.03 -44.63 -195.23 -239.94 -211.33
282 mt_962_use2010_last_save_rnk500_idxctrl -3.54 25.16 103.92 72.82 103.92 -44.73 -195.33 -240.04 -211.43
291 mt_962_use2024_best_save_rnk500_idxctrl -4.74 23.96 102.72 71.62 102.72 -45.93 -196.54 -241.24 -212.64
295 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.90 23.80 102.56 71.46 102.56 -46.09 -196.69 -241.40 -212.79
296 mt_962_use2020_best_save_rnk500_idxctrl -4.96 23.74 102.50 71.40 102.50 -46.15 -196.75 -241.46 -212.85
297 mt_962_use2015_last_save_rnk500_idxctrl -5.03 23.67 102.43 71.33 102.43 -46.22 -196.83 -241.53 -212.93
298 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -5.06 23.64 102.40 71.30 102.40 -46.25 -196.86 -241.56 -212.96
300 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -5.42 23.28 102.04 70.94 102.04 -46.61 -197.21 -241.92 -213.31
301 multin_zz1000_61004_idxctrl_zz1000_pv -5.47 23.23 101.99 70.89 101.99 -46.66 -197.26 -241.97 -213.37
303 multin_zz1000_61001_idxctrl_zz1000_pv -5.65 23.05 101.82 70.71 101.82 -46.84 -197.44 -242.15 -213.54
305 multin_zz1000_61002_idxctrl_zz1000_pv -5.94 22.76 101.52 70.41 101.52 -47.13 -197.74 -242.44 -213.84
313 mt_962_use2021_last_save_rnk500_idxctrl -7.53 21.17 99.94 68.83 99.94 -48.72 -199.32 -244.03 -215.42
319 mt_961_use2015_best_save_rnk500_idxctrl -8.56 20.14 98.90 67.80 98.90 -49.75 -200.36 -245.06 -216.46
322 mt_961_use2013_best_save_rnk500_idxctrl -8.84 19.86 98.63 67.52 98.63 -50.03 -200.63 -245.34 -216.73
339 mt_962_use2010_best_save_rnk500_idxctrl -12.93 15.77 94.53 63.43 94.53 -54.12 -204.73 -249.43 -220.83
346 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -14.30 14.40 93.16 62.06 93.16 -55.49 -206.10 -250.80 -222.20
347 mt_962_use2018_best_save_rnk500_idxctrl -14.30 14.39 93.16 62.05 93.16 -55.50 -206.10 -250.80 -222.20
349 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -14.86 13.84 92.60 61.50 92.60 -56.05 -206.66 -251.36 -222.76
350 mt_962_use2016_last_save_rnk500_idxctrl -14.94 13.76 92.52 61.41 92.52 -56.13 -206.74 -251.44 -222.84
351 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -15.18 13.52 92.29 61.18 92.29 -56.37 -206.97 -251.68 -223.07
354 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -15.31 13.39 92.16 61.05 92.16 -56.50 -207.10 -251.81 -223.20
355 mt_961_use2011_best_save_rnk500_idxctrl -15.59 13.11 91.87 60.77 91.87 -56.78 -207.38 -252.09 -223.49
356 mt_961_use2015_last_save_rnk500_idxctrl -15.71 12.99 91.75 60.65 91.75 -56.90 -207.50 -252.21 -223.61
358 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -15.90 12.79 91.56 60.45 91.56 -57.10 -207.70 -252.40 -223.80
359 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -16.13 12.56 91.33 60.22 91.33 -57.33 -207.93 -252.64 -224.03
362 multin_zz1000_61002_idxctrl_pv_rm_blc -17.63 11.07 89.83 58.73 89.83 -58.82 -209.43 -254.13 -225.53
363 multin_zz1000_61004_idxctrl_pv_rm_blc -17.63 11.07 89.83 58.73 89.83 -58.82 -209.43 -254.13 -225.53
364 mt_962_use2016_best_save_rnk500_idxctrl -17.65 11.05 89.81 58.71 89.81 -58.84 -209.44 -254.15 -225.55
