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_20250612_151537
14 mt_961_use2021_best_save_rnk500_idxctrl 75.22 70.46 83.13 89.61 83.13 32.98 -36.71 -17.65 -11.40
24 mt_961_use2014_best_save_rnk500_idxctrl 65.43 60.67 73.33 79.81 73.33 23.18 -46.51 -27.45 -21.20
37 mt_962_use2023_best_save_rnk500_idxctrl 57.79 53.03 65.69 72.17 65.69 15.55 -54.14 -35.08 -28.84
40 mt_962_use2017_last_save_rnk500_idxctrl 54.94 50.18 62.84 69.33 62.84 12.70 -56.99 -37.93 -31.68
53 mt_962_use2022_last_save_rnk500_idxctrl 50.92 46.16 58.83 65.31 58.82 8.68 -61.01 -41.95 -35.70
58 mt_962_use2014_last_save_rnk500_idxctrl 48.98 44.22 56.88 63.36 56.88 6.74 -62.95 -43.90 -37.65
60 mt_962_use2020_best_save_rnk500_idxctrl 48.79 44.02 56.69 63.17 56.69 6.54 -63.15 -44.09 -37.84
61 mt_962_use2023_last_save_rnk500_idxctrl 48.67 43.91 56.57 63.05 56.57 6.43 -63.26 -44.21 -37.96
68 mt_961_use2021_last_save_rnk500_idxctrl 46.45 41.69 54.35 60.83 54.35 4.21 -65.48 -46.42 -40.18
71 mt_962_use2020_last_save_rnk500_idxctrl 46.03 41.27 53.94 60.42 53.94 3.79 -65.90 -46.84 -40.59
72 mt_962_use2024_last_save_rnk500_idxctrl 45.94 41.18 53.85 60.33 53.85 3.70 -65.99 -46.93 -40.68
85 mt_962_use2021_last_save_rnk500_idxctrl 43.35 38.59 51.25 57.74 51.25 1.11 -68.58 -49.52 -43.28
87 mt_962_use2024_best_save_rnk500_idxctrl 42.57 37.81 50.47 56.96 50.47 0.33 -69.36 -50.30 -44.06
88 mt_962_use2021_best_save_rnk500_idxctrl 42.32 37.56 50.22 56.70 50.22 0.08 -69.61 -50.56 -44.31
91 mt_962_use2017_best_save_rnk500_idxctrl 41.23 36.47 49.13 55.61 49.13 -1.02 -70.70 -51.65 -45.40
99 mt_962_use2019_last_save_rnk500_idxctrl 38.80 34.04 46.71 53.19 46.71 -3.44 -73.13 -54.07 -47.82
105 mt_962_use2014_best_save_rnk500_idxctrl 37.51 32.75 45.41 51.90 45.41 -4.73 -74.42 -55.36 -49.11
107 mt_962_use2019_best_save_rnk500_idxctrl 36.13 31.37 44.03 50.52 44.03 -6.11 -75.80 -56.74 -50.49
118 mt_961_use2014_last_save_rnk500_idxctrl 34.28 29.52 42.18 48.66 42.18 -7.96 -77.65 -58.59 -52.35
119 mt_961_use2022_best_save_rnk500_idxctrl 34.27 29.51 42.18 48.66 42.17 -7.97 -77.66 -58.60 -52.35
132 mt_961_use2015_best_save_rnk500_idxctrl 31.85 27.08 39.75 46.23 39.75 -10.40 -80.09 -61.03 -54.78
140 mt_961_use2015_last_save_rnk500_idxctrl 30.79 26.03 38.70 45.18 38.70 -11.45 -81.14 -62.08 -55.83
141 mt_962_use2022_best_save_rnk500_idxctrl 30.58 25.82 38.48 44.97 38.48 -11.66 -81.35 -62.29 -56.05
150 mt_961_use2017_best_save_rnk500_idxctrl 29.50 24.74 37.41 43.89 37.41 -12.74 -82.43 -63.37 -57.12
151 mt_962_use2012_best_save_rnk500_idxctrl 29.44 24.68 37.35 43.83 37.35 -12.80 -82.49 -63.43 -57.18
153 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 29.38 24.61 37.28 43.76 37.28 -12.87 -82.56 -63.50 -57.25
157 mt_961_use2024_best_save_rnk500_idxctrl 29.22 24.46 37.12 43.61 37.12 -13.02 -82.71 -63.65 -57.41
163 multin_zz1000_61001_idxctrl_top3800_pv 28.93 24.17 36.84 43.32 36.84 -13.31 -83.00 -63.94 -57.69
170 mt_962_use2016_last_save_rnk500_idxctrl 27.62 22.86 35.52 42.01 35.52 -14.62 -84.31 -65.25 -59.00
172 mt_961_use2024_last_save_rnk500_idxctrl 27.60 22.84 35.50 41.99 35.50 -14.64 -84.33 -65.27 -59.02
177 mt_961_use2022_last_save_rnk500_idxctrl 27.29 22.53 35.20 41.68 35.20 -14.95 -84.64 -65.58 -59.33
180 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 27.03 22.27 34.93 41.42 34.93 -15.21 -84.90 -65.84 -59.59
183 mt_961_use2019_best_save_rnk500_idxctrl 26.68 21.92 34.58 41.06 34.58 -15.57 -85.26 -66.20 -59.95
