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_20250627_151522
54 mt_962_use2010_last_save_rnk500_idxctrl 26.15 29.02 74.77 135.31 74.77 1.98 -73.06 -98.98 -111.53
79 mt_962_use2010_best_save_rnk500_idxctrl 22.42 25.29 71.04 131.58 71.04 -1.75 -76.79 -102.71 -115.26
92 mt_962_use2011_last_save_rnk500_idxctrl 21.26 24.12 69.88 130.41 69.88 -2.91 -77.95 -103.87 -116.43
140 mt_962_use2015_best_save_rnk500_idxctrl 17.09 19.95 65.71 126.24 65.71 -7.08 -82.12 -108.04 -120.60
141 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 16.83 19.69 65.44 125.98 65.44 -7.35 -82.39 -108.31 -120.86
159 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 15.54 18.40 64.16 124.69 64.16 -8.63 -83.67 -109.59 -122.15
162 mt_961_use2021_best_save_rnk500_idxctrl 15.40 18.26 64.01 124.55 64.01 -8.77 -83.81 -109.74 -122.29
163 mt_962_use2022_last_save_rnk500_idxctrl 15.38 18.24 64.00 124.54 64.00 -8.79 -83.83 -109.75 -122.30
187 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 13.45 16.31 62.07 122.60 62.07 -10.72 -85.76 -111.68 -124.23
196 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 12.37 15.23 60.99 121.52 60.99 -11.80 -86.84 -112.76 -125.32
198 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 12.30 15.16 60.92 121.45 60.92 -11.87 -86.91 -112.83 -125.39
200 mt_961_use2009_last_save_rnk500_idxctrl 12.12 14.98 60.73 121.27 60.73 -12.05 -87.10 -113.02 -125.57
201 multin_zz1000_61004_idxctrl_zz1000_pv 12.12 14.98 60.74 121.27 60.74 -12.05 -87.09 -113.01 -125.57
202 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 12.05 14.91 60.66 121.20 60.66 -12.13 -87.17 -113.09 -125.64
203 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 12.04 14.90 60.66 121.19 60.66 -12.13 -87.17 -113.09 -125.65
204 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 11.93 14.79 60.54 121.08 60.54 -12.24 -87.28 -113.21 -125.76
205 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 11.93 14.80 60.55 121.09 60.55 -12.24 -87.28 -113.20 -125.75
206 multin_zz1000_61002_idxctrl_zz1000_pv 11.92 14.78 60.53 121.07 60.53 -12.26 -87.30 -113.22 -125.77
208 mt_961_use2009_best_save_rnk500_idxctrl 11.91 14.78 60.53 121.07 60.53 -12.26 -87.30 -113.22 -125.77
209 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 11.80 14.66 60.41 120.95 60.41 -12.38 -87.42 -113.34 -125.89
212 multin_zz1000_61004_idxctrl_50010002000_pv 11.66 14.52 60.27 120.81 60.27 -12.52 -87.56 -113.48 -126.03
214 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 11.60 14.47 60.22 120.76 60.22 -12.57 -87.61 -113.53 -126.08
215 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 11.44 14.30 60.05 120.59 60.05 -12.73 -87.77 -113.70 -126.25
216 mt_962_use2022_best_save_rnk500_idxctrl 11.37 14.23 59.99 120.52 59.99 -12.80 -87.84 -113.76 -126.32
217 mt_962_use2013_last_save_rnk500_idxctrl 11.36 14.23 59.98 120.52 59.98 -12.81 -87.85 -113.77 -126.32
222 multin_zz1000_61001_idxctrl_zz1000_pv 11.19 14.06 59.81 120.35 59.81 -12.98 -88.02 -113.94 -126.49
223 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 11.05 13.91 59.67 120.20 59.67 -13.12 -88.16 -114.08 -126.64
224 mt_962_use2021_last_save_rnk500_idxctrl 11.04 13.90 59.65 120.19 59.65 -13.14 -88.18 -114.10 -126.65
227 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 10.63 13.49 59.24 119.78 59.24 -13.55 -88.59 -114.51 -127.06
232 mt_962_use2021_best_save_rnk500_idxctrl 10.53 13.39 59.15 119.68 59.15 -13.64 -88.68 -114.60 -127.16
234 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 10.30 13.16 58.92 119.45 58.92 -13.87 -88.91 -114.83 -127.39
