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_20250618_151626
5 mt_961_use2022_best_save_rnk500_idxctrl 76.06 74.35 68.53 51.38 68.52 103.21 108.43 148.07 143.54
6 mt_962_use2022_best_save_rnk500_idxctrl 75.42 73.71 67.88 50.73 67.88 102.57 107.78 147.43 142.90
7 mt_962_use2020_best_save_rnk500_idxctrl 75.27 73.56 67.74 50.59 67.74 102.42 107.64 147.29 142.75
9 mt_961_use2022_last_save_rnk500_idxctrl 70.78 69.07 63.25 46.10 63.25 97.93 103.15 142.79 138.26
10 mt_962_use2021_best_save_rnk500_idxctrl 68.16 66.45 60.63 43.48 60.63 95.31 100.53 140.17 135.64
11 mt_962_use2015_best_save_rnk500_idxctrl 67.26 65.55 59.73 42.58 59.73 94.41 99.63 139.27 134.74
12 mt_961_use2019_best_save_rnk500_idxctrl 61.51 59.81 53.98 36.83 53.98 88.67 93.88 133.53 128.99
13 mt_961_use2020_last_save_rnk500_idxctrl 61.25 59.54 53.72 36.57 53.72 88.40 93.62 133.26 128.73
14 mt_961_use2021_last_save_rnk500_idxctrl 60.90 59.19 53.37 36.22 53.37 88.05 93.27 132.92 128.38
15 mt_961_use2013_best_save_rnk500_idxctrl 60.89 59.18 53.36 36.21 53.36 88.04 93.26 132.90 128.37
16 mt_961_use2020_best_save_rnk500_idxctrl 59.71 58.00 52.18 35.03 52.18 86.86 92.08 131.72 127.19
17 mt_962_use2020_last_save_rnk500_idxctrl 59.52 57.81 51.99 34.84 51.99 86.67 91.89 131.53 127.00
18 mt_961_use2019_last_save_rnk500_idxctrl 59.11 57.40 51.57 34.42 51.57 86.26 91.47 131.12 126.59
20 mt_961_use2021_best_save_rnk500_idxctrl 57.80 56.09 50.27 33.12 50.27 84.95 90.17 129.82 125.28
22 mt_962_use2022_last_save_rnk500_idxctrl 56.66 54.95 49.13 31.98 49.13 83.81 89.03 128.67 124.14
23 mt_962_use2021_last_save_rnk500_idxctrl 53.92 52.21 46.39 29.24 46.38 81.07 86.29 125.93 121.40
32 mt_962_use2019_best_save_rnk500_idxctrl 45.01 43.30 37.48 20.33 37.48 72.16 77.38 117.02 112.49
33 mt_962_use2019_last_save_rnk500_idxctrl 42.34 40.63 34.81 17.66 34.81 69.49 74.71 114.36 109.82
37 mt_961_use2015_best_save_rnk500_idxctrl 37.00 35.29 29.47 12.32 29.47 64.15 69.37 109.02 104.48
38 mt_962_use2023_last_save_rnk500_idxctrl 36.27 34.56 28.74 11.59 28.73 63.42 68.64 108.28 103.75
41 mt_962_use2023_best_save_rnk500_idxctrl 34.01 32.30 26.48 9.33 26.48 61.16 66.38 106.03 101.49
42 mt_961_use2015_last_save_rnk500_idxctrl 31.41 29.70 23.87 6.72 23.87 58.56 63.77 103.42 98.89
48 mt_962_use2015_last_save_rnk500_idxctrl 26.53 24.82 19.00 1.85 19.00 53.68 58.90 98.55 94.01
51 mt_961_use2014_best_save_rnk500_idxctrl 24.94 23.23 17.41 0.26 17.41 52.09 57.31 96.96 92.42
54 mt_961_use2013_last_save_rnk500_idxctrl 22.64 20.93 15.11 -2.04 15.11 49.79 55.01 94.65 90.12
57 mt_962_use2014_best_save_rnk500_idxctrl 22.34 20.63 14.81 -2.34 14.81 49.49 54.71 94.35 89.82
58 mt_962_use2014_last_save_rnk500_idxctrl 22.04 20.33 14.51 -2.64 14.51 49.19 54.41 94.05 89.52
62 mt_962_use2024_last_save_rnk500_idxctrl 19.24 17.53 11.71 -5.44 11.71 46.39 51.61 91.25 86.72
64 mt_962_use2017_best_save_rnk500_idxctrl 18.21 16.50 10.68 -6.47 10.68 45.36 50.58 90.23 85.69
69 mt_962_use2013_last_save_rnk500_idxctrl 16.55 14.84 9.02 -8.13 9.02 43.70 48.92 88.56 84.03
76 mt_961_use2017_last_save_rnk500_idxctrl 13.90 12.19 6.37 -10.78 6.37 41.05 46.27 85.91 81.38
82 mt_962_use2017_last_save_rnk500_idxctrl 11.92 10.22 4.39 -12.76 4.39 39.08 44.29 83.94 79.40
86 mt_961_use2018_last_save_rnk500_idxctrl 11.12 9.41 3.59 -13.56 3.59 38.27 43.49 83.13 78.60
