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_20250610_151613
12 mt_961_use2014_best_save_rnk500_idxctrl 68.81 59.71 -21.14 25.33 -21.14 68.82 49.06 131.03 199.86
18 mt_961_use2016_best_save_rnk500_idxctrl 62.11 53.00 -27.85 18.62 -27.85 62.11 42.35 124.32 193.15
19 mt_961_use2018_last_save_rnk500_idxctrl 61.97 52.86 -27.99 18.48 -27.99 61.97 42.21 124.18 193.01
21 mt_961_use2016_last_save_rnk500_idxctrl 60.29 51.18 -29.66 16.81 -29.66 60.30 40.54 122.50 191.34
22 mt_961_use2023_best_save_rnk500_idxctrl 60.00 50.89 -29.95 16.51 -29.95 60.01 40.25 122.21 191.05
25 mt_961_use2014_last_save_rnk500_idxctrl 58.11 49.00 -31.84 14.62 -31.84 58.12 38.36 120.32 189.16
26 mt_961_use2018_best_save_rnk500_idxctrl 57.68 48.57 -32.28 14.19 -32.28 57.68 37.92 119.89 188.72
27 mt_961_use2017_best_save_rnk500_idxctrl 56.68 47.58 -33.27 13.20 -33.27 56.69 36.93 118.90 187.73
28 mt_962_use2008_best_save_rnk500_idxctrl 55.87 46.77 -34.08 12.39 -34.08 55.88 36.12 118.09 186.92
30 mt_961_use2024_best_save_rnk500_idxctrl 53.03 43.92 -36.92 9.54 -36.92 53.03 33.28 115.24 184.07
31 mt_961_use2024_last_save_rnk500_idxctrl 52.17 43.06 -37.78 8.68 -37.78 52.17 32.42 114.38 183.21
32 mt_961_use2008_last_save_rnk500_idxctrl 51.94 42.83 -38.02 8.45 -38.01 51.94 32.18 114.15 182.98
35 mt_961_use2023_last_save_rnk500_idxctrl 51.13 42.02 -38.82 7.65 -38.82 51.14 31.38 113.34 182.18
36 mt_962_use2008_last_save_rnk500_idxctrl 51.04 41.94 -38.91 7.56 -38.91 51.05 31.29 113.26 182.09
37 mt_962_use2017_last_save_rnk500_idxctrl 50.74 41.63 -39.21 7.25 -39.21 50.74 30.99 112.95 181.78
38 mt_961_use2017_last_save_rnk500_idxctrl 50.47 41.36 -39.48 6.98 -39.48 50.48 30.72 112.68 181.52
40 mt_961_use2008_best_save_rnk500_idxctrl 49.26 40.15 -40.69 5.77 -40.69 49.26 29.51 111.47 180.30
42 mt_961_use2015_last_save_rnk500_idxctrl 47.83 38.73 -42.12 4.35 -42.12 47.84 28.08 110.05 178.88
48 mt_962_use2016_last_save_rnk500_idxctrl 44.68 35.58 -45.27 1.20 -45.27 44.69 24.93 106.90 175.73
53 mt_962_use2011_best_save_rnk500_idxctrl 43.45 34.35 -46.50 -0.03 -46.50 43.46 23.70 105.67 174.50
55 mt_962_use2017_best_save_rnk500_idxctrl 42.78 33.67 -47.17 -0.70 -47.17 42.79 23.03 104.99 173.83
69 mt_962_use2016_best_save_rnk500_idxctrl 40.60 31.50 -49.35 -2.88 -49.35 40.61 20.85 102.82 171.65
72 mt_962_use2014_best_save_rnk500_idxctrl 40.00 30.89 -49.95 -3.49 -49.95 40.01 20.25 102.21 171.05
73 mt_962_use2014_last_save_rnk500_idxctrl 39.95 30.84 -50.00 -3.54 -50.00 39.95 20.20 102.16 171.00
76 mt_962_use2009_best_save_rnk500_idxctrl 39.39 30.28 -50.56 -4.10 -50.56 39.39 19.64 101.60 170.43
78 mt_962_use2009_last_save_rnk500_idxctrl 38.99 29.88 -50.96 -4.50 -50.96 38.99 19.24 101.20 170.04
83 mt_961_use2021_best_save_rnk500_idxctrl 37.64 28.53 -52.31 -5.85 -52.31 37.64 17.89 99.85 168.68
84 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 37.30 28.19 -52.66 -6.19 -52.65 37.30 17.54 99.51 168.34
85 mt_962_use2018_last_save_rnk500_idxctrl 37.29 28.19 -52.66 -6.19 -52.66 37.30 17.54 99.51 168.34
88 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 37.06 27.95 -52.89 -6.43 -52.89 37.06 17.31 99.27 168.11
93 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 36.62 27.52 -53.33 -6.86 -53.33 36.63 16.87 98.84 167.67
94 mt_962_use2023_best_save_rnk500_idxctrl 36.46 27.35 -53.50 -7.03 -53.50 36.46 16.70 98.67 167.50
