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_20250701_151523
13 mt_961_use2015_last_save_rnk500_idxctrl 60.98 54.67 88.49 68.14 88.49 61.93 -11.92 -115.61 -49.46
15 mt_961_use2015_best_save_rnk500_idxctrl 56.55 50.23 84.05 63.70 84.05 57.49 -16.35 -120.05 -53.89
16 mt_961_use2014_best_save_rnk500_idxctrl 56.18 49.86 83.68 63.33 83.68 57.12 -16.72 -120.42 -54.26
20 mt_961_use2017_best_save_rnk500_idxctrl 52.79 46.47 80.29 59.94 80.29 53.73 -20.12 -123.81 -57.65
24 mt_961_use2008_best_save_rnk500_idxctrl 47.86 41.54 75.36 55.01 75.36 48.80 -25.04 -128.74 -62.58
26 mt_961_use2017_last_save_rnk500_idxctrl 47.34 41.03 74.85 54.50 74.85 48.29 -25.56 -129.25 -63.10
31 mt_961_use2009_last_save_rnk500_idxctrl 46.50 40.18 74.00 53.65 74.00 47.44 -26.41 -130.10 -63.94
35 mt_961_use2009_best_save_rnk500_idxctrl 45.48 39.16 72.98 52.63 72.98 46.42 -27.42 -131.12 -64.96
37 mt_961_use2016_best_save_rnk500_idxctrl 43.77 37.45 71.27 50.92 71.27 44.71 -29.13 -132.83 -66.67
38 mt_961_use2008_last_save_rnk500_idxctrl 43.15 36.84 70.66 50.31 70.66 44.10 -29.75 -133.44 -67.29
40 mt_961_use2016_last_save_rnk500_idxctrl 42.43 36.11 69.94 49.58 69.93 43.37 -30.47 -134.17 -68.01
45 mt_961_use2014_last_save_rnk500_idxctrl 41.53 35.21 69.03 48.68 69.03 42.47 -31.38 -135.07 -68.91
46 mt_961_use2018_best_save_rnk500_idxctrl 41.41 35.10 68.92 48.56 68.92 42.35 -31.49 -135.18 -69.03
50 mt_961_use2018_last_save_rnk500_idxctrl 40.34 34.02 67.85 47.49 67.85 41.28 -32.56 -136.25 -70.10
52 mt_961_use2024_last_save_rnk500_idxctrl 39.84 33.52 67.34 46.99 67.34 40.78 -33.06 -136.76 -70.60
54 mt_961_use2019_best_save_rnk500_idxctrl 39.20 32.88 66.70 46.35 66.70 40.14 -33.71 -137.40 -71.24
55 mt_962_use2009_last_save_rnk500_idxctrl 39.13 32.81 66.63 46.28 66.63 40.07 -33.77 -137.47 -71.31
57 mt_962_use2011_best_save_rnk500_idxctrl 38.73 32.41 66.23 45.88 66.23 39.67 -34.17 -137.87 -71.71
62 mt_961_use2011_last_save_rnk500_idxctrl 38.15 31.83 65.65 45.30 65.65 39.09 -34.75 -138.45 -72.29
66 mt_961_use2023_last_save_rnk500_idxctrl 37.81 31.50 65.32 44.96 65.32 38.75 -35.09 -138.78 -72.63
67 mt_962_use2009_best_save_rnk500_idxctrl 36.92 30.61 64.43 44.07 64.43 37.86 -35.98 -139.67 -73.52
73 multin_zz1000_61004_idxctrl_top3800_pv 36.11 29.79 63.61 43.26 63.61 37.05 -36.79 -140.49 -74.33
75 mt_962_use2010_best_save_rnk500_idxctrl 35.73 29.42 63.24 42.89 63.24 36.68 -37.17 -140.86 -74.71
76 mt_961_use2012_best_save_rnk500_idxctrl 35.43 29.11 62.93 42.58 62.93 36.37 -37.47 -141.17 -75.01
77 multin_zz1000_61002_idxctrl_top3800_pv 35.31 28.99 62.81 42.46 62.81 36.25 -37.60 -141.29 -75.13
78 mt_961_use2024_best_save_rnk500_idxctrl 34.75 28.43 62.25 41.90 62.25 35.69 -38.15 -141.85 -75.69
86 mt_962_use2010_last_save_rnk500_idxctrl 33.02 26.70 60.53 40.17 60.52 33.96 -39.88 -143.57 -77.42
88 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 32.64 26.32 60.14 39.79 60.14 33.58 -40.27 -143.96 -77.80
89 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 32.57 26.26 60.08 39.73 60.08 33.52 -40.33 -144.02 -77.87
90 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 32.57 26.26 60.08 39.73 60.08 33.52 -40.33 -144.02 -77.87
91 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 32.45 26.13 59.95 39.60 59.95 33.39 -40.45 -144.15 -77.99
92 multin_zz1000_61004_idxctrl_50010002000_pv 32.37 26.06 59.88 39.52 59.88 33.31 -40.53 -144.22 -78.07
