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_20250616_151535
52 mt_962_use2014_best_save_rnk500_idxctrl 48.57 68.29 116.80 91.59 116.80 -5.97 -165.67 -174.49 -118.19
78 mt_962_use2014_last_save_rnk500_idxctrl 44.35 64.06 112.58 87.37 112.58 -10.19 -169.89 -178.71 -122.41
119 mt_962_use2012_last_save_rnk500_idxctrl 37.55 57.27 105.79 80.58 105.79 -16.98 -176.68 -185.50 -129.21
158 mt_962_use2013_best_save_rnk500_idxctrl 27.24 46.96 95.48 70.26 95.48 -27.29 -186.99 -195.82 -139.52
167 mt_962_use2017_best_save_rnk500_idxctrl 25.16 44.88 93.40 68.18 93.40 -29.38 -189.07 -197.90 -141.60
168 mt_962_use2012_best_save_rnk500_idxctrl 25.00 44.72 93.23 68.02 93.24 -29.54 -189.23 -198.06 -141.76
169 mt_962_use2013_last_save_rnk500_idxctrl 24.95 44.66 93.18 67.97 93.18 -29.59 -189.29 -198.11 -141.81
189 multin_zz1000_61001_idxctrl_50010002000_pv 21.74 41.46 89.98 64.76 89.98 -32.80 -192.49 -201.32 -145.02
190 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 21.48 41.20 89.72 64.50 89.72 -33.05 -192.75 -201.58 -145.28
193 multin_zz1000_61002_idxctrl_top3800_pv 21.23 40.95 89.46 64.25 89.46 -33.31 -193.01 -201.83 -145.53
194 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 21.21 40.92 89.44 64.23 89.44 -33.33 -193.03 -201.85 -145.55
199 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 20.44 40.16 88.68 63.46 88.68 -34.10 -193.79 -202.62 -146.32
200 multin_zz1000_61004_idxctrl_top3800_pv 20.41 40.13 88.65 63.44 88.65 -34.12 -193.82 -202.64 -146.35
201 mt_962_use2017_last_save_rnk500_idxctrl 20.40 40.12 88.64 63.42 88.64 -34.14 -193.83 -202.66 -146.36
204 multin_zz1000_61001_idxctrl_top3800_pv 19.83 39.54 88.06 62.85 88.06 -34.71 -194.41 -203.23 -146.93
205 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 19.57 39.29 87.81 62.60 87.81 -34.96 -194.66 -203.48 -147.19
211 multin_zz1000_61002_idxctrl_50010002000_pv 18.86 38.57 87.09 61.88 87.09 -35.68 -195.38 -204.20 -147.91
212 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 18.80 38.52 87.04 61.82 87.04 -35.74 -195.43 -204.26 -147.96
213 multin_zz1000_61004_idxctrl_50010002000_pv 18.79 38.51 87.02 61.81 87.03 -35.75 -195.44 -204.27 -147.97
215 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 18.64 38.36 86.87 61.66 86.88 -35.90 -195.59 -204.42 -148.12
225 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 17.56 37.28 85.80 60.58 85.80 -36.97 -196.67 -205.50 -149.20
226 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 17.25 36.97 85.49 60.27 85.49 -37.29 -196.98 -205.81 -149.51
234 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 14.78 34.50 83.02 57.80 83.02 -39.76 -199.45 -208.28 -151.98
236 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 14.68 34.40 82.92 57.70 82.92 -39.85 -199.55 -208.38 -152.08
238 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 14.62 34.34 82.86 57.64 82.86 -39.91 -199.61 -208.44 -152.14
239 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 14.42 34.13 82.65 57.44 82.65 -40.12 -199.82 -208.64 -152.34
241 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 14.06 33.78 82.30 57.08 82.30 -40.48 -200.17 -209.00 -152.70
243 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 13.85 33.57 82.09 56.88 82.09 -40.68 -200.38 -209.20 -152.91
249 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 12.63 32.35 80.87 55.66 80.87 -41.90 -201.60 -210.42 -154.13
250 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 12.62 32.33 80.85 55.64 80.85 -41.92 -201.62 -210.44 -154.14