187 mt_961_use2013_best_save_rnk500_idxctrl 26.32 21.56 34.22 40.70 34.22 -15.92 -85.61 -66.56 -60.31
189 mt_962_use2013_best_save_rnk500_idxctrl 26.18 21.42 34.08 40.56 34.08 -16.06 -85.75 -66.70 -60.45
192 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 25.88 21.12 33.79 40.27 33.79 -16.36 -86.05 -66.99 -60.74
198 mt_962_use2012_last_save_rnk500_idxctrl 25.67 20.91 33.57 40.05 33.57 -16.57 -86.26 -67.20 -60.96
204 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 25.43 20.67 33.33 39.82 33.33 -16.81 -86.50 -67.44 -61.20
205 mt_961_use2017_last_save_rnk500_idxctrl 25.33 20.57 33.24 39.72 33.24 -16.91 -86.60 -67.54 -61.29
206 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 25.22 20.46 33.12 39.60 33.12 -17.02 -86.71 -67.65 -61.41
209 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 24.91 20.15 32.81 39.29 32.81 -17.34 -87.02 -67.97 -61.72
210 multin_zz1000_61001_idxctrl_50010002000_pv 24.79 20.03 32.70 39.18 32.70 -17.45 -87.14 -68.08 -61.83
215 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 24.25 19.49 32.16 38.64 32.16 -17.99 -87.68 -68.62 -62.37
217 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 23.69 18.93 31.60 38.08 31.60 -18.55 -88.24 -69.18 -62.93
218 multin_zz500_61001_idxctrl_zz500_pv 23.63 18.87 31.53 38.01 31.53 -18.61 -88.30 -69.25 -63.00
231 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 22.57 17.81 30.48 36.96 30.47 -19.67 -89.36 -70.30 -64.05
234 multin_zz500_61004_idxctrl_zz500_pv 22.08 17.32 29.99 36.47 29.98 -20.16 -89.85 -70.79 -64.54
236 multin_zz500_61002_idxctrl_zz500_pv 21.52 16.76 29.42 35.90 29.42 -20.73 -90.41 -71.36 -65.11
237 mt_962_use2018_best_save_rnk500_idxctrl 21.49 16.73 29.40 35.88 29.40 -20.75 -90.44 -71.38 -65.13
245 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 20.96 16.20 28.87 35.35 28.86 -21.28 -90.97 -71.91 -65.66
246 mt_962_use2015_last_save_rnk500_idxctrl 20.73 15.97 28.63 35.11 28.63 -21.51 -91.20 -72.15 -65.90
248 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 20.54 15.78 28.45 34.93 28.45 -21.70 -91.39 -72.33 -66.08
250 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 20.42 15.66 28.33 34.81 28.32 -21.82 -91.51 -72.45 -66.20
252 multin_zz1000_61004_idxctrl_top3800_pv 19.97 15.21 27.87 34.36 27.87 -22.27 -91.96 -72.90 -66.66
253 mt_962_use2015_best_save_rnk500_idxctrl 19.96 15.20 27.86 34.34 27.86 -22.28 -91.97 -72.91 -66.67
263 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 18.78 14.02 26.68 33.16 26.68 -23.46 -93.15 -74.09 -67.85
266 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 18.35 13.59 26.26 32.74 26.26 -23.89 -93.58 -74.52 -68.27
269 multin_zz1000_61002_idxctrl_top3800_pv 18.33 13.57 26.23 32.72 26.23 -23.91 -93.60 -74.54 -68.29
271 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 18.05 13.28 25.95 32.43 25.95 -24.20 -93.89 -74.83 -68.58
296 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 15.37 10.61 23.28 29.76 23.28 -26.87 -96.56 -77.50 -71.25
297 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 15.07 10.31 22.97 29.46 22.97 -27.17 -96.86 -77.80 -71.55
300 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 15.02 10.26 22.92 29.41 22.92 -27.22 -96.91 -77.85 -71.60
302 multin_zz1000_61004_idxctrl_50010002000_pv 14.96 10.20 22.87 29.35 22.87 -27.28 -96.97 -77.91 -71.66
305 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 14.92 10.16 22.83 29.31 22.83 -27.32 -97.01 -77.95 -71.70