235 mt_961_use2010_last_save_rnk500_idxctrl 10.27 13.13 58.89 119.42 58.89 -13.90 -88.94 -114.86 -127.42
236 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 10.03 12.89 58.64 119.18 58.64 -14.14 -89.18 -115.10 -127.66
237 mt_962_use2011_best_save_rnk500_idxctrl 10.03 12.89 58.65 119.18 58.65 -14.14 -89.18 -115.10 -127.66
242 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 9.32 12.18 57.93 118.47 57.93 -14.85 -89.89 -115.82 -128.37
247 multin_zz1000_61001_idxctrl_50010002000_pv 8.81 11.67 57.43 117.96 57.43 -15.36 -90.40 -116.32 -128.88
248 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 8.69 11.55 57.31 117.84 57.31 -15.48 -90.52 -116.44 -129.00
249 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 8.67 11.53 57.29 117.82 57.29 -15.50 -90.54 -116.46 -129.02
251 multin_zz1000_61002_idxctrl_50010002000_pv 8.28 11.15 56.90 117.44 56.90 -15.89 -90.93 -116.85 -129.40
253 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 8.17 11.03 56.78 117.32 56.78 -16.00 -91.04 -116.97 -129.52
258 mt_961_use2012_last_save_rnk500_idxctrl 7.60 10.46 56.21 116.75 56.21 -16.58 -91.62 -117.54 -130.09
259 mt_962_use2009_last_save_rnk500_idxctrl 7.38 10.24 55.99 116.53 55.99 -16.80 -91.84 -117.76 -130.31
263 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 7.09 9.96 55.71 116.25 55.71 -17.08 -92.12 -118.04 -130.59
265 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 6.94 9.80 55.55 116.09 55.55 -17.24 -92.28 -118.20 -130.75
269 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 6.70 9.56 55.32 115.85 55.32 -17.47 -92.51 -118.43 -130.99
270 mt_962_use2009_best_save_rnk500_idxctrl 6.35 9.21 54.97 115.50 54.97 -17.82 -92.86 -118.78 -131.34
271 mt_961_use2010_best_save_rnk500_idxctrl 6.12 8.98 54.73 115.27 54.73 -18.06 -93.10 -119.02 -131.57
272 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 6.09 8.95 54.70 115.24 54.70 -18.09 -93.13 -119.05 -131.60
281 mt_962_use2012_last_save_rnk500_idxctrl 5.35 8.21 53.96 114.50 53.96 -18.83 -93.87 -119.79 -132.34
288 multin_zz1000_61004_idxctrl_top3800_pv 4.31 7.18 52.93 113.47 52.93 -19.86 -94.90 -120.82 -133.37
298 mt_962_use2013_best_save_rnk500_idxctrl 3.16 6.03 51.78 112.32 51.78 -21.01 -96.05 -121.97 -134.52
299 multin_zz1000_61001_idxctrl_top3800_pv 3.04 5.90 51.65 112.19 51.65 -21.13 -96.17 -122.09 -134.65
304 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 2.29 5.16 50.91 111.45 50.91 -21.88 -96.92 -122.84 -135.39
307 multin_zz1000_61002_idxctrl_top3800_pv 1.45 4.32 50.07 110.61 50.07 -22.72 -97.76 -123.68 -136.23
313 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 0.71 3.57 49.33 109.86 49.33 -23.46 -98.50 -124.42 -136.98
320 mt_961_use2011_best_save_rnk500_idxctrl -0.31 2.55 48.30 108.84 48.30 -24.49 -99.53 -125.45 -138.00
321 mt_962_use2023_last_save_rnk500_idxctrl -0.51 2.35 48.11 108.64 48.11 -24.68 -99.72 -125.64 -138.20
322 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -0.54 2.32 48.07 108.61 48.07 -24.72 -99.76 -125.68 -138.23
326 multin_zz1000_61002_idxctrl_pv_rm_fnd -1.50 1.37 47.12 107.66 47.12 -25.67 -100.71 -126.63 -139.18
327 multin_zz1000_61004_idxctrl_pv_rm_fnd -1.50 1.37 47.12 107.66 47.12 -25.67 -100.71 -126.63 -139.18
329 mt_962_use2017_best_save_rnk500_idxctrl -1.67 1.19 46.95 107.48 46.95 -25.84 -100.88 -126.80 -139.36
330 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -1.68 1.18 46.94 107.47 46.94 -25.85 -100.89 -126.81 -139.37
331 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -1.68 1.18 46.94 107.47 46.94 -25.85 -100.89 -126.81 -139.37