261 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 11.79 31.50 80.02 54.81 80.02 -42.75 -202.45 -211.27 -154.97
265 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 11.66 31.38 79.90 54.68 79.90 -42.87 -202.57 -211.40 -155.10
280 mt_962_use2011_last_save_rnk500_idxctrl 8.89 28.61 77.13 51.92 77.13 -45.64 -205.34 -214.16 -157.87
290 mt_962_use2015_last_save_rnk500_idxctrl 5.92 25.64 74.16 48.95 74.16 -48.61 -208.31 -217.13 -160.84
293 mt_961_use2014_best_save_rnk500_idxctrl 5.45 25.17 73.69 48.47 73.69 -49.09 -208.78 -217.61 -161.31
295 mt_962_use2016_last_save_rnk500_idxctrl 5.35 25.07 73.59 48.38 73.59 -49.18 -208.88 -217.70 -161.41
297 mt_962_use2023_best_save_rnk500_idxctrl 4.19 23.90 72.42 47.21 72.42 -50.35 -210.05 -218.87 -162.57
302 mt_961_use2015_best_save_rnk500_idxctrl 3.31 23.03 71.55 46.33 71.55 -51.22 -210.92 -219.75 -163.45
303 mt_961_use2014_last_save_rnk500_idxctrl 3.01 22.72 71.24 46.03 71.24 -51.53 -211.23 -220.05 -163.75
306 mt_961_use2011_best_save_rnk500_idxctrl 2.69 22.41 70.93 45.72 70.93 -51.84 -211.54 -220.36 -164.07
307 mt_962_use2019_last_save_rnk500_idxctrl 2.54 22.26 70.77 45.56 70.77 -52.00 -211.70 -220.52 -164.22
311 mt_962_use2016_best_save_rnk500_idxctrl 2.21 21.93 70.45 45.23 70.45 -52.33 -212.02 -220.85 -164.55
319 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -0.44 19.28 67.80 42.58 67.80 -54.97 -214.67 -223.50 -167.20
320 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -0.50 19.22 67.73 42.52 67.73 -55.04 -214.74 -223.56 -167.26
325 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -1.29 18.43 66.95 41.73 66.95 -55.83 -215.52 -224.35 -168.05
327 multin_zz1000_61004_idxctrl_zz1000_pv -1.40 18.32 66.84 41.62 66.84 -55.94 -215.63 -224.46 -168.16
328 multin_zz1000_61002_idxctrl_zz1000_pv -1.44 18.28 66.79 41.58 66.80 -55.98 -215.67 -224.50 -168.20
333 multin_zz1000_61001_idxctrl_zz1000_pv -2.34 17.37 65.89 40.68 65.89 -56.88 -216.58 -225.40 -169.11
335 mt_961_use2024_best_save_rnk500_idxctrl -2.73 16.98 65.50 40.29 65.50 -57.27 -216.97 -225.79 -169.49
336 mt_962_use2019_best_save_rnk500_idxctrl -2.83 16.89 65.40 40.19 65.40 -57.37 -217.07 -225.89 -169.59
337 mt_961_use2009_last_save_rnk500_idxctrl -2.89 16.83 65.35 40.13 65.35 -57.43 -217.12 -225.95 -169.65
339 mt_961_use2009_best_save_rnk500_idxctrl -3.04 16.68 65.20 39.98 65.20 -57.57 -217.27 -226.10 -169.80
345 mt_962_use2021_last_save_rnk500_idxctrl -4.82 14.90 63.41 38.20 63.41 -59.36 -219.06 -227.88 -171.58
347 mt_961_use2015_last_save_rnk500_idxctrl -5.03 14.69 63.20 37.99 63.20 -59.57 -219.27 -228.09 -171.79
349 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -5.37 14.35 62.86 37.65 62.86 -59.91 -219.61 -228.43 -172.13
351 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -5.49 14.23 62.75 37.53 62.75 -60.02 -219.72 -228.55 -172.25
358 mt_962_use2023_last_save_rnk500_idxctrl -5.98 13.74 62.26 37.04 62.26 -60.51 -220.21 -229.04 -172.74
361 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -6.40 13.32 61.84 36.62 61.84 -60.93 -220.63 -229.46 -173.16
362 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -6.42 13.29 61.81 36.60 61.81 -60.96 -220.66 -229.48 -173.18
363 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -6.50 13.22 61.74 36.52 61.74 -61.04 -220.73 -229.56 -173.26
364 mt_961_use2021_best_save_rnk500_idxctrl -6.54 13.18 61.70 36.48 61.70 -61.08 -220.77 -229.60 -173.30
371 mt_962_use2010_last_save_rnk500_idxctrl -7.20 12.52 61.04 35.82 61.04 -61.73 -221.43 -230.26 -173.96
373 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -7.58 12.14 60.66 35.45 60.66 -62.11 -221.81 -230.63 -174.34