365 multin_zz1000_61001_idxctrl_pv_rm_blc -17.82 10.87 89.64 58.53 89.64 -59.02 -209.62 -254.33 -225.72
369 multin_zz1000_61002_idxctrl_pv -18.10 10.60 89.36 58.26 89.36 -59.29 -209.89 -254.60 -225.99
370 multin_zz1000_61004_idxctrl_pv -18.10 10.60 89.36 58.26 89.36 -59.29 -209.89 -254.60 -225.99
371 multin_zz1000_61001_idxctrl_pv -18.26 10.43 89.20 58.09 89.20 -59.46 -210.06 -254.76 -226.16
373 mt_961_use2017_last_save_rnk500_idxctrl -18.97 9.73 88.49 57.38 88.49 -60.17 -210.77 -255.47 -226.87
374 mt_961_use2014_best_save_rnk500_idxctrl -19.77 8.93 87.69 56.59 87.69 -60.96 -211.56 -256.27 -227.66
378 mt_961_use2009_best_save_rnk500_idxctrl -20.57 8.13 86.89 55.79 86.89 -61.76 -212.36 -257.07 -228.46
379 mt_961_use2009_last_save_rnk500_idxctrl -21.16 7.54 86.31 55.20 86.31 -62.35 -212.95 -257.66 -229.05
380 mt_961_use2021_last_save_rnk500_idxctrl -21.42 7.27 86.04 54.93 86.04 -62.62 -213.22 -257.92 -229.32
384 mt_961_use2014_last_save_rnk500_idxctrl -22.80 5.90 84.67 53.56 84.67 -63.99 -214.59 -259.30 -230.69
385 mt_962_use2022_best_save_rnk500_idxctrl -22.89 5.80 84.57 53.46 84.57 -64.09 -214.69 -259.39 -230.79
390 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -23.78 4.92 83.68 52.58 83.68 -64.97 -215.57 -260.28 -231.67
391 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -23.78 4.92 83.68 52.58 83.68 -64.97 -215.57 -260.28 -231.67
392 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -24.01 4.69 83.45 52.35 83.45 -65.20 -215.80 -260.51 -231.91
393 mt_961_use2013_last_save_rnk500_idxctrl -24.01 4.69 83.45 52.34 83.45 -65.20 -215.81 -260.51 -231.91
395 mt_961_use2017_best_save_rnk500_idxctrl -24.44 4.26 83.02 51.92 83.02 -65.63 -216.23 -260.94 -232.33
396 multin_zz1000_61004_idxctrl_pv_rm_fnd -24.47 4.23 82.99 51.89 82.99 -65.66 -216.26 -260.97 -232.36
397 multin_zz1000_61002_idxctrl_pv_rm_fnd -24.47 4.23 82.99 51.89 82.99 -65.66 -216.26 -260.97 -232.36
400 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -24.57 4.13 82.89 51.79 82.89 -65.76 -216.36 -261.07 -232.46
401 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -24.61 4.08 82.85 51.74 82.85 -65.81 -216.41 -261.11 -232.51
402 multin_zz1000_61001_idxctrl_pv_rm_fnd -24.66 4.04 82.80 51.69 82.80 -65.86 -216.46 -261.16 -232.56
404 mt_961_use2011_last_save_rnk500_idxctrl -24.88 3.81 82.58 51.47 82.58 -66.08 -216.68 -261.38 -232.78
405 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -25.01 3.69 82.45 51.34 82.45 -66.20 -216.81 -261.51 -232.91
407 mt_962_use2011_best_save_rnk500_idxctrl -25.40 3.30 82.06 50.96 82.06 -66.59 -217.19 -261.90 -233.30
409 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -26.06 2.63 81.40 50.29 81.40 -67.26 -217.86 -262.56 -233.96
411 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -26.16 2.54 81.30 50.20 81.30 -67.35 -217.96 -262.66 -234.06
412 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -26.17 2.53 81.30 50.19 81.29 -67.36 -217.96 -262.67 -234.06
416 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -26.41 2.29 81.05 49.95 81.05 -67.60 -218.21 -262.91 -234.31
