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_20250617_151818
6 mt_962_use2008_best_save_rnk500_idxctrl 61.97 80.89 50.21 58.68 50.21 77.62 92.04 135.49 89.60
7 mt_962_use2009_best_save_rnk500_idxctrl 61.33 80.25 49.57 58.04 49.57 76.98 91.40 134.84 88.96
8 mt_962_use2008_last_save_rnk500_idxctrl 60.36 79.29 48.61 57.08 48.61 76.02 90.44 133.88 87.99
9 mt_962_use2009_last_save_rnk500_idxctrl 59.96 78.88 48.20 56.67 48.20 75.61 90.03 133.47 87.59
14 mt_961_use2008_best_save_rnk500_idxctrl 50.54 69.46 38.78 47.25 38.78 66.19 80.61 124.05 78.17
16 mt_962_use2010_best_save_rnk500_idxctrl 47.73 66.66 35.98 44.44 35.98 63.39 77.80 121.25 75.36
18 mt_961_use2008_last_save_rnk500_idxctrl 46.17 65.10 34.42 42.88 34.42 61.83 76.24 119.69 73.80
19 mt_962_use2011_best_save_rnk500_idxctrl 45.60 64.52 33.84 42.31 33.84 61.25 75.67 119.11 73.23
25 mt_961_use2012_last_save_rnk500_idxctrl 40.05 58.98 28.30 36.77 28.30 55.71 70.13 113.57 67.68
29 mt_961_use2011_last_save_rnk500_idxctrl 38.51 57.43 26.75 35.22 26.75 54.16 68.58 112.03 66.14
33 mt_961_use2009_last_save_rnk500_idxctrl 36.85 55.77 25.09 33.56 25.09 52.50 66.92 110.36 64.48
35 mt_961_use2016_best_save_rnk500_idxctrl 35.50 54.43 23.75 32.22 23.75 51.16 65.58 109.02 63.13
37 mt_961_use2009_best_save_rnk500_idxctrl 35.16 54.08 23.40 31.87 23.40 50.81 65.23 108.67 62.79
44 mt_961_use2016_last_save_rnk500_idxctrl 32.68 51.60 20.92 29.39 20.92 48.33 62.75 106.19 60.31
47 mt_962_use2010_last_save_rnk500_idxctrl 32.07 51.00 20.32 28.78 20.32 47.73 62.14 105.59 59.70
51 mt_962_use2016_best_save_rnk500_idxctrl 29.62 48.55 17.87 26.34 17.87 45.28 59.70 103.14 57.25
52 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 29.55 48.47 17.79 26.26 17.79 45.20 59.62 103.06 57.18
53 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 29.45 48.37 17.69 26.16 17.69 45.10 59.52 102.97 57.08
56 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 28.95 47.87 17.19 25.66 17.19 44.60 59.02 102.47 56.58
57 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 28.84 47.77 17.09 25.56 17.09 44.50 58.92 102.36 56.47
59 mt_961_use2012_best_save_rnk500_idxctrl 28.11 47.04 16.36 24.82 16.36 43.77 58.18 101.63 55.74
66 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 27.19 46.12 15.44 23.90 15.44 42.85 57.26 100.71 54.82
68 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 26.80 45.73 15.05 23.51 15.05 42.46 56.87 100.32 54.43
69 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 26.62 45.54 14.86 23.33 14.86 42.27 56.69 100.13 54.25
70 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 26.62 45.54 14.86 23.33 14.86 42.27 56.69 100.13 54.25
71 multin_zz1000_61004_idxctrl_pv_rm_fnd 26.52 45.44 14.76 23.23 14.76 42.17 56.59 100.03 54.15
72 multin_zz1000_61002_idxctrl_pv_rm_fnd 26.52 45.44 14.76 23.23 14.76 42.17 56.59 100.03 54.15
75 mt_961_use2010_best_save_rnk500_idxctrl 25.71 44.64 13.96 22.43 13.96 41.37 55.79 99.23 53.34
76 mt_962_use2011_last_save_rnk500_idxctrl 24.62 43.54 12.86 21.33 12.86 40.27 54.69 98.13 52.25
77 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 24.45 43.37 12.69 21.16 12.69 40.10 54.52 97.96 52.08
78 multin_zz1000_61001_idxctrl_pv_rm_fnd 24.22 43.15 12.47 20.94 12.47 39.88 54.30 97.74 51.85
79 mt_961_use2010_last_save_rnk500_idxctrl 23.44 42.36 11.68 20.15 11.68 39.09 53.51 96.95 51.07