96 mt_961_use2022_last_save_rnk500_idxctrl 32.13 25.82 59.64 39.29 59.64 33.08 -40.77 -144.46 -78.31
97 mt_962_use2024_best_save_rnk500_idxctrl 32.13 25.81 59.64 39.28 59.63 33.07 -40.77 -144.47 -78.31
100 mt_961_use2010_last_save_rnk500_idxctrl 31.77 25.45 59.27 38.92 59.27 32.71 -41.14 -144.83 -78.67
101 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 31.67 25.36 59.18 38.82 59.18 32.61 -41.23 -144.92 -78.77
103 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 31.54 25.22 59.04 38.69 59.04 32.48 -41.36 -145.06 -78.90
105 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 31.41 25.10 58.92 38.56 58.92 32.35 -41.49 -145.18 -79.03
107 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 31.33 25.01 58.83 38.48 58.83 32.27 -41.57 -145.27 -79.11
108 multin_zz1000_61002_idxctrl_50010002000_pv 31.24 24.93 58.75 38.39 58.75 32.18 -41.66 -145.35 -79.20
110 mt_961_use2012_last_save_rnk500_idxctrl 31.08 24.77 58.59 38.23 58.59 32.02 -41.82 -145.51 -79.36
113 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 30.90 24.58 58.40 38.05 58.40 31.84 -42.00 -145.70 -79.54
122 mt_962_use2016_best_save_rnk500_idxctrl 30.11 23.79 57.62 37.26 57.62 31.05 -42.79 -146.48 -80.33
125 mt_962_use2008_best_save_rnk500_idxctrl 29.85 23.53 57.36 37.00 57.36 30.79 -43.05 -146.74 -80.59
126 mt_961_use2023_best_save_rnk500_idxctrl 29.81 23.49 57.31 36.96 57.31 30.75 -43.10 -146.79 -80.63
127 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 29.77 23.45 57.27 36.92 57.27 30.71 -43.13 -146.83 -80.67
129 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 29.50 23.18 57.00 36.65 57.00 30.44 -43.40 -147.10 -80.94
132 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 29.24 22.92 56.74 36.39 56.74 30.18 -43.66 -147.36 -81.20
133 mt_962_use2011_last_save_rnk500_idxctrl 29.15 22.84 56.66 36.31 56.66 30.10 -43.75 -147.44 -81.29
138 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 28.79 22.48 56.30 35.94 56.30 29.73 -44.11 -147.80 -81.65
139 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.66 22.34 56.17 35.81 56.17 29.60 -44.24 -147.93 -81.78
143 mt_961_use2010_best_save_rnk500_idxctrl 28.26 21.95 55.77 35.41 55.77 29.20 -44.64 -148.33 -82.18
144 mt_961_use2020_best_save_rnk500_idxctrl 28.21 21.89 55.71 35.36 55.71 29.15 -44.69 -148.39 -82.23
147 mt_961_use2011_best_save_rnk500_idxctrl 28.09 21.77 55.59 35.24 55.59 29.03 -44.82 -148.51 -82.35
152 mt_961_use2020_last_save_rnk500_idxctrl 28.00 21.68 55.50 35.15 55.50 28.94 -44.90 -148.60 -82.44
157 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 27.49 21.17 54.99 34.64 54.99 28.43 -45.41 -149.11 -82.95
159 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 27.39 21.07 54.89 34.54 54.89 28.33 -45.51 -149.21 -83.05
165 multin_zz1000_61001_idxctrl_top3800_pv 27.08 20.76 54.59 34.23 54.58 28.02 -45.82 -149.52 -83.36
169 mt_962_use2008_last_save_rnk500_idxctrl 26.90 20.58 54.41 34.05 54.40 27.84 -46.00 -149.69 -83.54
172 mt_961_use2013_last_save_rnk500_idxctrl 26.61 20.29 54.12 33.76 54.12 27.55 -46.29 -149.98 -83.83
177 mt_962_use2016_last_save_rnk500_idxctrl 25.92 19.61 53.43 33.08 53.43 26.87 -46.98 -150.67 -84.52
181 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 25.54 19.22 53.04 32.69 53.04 26.48 -47.36 -151.06 -84.90
184 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 25.24 18.93 52.75 32.39 52.75 26.18 -47.66 -151.35 -85.20
186 mt_962_use2015_last_save_rnk500_idxctrl 25.23 18.92 52.74 32.38 52.74 26.17 -47.67 -151.36 -85.21