91 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 9.51 7.80 1.98 -15.17 1.97 36.66 41.88 81.52 76.99
92 mt_962_use2024_best_save_rnk500_idxctrl 8.30 6.59 0.77 -16.38 0.77 35.45 40.67 80.31 75.78
93 mt_961_use2017_best_save_rnk500_idxctrl 8.07 6.36 0.54 -16.61 0.54 35.22 40.44 80.09 75.55
94 multin_zz1000_61001_idxctrl_top3800_pv 7.82 6.11 0.29 -16.86 0.29 34.97 40.19 79.83 75.30
97 mt_962_use2018_best_save_rnk500_idxctrl 7.03 5.32 -0.50 -17.65 -0.50 34.18 39.40 79.04 74.51
98 mt_962_use2013_best_save_rnk500_idxctrl 6.80 5.09 -0.73 -17.88 -0.73 33.95 39.17 78.81 74.28
101 multin_zz1000_61001_idxctrl_pv_rm_blc 5.99 4.28 -1.54 -18.69 -1.54 33.14 38.36 78.00 73.47
102 multin_zz1000_61001_idxctrl_zz1000_pv 5.95 4.24 -1.58 -18.73 -1.58 33.10 38.32 77.97 73.43
103 multin_zz1000_61001_idxctrl_pv 5.82 4.11 -1.71 -18.86 -1.71 32.97 38.19 77.83 73.30
112 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 5.07 3.36 -2.46 -19.61 -2.46 32.22 37.44 77.08 72.55
113 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.07 3.36 -2.46 -19.61 -2.46 32.22 37.44 77.09 72.55
117 multin_zz1000_61004_idxctrl_pv_rm_blc 3.89 2.18 -3.64 -20.79 -3.64 31.04 36.26 75.91 71.37
118 multin_zz1000_61002_idxctrl_pv_rm_blc 3.89 2.18 -3.64 -20.79 -3.64 31.04 36.26 75.91 71.37
119 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 3.81 2.10 -3.72 -20.87 -3.72 30.96 36.18 75.82 71.29
120 multin_zz1000_61002_idxctrl_pv 3.78 2.07 -3.75 -20.90 -3.75 30.93 36.15 75.80 71.26
121 multin_zz1000_61004_idxctrl_pv 3.78 2.07 -3.75 -20.90 -3.75 30.93 36.15 75.80 71.26
124 multin_zz1000_61002_idxctrl_zz1000_pv 3.61 1.90 -3.92 -21.07 -3.92 30.76 35.98 75.62 71.09
126 multin_zz1000_61001_idxctrl_50010002000_pv 3.43 1.72 -4.10 -21.25 -4.10 30.58 35.80 75.45 70.91
127 multin_zz1000_61004_idxctrl_zz1000_pv 3.23 1.52 -4.30 -21.45 -4.31 30.38 35.60 75.24 70.71
128 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 2.62 0.91 -4.91 -22.06 -4.91 29.77 34.99 74.64 70.10
134 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 2.20 0.49 -5.33 -22.48 -5.33 29.35 34.57 74.21 69.68
135 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 2.11 0.40 -5.43 -22.58 -5.43 29.26 34.47 74.12 69.59
136 multin_zz1000_61002_idxctrl_top3800_pv 1.42 -0.29 -6.11 -23.26 -6.11 28.57 33.79 73.43 68.90
139 mt_961_use2009_best_save_rnk500_idxctrl 0.73 -0.97 -6.80 -23.95 -6.80 27.89 33.10 72.75 68.21
140 mt_961_use2014_last_save_rnk500_idxctrl 0.60 -1.11 -6.93 -24.08 -6.93 27.75 32.97 72.61 68.08
141 multin_zz1000_61004_idxctrl_top3800_pv 0.54 -1.17 -6.99 -24.14 -6.99 27.69 32.91 72.56 68.02
142 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 0.28 -1.43 -7.25 -24.40 -7.25 27.43 32.65 72.29 67.76
143 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 0.27 -1.44 -7.27 -24.42 -7.27 27.42 32.63 72.28 67.74
146 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -0.48 -2.19 -8.01 -25.16 -8.01 26.67 31.89 71.54 67.00
153 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -1.82 -3.53 -9.35 -26.50 -9.35 25.33 30.55 70.19 65.66
154 multin_zz500_61001_idxctrl_zz500_pv -1.85 -3.56 -9.38 -26.53 -9.38 25.30 30.52 70.16 65.63
155 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -1.88 -3.59 -9.41 -26.56 -9.41 25.27 30.49 70.13 65.60
156 multin_zz1000_61002_idxctrl_50010002000_pv -2.00 -3.71 -9.53 -26.68 -9.53 25.15 30.37 70.01 65.48