95 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 36.46 27.35 -53.49 -7.03 -53.49 36.47 16.71 98.67 167.51
96 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 36.10 26.99 -53.86 -7.39 -53.86 36.10 16.34 98.31 167.14
97 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 35.92 26.82 -54.03 -7.56 -54.03 35.93 16.17 98.14 166.97
98 mt_961_use2009_last_save_rnk500_idxctrl 35.75 26.65 -54.20 -7.73 -54.20 35.76 16.00 97.97 166.80
99 mt_961_use2015_best_save_rnk500_idxctrl 35.44 26.33 -54.51 -8.05 -54.51 35.44 15.69 97.65 166.48
100 mt_961_use2009_best_save_rnk500_idxctrl 34.83 25.72 -55.12 -8.66 -55.12 34.83 15.08 97.04 165.88
101 mt_961_use2019_best_save_rnk500_idxctrl 34.65 25.55 -55.30 -8.83 -55.30 34.66 14.90 96.87 165.70
102 mt_962_use2012_best_save_rnk500_idxctrl 34.58 25.48 -55.37 -8.90 -55.37 34.59 14.83 96.80 165.63
103 mt_961_use2022_last_save_rnk500_idxctrl 34.56 25.46 -55.39 -8.92 -55.39 34.57 14.81 96.78 165.61
110 mt_962_use2010_best_save_rnk500_idxctrl 33.94 24.83 -56.01 -9.54 -56.01 33.95 14.19 96.16 164.99
111 mt_962_use2024_best_save_rnk500_idxctrl 33.53 24.42 -56.42 -9.96 -56.42 33.53 13.78 95.74 164.58
114 mt_962_use2023_last_save_rnk500_idxctrl 32.96 23.85 -56.99 -10.53 -56.99 32.97 13.21 95.17 164.01
119 mt_962_use2018_best_save_rnk500_idxctrl 31.85 22.75 -58.10 -11.63 -58.10 31.86 12.10 94.07 162.90
127 multin_zz1000_61002_idxctrl_pv_rm_fnd 29.74 20.63 -60.22 -13.75 -60.22 29.74 9.98 91.95 160.78
128 multin_zz1000_61004_idxctrl_pv_rm_fnd 29.74 20.63 -60.22 -13.75 -60.22 29.74 9.98 91.95 160.78
129 multin_zz1000_61001_idxctrl_pv_rm_fnd 29.65 20.54 -60.30 -13.83 -60.30 29.66 9.90 91.87 160.70
131 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 29.32 20.21 -60.63 -14.17 -60.63 29.33 9.57 91.53 160.37
132 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 29.30 20.20 -60.65 -14.18 -60.65 29.31 9.55 91.52 160.35
133 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 29.30 20.20 -60.65 -14.18 -60.65 29.31 9.55 91.52 160.35
134 mt_961_use2011_last_save_rnk500_idxctrl 29.27 20.16 -60.69 -14.22 -60.69 29.27 9.51 91.48 160.31
140 mt_961_use2021_last_save_rnk500_idxctrl 28.61 19.50 -61.34 -14.88 -61.34 28.62 8.86 90.82 159.66
160 mt_961_use2022_best_save_rnk500_idxctrl 26.92 17.82 -63.03 -16.56 -63.03 26.93 7.17 89.14 157.97
162 mt_962_use2012_last_save_rnk500_idxctrl 26.81 17.70 -63.14 -16.68 -63.14 26.81 7.06 89.02 157.86
163 multin_zz1000_61002_idxctrl_pv_rm_blc 26.52 17.41 -63.44 -16.97 -63.44 26.52 6.76 88.73 157.56
164 multin_zz1000_61004_idxctrl_pv_rm_blc 26.52 17.41 -63.44 -16.97 -63.44 26.52 6.76 88.73 157.56
167 mt_961_use2011_best_save_rnk500_idxctrl 26.38 17.27 -63.57 -17.11 -63.57 26.39 6.63 88.59 157.43
169 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 26.28 17.18 -63.67 -17.20 -63.67 26.29 6.53 88.50 157.33
170 multin_zz1000_61001_idxctrl_pv_rm_blc 26.22 17.11 -63.73 -17.27 -63.73 26.22 6.47 88.43 157.26
171 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 26.15 17.04 -63.80 -17.34 -63.80 26.16 6.40 88.36 157.20
172 multin_zz1000_61004_idxctrl_pv 26.12 17.02 -63.83 -17.36 -63.83 26.13 6.37 88.34 157.17
173 multin_zz1000_61002_idxctrl_pv 26.12 17.02 -63.83 -17.36 -63.83 26.13 6.37 88.34 157.17
175 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 25.98 16.87 -63.98 -17.51 -63.98 25.98 6.22 88.19 157.02
176 mt_961_use2012_best_save_rnk500_idxctrl 25.76 16.65 -64.19 -17.72 -64.19 25.77 6.01 87.98 156.81