194 mt_962_use2017_best_save_rnk500_idxctrl 24.63 18.32 52.14 31.78 52.14 25.57 -48.27 -151.96 -85.81
196 multin_zz1000_61001_idxctrl_50010002000_pv 24.56 18.25 52.07 31.72 52.07 25.51 -48.34 -152.03 -85.88
198 mt_961_use2019_last_save_rnk500_idxctrl 24.37 18.05 51.88 31.52 51.88 25.31 -48.53 -152.22 -86.07
201 multin_zz1000_61002_idxctrl_zz1000_pv 24.27 17.95 51.78 31.42 51.78 25.21 -48.63 -152.32 -86.17
202 multin_zz1000_61004_idxctrl_zz1000_pv 24.18 17.87 51.69 31.34 51.69 25.13 -48.72 -152.41 -86.26
217 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 23.43 17.11 50.93 30.58 50.93 24.37 -49.47 -153.17 -87.01
218 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 23.42 17.10 50.92 30.57 50.92 24.36 -49.48 -153.18 -87.02
223 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 23.05 16.73 50.55 30.20 50.55 23.99 -49.86 -153.55 -87.39
226 mt_962_use2017_last_save_rnk500_idxctrl 22.84 16.52 50.34 29.99 50.34 23.78 -50.06 -153.76 -87.60
227 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 22.72 16.40 50.22 29.87 50.22 23.66 -50.18 -153.88 -87.72
233 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 22.42 16.11 49.93 29.57 49.93 23.36 -50.48 -154.17 -88.02
237 mt_962_use2024_last_save_rnk500_idxctrl 22.33 16.01 49.84 29.48 49.84 23.27 -50.57 -154.26 -88.11
242 mt_961_use2013_best_save_rnk500_idxctrl 22.20 15.88 49.71 29.35 49.70 23.14 -50.70 -154.40 -88.24
254 multin_zz1000_61001_idxctrl_zz1000_pv 21.42 15.11 48.93 28.57 48.93 22.36 -51.48 -155.17 -89.02
263 mt_962_use2018_best_save_rnk500_idxctrl 20.83 14.51 48.33 27.98 48.33 21.77 -52.07 -155.77 -89.61
267 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 20.57 14.25 48.07 27.72 48.07 21.51 -52.33 -156.03 -89.87
268 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 20.52 14.20 48.02 27.67 48.02 21.46 -52.38 -156.08 -89.92
297 multin_zz1000_61002_idxctrl_pv_rm_fnd 18.29 11.98 45.80 25.45 45.80 19.24 -54.61 -158.30 -92.15
298 multin_zz1000_61004_idxctrl_pv_rm_fnd 18.29 11.98 45.80 25.45 45.80 19.24 -54.61 -158.30 -92.15
301 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 18.16 11.84 45.67 25.31 45.66 19.10 -54.74 -158.44 -92.28
302 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 18.14 11.83 45.65 25.29 45.65 19.08 -54.76 -158.45 -92.30
303 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 18.14 11.83 45.65 25.29 45.65 19.08 -54.76 -158.45 -92.30
304 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 17.80 11.48 45.30 24.95 45.30 18.74 -55.10 -158.80 -92.64
316 multin_zz1000_61004_idxctrl_pv 16.80 10.48 44.30 23.95 44.30 17.74 -56.10 -159.80 -93.64
317 multin_zz1000_61002_idxctrl_pv 16.80 10.48 44.30 23.95 44.30 17.74 -56.10 -159.80 -93.64
320 multin_zz1000_61004_idxctrl_pv_rm_blc 16.71 10.40 44.22 23.87 44.22 17.66 -56.19 -159.88 -93.73
321 multin_zz1000_61002_idxctrl_pv_rm_blc 16.71 10.40 44.22 23.87 44.22 17.66 -56.19 -159.88 -93.73
323 multin_zz1000_61001_idxctrl_pv_rm_fnd 16.38 10.06 43.88 23.53 43.88 17.32 -56.53 -160.22 -94.06
326 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 16.18 9.86 43.69 23.33 43.69 17.12 -56.72 -160.41 -94.26
331 mt_962_use2022_last_save_rnk500_idxctrl 15.87 9.55 43.37 23.02 43.37 16.81 -57.03 -160.73 -94.57
333 mt_962_use2018_last_save_rnk500_idxctrl 15.74 9.43 43.25 22.89 43.25 16.68 -57.16 -160.85 -94.70
