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_20250630_151523
23 mt_962_use2015_best_save_rnk500_idxctrl 42.60 80.30 171.63 124.19 171.63 16.47 -66.35 -62.31 -19.67
27 mt_962_use2021_best_save_rnk500_idxctrl 39.94 77.64 168.96 121.52 168.96 13.80 -69.01 -64.97 -22.33
28 mt_962_use2020_best_save_rnk500_idxctrl 39.69 77.39 168.72 121.28 168.72 13.56 -69.26 -65.22 -22.58
30 mt_962_use2022_last_save_rnk500_idxctrl 38.70 76.41 167.73 120.29 167.73 12.57 -70.24 -66.20 -23.57
35 mt_962_use2022_best_save_rnk500_idxctrl 36.75 74.45 165.78 118.34 165.77 10.62 -72.20 -68.16 -25.52
51 mt_962_use2021_last_save_rnk500_idxctrl 30.49 68.19 159.52 112.08 159.52 4.36 -78.46 -74.42 -31.78
59 mt_962_use2023_best_save_rnk500_idxctrl 27.60 65.31 156.63 109.19 156.63 1.47 -81.34 -77.30 -34.67
64 mt_962_use2023_last_save_rnk500_idxctrl 22.48 60.19 151.51 104.07 151.51 -3.65 -86.46 -82.42 -39.79
66 mt_962_use2019_best_save_rnk500_idxctrl 21.74 59.44 150.76 103.32 150.76 -4.40 -87.21 -83.17 -40.54
69 mt_961_use2013_best_save_rnk500_idxctrl 20.41 58.11 149.43 102.00 149.43 -5.72 -88.54 -84.50 -41.86
70 mt_962_use2013_best_save_rnk500_idxctrl 20.05 57.75 149.08 101.64 149.07 -6.08 -88.90 -84.86 -42.22
78 mt_962_use2020_last_save_rnk500_idxctrl 12.71 50.41 141.73 94.30 141.73 -13.42 -96.24 -92.20 -49.56
80 mt_962_use2013_last_save_rnk500_idxctrl 12.20 49.91 141.23 93.79 141.23 -13.93 -96.74 -92.70 -50.07
88 mt_962_use2019_last_save_rnk500_idxctrl 10.56 48.26 139.58 92.14 139.58 -15.58 -98.39 -94.35 -51.72
113 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 6.44 44.14 135.46 88.03 135.46 -19.69 -102.51 -98.47 -55.83
116 multin_zz1000_61001_idxctrl_50010002000_pv 5.03 42.73 134.06 86.62 134.06 -21.10 -103.92 -99.88 -57.24
120 mt_961_use2022_best_save_rnk500_idxctrl 4.57 42.28 133.60 86.16 133.60 -21.56 -104.37 -100.33 -57.70
135 mt_961_use2021_best_save_rnk500_idxctrl 0.17 37.87 129.19 81.75 129.19 -25.97 -108.78 -104.74 -62.10
136 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 0.12 37.83 129.15 81.71 129.15 -26.01 -108.82 -104.78 -62.15
137 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 0.06 37.77 129.09 81.65 129.09 -26.07 -108.88 -104.84 -62.21
150 multin_zz1000_61001_idxctrl_top3800_pv -1.20 36.51 127.83 80.39 127.83 -27.33 -110.14 -106.10 -63.47
158 multin_zz1000_61004_idxctrl_50010002000_pv -2.26 35.44 126.76 79.33 126.76 -28.39 -111.21 -107.17 -64.53
162 mt_962_use2014_best_save_rnk500_idxctrl -3.02 34.68 126.00 78.57 126.00 -29.15 -111.97 -107.93 -65.29
166 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -4.06 33.65 124.97 77.53 124.97 -30.19 -113.00 -108.96 -66.33
171 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -4.84 32.86 124.18 76.74 124.18 -30.98 -113.79 -109.75 -67.11
182 multin_zz1000_61002_idxctrl_50010002000_pv -6.27 31.43 122.76 75.32 122.76 -32.40 -115.22 -111.18 -68.54
189 mt_962_use2015_last_save_rnk500_idxctrl -7.08 30.62 121.94 74.50 121.94 -33.22 -116.03 -111.99 -69.35
190 multin_zz1000_61004_idxctrl_top3800_pv -7.13 30.57 121.89 74.45 121.89 -33.27 -116.08 -112.04 -69.40
191 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -7.55 30.16 121.48 74.04 121.48 -33.68 -116.49 -112.45 -69.82
197 mt_961_use2021_last_save_rnk500_idxctrl -7.86 29.85 121.17 73.73 121.17 -33.99 -116.80 -112.76 -70.13
200 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -8.26 29.44 120.76 73.32 120.76 -34.40 -117.21 -113.17 -70.54
201 mt_962_use2012_best_save_rnk500_idxctrl -8.28 29.42 120.74 73.30 120.74 -34.42 -117.23 -113.19 -70.55