333 mt_961_use2011_last_save_rnk500_idxctrl -1.94 0.92 46.67 107.21 46.67 -26.11 -101.15 -127.08 -139.63
334 mt_962_use2016_last_save_rnk500_idxctrl -2.01 0.86 46.61 107.15 46.61 -26.18 -101.22 -127.14 -139.69
337 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -2.19 0.67 46.43 106.96 46.43 -26.36 -101.40 -127.32 -139.88
339 mt_962_use2015_last_save_rnk500_idxctrl -2.36 0.50 46.26 106.79 46.26 -26.53 -101.57 -127.49 -140.05
340 multin_zz500_61002_idxctrl_zz500_pv -2.46 0.41 46.16 106.70 46.16 -26.63 -101.67 -127.59 -140.14
342 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -2.47 0.39 46.15 106.68 46.15 -26.64 -101.68 -127.60 -140.16
343 mt_962_use2023_best_save_rnk500_idxctrl -2.60 0.26 46.02 106.55 46.02 -26.77 -101.81 -127.73 -140.29
344 multin_zz500_61004_idxctrl_zz500_pv -2.64 0.23 45.98 106.52 45.98 -26.81 -101.85 -127.77 -140.32
345 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -2.76 0.10 45.86 106.39 45.86 -26.93 -101.97 -127.89 -140.45
347 multin_zz1000_61001_idxctrl_pv_rm_fnd -2.85 0.01 45.77 106.30 45.77 -27.02 -102.06 -127.98 -140.54
352 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -3.06 -0.19 45.56 106.10 45.56 -27.23 -102.27 -128.19 -140.74
353 multin_zz500_61001_idxctrl_zz500_pv -3.11 -0.24 45.51 106.05 45.51 -27.28 -102.32 -128.24 -140.79
356 multin_zz1000_61002_idxctrl_pv -3.32 -0.46 45.30 105.83 45.30 -27.49 -102.53 -128.45 -141.01
357 multin_zz1000_61004_idxctrl_pv -3.32 -0.46 45.30 105.83 45.30 -27.49 -102.53 -128.45 -141.01
361 multin_zz1000_61004_idxctrl_pv_rm_blc -3.85 -0.99 44.77 105.30 44.77 -28.02 -103.06 -128.98 -141.54
362 multin_zz1000_61002_idxctrl_pv_rm_blc -3.85 -0.99 44.77 105.30 44.77 -28.02 -103.06 -128.98 -141.54
364 mt_961_use2008_last_save_rnk500_idxctrl -4.22 -1.36 44.40 104.93 44.40 -28.39 -103.43 -129.35 -141.91
365 mt_961_use2021_last_save_rnk500_idxctrl -4.46 -1.59 44.16 104.70 44.16 -28.63 -103.67 -129.59 -142.14
368 multin_zz1000_61001_idxctrl_pv -5.09 -2.23 43.52 104.06 43.52 -29.27 -104.31 -130.23 -142.78
371 mt_962_use2019_best_save_rnk500_idxctrl -5.30 -2.44 43.32 103.85 43.32 -29.47 -104.51 -130.43 -142.99
376 multin_zz1000_61001_idxctrl_pv_rm_blc -5.66 -2.79 42.96 103.50 42.96 -29.83 -104.87 -130.79 -143.34
378 mt_962_use2008_last_save_rnk500_idxctrl -6.33 -3.47 42.29 102.82 42.29 -30.50 -105.54 -131.46 -144.02
379 mt_961_use2008_best_save_rnk500_idxctrl -6.74 -3.88 41.87 102.41 41.87 -30.91 -105.96 -131.88 -144.43
380 mt_961_use2012_best_save_rnk500_idxctrl -6.97 -4.11 41.65 102.18 41.65 -31.14 -106.18 -132.10 -144.66
382 mt_961_use2015_best_save_rnk500_idxctrl -7.34 -4.48 41.28 101.81 41.28 -31.51 -106.55 -132.47 -145.03
383 mt_962_use2012_best_save_rnk500_idxctrl -7.38 -4.51 41.24 101.78 41.24 -31.55 -106.59 -132.51 -145.06
403 mt_962_use2018_best_save_rnk500_idxctrl -9.39 -6.53 39.23 99.76 39.23 -33.56 -108.60 -134.52 -147.08
408 mt_962_use2008_best_save_rnk500_idxctrl -10.85 -7.98 37.77 98.31 37.77 -35.02 -110.06 -135.98 -148.53
409 mt_962_use2019_last_save_rnk500_idxctrl -10.95 -8.09 37.67 98.20 37.67 -35.12 -110.16 -136.08 -148.64
417 mt_962_use2020_best_save_rnk500_idxctrl -11.78 -8.92 36.84 97.37 36.84 -35.95 -110.99 -136.91 -149.47
418 mt_962_use2017_last_save_rnk500_idxctrl -12.01 -9.15 36.61 97.14 36.61 -36.18 -111.22 -137.14 -149.70
419 mt_962_use2020_last_save_rnk500_idxctrl -12.17 -9.30 36.45 96.99 36.45 -36.34 -111.38 -137.30 -149.85
421 mt_962_use2016_best_save_rnk500_idxctrl -12.46 -9.60 36.16 96.69 36.16 -36.63 -111.67 -137.59 -150.15