157 multin_zz1000_61004_idxctrl_50010002000_pv -2.03 -3.74 -9.56 -26.71 -9.56 25.12 30.34 69.99 65.45
159 mt_962_use2016_last_save_rnk500_idxctrl -2.76 -4.47 -10.30 -27.45 -10.30 24.39 29.60 69.25 64.72
164 mt_961_use2009_last_save_rnk500_idxctrl -3.66 -5.37 -11.19 -28.34 -11.19 23.49 28.71 68.36 63.82
165 mt_961_use2011_best_save_rnk500_idxctrl -3.66 -5.37 -11.19 -28.34 -11.19 23.49 28.71 68.35 63.82
168 multin_zz500_61002_idxctrl_zz500_pv -3.95 -5.66 -11.49 -28.64 -11.49 23.20 28.41 68.06 63.53
169 multin_zz500_61004_idxctrl_zz500_pv -4.03 -5.74 -11.56 -28.71 -11.56 23.12 28.34 67.98 63.45
170 mt_961_use2023_last_save_rnk500_idxctrl -4.44 -6.15 -11.97 -29.12 -11.97 22.71 27.93 67.58 63.04
173 mt_961_use2016_last_save_rnk500_idxctrl -4.51 -6.22 -12.04 -29.19 -12.04 22.64 27.86 67.51 62.97
177 mt_961_use2018_best_save_rnk500_idxctrl -5.08 -6.79 -12.61 -29.76 -12.61 22.07 27.29 66.93 62.40
181 mt_961_use2016_best_save_rnk500_idxctrl -5.66 -7.37 -13.19 -30.34 -13.19 21.49 26.71 66.35 61.82
182 mt_961_use2024_best_save_rnk500_idxctrl -5.75 -7.45 -13.28 -30.43 -13.28 21.41 26.62 66.27 61.73
189 mt_962_use2012_best_save_rnk500_idxctrl -7.82 -9.53 -15.35 -32.50 -15.35 19.33 24.55 64.20 59.66
193 mt_961_use2010_best_save_rnk500_idxctrl -8.24 -9.95 -15.77 -32.92 -15.77 18.91 24.13 63.77 59.24
198 mt_961_use2010_last_save_rnk500_idxctrl -9.19 -10.90 -16.73 -33.88 -16.73 17.96 23.17 62.82 58.29
203 mt_962_use2010_last_save_rnk500_idxctrl -9.92 -11.63 -17.45 -34.60 -17.45 17.23 22.45 62.09 57.56
209 mt_961_use2024_last_save_rnk500_idxctrl -10.66 -12.36 -18.19 -35.34 -18.19 16.50 21.71 61.36 56.82
219 mt_962_use2012_last_save_rnk500_idxctrl -13.70 -15.41 -21.23 -38.38 -21.23 13.45 18.67 58.32 53.78
231 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -15.62 -17.33 -23.15 -40.30 -23.15 11.53 16.75 56.39 51.86
237 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -16.83 -18.54 -24.36 -41.51 -24.36 10.32 15.54 55.18 50.65
239 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -17.09 -18.80 -24.62 -41.77 -24.62 10.06 15.28 54.92 50.39
240 mt_961_use2012_best_save_rnk500_idxctrl -17.26 -18.97 -24.79 -41.94 -24.79 9.89 15.11 54.75 50.22
241 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -17.31 -19.02 -24.84 -41.99 -24.84 9.84 15.06 54.71 50.17
245 mt_961_use2023_best_save_rnk500_idxctrl -17.73 -19.44 -25.26 -42.41 -25.27 9.42 14.64 54.28 49.75
248 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -18.05 -19.76 -25.58 -42.73 -25.59 9.10 14.32 53.96 49.43
250 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -18.42 -20.13 -25.95 -43.10 -25.95 8.73 13.95 53.60 49.06
251 multin_zz1000_61001_idxctrl_pv_rm_fnd -18.59 -20.29 -26.12 -43.27 -26.12 8.57 13.78 53.43 48.89
252 mt_962_use2016_best_save_rnk500_idxctrl -18.62 -20.33 -26.15 -43.30 -26.15 8.53 13.75 53.39 48.86
253 mt_961_use2011_last_save_rnk500_idxctrl -18.82 -20.52 -26.35 -43.50 -26.35 8.34 13.55 53.20 48.66
256 multin_zz1000_61004_idxctrl_pv_rm_fnd -19.77 -21.48 -27.30 -44.45 -27.30 7.38 12.60 52.24 47.71
257 multin_zz1000_61002_idxctrl_pv_rm_fnd -19.77 -21.48 -27.30 -44.45 -27.30 7.38 12.60 52.24 47.71
259 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -19.85 -21.56 -27.39 -44.54 -27.39 7.30 12.51 52.16 47.63
260 mt_961_use2012_last_save_rnk500_idxctrl -20.13 -21.84 -27.66 -44.81 -27.66 7.02 12.24 51.88 47.35