374 mt_961_use2011_last_save_rnk500_idxctrl -7.60 12.12 60.64 35.43 60.64 -62.13 -221.83 -230.65 -174.36
377 mt_962_use2020_last_save_rnk500_idxctrl -8.45 11.27 59.79 34.57 59.79 -62.99 -222.68 -231.51 -175.21
379 mt_961_use2017_best_save_rnk500_idxctrl -8.96 10.76 59.28 34.07 59.28 -63.49 -223.19 -232.01 -175.72
380 mt_962_use2022_last_save_rnk500_idxctrl -9.02 10.70 59.21 34.00 59.21 -63.56 -223.26 -232.08 -175.78
381 mt_962_use2011_best_save_rnk500_idxctrl -9.07 10.65 59.17 33.95 59.17 -63.60 -223.30 -232.12 -175.83
383 mt_962_use2010_best_save_rnk500_idxctrl -9.11 10.61 59.12 33.91 59.13 -63.65 -223.34 -232.17 -175.87
384 mt_961_use2024_last_save_rnk500_idxctrl -9.80 9.92 58.44 33.22 58.44 -64.34 -224.03 -232.86 -176.56
387 mt_961_use2013_last_save_rnk500_idxctrl -10.31 9.41 57.93 32.71 57.93 -64.85 -224.54 -233.37 -177.07
391 mt_962_use2020_best_save_rnk500_idxctrl -11.07 8.65 57.17 31.95 57.17 -65.61 -225.30 -234.13 -177.83
392 mt_961_use2010_best_save_rnk500_idxctrl -11.21 8.51 57.03 31.81 57.03 -65.74 -225.44 -234.27 -177.97
394 mt_961_use2010_last_save_rnk500_idxctrl -11.47 8.25 56.77 31.55 56.77 -66.00 -225.70 -234.53 -178.23
396 mt_961_use2017_last_save_rnk500_idxctrl -11.98 7.74 56.26 31.04 56.26 -66.52 -226.21 -235.04 -178.74
398 mt_962_use2018_best_save_rnk500_idxctrl -12.23 7.49 56.00 30.79 56.00 -66.77 -226.47 -235.29 -178.99
401 mt_962_use2021_best_save_rnk500_idxctrl -12.71 7.01 55.53 30.31 55.53 -67.25 -226.94 -235.77 -179.47
402 mt_961_use2012_best_save_rnk500_idxctrl -12.76 6.96 55.48 30.26 55.48 -67.30 -226.99 -235.82 -179.52
403 mt_961_use2022_best_save_rnk500_idxctrl -12.77 6.95 55.46 30.25 55.47 -67.31 -227.00 -235.83 -179.53
404 multin_zz1000_61004_idxctrl_pv_rm_blc -13.01 6.71 55.23 30.01 55.23 -67.54 -227.24 -236.07 -179.77
405 multin_zz1000_61002_idxctrl_pv_rm_blc -13.01 6.71 55.23 30.01 55.23 -67.54 -227.24 -236.07 -179.77
406 mt_961_use2012_last_save_rnk500_idxctrl -13.68 6.04 54.56 29.34 54.56 -68.22 -227.91 -236.74 -180.44
408 multin_zz1000_61002_idxctrl_pv -14.09 5.62 54.14 28.93 54.14 -68.63 -228.33 -237.15 -180.85
409 multin_zz1000_61004_idxctrl_pv -14.09 5.62 54.14 28.93 54.14 -68.63 -228.33 -237.15 -180.85
410 mt_961_use2013_best_save_rnk500_idxctrl -14.24 5.47 53.99 28.78 53.99 -68.78 -228.48 -237.30 -181.00
412 multin_zz1000_61001_idxctrl_pv_rm_blc -14.29 5.43 53.95 28.73 53.95 -68.83 -228.52 -237.35 -181.05
417 mt_962_use2009_last_save_rnk500_idxctrl -15.05 4.67 53.19 27.97 53.19 -69.58 -229.28 -238.11 -181.81
420 mt_961_use2008_last_save_rnk500_idxctrl -15.18 4.53 53.05 27.84 53.05 -69.72 -229.42 -238.24 -181.94
421 mt_962_use2009_best_save_rnk500_idxctrl -15.21 4.50 53.02 27.81 53.02 -69.75 -229.45 -238.27 -181.97
422 mt_961_use2021_last_save_rnk500_idxctrl -15.31 4.41 52.93 27.71 52.93 -69.85 -229.54 -238.37 -182.07
423 multin_zz1000_61001_idxctrl_pv -15.32 4.40 52.92 27.71 52.92 -69.85 -229.55 -238.37 -182.08
427 mt_962_use2018_last_save_rnk500_idxctrl -15.81 3.91 52.43 27.21 52.43 -70.34 -230.04 -238.87 -182.57
433 mt_961_use2008_best_save_rnk500_idxctrl -16.82 2.90 51.42 26.20 51.42 -71.36 -231.05 -239.88 -183.58
436 mt_961_use2016_best_save_rnk500_idxctrl -18.03 1.69 50.21 24.99 50.21 -72.56 -232.26 -241.09 -184.79
437 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -18.63 1.09 49.60 24.39 49.60 -73.17 -232.87 -241.69 -185.39
438 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -18.63 1.09 49.60 24.39 49.60 -73.17 -232.87 -241.69 -185.39