82 mt_961_use2018_best_save_rnk500_idxctrl 23.13 42.06 11.38 19.84 11.38 38.79 53.20 96.65 50.76
86 mt_961_use2011_best_save_rnk500_idxctrl 22.07 40.99 10.31 18.78 10.31 37.72 52.14 95.58 49.70
89 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 21.35 40.28 9.60 18.06 9.60 37.01 51.42 94.87 48.98
92 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 21.08 40.00 9.32 17.79 9.32 36.73 51.15 94.59 48.71
93 mt_962_use2018_last_save_rnk500_idxctrl 21.00 39.92 9.24 17.71 9.24 36.65 51.07 94.52 48.63
97 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 19.29 38.21 7.53 16.00 7.53 34.94 49.36 92.80 46.92
100 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 18.92 37.85 7.17 15.64 7.17 34.58 49.00 92.44 46.55
106 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 17.50 36.43 5.75 14.22 5.75 33.16 47.58 91.02 45.13
107 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 17.27 36.19 5.51 13.98 5.51 32.92 47.34 90.78 44.90
110 mt_961_use2023_best_save_rnk500_idxctrl 16.09 35.02 4.34 12.80 4.34 31.75 46.16 89.61 43.72
116 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 14.82 33.74 3.06 11.53 3.06 30.47 44.89 88.33 42.45
122 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 14.60 33.53 2.85 11.31 2.85 30.26 44.67 88.12 42.23
123 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 14.51 33.43 2.76 11.22 2.76 30.16 44.58 88.03 42.14
125 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 14.27 33.19 2.51 10.98 2.51 29.92 44.34 87.78 41.90
127 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 14.06 32.99 2.31 10.78 2.31 29.72 44.14 87.58 41.69
129 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 13.71 32.64 1.96 10.43 1.96 29.37 43.79 87.23 41.34
131 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 13.50 32.42 1.74 10.21 1.74 29.15 43.57 87.01 41.13
133 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 13.18 32.11 1.43 9.90 1.43 28.84 43.26 86.70 40.81
140 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 12.45 31.37 0.69 9.16 0.69 28.10 42.52 85.96 40.08
143 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 12.18 31.10 0.42 8.89 0.42 27.83 42.25 85.69 39.81
146 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 12.11 31.03 0.35 8.82 0.35 27.76 42.18 85.62 39.74
149 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 11.76 30.69 0.01 8.48 0.01 27.42 41.84 85.28 39.39
168 mt_962_use2012_last_save_rnk500_idxctrl 10.36 29.28 -1.39 7.07 -1.39 26.01 40.43 83.88 37.99
176 multin_zz1000_61002_idxctrl_zz1000_pv 9.64 28.57 -2.11 6.36 -2.11 25.30 39.72 83.16 37.27
178 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 9.27 28.20 -2.48 5.99 -2.48 24.93 39.35 82.79 36.90
180 mt_961_use2018_last_save_rnk500_idxctrl 9.15 28.08 -2.60 5.86 -2.60 24.81 39.22 82.67 36.78
183 multin_zz1000_61004_idxctrl_zz1000_pv 8.85 27.77 -2.91 5.56 -2.91 24.50 38.92 82.37 36.48
188 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 8.47 27.40 -3.28 5.18 -3.28 24.13 38.54 81.99 36.10
206 multin_zz1000_61004_idxctrl_pv 6.70 25.62 -5.06 3.41 -5.06 22.35 36.77 80.21 34.33
207 multin_zz1000_61002_idxctrl_pv 6.70 25.62 -5.06 3.41 -5.06 22.35 36.77 80.21 34.33
211 multin_zz1000_61002_idxctrl_pv_rm_blc 6.44 25.36 -5.32 3.15 -5.32 22.09 36.51 79.95 34.07
212 multin_zz1000_61004_idxctrl_pv_rm_blc 6.44 25.36 -5.32 3.15 -5.32 22.09 36.51 79.95 34.07
