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_20250702_151518
21 mt_962_use2008_last_save_rnk500_idxctrl 181.74 151.22 81.01 78.51 81.01 117.82 93.02 1.80 -65.05
29 mt_962_use2008_best_save_rnk500_idxctrl 174.92 144.40 74.19 71.69 74.19 110.99 86.20 -5.03 -71.88
34 mt_961_use2008_best_save_rnk500_idxctrl 167.47 136.95 66.74 64.24 66.74 103.54 78.75 -12.48 -79.32
37 mt_962_use2009_best_save_rnk500_idxctrl 162.47 131.95 61.74 59.24 61.74 98.54 73.75 -17.48 -84.32
39 mt_962_use2009_last_save_rnk500_idxctrl 162.16 131.64 61.42 58.93 61.42 98.23 73.44 -17.79 -84.64
50 mt_961_use2008_last_save_rnk500_idxctrl 149.56 119.04 48.82 46.32 48.82 85.63 60.84 -30.39 -97.24
68 mt_962_use2010_best_save_rnk500_idxctrl 135.05 104.53 34.32 31.82 34.32 71.13 46.33 -44.89 -111.74
77 mt_962_use2011_best_save_rnk500_idxctrl 130.12 99.60 29.39 26.89 29.39 66.20 41.40 -49.82 -116.67
99 mt_961_use2009_last_save_rnk500_idxctrl 122.39 91.87 21.66 19.16 21.66 58.46 33.67 -57.56 -124.41
108 mt_961_use2016_best_save_rnk500_idxctrl 118.58 88.06 17.85 15.35 17.85 54.65 29.86 -61.37 -128.22
111 mt_961_use2011_last_save_rnk500_idxctrl 118.15 87.63 17.42 14.92 17.42 54.23 29.43 -61.79 -128.64
119 mt_961_use2018_best_save_rnk500_idxctrl 115.33 84.81 14.60 12.10 14.59 51.40 26.61 -64.62 -131.47
120 mt_961_use2016_last_save_rnk500_idxctrl 115.08 84.55 14.34 11.84 14.34 51.15 26.35 -64.87 -131.72
122 mt_961_use2009_best_save_rnk500_idxctrl 114.64 84.12 13.91 11.41 13.91 50.72 25.92 -65.30 -132.15
161 mt_961_use2012_last_save_rnk500_idxctrl 105.27 74.75 4.54 2.04 4.54 41.35 16.55 -74.67 -141.52
169 mt_961_use2012_best_save_rnk500_idxctrl 102.32 71.80 1.59 -0.91 1.59 38.39 13.60 -77.63 -144.48
171 mt_961_use2018_last_save_rnk500_idxctrl 102.16 71.64 1.43 -1.07 1.43 38.24 13.44 -77.78 -144.63
172 mt_962_use2018_last_save_rnk500_idxctrl 101.60 71.08 0.87 -1.63 0.87 37.67 12.88 -78.35 -145.19
184 mt_962_use2010_last_save_rnk500_idxctrl 99.11 68.59 -1.62 -4.12 -1.62 35.18 10.39 -80.84 -147.69
189 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 97.82 67.30 -2.92 -5.42 -2.92 33.89 9.10 -82.13 -148.98
190 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 97.58 67.06 -3.15 -5.65 -3.15 33.65 8.86 -82.37 -149.22
201 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 95.31 64.79 -5.42 -7.92 -5.42 31.38 6.59 -84.64 -151.48
203 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 95.17 64.65 -5.56 -8.06 -5.56 31.24 6.45 -84.78 -151.62
205 multin_zz1000_61002_idxctrl_pv_rm_fnd 94.67 64.15 -6.06 -8.56 -6.06 30.75 5.95 -85.27 -152.12
206 multin_zz1000_61004_idxctrl_pv_rm_fnd 94.67 64.15 -6.06 -8.56 -6.06 30.75 5.95 -85.27 -152.12
208 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 92.99 62.47 -7.75 -10.25 -7.75 29.06 4.27 -86.96 -153.81
209 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 92.99 62.47 -7.75 -10.25 -7.75 29.06 4.27 -86.96 -153.81