334 mt_962_use2019_last_save_rnk500_idxctrl 15.30 8.98 42.81 22.45 42.81 16.24 -57.60 -161.29 -95.14
343 mt_962_use2021_last_save_rnk500_idxctrl 14.63 8.31 42.13 21.78 42.13 15.57 -58.28 -161.97 -95.81
344 multin_zz1000_61001_idxctrl_pv 14.55 8.24 42.06 21.70 42.06 15.49 -58.35 -162.04 -95.89
345 mt_962_use2014_best_save_rnk500_idxctrl 14.50 8.18 42.01 21.65 42.01 15.44 -58.40 -162.09 -95.94
346 multin_zz1000_61001_idxctrl_pv_rm_blc 14.42 8.11 41.93 21.57 41.93 15.36 -58.48 -162.17 -96.02
348 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 14.21 7.89 41.71 21.36 41.71 15.15 -58.69 -162.39 -96.23
352 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 13.89 7.57 41.40 21.04 41.40 14.83 -59.01 -162.70 -96.55
365 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 12.56 6.25 40.07 19.72 40.07 13.51 -60.34 -164.03 -97.88
368 multin_zz500_61004_idxctrl_zz500_pv 12.47 6.15 39.97 19.62 39.97 13.41 -60.43 -164.13 -97.97
371 mt_962_use2020_last_save_rnk500_idxctrl 12.25 5.93 39.75 19.40 39.75 13.19 -60.65 -164.35 -98.19
372 multin_zz500_61002_idxctrl_zz500_pv 12.22 5.90 39.72 19.37 39.72 13.16 -60.68 -164.38 -98.22
378 multin_zz500_61001_idxctrl_zz500_pv 10.81 4.50 38.32 17.97 38.32 11.76 -62.09 -165.78 -99.63
382 mt_962_use2012_best_save_rnk500_idxctrl 10.59 4.28 38.10 17.75 38.10 11.54 -62.31 -166.00 -99.85
390 mt_961_use2022_best_save_rnk500_idxctrl 9.81 3.49 37.32 16.96 37.32 10.75 -63.09 -166.78 -100.63
398 mt_961_use2021_best_save_rnk500_idxctrl 9.44 3.12 36.94 16.59 36.94 10.38 -63.47 -167.16 -101.01
401 mt_962_use2023_last_save_rnk500_idxctrl 9.31 3.00 36.82 16.47 36.82 10.26 -63.59 -167.28 -101.13
404 mt_962_use2021_best_save_rnk500_idxctrl 9.25 2.93 36.75 16.40 36.75 10.19 -63.66 -167.35 -101.19
408 mt_962_use2012_last_save_rnk500_idxctrl 8.80 2.48 36.30 15.95 36.30 9.74 -64.10 -167.80 -101.64
423 mt_962_use2023_best_save_rnk500_idxctrl 7.44 1.12 34.95 14.59 34.94 8.38 -65.46 -169.15 -103.00
426 mt_961_use2021_last_save_rnk500_idxctrl 7.18 0.87 34.69 14.34 34.69 8.13 -65.72 -169.41 -103.26
429 mt_962_use2013_best_save_rnk500_idxctrl 6.99 0.67 34.49 14.14 34.49 7.93 -65.92 -169.61 -103.45
451 mt_962_use2019_best_save_rnk500_idxctrl 3.99 -2.33 31.49 11.14 31.49 4.93 -68.91 -172.61 -106.45
458 mt_962_use2015_best_save_rnk500_idxctrl 3.18 -3.14 30.68 10.33 30.68 4.12 -69.72 -173.42 -107.26
463 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 2.69 -3.63 30.19 9.84 30.19 3.63 -70.21 -173.91 -107.75
464 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 2.49 -3.83 30.00 9.64 29.99 3.43 -70.41 -174.11 -107.95
468 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 1.13 -5.19 28.63 8.28 28.63 2.07 -71.77 -175.47 -109.31
469 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 0.93 -5.39 28.44 8.08 28.43 1.87 -71.97 -175.66 -109.51
472 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 0.74 -5.57 28.25 7.89 28.25 1.69 -72.16 -175.85 -109.70
479 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -0.85 -7.16 26.66 6.30 26.66 0.09 -73.75 -177.44 -111.29
481 mt_962_use2013_last_save_rnk500_idxctrl -1.74 -8.06 25.76 5.41 25.76 -0.80 -74.65 -178.34 -112.18
485 mt_962_use2014_last_save_rnk500_idxctrl -3.76 -10.08 23.74 3.39 23.74 -2.82 -76.66 -180.36 -114.20
491 mt_962_use2022_best_save_rnk500_idxctrl -6.16 -12.48 21.34 0.99 21.34 -5.22 -79.06 -182.76 -116.60
501 mt_962_use2020_best_save_rnk500_idxctrl -12.80 -19.11 14.71 -5.65 14.71 -11.86 -85.70 -189.39 -123.24