203 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -8.75 28.95 120.27 72.84 120.27 -34.88 -117.70 -113.66 -71.02
208 multin_zz1000_61001_idxctrl_zz1000_pv -8.97 28.74 120.06 72.62 120.06 -35.10 -117.91 -113.87 -71.24
210 mt_962_use2014_last_save_rnk500_idxctrl -9.71 27.99 119.31 71.88 119.31 -35.84 -118.66 -114.62 -71.98
212 mt_961_use2022_last_save_rnk500_idxctrl -9.89 27.82 119.14 71.70 119.14 -36.02 -118.83 -114.79 -72.16
213 multin_zz1000_61002_idxctrl_top3800_pv -9.94 27.77 119.09 71.65 119.09 -36.07 -118.88 -114.84 -72.21
214 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -10.10 27.60 118.92 71.48 118.92 -36.23 -119.05 -115.01 -72.37
218 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -10.54 27.16 118.48 71.04 118.48 -36.68 -119.49 -115.45 -72.81
225 mt_961_use2020_last_save_rnk500_idxctrl -12.07 25.63 116.96 69.52 116.95 -38.20 -121.02 -116.98 -74.34
226 mt_962_use2024_last_save_rnk500_idxctrl -12.13 25.57 116.90 69.46 116.90 -38.26 -121.08 -117.03 -74.40
228 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -12.27 25.43 116.75 69.32 116.75 -38.40 -121.22 -117.18 -74.54
229 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -12.52 25.18 116.51 69.07 116.50 -38.65 -121.47 -117.43 -74.79
230 multin_zz1000_61004_idxctrl_zz1000_pv -12.54 25.16 116.49 69.05 116.48 -38.67 -121.49 -117.45 -74.81
232 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -12.83 24.87 116.19 68.76 116.19 -38.96 -121.78 -117.74 -75.10
234 multin_zz1000_61002_idxctrl_zz1000_pv -13.03 24.68 116.00 68.56 116.00 -39.16 -121.97 -117.93 -75.30
236 mt_961_use2020_best_save_rnk500_idxctrl -13.71 23.99 115.31 67.88 115.31 -39.84 -122.66 -118.62 -75.98
237 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -14.41 23.29 114.61 67.17 114.61 -40.55 -123.36 -119.32 -76.69
238 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -14.61 23.09 114.41 66.97 114.41 -40.75 -123.56 -119.52 -76.88
241 mt_962_use2012_last_save_rnk500_idxctrl -15.82 21.88 113.21 65.77 113.21 -41.95 -124.77 -120.73 -78.09
245 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -17.08 20.62 111.95 64.51 111.95 -43.21 -126.03 -121.99 -79.35
247 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -17.23 20.47 111.79 64.36 111.79 -43.36 -126.18 -122.14 -79.50
251 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -17.80 19.91 111.23 63.79 111.23 -43.93 -126.74 -122.70 -80.07
252 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -17.86 19.84 111.17 63.73 111.16 -43.99 -126.81 -122.77 -80.13
257 mt_962_use2017_best_save_rnk500_idxctrl -18.97 18.74 110.06 62.62 110.06 -45.10 -127.91 -123.87 -81.24
263 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -19.89 17.81 109.13 61.70 109.13 -46.02 -128.84 -124.80 -82.16
267 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -20.18 17.52 108.84 61.41 108.84 -46.31 -129.13 -125.09 -82.45
268 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -20.33 17.37 108.69 61.26 108.69 -46.46 -129.28 -125.24 -82.60
279 mt_962_use2024_best_save_rnk500_idxctrl -21.55 16.15 107.48 60.04 107.48 -47.68 -130.50 -126.46 -83.82
280 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -21.87 15.83 107.16 59.72 107.15 -48.00 -130.82 -126.78 -84.14
284 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -23.80 13.90 105.22 57.79 105.22 -49.93 -132.75 -128.71 -86.07
286 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -24.50 13.21 104.53 57.09 104.53 -50.63 -133.44 -129.40 -86.77
287 multin_zz1000_61001_idxctrl_pv_rm_blc -24.80 12.90 104.23 56.79 104.22 -50.93 -133.75 -129.71 -87.07