442 mt_961_use2023_last_save_rnk500_idxctrl -19.18 0.54 49.06 23.84 49.06 -73.71 -233.41 -242.24 -185.94
444 multin_zz1000_61002_idxctrl_pv_rm_fnd -19.74 -0.02 48.50 23.28 48.50 -74.28 -233.97 -242.80 -186.50
445 multin_zz1000_61004_idxctrl_pv_rm_fnd -19.74 -0.02 48.50 23.28 48.50 -74.28 -233.97 -242.80 -186.50
446 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -19.80 -0.08 48.44 23.22 48.44 -74.34 -234.03 -242.86 -186.56
448 mt_961_use2018_last_save_rnk500_idxctrl -20.47 -0.75 47.76 22.55 47.77 -75.01 -234.70 -243.53 -187.23
451 multin_zz1000_61001_idxctrl_pv_rm_fnd -20.86 -1.14 47.37 22.16 47.38 -75.40 -235.09 -243.92 -187.62
453 mt_962_use2024_last_save_rnk500_idxctrl -21.59 -1.87 46.65 21.43 46.65 -76.13 -235.82 -244.65 -188.35
454 mt_962_use2008_best_save_rnk500_idxctrl -21.71 -1.99 46.53 21.31 46.53 -76.25 -235.94 -244.77 -188.47
456 mt_962_use2015_best_save_rnk500_idxctrl -21.81 -2.09 46.43 21.22 46.43 -76.34 -236.04 -244.86 -188.57
459 mt_961_use2022_last_save_rnk500_idxctrl -23.49 -3.77 44.75 19.53 44.75 -78.02 -237.72 -246.55 -190.25
461 mt_962_use2024_best_save_rnk500_idxctrl -23.61 -3.89 44.62 19.41 44.63 -78.15 -237.84 -246.67 -190.37
462 mt_962_use2008_last_save_rnk500_idxctrl -23.86 -4.14 44.38 19.17 44.38 -78.39 -238.09 -246.91 -190.62
463 mt_961_use2023_best_save_rnk500_idxctrl -23.88 -4.16 44.36 19.15 44.36 -78.41 -238.11 -246.93 -190.64
467 mt_961_use2018_best_save_rnk500_idxctrl -26.27 -6.55 41.97 16.75 41.97 -80.81 -240.50 -249.33 -193.03
470 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -29.30 -9.58 38.94 13.73 38.94 -83.83 -243.53 -252.35 -196.06
472 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -29.44 -9.72 38.80 13.58 38.80 -83.98 -243.67 -252.50 -196.20
473 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -29.52 -9.80 38.71 13.50 38.71 -84.06 -243.76 -252.58 -196.28
474 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -29.59 -9.88 38.64 13.43 38.64 -84.13 -243.83 -252.65 -196.35
476 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -29.87 -10.16 38.36 13.15 38.36 -84.41 -244.11 -252.93 -196.63
477 mt_961_use2016_last_save_rnk500_idxctrl -30.07 -10.35 38.17 12.95 38.17 -84.61 -244.30 -253.13 -196.83
478 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -30.50 -10.79 37.73 12.52 37.73 -85.04 -244.74 -253.56 -197.26
479 multin_zz500_61002_idxctrl_zz500_pv -30.51 -10.79 37.73 12.51 37.73 -85.04 -244.74 -253.57 -197.27
483 multin_zz500_61004_idxctrl_zz500_pv -31.06 -11.34 37.18 11.97 37.18 -85.59 -245.29 -254.11 -197.82
484 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -31.31 -11.59 36.93 11.71 36.93 -85.85 -245.54 -254.37 -198.07
485 multin_zz500_61001_idxctrl_zz500_pv -31.35 -11.63 36.89 11.67 36.89 -85.89 -245.58 -254.41 -198.11
487 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -31.52 -11.81 36.71 11.50 36.71 -86.06 -245.76 -254.58 -198.28
488 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -31.61 -11.90 36.62 11.41 36.62 -86.15 -245.85 -254.67 -198.37
491 mt_962_use2022_best_save_rnk500_idxctrl -36.46 -16.74 31.78 6.56 31.78 -90.99 -250.69 -259.52 -203.22
493 mt_961_use2019_last_save_rnk500_idxctrl -36.98 -17.26 31.26 6.04 31.26 -91.51 -251.21 -260.04 -203.74
494 mt_961_use2019_best_save_rnk500_idxctrl -36.98 -17.26 31.26 6.04 31.26 -91.51 -251.21 -260.04 -203.74
495 mt_961_use2020_last_save_rnk500_idxctrl -36.99 -17.27 31.25 6.03 31.25 -91.52 -251.22 -260.05 -203.75
498 mt_961_use2020_best_save_rnk500_idxctrl -38.21 -18.49 30.02 4.81 30.03 -92.75 -252.44 -261.27 -204.97