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_20250620_151727
13 mt_961_use2018_best_save_rnk500_idxctrl 86.25 71.01 6.25 -0.64 6.25 72.92 161.43 154.83 200.78
23 mt_961_use2023_best_save_rnk500_idxctrl 77.61 62.37 -2.40 -9.28 -2.40 64.27 152.78 146.19 192.13
26 mt_962_use2008_last_save_rnk500_idxctrl 74.87 59.63 -5.13 -12.02 -5.13 61.54 150.05 143.45 189.39
30 mt_962_use2018_last_save_rnk500_idxctrl 73.61 58.37 -6.39 -13.28 -6.39 60.28 148.79 142.19 188.13
31 mt_962_use2008_best_save_rnk500_idxctrl 73.23 57.99 -6.77 -13.65 -6.77 59.90 148.41 141.81 187.76
33 mt_961_use2018_last_save_rnk500_idxctrl 72.03 56.79 -7.97 -14.86 -7.97 58.70 147.21 140.61 186.56
43 mt_962_use2009_best_save_rnk500_idxctrl 67.63 52.39 -12.38 -19.26 -12.38 54.29 142.80 136.21 182.15
46 mt_962_use2009_last_save_rnk500_idxctrl 66.17 50.93 -13.83 -20.71 -13.83 52.84 141.35 134.75 180.70
47 mt_961_use2012_best_save_rnk500_idxctrl 65.50 50.26 -14.51 -21.39 -14.51 52.17 140.67 134.08 180.02
54 mt_962_use2011_best_save_rnk500_idxctrl 63.20 47.96 -16.81 -23.69 -16.81 49.87 138.37 131.78 177.72
55 mt_961_use2008_best_save_rnk500_idxctrl 62.82 47.58 -17.18 -24.06 -17.18 49.49 138.00 131.40 177.35
66 mt_962_use2018_best_save_rnk500_idxctrl 61.12 45.88 -18.89 -25.77 -18.88 47.79 136.29 129.70 175.64
70 mt_961_use2011_last_save_rnk500_idxctrl 60.32 45.08 -19.68 -26.56 -19.68 46.99 135.50 128.90 174.85
82 mt_961_use2008_last_save_rnk500_idxctrl 58.71 43.47 -21.29 -28.18 -21.29 45.38 133.89 127.29 173.24
88 mt_961_use2012_last_save_rnk500_idxctrl 56.60 41.36 -23.40 -30.29 -23.40 43.27 131.78 125.18 171.12
94 mt_961_use2023_last_save_rnk500_idxctrl 54.37 39.13 -25.63 -32.52 -25.63 41.04 129.55 122.95 168.90
96 mt_961_use2016_best_save_rnk500_idxctrl 54.24 39.00 -25.76 -32.65 -25.76 40.91 129.42 122.82 168.77
102 mt_962_use2010_best_save_rnk500_idxctrl 53.52 38.28 -26.48 -33.36 -26.48 40.19 128.70 122.10 168.05
105 mt_962_use2010_last_save_rnk500_idxctrl 52.88 37.64 -27.12 -34.01 -27.12 39.55 128.06 121.46 167.41
115 mt_961_use2016_last_save_rnk500_idxctrl 51.74 36.50 -28.27 -35.15 -28.27 38.41 126.91 120.32 166.26
119 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 51.53 36.29 -28.47 -35.36 -28.47 38.20 126.71 120.11 166.05
120 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 51.53 36.29 -28.47 -35.36 -28.47 38.20 126.71 120.11 166.05
121 multin_zz1000_61002_idxctrl_pv_rm_fnd 51.34 36.10 -28.66 -35.54 -28.66 38.01 126.52 119.92 165.87
122 multin_zz1000_61004_idxctrl_pv_rm_fnd 51.34 36.10 -28.66 -35.54 -28.66 38.01 126.52 119.92 165.87
124 mt_961_use2011_best_save_rnk500_idxctrl 51.01 35.77 -28.99 -35.87 -28.99 37.68 126.19 119.59 165.54
128 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 50.74 35.50 -29.26 -36.14 -29.26 37.41 125.92 119.32 165.27
131 multin_zz1000_61001_idxctrl_pv_rm_fnd 50.46 35.22 -29.54 -36.43 -29.54 37.13 125.64 119.04 164.99
139 mt_961_use2024_last_save_rnk500_idxctrl 48.50 33.26 -31.51 -38.39 -31.51 35.17 123.67 117.08 163.02
143 mt_962_use2011_last_save_rnk500_idxctrl 47.97 32.73 -32.04 -38.92 -32.04 34.63 123.14 116.54 162.49
144 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 47.71 32.47 -32.29 -39.18 -32.29 34.38 122.89 116.29 162.23
145 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 47.70 32.46 -32.31 -39.19 -32.31 34.37 122.87 116.28 162.22
152 mt_961_use2009_last_save_rnk500_idxctrl 46.88 31.64 -33.12 -40.00 -33.12 33.55 122.06 115.46 161.41