307 multin_zz1000_61002_idxctrl_50010002000_pv 14.74 9.98 22.64 29.13 22.64 -27.50 -97.19 -78.13 -71.88
314 mt_962_use2013_last_save_rnk500_idxctrl 14.47 9.71 22.38 28.86 22.38 -27.77 -97.46 -78.40 -72.15
338 multin_zz1000_61001_idxctrl_pv 12.45 7.69 20.35 26.83 20.35 -29.79 -99.48 -80.42 -74.18
340 multin_zz1000_61001_idxctrl_pv_rm_blc 12.13 7.37 20.03 26.51 20.03 -30.11 -99.80 -80.75 -74.50
345 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 11.47 6.71 19.37 25.85 19.37 -30.78 -100.47 -81.41 -75.16
347 mt_961_use2019_last_save_rnk500_idxctrl 11.27 6.51 19.17 25.66 19.17 -30.97 -100.66 -81.60 -75.36
348 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 11.26 6.50 19.16 25.65 19.16 -30.98 -100.67 -81.61 -75.37
352 multin_zz1000_61002_idxctrl_pv 10.80 6.04 18.70 25.19 18.70 -31.44 -101.13 -82.07 -75.82
353 multin_zz1000_61004_idxctrl_pv 10.80 6.04 18.70 25.19 18.70 -31.44 -101.13 -82.07 -75.82
354 mt_962_use2016_best_save_rnk500_idxctrl 10.79 6.03 18.69 25.17 18.69 -31.46 -101.15 -82.09 -75.84
356 multin_zz1000_61002_idxctrl_pv_rm_blc 10.45 5.69 18.35 24.84 18.35 -31.79 -101.48 -82.42 -76.18
357 multin_zz1000_61004_idxctrl_pv_rm_blc 10.45 5.69 18.35 24.84 18.35 -31.79 -101.48 -82.42 -76.18
360 mt_962_use2018_last_save_rnk500_idxctrl 10.15 5.39 18.06 24.54 18.05 -32.09 -101.78 -82.72 -76.47
364 mt_961_use2016_best_save_rnk500_idxctrl 9.62 4.86 17.52 24.01 17.52 -32.62 -102.31 -83.25 -77.01
375 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 8.41 3.64 16.31 22.79 16.31 -33.84 -103.53 -84.47 -78.22
378 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 8.39 3.63 16.30 22.78 16.30 -33.85 -103.54 -84.48 -78.23
379 multin_zz1000_61001_idxctrl_pv_rm_fnd 8.31 3.55 16.21 22.69 16.21 -33.93 -103.62 -84.57 -78.32
380 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 8.31 3.55 16.21 22.70 16.21 -33.93 -103.62 -84.56 -78.31
383 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 8.07 3.31 15.98 22.46 15.98 -34.17 -103.86 -84.80 -78.55
385 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 7.85 3.09 15.76 22.24 15.75 -34.39 -104.08 -85.02 -78.77
386 mt_961_use2016_last_save_rnk500_idxctrl 7.82 3.06 15.72 22.20 15.72 -34.42 -104.11 -85.05 -78.81
388 mt_961_use2020_last_save_rnk500_idxctrl 7.56 2.80 15.46 21.94 15.46 -34.68 -104.37 -85.31 -79.07
392 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 7.24 2.48 15.15 21.63 15.15 -35.00 -104.69 -85.63 -79.38
393 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 7.19 2.43 15.10 21.58 15.10 -35.05 -104.74 -85.68 -79.43
394 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 7.19 2.43 15.10 21.58 15.10 -35.05 -104.74 -85.68 -79.43
395 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 7.12 2.36 15.02 21.51 15.02 -35.12 -104.81 -85.75 -79.50
396 mt_961_use2018_last_save_rnk500_idxctrl 7.12 2.36 15.02 21.50 15.02 -35.12 -104.81 -85.76 -79.51
397 multin_zz1000_61002_idxctrl_pv_rm_fnd 7.05 2.29 14.96 21.44 14.95 -35.19 -104.88 -85.82 -79.57
398 multin_zz1000_61004_idxctrl_pv_rm_fnd 7.05 2.29 14.96 21.44 14.95 -35.19 -104.88 -85.82 -79.57
400 mt_961_use2023_last_save_rnk500_idxctrl 6.81 2.05 14.72 21.20 14.72 -35.43 -105.12 -86.06 -79.81
411 mt_961_use2020_best_save_rnk500_idxctrl 5.64 0.88 13.54 20.02 13.54 -36.60 -106.29 -87.23 -80.99
413 mt_961_use2011_best_save_rnk500_idxctrl 5.56 0.80 13.47 19.95 13.46 -36.68 -106.37 -87.31 -81.06