214 mt_961_use2023_best_save_rnk500_idxctrl 91.59 61.07 -9.14 -11.64 -9.14 27.66 2.87 -88.36 -155.20
216 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 91.14 60.62 -9.59 -12.09 -9.59 27.21 2.42 -88.81 -155.65
220 multin_zz1000_61001_idxctrl_pv_rm_fnd 89.10 58.58 -11.63 -14.13 -11.63 25.17 0.38 -90.85 -157.69
221 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 88.77 58.25 -11.96 -14.46 -11.96 24.84 0.05 -91.18 -158.03
223 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 87.63 57.11 -13.10 -15.60 -13.10 23.70 -1.09 -92.32 -159.16
224 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 87.45 56.93 -13.28 -15.78 -13.28 23.52 -1.27 -92.50 -159.34
227 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 87.29 56.77 -13.44 -15.94 -13.44 23.37 -1.43 -92.66 -159.50
232 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 86.41 55.89 -14.32 -16.82 -14.33 22.48 -2.31 -93.54 -160.39
233 mt_961_use2014_last_save_rnk500_idxctrl 86.30 55.78 -14.43 -16.93 -14.43 22.37 -2.42 -93.65 -160.49
236 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 85.72 55.20 -15.01 -17.51 -15.02 21.79 -3.00 -94.23 -161.08
237 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 85.41 54.89 -15.32 -17.82 -15.32 21.49 -3.31 -94.53 -161.38
242 mt_962_use2016_best_save_rnk500_idxctrl 84.42 53.90 -16.31 -18.81 -16.31 20.49 -4.30 -95.53 -162.37
245 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 83.62 53.10 -17.11 -19.61 -17.11 19.70 -5.10 -96.32 -163.17
246 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 83.53 53.01 -17.20 -19.70 -17.20 19.60 -5.19 -96.42 -163.26
247 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 83.16 52.64 -17.57 -20.07 -17.57 19.23 -5.56 -96.79 -163.63
248 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 82.78 52.26 -17.95 -20.45 -17.95 18.85 -5.94 -97.17 -164.02
252 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 81.61 51.09 -19.12 -21.62 -19.12 17.68 -7.11 -98.34 -165.18
255 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 81.24 50.72 -19.49 -21.99 -19.49 17.31 -7.48 -98.71 -165.55
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 80.44 49.92 -20.29 -22.79 -20.29 16.52 -8.28 -99.50 -166.35
261 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 79.93 49.41 -20.80 -23.30 -20.80 16.00 -8.79 -100.02 -166.87
267 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 79.32 48.80 -21.41 -23.91 -21.41 15.39 -9.40 -100.63 -167.48
283 mt_961_use2011_best_save_rnk500_idxctrl 76.14 45.62 -24.59 -27.09 -24.59 12.21 -12.58 -103.81 -170.66
287 mt_962_use2011_last_save_rnk500_idxctrl 75.33 44.81 -25.40 -27.90 -25.40 11.41 -13.39 -104.61 -171.46
303 mt_961_use2010_best_save_rnk500_idxctrl 68.00 37.48 -32.74 -35.23 -32.74 4.07 -20.72 -111.95 -178.80
312 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 64.78 34.26 -35.95 -38.45 -35.95 0.85 -23.94 -115.17 -182.01
316 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 63.43 32.91 -37.30 -39.80 -37.30 -0.49 -25.29 -116.52 -183.36