154 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 46.85 31.61 -33.15 -40.04 -33.15 33.52 122.03 115.43 161.37
155 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 46.81 31.57 -33.19 -40.07 -33.19 33.48 121.99 115.39 161.34
157 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 46.71 31.47 -33.30 -40.18 -33.30 33.37 121.88 115.29 161.23
158 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 46.69 31.45 -33.32 -40.20 -33.31 33.36 121.87 115.27 161.21
159 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 46.46 31.22 -33.54 -40.42 -33.54 33.13 121.64 115.04 160.99
160 mt_961_use2019_best_save_rnk500_idxctrl 46.36 31.12 -33.65 -40.53 -33.64 33.03 121.54 114.94 160.88
163 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 46.19 30.95 -33.82 -40.70 -33.82 32.86 121.36 114.77 160.71
164 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 46.16 30.92 -33.84 -40.73 -33.84 32.83 121.34 114.74 160.69
174 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 45.21 29.97 -34.80 -41.68 -34.80 31.88 120.38 113.79 159.73
177 mt_961_use2024_best_save_rnk500_idxctrl 44.88 29.64 -35.12 -42.01 -35.12 31.55 120.06 113.46 159.41
181 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 44.80 29.56 -35.20 -42.08 -35.20 31.47 119.98 113.38 159.33
186 mt_961_use2010_best_save_rnk500_idxctrl 44.54 29.30 -35.47 -42.35 -35.46 31.21 119.71 113.12 159.06
187 mt_961_use2017_best_save_rnk500_idxctrl 44.50 29.26 -35.50 -42.39 -35.50 31.17 119.68 113.08 159.03
192 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 44.13 28.89 -35.87 -42.76 -35.87 30.80 119.31 112.71 158.66
202 mt_961_use2009_best_save_rnk500_idxctrl 43.10 27.86 -36.91 -43.79 -36.91 29.76 118.27 111.68 157.62
203 mt_962_use2016_best_save_rnk500_idxctrl 43.04 27.80 -36.97 -43.85 -36.97 29.71 118.21 111.62 157.56
226 mt_961_use2013_last_save_rnk500_idxctrl 40.85 25.61 -39.15 -46.03 -39.15 27.52 116.03 109.43 155.38
238 mt_961_use2020_best_save_rnk500_idxctrl 39.87 24.63 -40.13 -47.02 -40.13 26.54 115.05 108.45 154.40
249 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 38.92 23.68 -41.08 -47.97 -41.08 25.59 114.10 107.50 153.45
251 mt_962_use2016_last_save_rnk500_idxctrl 38.50 23.26 -41.50 -48.38 -41.50 25.17 113.68 107.08 153.03
252 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 38.33 23.09 -41.68 -48.56 -41.68 24.99 113.50 106.90 152.85
259 mt_962_use2024_best_save_rnk500_idxctrl 37.97 22.73 -42.04 -48.92 -42.04 24.63 113.14 106.55 152.49
266 mt_961_use2020_last_save_rnk500_idxctrl 37.64 22.40 -42.37 -49.25 -42.36 24.31 112.81 106.22 152.16
268 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 37.57 22.33 -42.43 -49.31 -42.43 24.24 112.75 106.15 152.10
272 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 37.20 21.96 -42.80 -49.68 -42.80 23.87 112.38 105.78 151.73
278 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 36.87 21.63 -43.14 -50.02 -43.14 23.54 112.04 105.45 151.39
279 mt_962_use2017_last_save_rnk500_idxctrl 36.57 21.33 -43.43 -50.32 -43.43 23.24 111.75 105.15 151.10
284 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 36.25 21.01 -43.76 -50.64 -43.76 22.91 111.42 104.82 150.77
286 mt_961_use2010_last_save_rnk500_idxctrl 36.09 20.85 -43.91 -50.80 -43.91 22.76 111.27 104.67 150.62
290 mt_962_use2024_last_save_rnk500_idxctrl 35.77 20.53 -44.24 -51.12 -44.24 22.43 110.94 104.34 150.29
294 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 35.40 20.16 -44.61 -51.49 -44.60 22.07 110.58 103.98 149.92