433 mt_962_use2014_last_save_rnk500_idxctrl -16.59 -13.72 32.03 92.57 32.03 -40.76 -115.80 -141.72 -154.27
437 mt_961_use2013_best_save_rnk500_idxctrl -17.80 -14.94 30.81 91.35 30.81 -41.97 -117.01 -142.94 -155.49
438 mt_961_use2013_last_save_rnk500_idxctrl -17.92 -15.06 30.69 91.23 30.69 -42.10 -117.14 -143.06 -155.61
440 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -18.50 -15.64 30.11 90.65 30.11 -42.68 -117.72 -143.64 -156.19
441 mt_961_use2015_last_save_rnk500_idxctrl -18.99 -16.13 29.62 90.16 29.62 -43.16 -118.21 -144.13 -156.68
443 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -19.18 -16.32 29.43 89.97 29.43 -43.36 -118.40 -144.32 -156.87
446 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -19.33 -16.47 29.29 89.82 29.29 -43.50 -118.54 -144.46 -157.02
447 mt_961_use2017_last_save_rnk500_idxctrl -19.64 -16.77 28.98 89.52 28.98 -43.81 -118.85 -144.77 -157.32
448 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -19.66 -16.79 28.96 89.50 28.96 -43.83 -118.87 -144.79 -157.34
450 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -20.00 -17.14 28.61 89.15 28.61 -44.18 -119.22 -145.14 -157.69
452 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -20.58 -17.72 28.03 88.57 28.03 -44.75 -119.79 -145.72 -158.27
454 mt_961_use2023_last_save_rnk500_idxctrl -20.83 -17.97 27.79 88.32 27.79 -45.00 -120.04 -145.96 -158.52
455 mt_961_use2022_best_save_rnk500_idxctrl -21.11 -18.25 27.50 88.04 27.50 -45.29 -120.33 -146.25 -158.80
459 mt_961_use2018_last_save_rnk500_idxctrl -22.24 -19.38 26.38 86.91 26.38 -46.41 -121.45 -147.37 -159.93
462 mt_962_use2014_best_save_rnk500_idxctrl -23.63 -20.77 24.99 85.52 24.99 -47.80 -122.84 -148.76 -161.32
464 mt_961_use2024_last_save_rnk500_idxctrl -24.85 -21.99 23.76 84.30 23.76 -49.03 -124.07 -149.99 -162.54
467 mt_961_use2024_best_save_rnk500_idxctrl -24.96 -22.09 23.66 84.20 23.66 -49.13 -124.17 -150.09 -162.64
468 mt_962_use2024_best_save_rnk500_idxctrl -25.17 -22.30 23.45 83.99 23.45 -49.34 -124.38 -150.30 -162.85
469 mt_961_use2017_best_save_rnk500_idxctrl -25.23 -22.37 23.38 83.92 23.38 -49.41 -124.45 -150.37 -162.92
470 mt_962_use2018_last_save_rnk500_idxctrl -25.84 -22.97 22.78 83.32 22.78 -50.01 -125.05 -150.97 -163.52
480 mt_962_use2024_last_save_rnk500_idxctrl -29.48 -26.62 19.14 79.67 19.14 -53.65 -128.69 -154.61 -167.17
487 mt_961_use2023_best_save_rnk500_idxctrl -31.09 -28.23 17.52 78.06 17.52 -55.26 -130.30 -156.23 -168.78
490 mt_961_use2020_last_save_rnk500_idxctrl -31.75 -28.88 16.87 77.41 16.87 -55.92 -130.96 -156.88 -169.43
491 mt_961_use2020_best_save_rnk500_idxctrl -32.00 -29.14 16.61 77.15 16.61 -56.18 -131.22 -157.14 -169.69
493 mt_961_use2014_best_save_rnk500_idxctrl -32.75 -29.89 15.87 76.40 15.87 -56.92 -131.96 -157.88 -170.44
495 mt_961_use2022_last_save_rnk500_idxctrl -33.18 -30.32 15.44 75.97 15.44 -57.35 -132.39 -158.31 -170.87
496 mt_961_use2016_last_save_rnk500_idxctrl -34.29 -31.43 14.32 74.86 14.32 -58.46 -133.50 -159.42 -171.98
498 mt_961_use2019_last_save_rnk500_idxctrl -34.44 -31.57 14.18 74.72 14.18 -58.61 -133.65 -159.57 -172.12
501 mt_961_use2016_best_save_rnk500_idxctrl -35.04 -32.18 13.58 74.11 13.58 -59.21 -134.25 -160.17 -172.73
502 mt_961_use2014_last_save_rnk500_idxctrl -35.50 -32.64 13.12 73.65 13.12 -59.67 -134.71 -160.63 -173.19
504 mt_961_use2019_best_save_rnk500_idxctrl -36.29 -33.43 12.32 72.86 12.32 -60.46 -135.51 -161.43 -173.98
509 mt_961_use2018_best_save_rnk500_idxctrl -42.82 -39.96 5.79 66.33 5.79 -67.00 -142.04 -167.96 -180.51