215 mt_961_use2014_last_save_rnk500_idxctrl 6.21 25.14 -5.54 2.93 -5.54 21.87 36.29 79.73 33.84
227 multin_zz1000_61001_idxctrl_zz1000_pv 5.38 24.31 -6.37 2.09 -6.37 21.04 35.45 78.90 33.01
229 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.13 24.06 -6.62 1.85 -6.62 20.79 35.21 78.65 32.77
231 mt_961_use2015_last_save_rnk500_idxctrl 4.81 23.74 -6.94 1.52 -6.94 20.47 34.88 78.33 32.44
233 mt_961_use2013_last_save_rnk500_idxctrl 4.72 23.65 -7.03 1.44 -7.03 20.38 34.80 78.24 32.35
247 multin_zz1000_61001_idxctrl_pv 3.04 21.96 -8.72 -0.25 -8.72 18.69 33.11 76.56 30.67
248 multin_zz1000_61001_idxctrl_pv_rm_blc 2.82 21.74 -8.94 -0.47 -8.94 18.47 32.89 76.33 30.45
254 mt_961_use2017_last_save_rnk500_idxctrl 1.75 20.67 -10.01 -1.54 -10.01 17.40 31.82 75.26 29.38
257 mt_961_use2017_best_save_rnk500_idxctrl 1.20 20.13 -10.55 -2.08 -10.55 16.86 31.28 74.72 28.83
288 mt_962_use2016_last_save_rnk500_idxctrl -2.21 16.72 -13.96 -5.49 -13.96 13.45 27.87 71.31 25.42
299 mt_961_use2015_best_save_rnk500_idxctrl -3.18 15.75 -14.93 -6.46 -14.93 12.48 26.90 70.34 24.46
303 multin_zz500_61002_idxctrl_zz500_pv -3.53 15.40 -15.28 -6.81 -15.28 12.13 26.55 69.99 24.10
307 multin_zz500_61004_idxctrl_zz500_pv -4.50 14.43 -16.25 -7.78 -16.25 11.16 25.58 69.02 23.13
308 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -4.52 14.41 -16.27 -7.80 -16.27 11.14 25.56 69.00 23.11
309 multin_zz1000_61002_idxctrl_50010002000_pv -4.74 14.19 -16.49 -8.02 -16.49 10.92 25.34 68.78 22.89
312 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -4.83 14.10 -16.58 -8.11 -16.58 10.83 25.25 68.69 22.80
315 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -5.51 13.42 -17.26 -8.79 -17.26 10.15 24.57 68.01 22.12
316 multin_zz1000_61002_idxctrl_top3800_pv -5.65 13.28 -17.40 -8.93 -17.40 10.01 24.43 67.87 21.98
317 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -5.77 13.15 -17.53 -9.06 -17.53 9.88 24.30 67.75 21.86
329 multin_zz500_61001_idxctrl_zz500_pv -7.58 11.35 -19.33 -10.87 -19.33 8.08 22.49 65.94 20.05
335 multin_zz1000_61004_idxctrl_top3800_pv -8.03 10.90 -19.78 -11.31 -19.78 7.63 22.05 65.49 19.60
337 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -8.08 10.85 -19.83 -11.37 -19.83 7.58 21.99 65.44 19.55
338 mt_962_use2018_best_save_rnk500_idxctrl -8.12 10.81 -19.87 -11.40 -19.87 7.54 21.96 65.40 19.51
340 mt_962_use2012_best_save_rnk500_idxctrl -8.48 10.45 -20.23 -11.77 -20.23 7.18 21.59 65.04 19.15
341 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -8.55 10.37 -20.31 -11.84 -20.31 7.10 21.52 64.96 19.08
343 multin_zz1000_61004_idxctrl_50010002000_pv -8.67 10.26 -20.42 -11.96 -20.42 6.99 21.40 64.85 18.96
344 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -8.73 10.20 -20.48 -12.01 -20.48 6.93 21.35 64.79 18.90
349 mt_961_use2023_last_save_rnk500_idxctrl -9.31 9.62 -21.06 -12.60 -21.06 6.35 20.76 64.21 18.32
351 mt_961_use2024_last_save_rnk500_idxctrl -9.70 9.23 -21.45 -12.99 -21.45 5.96 20.37 63.82 17.93
355 mt_961_use2024_best_save_rnk500_idxctrl -11.07 7.85 -22.83 -14.36 -22.83 4.58 19.00 62.44 16.56
363 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -12.93 5.99 -24.69 -16.22 -24.69 2.72 17.14 60.58 14.70
364 mt_962_use2013_last_save_rnk500_idxctrl -13.04 5.88 -24.80 -16.33 -24.80 2.61 17.03 60.48 14.59