300 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 35.08 19.84 -44.92 -51.81 -44.92 21.75 110.26 103.66 149.61
301 mt_961_use2014_best_save_rnk500_idxctrl 34.89 19.65 -45.11 -51.99 -45.11 21.56 110.07 103.47 149.42
302 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 34.53 19.29 -45.47 -52.36 -45.47 21.20 109.71 103.11 149.05
304 multin_zz1000_61002_idxctrl_pv 34.21 18.97 -45.80 -52.68 -45.80 20.87 109.38 102.79 148.73
305 multin_zz1000_61004_idxctrl_pv 34.21 18.97 -45.80 -52.68 -45.80 20.87 109.38 102.79 148.73
307 multin_zz1000_61004_idxctrl_pv_rm_blc 33.87 18.63 -46.13 -53.01 -46.13 20.54 109.05 102.45 148.40
308 multin_zz1000_61002_idxctrl_pv_rm_blc 33.87 18.63 -46.13 -53.01 -46.13 20.54 109.05 102.45 148.40
310 mt_961_use2017_last_save_rnk500_idxctrl 33.73 18.49 -46.27 -53.16 -46.27 20.40 108.91 102.31 148.26
312 mt_962_use2012_last_save_rnk500_idxctrl 33.33 18.09 -46.67 -53.55 -46.67 20.00 108.51 101.91 147.86
314 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 33.24 18.00 -46.77 -53.65 -46.77 19.91 108.41 101.82 147.76
315 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 32.93 17.69 -47.07 -53.96 -47.07 19.60 108.11 101.51 147.46
316 mt_962_use2017_best_save_rnk500_idxctrl 32.83 17.59 -47.17 -54.06 -47.17 19.50 108.01 101.41 147.36
318 mt_961_use2019_last_save_rnk500_idxctrl 32.60 17.36 -47.40 -54.28 -47.40 19.27 107.78 101.18 147.13
319 multin_zz1000_61001_idxctrl_pv 32.57 17.33 -47.44 -54.32 -47.44 19.24 107.74 101.15 147.09
320 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 32.33 17.09 -47.67 -54.56 -47.67 19.00 107.51 100.91 146.86
321 multin_zz1000_61001_idxctrl_pv_rm_blc 32.30 17.06 -47.70 -54.59 -47.70 18.97 107.48 100.88 146.82
326 multin_zz500_61004_idxctrl_zz500_pv 31.98 16.74 -48.03 -54.91 -48.02 18.65 107.15 100.56 146.50
327 multin_zz500_61002_idxctrl_zz500_pv 31.79 16.55 -48.21 -55.10 -48.21 18.46 106.97 100.37 146.32
328 mt_962_use2019_last_save_rnk500_idxctrl 31.69 16.45 -48.32 -55.20 -48.32 18.35 106.86 100.27 146.21
330 mt_961_use2014_last_save_rnk500_idxctrl 31.38 16.14 -48.62 -55.50 -48.62 18.05 106.56 99.96 145.91
331 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 31.28 16.04 -48.73 -55.61 -48.73 17.94 106.45 99.85 145.80
335 mt_962_use2013_last_save_rnk500_idxctrl 30.80 15.56 -49.21 -56.09 -49.21 17.47 105.97 99.38 145.32
336 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 30.76 15.52 -49.25 -56.13 -49.24 17.43 105.93 99.34 145.28
338 mt_962_use2015_last_save_rnk500_idxctrl 30.54 15.30 -49.46 -56.34 -49.46 17.21 105.72 99.12 145.07
347 multin_zz500_61001_idxctrl_zz500_pv 29.37 14.13 -50.63 -57.52 -50.63 16.04 104.55 97.95 143.90
351 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 28.80 13.56 -51.21 -58.09 -51.20 15.47 103.97 97.38 143.32
353 mt_961_use2015_last_save_rnk500_idxctrl 28.42 13.18 -51.59 -58.47 -51.59 15.08 103.59 96.99 142.94
362 multin_zz1000_61004_idxctrl_zz1000_pv 26.98 11.74 -53.03 -59.91 -53.02 13.65 102.15 95.56 141.50
363 multin_zz1000_61002_idxctrl_zz1000_pv 26.95 11.71 -53.05 -59.93 -53.05 13.62 102.13 95.53 141.48
370 multin_zz1000_61004_idxctrl_top3800_pv 26.17 10.93 -53.83 -60.72 -53.83 12.84 101.35 94.75 140.70
371 multin_zz1000_61002_idxctrl_top3800_pv 26.07 10.83 -53.93 -60.82 -53.93 12.74 101.25 94.65 140.60
377 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 25.57 10.33 -54.44 -61.32 -54.43 12.24 100.75 94.15 140.09