292 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -25.28 12.42 103.75 56.31 103.75 -51.41 -134.23 -130.19 -87.55
293 mt_961_use2019_last_save_rnk500_idxctrl -25.36 12.34 103.67 56.23 103.67 -51.49 -134.31 -130.27 -87.63
295 multin_zz1000_61001_idxctrl_pv -25.44 12.26 103.59 56.15 103.59 -51.57 -134.39 -130.35 -87.71
298 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -25.95 11.75 103.07 55.63 103.07 -52.09 -134.90 -130.86 -88.23
300 multin_zz1000_61004_idxctrl_pv_rm_blc -27.73 9.97 101.29 53.86 101.29 -53.86 -136.68 -132.64 -90.00
301 multin_zz1000_61002_idxctrl_pv_rm_blc -27.73 9.97 101.29 53.86 101.29 -53.86 -136.68 -132.64 -90.00
303 multin_zz1000_61002_idxctrl_pv -28.37 9.33 100.65 53.22 100.65 -54.50 -137.32 -133.28 -90.64
304 multin_zz1000_61004_idxctrl_pv -28.37 9.33 100.65 53.22 100.65 -54.50 -137.32 -133.28 -90.64
315 mt_961_use2023_last_save_rnk500_idxctrl -30.84 6.86 98.18 50.75 98.18 -56.97 -139.79 -135.75 -93.11
316 mt_961_use2019_best_save_rnk500_idxctrl -30.90 6.80 98.12 50.69 98.12 -57.03 -139.85 -135.81 -93.17
322 mt_962_use2018_best_save_rnk500_idxctrl -32.23 5.47 96.80 49.36 96.80 -58.36 -141.18 -137.13 -94.50
327 mt_961_use2010_last_save_rnk500_idxctrl -34.96 2.74 94.06 46.62 94.06 -61.09 -143.91 -139.87 -97.23
330 mt_962_use2017_last_save_rnk500_idxctrl -37.25 0.45 91.78 44.34 91.78 -63.38 -146.20 -142.16 -99.52
333 mt_962_use2011_last_save_rnk500_idxctrl -37.62 0.08 91.40 43.97 91.40 -63.75 -146.57 -142.53 -99.89
335 mt_962_use2016_last_save_rnk500_idxctrl -38.25 -0.54 90.78 43.34 90.78 -64.38 -147.19 -143.15 -100.52
338 mt_961_use2013_last_save_rnk500_idxctrl -38.83 -1.13 90.19 42.76 90.19 -64.96 -147.78 -143.74 -101.10
347 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -40.93 -3.23 88.09 40.65 88.09 -67.07 -149.88 -145.84 -103.20
356 multin_zz1000_61001_idxctrl_pv_rm_fnd -41.98 -4.28 87.05 39.61 87.05 -68.11 -150.93 -146.89 -104.25
357 mt_962_use2010_last_save_rnk500_idxctrl -42.15 -4.45 86.88 39.44 86.88 -68.28 -151.10 -147.06 -104.42
364 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -43.49 -5.79 85.54 38.10 85.54 -69.62 -152.44 -148.39 -105.76
365 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -43.49 -5.79 85.54 38.10 85.54 -69.62 -152.44 -148.39 -105.76
366 mt_961_use2015_best_save_rnk500_idxctrl -43.50 -5.79 85.53 38.09 85.53 -69.63 -152.44 -148.40 -105.77
370 multin_zz1000_61004_idxctrl_pv_rm_fnd -44.52 -6.81 84.51 37.07 84.51 -70.65 -153.46 -149.42 -106.79
371 multin_zz1000_61002_idxctrl_pv_rm_fnd -44.52 -6.81 84.51 37.07 84.51 -70.65 -153.46 -149.42 -106.79
376 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -45.73 -8.03 83.29 35.85 83.29 -71.87 -154.68 -150.64 -108.00
383 multin_zz500_61001_idxctrl_zz500_pv -47.20 -9.50 81.83 34.39 81.83 -73.33 -156.15 -152.11 -109.47
389 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -50.18 -12.48 78.85 31.41 78.85 -76.31 -159.13 -155.09 -112.45
392 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -50.58 -12.88 78.44 31.00 78.44 -76.72 -159.53 -155.49 -112.86
394 mt_961_use2014_best_save_rnk500_idxctrl -51.64 -13.94 77.38 29.94 77.38 -77.78 -160.59 -156.55 -113.91
395 multin_zz500_61004_idxctrl_zz500_pv -51.65 -13.95 77.37 29.94 77.37 -77.78 -160.60 -156.56 -113.92
396 multin_zz500_61002_idxctrl_zz500_pv -52.05 -14.35 76.98 29.54 76.98 -78.18 -161.00 -156.95 -114.32
406 mt_961_use2017_last_save_rnk500_idxctrl -57.54 -19.84 71.48 24.05 71.48 -83.67 -166.49 -162.45 -119.81
408 mt_961_use2011_best_save_rnk500_idxctrl -57.82 -20.12 71.21 23.77 71.21 -83.95 -166.77 -162.72 -120.09