365 multin_zz1000_61001_idxctrl_50010002000_pv -13.13 5.80 -24.88 -16.41 -24.88 2.53 16.95 60.39 14.50
372 mt_962_use2015_last_save_rnk500_idxctrl -14.51 4.42 -26.26 -17.80 -26.26 1.15 15.56 59.01 13.12
374 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -15.00 3.93 -26.75 -18.28 -26.75 0.66 15.08 58.52 12.63
375 multin_zz1000_61001_idxctrl_top3800_pv -15.05 3.88 -26.80 -18.33 -26.80 0.61 15.03 58.47 12.58
381 mt_962_use2017_last_save_rnk500_idxctrl -16.65 2.28 -28.40 -19.93 -28.40 -0.99 13.43 56.87 10.98
392 mt_962_use2014_last_save_rnk500_idxctrl -19.73 -0.81 -31.48 -23.02 -31.48 -4.07 10.34 53.79 7.90
395 mt_961_use2014_best_save_rnk500_idxctrl -20.08 -1.15 -31.83 -23.37 -31.83 -4.42 9.99 53.44 7.55
401 mt_962_use2024_best_save_rnk500_idxctrl -20.52 -1.59 -32.27 -23.80 -32.27 -4.86 9.56 53.00 7.11
415 mt_962_use2024_last_save_rnk500_idxctrl -23.36 -4.44 -35.12 -26.65 -35.12 -7.71 6.71 50.15 4.27
416 mt_962_use2014_best_save_rnk500_idxctrl -23.91 -4.98 -35.66 -27.20 -35.66 -8.25 6.16 49.61 3.72
417 mt_962_use2013_best_save_rnk500_idxctrl -24.08 -5.15 -35.83 -27.37 -35.83 -8.42 5.99 49.44 3.55
422 mt_962_use2017_best_save_rnk500_idxctrl -25.65 -6.73 -37.41 -28.94 -37.41 -10.00 4.42 47.86 1.98
437 mt_961_use2019_last_save_rnk500_idxctrl -31.11 -12.19 -42.87 -34.40 -42.87 -15.46 -1.04 42.40 -3.48
440 mt_961_use2022_last_save_rnk500_idxctrl -31.94 -13.02 -43.70 -35.23 -43.70 -16.29 -1.87 41.57 -4.31
447 mt_961_use2019_best_save_rnk500_idxctrl -33.64 -14.72 -45.39 -36.93 -45.40 -17.99 -3.57 39.88 -6.01
462 mt_961_use2020_best_save_rnk500_idxctrl -41.36 -22.44 -53.11 -44.65 -53.11 -25.70 -11.29 32.16 -13.73
465 mt_961_use2020_last_save_rnk500_idxctrl -42.80 -23.87 -54.55 -46.08 -54.55 -27.14 -12.72 30.72 -15.17
470 mt_961_use2022_best_save_rnk500_idxctrl -44.69 -25.76 -56.44 -47.97 -56.44 -29.03 -14.61 28.83 -17.06
471 mt_961_use2013_best_save_rnk500_idxctrl -45.05 -26.12 -56.80 -48.34 -56.80 -29.39 -14.98 28.47 -17.42
477 mt_962_use2019_last_save_rnk500_idxctrl -49.52 -30.60 -61.28 -52.81 -61.28 -33.87 -19.45 24.00 -21.89
479 mt_962_use2019_best_save_rnk500_idxctrl -50.60 -31.68 -62.36 -53.89 -62.36 -34.95 -20.53 22.92 -22.97
483 mt_961_use2021_last_save_rnk500_idxctrl -52.77 -33.84 -64.52 -56.05 -64.52 -37.11 -22.69 20.75 -25.14
495 mt_962_use2023_last_save_rnk500_idxctrl -61.32 -42.39 -73.07 -64.60 -73.07 -45.66 -31.24 12.20 -33.69
496 mt_962_use2021_last_save_rnk500_idxctrl -62.94 -44.02 -74.70 -66.23 -74.70 -47.29 -32.87 10.58 -35.31
497 mt_962_use2015_best_save_rnk500_idxctrl -63.07 -44.14 -74.82 -66.36 -74.82 -47.41 -33.00 10.45 -35.44
499 mt_962_use2023_best_save_rnk500_idxctrl -63.63 -44.71 -75.39 -66.92 -75.39 -47.98 -33.56 9.88 -36.00
501 mt_961_use2021_best_save_rnk500_idxctrl -64.74 -45.82 -76.49 -68.03 -76.49 -49.09 -34.67 8.78 -37.11
506 mt_962_use2022_last_save_rnk500_idxctrl -70.71 -51.79 -82.47 -74.00 -82.47 -55.06 -40.64 2.80 -43.08
507 mt_962_use2020_last_save_rnk500_idxctrl -71.99 -53.07 -83.74 -75.28 -83.75 -56.34 -41.92 1.53 -44.36
508 mt_962_use2022_best_save_rnk500_idxctrl -76.59 -57.67 -88.34 -79.88 -88.35 -60.94 -46.52 -3.07 -48.96
509 mt_962_use2021_best_save_rnk500_idxctrl -76.93 -58.01 -88.68 -80.22 -88.69 -61.28 -46.86 -3.41 -49.30
515 mt_962_use2020_best_save_rnk500_idxctrl -87.09 -68.16 -98.84 -90.37 -98.84 -71.43 -57.01 -13.57 -59.46