177 multin_zz1000_61001_idxctrl_pv 25.74 16.63 -64.21 -17.75 -64.21 25.75 5.99 87.95 156.79
178 mt_962_use2015_last_save_rnk500_idxctrl 25.49 16.39 -64.46 -17.99 -64.46 25.50 5.74 87.71 156.54
180 mt_961_use2019_last_save_rnk500_idxctrl 25.05 15.95 -64.90 -18.43 -64.90 25.06 5.30 87.27 156.10
182 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 24.94 15.83 -65.01 -18.54 -65.01 24.95 5.19 87.15 155.99
183 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 24.91 15.81 -65.04 -18.57 -65.04 24.92 5.16 87.13 155.96
184 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 24.88 15.77 -65.07 -18.61 -65.07 24.89 5.13 87.09 155.93
185 multin_zz500_61004_idxctrl_zz500_pv 24.86 15.75 -65.09 -18.63 -65.09 24.86 5.11 87.07 155.90
188 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 24.62 15.51 -65.33 -18.87 -65.33 24.62 4.87 86.83 155.66
192 mt_961_use2013_last_save_rnk500_idxctrl 24.18 15.07 -65.77 -19.31 -65.77 24.19 4.43 86.39 155.23
193 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 24.04 14.93 -65.92 -19.45 -65.91 24.04 4.28 86.25 155.08
194 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 24.02 14.91 -65.93 -19.46 -65.93 24.03 4.27 86.23 155.07
195 multin_zz500_61001_idxctrl_zz500_pv 24.01 14.90 -65.95 -19.48 -65.95 24.01 4.25 86.22 155.05
197 multin_zz500_61002_idxctrl_zz500_pv 23.99 14.89 -65.96 -19.49 -65.96 24.00 4.24 86.21 155.04
199 mt_962_use2024_last_save_rnk500_idxctrl 23.81 14.70 -66.14 -19.68 -66.14 23.82 4.06 86.02 154.86
202 multin_zz1000_61004_idxctrl_zz1000_pv 23.50 14.40 -66.45 -19.98 -66.45 23.51 3.75 85.72 154.55
203 multin_zz1000_61002_idxctrl_zz1000_pv 23.39 14.28 -66.57 -20.10 -66.57 23.39 3.63 85.60 154.43
207 multin_zz1000_61001_idxctrl_zz1000_pv 23.15 14.05 -66.80 -20.33 -66.80 23.16 3.40 85.37 154.20
208 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 23.08 13.97 -66.87 -20.40 -66.87 23.09 3.33 85.29 154.13
209 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 22.97 13.87 -66.98 -20.51 -66.98 22.98 3.22 85.19 154.02
211 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 22.78 13.68 -67.17 -20.70 -67.17 22.79 3.03 85.00 153.83
219 mt_961_use2013_best_save_rnk500_idxctrl 21.47 12.36 -68.48 -22.02 -68.48 21.47 1.72 83.68 152.51
224 mt_962_use2013_best_save_rnk500_idxctrl 21.15 12.05 -68.80 -22.33 -68.80 21.16 1.40 83.37 152.20
226 mt_962_use2011_last_save_rnk500_idxctrl 20.88 11.77 -69.07 -22.60 -69.07 20.89 1.13 83.09 151.93
228 mt_961_use2012_last_save_rnk500_idxctrl 20.82 11.71 -69.13 -22.67 -69.13 20.83 1.07 83.03 151.87
231 mt_962_use2022_last_save_rnk500_idxctrl 20.50 11.39 -69.45 -22.99 -69.45 20.51 0.75 82.71 151.55
247 mt_962_use2010_last_save_rnk500_idxctrl 18.20 9.09 -71.76 -25.29 -71.76 18.20 -1.56 80.41 149.24
261 mt_962_use2019_last_save_rnk500_idxctrl 16.20 7.10 -73.75 -27.28 -73.75 16.21 -3.55 78.42 147.25
262 mt_962_use2021_last_save_rnk500_idxctrl 16.12 7.01 -73.83 -27.37 -73.83 16.12 -3.63 78.33 147.16
278 mt_961_use2020_best_save_rnk500_idxctrl 14.83 5.72 -75.12 -28.66 -75.12 14.83 -4.92 77.04 145.87
292 mt_961_use2010_best_save_rnk500_idxctrl 13.90 4.79 -76.05 -29.59 -76.05 13.91 -5.85 76.11 144.95
293 mt_961_use2020_last_save_rnk500_idxctrl 13.85 4.74 -76.11 -29.64 -76.10 13.85 -5.91 76.06 144.89
297 mt_962_use2020_last_save_rnk500_idxctrl 13.53 4.42 -76.43 -29.96 -76.43 13.53 -6.23 75.74 144.57