378 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 25.55 10.31 -54.45 -61.33 -54.45 12.22 100.73 94.13 140.08
379 multin_zz1000_61002_idxctrl_50010002000_pv 25.37 10.13 -54.64 -61.52 -54.63 12.04 100.54 93.95 139.89
380 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 25.23 9.99 -54.78 -61.66 -54.78 11.90 100.40 93.81 139.75
385 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 24.83 9.59 -55.17 -62.05 -55.17 11.50 100.01 93.41 139.36
386 multin_zz1000_61004_idxctrl_50010002000_pv 24.82 9.58 -55.19 -62.07 -55.19 11.48 99.99 93.40 139.34
390 mt_961_use2022_last_save_rnk500_idxctrl 24.51 9.27 -55.49 -62.38 -55.49 11.18 99.69 93.09 139.04
391 mt_961_use2015_best_save_rnk500_idxctrl 24.18 8.94 -55.82 -62.71 -55.82 10.85 99.36 92.76 138.70
393 multin_zz1000_61001_idxctrl_zz1000_pv 23.98 8.74 -56.02 -62.91 -56.02 10.65 99.16 92.56 138.51
394 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 23.83 8.59 -56.17 -63.05 -56.17 10.50 99.01 92.41 138.36
397 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 23.45 8.21 -56.55 -63.43 -56.55 10.12 98.63 92.03 137.98
403 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 22.52 7.28 -57.49 -64.37 -57.48 9.19 97.69 91.10 137.04
409 mt_961_use2013_best_save_rnk500_idxctrl 21.72 6.48 -58.29 -65.17 -58.29 8.39 96.89 90.30 136.24
410 mt_961_use2022_best_save_rnk500_idxctrl 21.51 6.27 -58.50 -65.38 -58.50 8.17 96.68 90.08 136.03
413 multin_zz1000_61001_idxctrl_top3800_pv 20.71 5.47 -59.29 -66.17 -59.29 7.38 95.89 89.29 135.24
414 mt_962_use2013_best_save_rnk500_idxctrl 20.68 5.44 -59.32 -66.21 -59.32 7.35 95.86 89.26 135.21
418 mt_962_use2012_best_save_rnk500_idxctrl 19.70 4.46 -60.31 -67.19 -60.30 6.37 94.87 88.28 134.22
420 mt_962_use2019_best_save_rnk500_idxctrl 19.16 3.92 -60.85 -67.73 -60.84 5.83 94.33 87.74 133.68
421 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 19.04 3.80 -60.96 -67.85 -60.96 5.71 94.22 87.62 133.56
429 multin_zz1000_61001_idxctrl_50010002000_pv 17.31 2.07 -62.69 -69.58 -62.69 3.98 92.49 85.89 131.84
431 mt_962_use2020_last_save_rnk500_idxctrl 17.13 1.89 -62.88 -69.76 -62.88 3.80 92.30 85.71 131.65
434 mt_961_use2021_last_save_rnk500_idxctrl 15.91 0.67 -64.09 -70.98 -64.09 2.58 91.09 84.49 130.44
441 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 15.37 0.13 -64.63 -71.51 -64.63 2.04 90.55 83.95 129.90
442 mt_962_use2014_last_save_rnk500_idxctrl 15.01 -0.23 -65.00 -71.88 -64.99 1.68 90.18 83.59 129.53
447 mt_962_use2023_last_save_rnk500_idxctrl 13.37 -1.87 -66.64 -73.52 -66.63 0.04 88.54 81.95 127.89
452 mt_962_use2014_best_save_rnk500_idxctrl 11.44 -3.80 -68.57 -75.45 -68.57 -1.89 86.61 80.02 125.96
453 mt_962_use2021_last_save_rnk500_idxctrl 11.26 -3.98 -68.75 -75.63 -68.74 -2.07 86.43 79.84 125.78
460 mt_962_use2021_best_save_rnk500_idxctrl 8.88 -6.36 -71.13 -78.01 -71.13 -4.46 84.05 77.45 123.40
469 mt_961_use2021_best_save_rnk500_idxctrl 7.05 -8.19 -72.96 -79.84 -72.95 -6.28 82.22 75.63 121.57
471 mt_962_use2015_best_save_rnk500_idxctrl 6.24 -9.00 -73.77 -80.65 -73.77 -7.09 81.41 74.82 120.76
476 mt_962_use2023_best_save_rnk500_idxctrl 4.68 -10.56 -75.33 -82.21 -75.33 -8.65 79.85 73.26 119.20
482 mt_962_use2022_last_save_rnk500_idxctrl 3.20 -12.04 -76.80 -83.68 -76.80 -10.13 78.38 71.78 117.73
493 mt_962_use2022_best_save_rnk500_idxctrl -1.96 -17.20 -81.96 -88.84 -81.96 -15.29 73.22 66.62 112.57
504 mt_962_use2020_best_save_rnk500_idxctrl -8.25 -23.49 -88.26 -95.14 -88.25 -21.58 66.93 60.33 106.27