411 mt_961_use2017_best_save_rnk500_idxctrl -58.08 -20.38 70.94 23.51 70.94 -84.21 -167.03 -162.99 -120.35
412 mt_961_use2024_best_save_rnk500_idxctrl -58.16 -20.46 70.87 23.43 70.86 -84.29 -167.11 -163.07 -120.43
413 mt_961_use2010_best_save_rnk500_idxctrl -58.29 -20.59 70.73 23.30 70.73 -84.42 -167.24 -163.20 -120.56
423 mt_961_use2024_last_save_rnk500_idxctrl -61.23 -23.53 67.79 20.36 67.79 -87.36 -170.18 -166.14 -123.50
432 mt_961_use2023_best_save_rnk500_idxctrl -63.05 -25.35 65.97 18.54 65.97 -89.18 -172.00 -167.96 -125.32
435 mt_961_use2015_last_save_rnk500_idxctrl -63.58 -25.88 65.44 18.00 65.44 -89.71 -172.53 -168.49 -125.85
436 mt_961_use2009_best_save_rnk500_idxctrl -63.82 -26.12 65.21 17.77 65.20 -89.95 -172.77 -168.73 -126.09
440 mt_962_use2016_best_save_rnk500_idxctrl -64.68 -26.98 64.34 16.91 64.34 -90.81 -173.63 -169.59 -126.95
443 mt_962_use2010_best_save_rnk500_idxctrl -66.36 -28.66 62.67 15.23 62.67 -92.49 -175.31 -171.27 -128.63
444 mt_961_use2014_last_save_rnk500_idxctrl -66.46 -28.76 62.57 15.13 62.56 -92.59 -175.41 -171.37 -128.73
445 mt_961_use2009_last_save_rnk500_idxctrl -66.60 -28.90 62.42 14.99 62.42 -92.73 -175.55 -171.51 -128.87
446 mt_961_use2018_last_save_rnk500_idxctrl -66.89 -29.19 62.14 14.70 62.14 -93.02 -175.84 -171.80 -129.16
468 mt_962_use2011_best_save_rnk500_idxctrl -75.01 -37.31 54.01 6.58 54.01 -101.14 -183.96 -179.92 -137.28
469 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -75.24 -37.53 53.79 6.35 53.79 -101.37 -184.18 -180.14 -137.51
470 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -75.63 -37.93 53.39 5.95 53.39 -101.76 -184.58 -180.54 -137.90
474 mt_962_use2018_last_save_rnk500_idxctrl -76.82 -39.12 52.20 4.76 52.20 -102.96 -185.77 -181.73 -139.09
483 mt_961_use2012_last_save_rnk500_idxctrl -78.67 -40.96 50.36 2.92 50.36 -104.80 -187.61 -183.57 -140.94
486 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -79.37 -41.66 49.66 2.22 49.66 -105.50 -188.31 -184.27 -141.64
487 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -79.43 -41.73 49.60 2.16 49.60 -105.56 -188.38 -184.34 -141.70
489 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -79.71 -42.00 49.32 1.88 49.32 -105.84 -188.65 -184.61 -141.98
491 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -79.76 -42.06 49.26 1.83 49.26 -105.89 -188.71 -184.67 -142.03
492 mt_961_use2012_best_save_rnk500_idxctrl -80.68 -42.98 48.35 0.91 48.35 -106.81 -189.62 -185.58 -142.95
496 mt_961_use2016_last_save_rnk500_idxctrl -81.78 -44.08 47.25 -0.19 47.25 -107.91 -190.73 -186.69 -144.05
498 mt_961_use2011_last_save_rnk500_idxctrl -82.30 -44.60 46.73 -0.71 46.73 -108.43 -191.25 -187.21 -144.57
501 mt_961_use2016_best_save_rnk500_idxctrl -84.68 -46.98 44.34 -3.09 44.34 -110.81 -193.63 -189.59 -146.95
510 mt_961_use2018_best_save_rnk500_idxctrl -91.72 -54.01 37.31 -10.13 37.31 -117.85 -200.66 -196.62 -153.99
514 mt_962_use2009_last_save_rnk500_idxctrl -96.61 -58.91 32.41 -15.02 32.41 -122.74 -205.56 -201.52 -158.88
515 mt_962_use2009_best_save_rnk500_idxctrl -96.80 -59.09 32.23 -15.21 32.23 -122.93 -205.74 -201.70 -159.07
517 mt_961_use2008_last_save_rnk500_idxctrl -97.74 -60.04 31.29 -16.15 31.29 -123.87 -206.68 -202.64 -160.01
519 mt_961_use2008_best_save_rnk500_idxctrl -102.49 -64.79 26.53 -20.91 26.53 -128.63 -211.44 -207.40 -164.77
521 mt_962_use2008_last_save_rnk500_idxctrl -106.52 -68.82 22.50 -24.94 22.50 -132.66 -215.47 -211.43 -168.80
522 mt_962_use2008_best_save_rnk500_idxctrl -111.18 -73.48 17.84 -29.60 17.84 -137.32 -220.13 -216.09 -173.45