417 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -26.47 2.23 80.99 49.89 80.99 -67.66 -218.26 -262.97 -234.36
425 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -26.63 2.07 80.83 49.73 80.83 -67.82 -218.43 -263.13 -234.53
429 multin_zz500_61004_idxctrl_zz500_pv -27.18 1.52 80.29 49.18 80.29 -68.37 -218.97 -263.68 -235.07
432 multin_zz500_61001_idxctrl_zz500_pv -27.31 1.39 80.15 49.05 80.15 -68.50 -219.11 -263.81 -235.21
433 multin_zz500_61002_idxctrl_zz500_pv -27.46 1.24 80.01 48.90 80.01 -68.65 -219.25 -263.96 -235.35
443 mt_961_use2012_last_save_rnk500_idxctrl -31.57 -2.87 75.89 44.78 75.89 -72.76 -223.37 -268.07 -239.47
447 mt_962_use2018_last_save_rnk500_idxctrl -33.16 -4.46 74.31 43.20 74.31 -74.35 -224.95 -269.66 -241.05
449 mt_961_use2012_best_save_rnk500_idxctrl -33.38 -4.68 74.08 42.97 74.08 -74.57 -225.18 -269.88 -241.28
456 mt_961_use2008_last_save_rnk500_idxctrl -34.58 -5.88 72.89 41.78 72.89 -75.77 -226.37 -271.08 -242.47
458 mt_961_use2023_last_save_rnk500_idxctrl -34.74 -6.05 72.72 41.61 72.72 -75.94 -226.54 -271.25 -242.64
461 mt_962_use2009_last_save_rnk500_idxctrl -35.50 -6.80 71.96 40.86 71.96 -76.69 -227.30 -272.00 -243.40
465 mt_962_use2009_best_save_rnk500_idxctrl -36.66 -7.97 70.80 39.69 70.80 -77.86 -228.46 -273.16 -244.56
468 mt_961_use2019_best_save_rnk500_idxctrl -37.11 -8.41 70.35 39.24 70.35 -78.30 -228.91 -273.61 -245.01
471 mt_961_use2016_best_save_rnk500_idxctrl -38.68 -9.98 68.78 37.68 68.78 -79.87 -230.48 -275.18 -246.58
475 mt_961_use2019_last_save_rnk500_idxctrl -39.19 -10.49 68.27 37.16 68.27 -80.38 -230.99 -275.69 -247.09
478 mt_961_use2022_best_save_rnk500_idxctrl -40.14 -11.44 67.32 36.22 67.32 -81.33 -231.94 -276.64 -248.04
480 mt_961_use2008_best_save_rnk500_idxctrl -41.38 -12.69 66.08 34.97 66.08 -82.58 -233.18 -277.88 -249.28
481 mt_961_use2016_last_save_rnk500_idxctrl -41.91 -13.21 65.55 34.44 65.55 -83.10 -233.71 -278.41 -249.81
488 mt_961_use2023_best_save_rnk500_idxctrl -44.59 -15.89 62.87 31.76 62.87 -85.78 -236.39 -281.09 -252.49
496 mt_962_use2008_best_save_rnk500_idxctrl -47.47 -18.77 59.99 28.88 59.99 -88.66 -239.27 -283.97 -255.37
497 mt_962_use2008_last_save_rnk500_idxctrl -48.34 -19.64 59.12 28.01 59.12 -89.53 -240.14 -284.84 -256.24
504 mt_961_use2024_best_save_rnk500_idxctrl -52.68 -23.98 54.78 23.67 54.78 -93.87 -244.48 -289.18 -260.58
505 mt_961_use2022_last_save_rnk500_idxctrl -53.36 -24.66 54.10 22.99 54.10 -94.55 -245.16 -289.86 -261.26
506 mt_961_use2018_last_save_rnk500_idxctrl -54.25 -25.55 53.21 22.11 53.21 -95.44 -246.05 -290.75 -262.15
510 mt_961_use2020_last_save_rnk500_idxctrl -55.86 -27.16 51.60 20.50 51.60 -97.05 -247.66 -292.36 -263.76
511 mt_961_use2020_best_save_rnk500_idxctrl -56.11 -27.41 51.35 20.25 51.35 -97.30 -247.91 -292.61 -264.01
515 mt_961_use2024_last_save_rnk500_idxctrl -59.38 -30.69 48.08 16.97 48.08 -100.58 -251.18 -295.88 -267.28
522 mt_961_use2018_best_save_rnk500_idxctrl -69.28 -40.58 38.19 7.08 38.19 -110.47 -261.07 -305.78 -277.17