417 multin_zz1000_61001_idxctrl_zz1000_pv 5.21 0.44 13.11 19.59 13.11 -37.04 -106.73 -87.67 -81.42
420 mt_962_use2011_last_save_rnk500_idxctrl 5.05 0.29 12.95 19.43 12.95 -37.19 -106.88 -87.82 -81.58
422 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 4.82 0.06 12.72 19.21 12.72 -37.42 -107.11 -88.05 -81.80
423 multin_zz1000_61004_idxctrl_zz1000_pv 4.43 -0.33 12.33 18.82 12.33 -37.81 -107.50 -88.44 -82.20
425 multin_zz1000_61002_idxctrl_zz1000_pv 4.10 -0.66 12.00 18.48 12.00 -38.14 -107.83 -88.77 -82.53
426 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 4.07 -0.69 11.97 18.45 11.97 -38.17 -107.86 -88.80 -82.56
427 mt_961_use2013_last_save_rnk500_idxctrl 3.86 -0.90 11.77 18.25 11.77 -38.38 -108.07 -89.01 -82.76
430 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 3.75 -1.01 11.66 18.14 11.65 -38.49 -108.18 -89.12 -82.87
445 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 0.33 -4.43 8.23 14.72 8.23 -41.91 -111.60 -92.54 -86.29
447 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -0.17 -4.93 7.73 14.21 7.73 -42.41 -112.10 -93.04 -86.80
448 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -0.20 -4.96 7.70 14.18 7.70 -42.45 -112.14 -93.08 -86.83
449 mt_961_use2008_last_save_rnk500_idxctrl -0.22 -4.98 7.68 14.16 7.68 -42.46 -112.15 -93.10 -86.85
450 mt_961_use2023_best_save_rnk500_idxctrl -0.30 -5.06 7.60 14.08 7.60 -42.54 -112.23 -93.17 -86.93
451 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -0.42 -5.18 7.48 13.96 7.48 -42.67 -112.36 -93.30 -87.05
452 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -0.64 -5.40 7.26 13.74 7.26 -42.88 -112.57 -93.52 -87.27
453 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -0.87 -5.63 7.03 13.51 7.03 -43.11 -112.80 -93.74 -87.50
456 mt_961_use2012_best_save_rnk500_idxctrl -1.42 -6.18 6.49 12.97 6.49 -43.66 -113.35 -94.29 -88.04
458 mt_961_use2012_last_save_rnk500_idxctrl -2.59 -7.35 5.31 11.80 5.31 -44.83 -114.52 -95.46 -89.21
460 mt_961_use2018_best_save_rnk500_idxctrl -2.94 -7.70 4.96 11.44 4.96 -45.18 -114.87 -95.81 -89.57
461 mt_961_use2009_last_save_rnk500_idxctrl -3.25 -8.01 4.66 11.14 4.66 -45.49 -115.18 -96.12 -89.87
464 mt_961_use2009_best_save_rnk500_idxctrl -3.60 -8.36 4.31 10.79 4.31 -45.84 -115.53 -96.47 -90.22
465 mt_962_use2010_last_save_rnk500_idxctrl -4.19 -8.95 3.71 10.20 3.71 -46.43 -116.12 -97.06 -90.82
469 mt_962_use2010_best_save_rnk500_idxctrl -4.82 -9.58 3.09 9.57 3.09 -47.06 -116.75 -97.69 -91.44
472 mt_962_use2011_best_save_rnk500_idxctrl -5.94 -10.70 1.96 8.44 1.96 -48.18 -117.87 -98.81 -92.57
476 mt_961_use2011_last_save_rnk500_idxctrl -8.43 -13.19 -0.52 5.96 -0.53 -50.67 -120.36 -101.30 -95.05
479 mt_961_use2010_best_save_rnk500_idxctrl -9.30 -14.06 -1.39 5.09 -1.39 -51.54 -121.23 -102.17 -95.92
480 mt_961_use2008_best_save_rnk500_idxctrl -9.61 -14.38 -1.71 4.77 -1.71 -51.86 -121.55 -102.49 -96.24
484 mt_962_use2009_last_save_rnk500_idxctrl -12.45 -17.21 -4.55 1.94 -4.55 -54.69 -124.38 -105.32 -99.07
485 mt_962_use2009_best_save_rnk500_idxctrl -12.88 -17.64 -4.97 1.51 -4.97 -55.12 -124.81 -105.75 -99.50
486 mt_962_use2008_best_save_rnk500_idxctrl -13.11 -17.87 -5.20 1.28 -5.20 -55.35 -125.04 -105.98 -99.73
487 mt_962_use2008_last_save_rnk500_idxctrl -13.73 -18.49 -5.82 0.66 -5.82 -55.97 -125.66 -106.60 -100.35
494 mt_961_use2010_last_save_rnk500_idxctrl -16.61 -21.37 -8.71 -2.22 -8.71 -58.85 -128.54 -109.48 -103.23