336 mt_962_use2013_last_save_rnk500_idxctrl 10.31 1.20 -79.64 -33.18 -79.64 10.31 -9.44 72.52 141.35
343 multin_zz1000_61004_idxctrl_top3800_pv 9.86 0.75 -80.10 -33.63 -80.10 9.86 -9.90 72.07 140.90
348 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 9.14 0.04 -80.81 -34.34 -80.81 9.15 -10.61 71.36 140.19
359 mt_962_use2021_best_save_rnk500_idxctrl 8.36 -0.75 -81.59 -35.13 -81.59 8.37 -11.39 70.57 139.41
362 mt_962_use2022_best_save_rnk500_idxctrl 8.34 -0.77 -81.61 -35.15 -81.61 8.34 -11.41 70.55 139.38
363 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 8.28 -0.83 -81.67 -35.21 -81.67 8.28 -11.47 70.49 139.33
365 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 8.12 -0.99 -81.84 -35.37 -81.84 8.12 -11.64 70.33 139.16
373 multin_zz1000_61002_idxctrl_top3800_pv 7.46 -1.64 -82.49 -36.02 -82.49 7.47 -12.29 69.68 138.51
374 multin_zz1000_61004_idxctrl_50010002000_pv 7.18 -1.93 -82.78 -36.31 -82.78 7.18 -12.58 69.39 138.22
377 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 6.91 -2.19 -83.04 -36.57 -83.04 6.92 -12.84 69.13 137.96
378 mt_962_use2015_best_save_rnk500_idxctrl 6.85 -2.25 -83.10 -36.63 -83.10 6.86 -12.90 69.07 137.90
384 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 6.29 -2.82 -83.66 -37.19 -83.66 6.30 -13.46 68.50 137.34
386 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 6.21 -2.90 -83.75 -37.28 -83.75 6.21 -13.55 68.42 137.25
387 mt_961_use2010_last_save_rnk500_idxctrl 6.15 -2.96 -83.80 -37.34 -83.80 6.15 -13.60 68.36 137.19
388 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 6.05 -3.06 -83.90 -37.44 -83.90 6.06 -13.70 68.26 137.10
389 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 5.91 -3.19 -84.04 -37.57 -84.04 5.92 -13.84 68.13 136.96
390 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 5.76 -3.35 -84.19 -37.73 -84.19 5.77 -13.99 67.97 136.81
395 multin_zz1000_61002_idxctrl_50010002000_pv 4.98 -4.13 -84.97 -38.51 -84.97 4.99 -14.77 67.19 136.03
401 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 4.33 -4.78 -85.63 -39.16 -85.62 4.33 -15.43 66.54 135.37
404 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 4.14 -4.97 -85.81 -39.35 -85.81 4.14 -15.61 66.35 135.18
405 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 4.06 -5.05 -85.89 -39.42 -85.89 4.07 -15.69 66.27 135.11
406 multin_zz1000_61001_idxctrl_top3800_pv 3.89 -5.22 -86.06 -39.60 -86.06 3.89 -15.86 66.10 134.93
408 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 3.83 -5.28 -86.12 -39.66 -86.12 3.83 -15.92 66.04 134.87
413 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 3.65 -5.46 -86.31 -39.84 -86.31 3.65 -16.11 65.86 134.69
414 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 3.56 -5.55 -86.39 -39.92 -86.39 3.57 -16.19 65.78 134.61
418 mt_962_use2019_best_save_rnk500_idxctrl 2.82 -6.28 -87.13 -40.66 -87.13 2.83 -16.93 65.04 133.87
419 multin_zz1000_61001_idxctrl_50010002000_pv 2.80 -6.31 -87.16 -40.69 -87.16 2.80 -16.96 65.01 133.84
424 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 2.30 -6.81 -87.66 -41.19 -87.66 2.30 -17.46 64.51 133.34
428 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 2.01 -7.10 -87.94 -41.48 -87.94 2.01 -17.74 64.22 133.05
431 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 1.49 -7.61 -88.46 -41.99 -88.46 1.50 -18.26 63.71 132.54
432 mt_962_use2020_best_save_rnk500_idxctrl 1.17 -7.93 -88.78 -42.31 -88.78 1.18 -18.58 63.39 132.22