261 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -20.23 -21.94 -27.76 -44.91 -27.76 6.92 12.14 51.78 47.25
262 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -20.42 -22.13 -27.95 -45.10 -27.95 6.73 11.95 51.60 47.06
263 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -20.60 -22.31 -28.13 -45.28 -28.13 6.55 11.77 51.42 46.88
265 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -21.04 -22.75 -28.57 -45.72 -28.57 6.11 11.33 50.97 46.44
266 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -21.10 -22.81 -28.63 -45.78 -28.63 6.05 11.27 50.91 46.38
267 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -21.10 -22.81 -28.63 -45.78 -28.63 6.05 11.27 50.91 46.38
268 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -21.21 -22.92 -28.75 -45.90 -28.75 5.94 11.15 50.80 46.27
270 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -21.43 -23.14 -28.97 -46.12 -28.97 5.72 10.93 50.58 46.05
272 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -21.74 -23.45 -29.27 -46.42 -29.27 5.41 10.63 50.28 45.74
273 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -21.82 -23.53 -29.35 -46.50 -29.35 5.33 10.55 50.19 45.66
287 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -22.89 -24.60 -30.42 -47.57 -30.42 4.27 9.48 49.13 44.59
288 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -22.98 -24.69 -30.51 -47.66 -30.51 4.17 9.39 49.03 44.50
296 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -23.96 -25.67 -31.49 -48.64 -31.49 3.19 8.41 48.06 43.52
297 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -23.96 -25.67 -31.49 -48.64 -31.49 3.19 8.41 48.05 43.52
301 mt_962_use2011_last_save_rnk500_idxctrl -24.88 -26.59 -32.41 -49.56 -32.41 2.27 7.49 47.13 42.60
303 mt_962_use2018_last_save_rnk500_idxctrl -24.98 -26.69 -32.51 -49.66 -32.51 2.17 7.39 47.04 42.50
355 mt_962_use2010_best_save_rnk500_idxctrl -30.85 -32.56 -38.38 -55.53 -38.38 -3.70 1.52 41.17 36.63
373 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -33.58 -35.29 -41.11 -58.26 -41.11 -6.43 -1.21 38.43 33.90
377 mt_962_use2011_best_save_rnk500_idxctrl -33.67 -35.38 -41.20 -58.35 -41.20 -6.52 -1.30 38.34 33.81
381 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -34.67 -36.38 -42.20 -59.35 -42.20 -7.52 -2.30 37.34 32.81
382 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -34.83 -36.54 -42.36 -59.51 -42.36 -7.68 -2.46 37.19 32.65
383 mt_961_use2008_last_save_rnk500_idxctrl -34.94 -36.65 -42.47 -59.62 -42.47 -7.79 -2.57 37.07 32.54
384 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -35.02 -36.73 -42.55 -59.70 -42.55 -7.87 -2.65 37.00 32.46
391 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -36.15 -37.86 -43.68 -60.83 -43.68 -9.00 -3.78 35.86 31.33
392 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -36.31 -38.02 -43.84 -60.99 -43.84 -9.16 -3.94 35.71 31.17
409 mt_961_use2008_best_save_rnk500_idxctrl -39.17 -40.88 -46.70 -63.85 -46.70 -12.02 -6.80 32.85 28.31
431 mt_962_use2009_best_save_rnk500_idxctrl -46.03 -47.74 -53.56 -70.71 -53.56 -18.88 -13.66 25.99 21.45
433 mt_962_use2009_last_save_rnk500_idxctrl -46.95 -48.66 -54.48 -71.63 -54.48 -19.80 -14.58 25.07 20.53
449 mt_962_use2008_last_save_rnk500_idxctrl -49.61 -51.32 -57.14 -74.29 -57.14 -22.46 -17.24 22.40 17.87
459 mt_962_use2008_best_save_rnk500_idxctrl -51.67 -53.38 -59.20 -76.35 -59.20 -24.52 -19.30 20.35 15.81