317 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 63.17 32.65 -37.57 -40.07 -37.57 -0.76 -25.55 -116.78 -183.63
323 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 61.85 31.33 -38.89 -41.38 -38.89 -2.08 -26.87 -118.10 -184.95
341 multin_zz500_61002_idxctrl_zz500_pv 55.41 24.89 -45.32 -47.82 -45.33 -8.52 -33.31 -124.54 -191.39
342 multin_zz500_61004_idxctrl_zz500_pv 54.94 24.42 -45.79 -48.29 -45.79 -8.99 -33.78 -125.01 -191.85
345 mt_962_use2016_last_save_rnk500_idxctrl 53.91 23.39 -46.83 -49.33 -46.83 -10.02 -34.81 -126.04 -192.89
346 mt_961_use2017_last_save_rnk500_idxctrl 53.50 22.98 -47.23 -49.73 -47.23 -10.43 -35.22 -126.45 -193.29
347 mt_961_use2017_best_save_rnk500_idxctrl 52.62 22.10 -48.11 -50.61 -48.11 -11.30 -36.10 -127.32 -194.17
348 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 52.48 21.96 -48.25 -50.75 -48.25 -11.45 -36.24 -127.47 -194.31
349 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 52.21 21.69 -48.52 -51.02 -48.52 -11.71 -36.51 -127.74 -194.58
352 multin_zz1000_61004_idxctrl_pv 51.13 20.61 -49.61 -52.11 -49.61 -12.80 -37.59 -128.82 -195.67
353 multin_zz1000_61002_idxctrl_pv 51.13 20.61 -49.61 -52.11 -49.61 -12.80 -37.59 -128.82 -195.67
356 mt_962_use2017_last_save_rnk500_idxctrl 49.78 19.25 -50.96 -53.46 -50.96 -14.15 -38.95 -130.17 -197.02
358 multin_zz1000_61004_idxctrl_pv_rm_blc 49.53 19.01 -51.20 -53.70 -51.20 -14.39 -39.19 -130.41 -197.26
359 multin_zz1000_61002_idxctrl_pv_rm_blc 49.53 19.01 -51.20 -53.70 -51.20 -14.39 -39.19 -130.41 -197.26
362 mt_961_use2015_last_save_rnk500_idxctrl 49.07 18.55 -51.66 -54.16 -51.66 -14.85 -39.65 -130.87 -197.72
365 mt_961_use2014_best_save_rnk500_idxctrl 48.27 17.75 -52.46 -54.96 -52.46 -15.66 -40.45 -131.68 -198.53
369 multin_zz500_61001_idxctrl_zz500_pv 47.03 16.51 -53.70 -56.20 -53.70 -16.90 -41.69 -132.92 -199.76
370 multin_zz1000_61004_idxctrl_50010002000_pv 46.55 16.03 -54.18 -56.68 -54.18 -17.38 -42.17 -133.40 -200.24
372 multin_zz1000_61004_idxctrl_top3800_pv 46.21 15.68 -54.53 -57.03 -54.53 -17.72 -42.52 -133.74 -200.59
374 multin_zz1000_61002_idxctrl_top3800_pv 46.06 15.54 -54.67 -57.17 -54.67 -17.86 -42.66 -133.88 -200.73
376 multin_zz1000_61002_idxctrl_50010002000_pv 44.75 14.23 -55.98 -58.48 -55.98 -19.17 -43.97 -135.19 -202.04
377 mt_962_use2012_last_save_rnk500_idxctrl 44.67 14.15 -56.06 -58.56 -56.06 -19.25 -44.05 -135.27 -202.12
379 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 44.44 13.92 -56.29 -58.79 -56.29 -19.49 -44.28 -135.51 -202.35
380 multin_zz1000_61001_idxctrl_pv 44.17 13.65 -56.56 -59.06 -56.56 -19.76 -44.55 -135.78 -202.62
385 mt_962_use2018_best_save_rnk500_idxctrl 43.59 13.06 -57.15 -59.65 -57.15 -20.34 -45.14 -136.36 -203.21
386 mt_961_use2010_last_save_rnk500_idxctrl 43.38 12.86 -57.36 -59.86 -57.36 -20.55 -45.34 -136.57 -203.42
387 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 43.35 12.83 -57.38 -59.88 -57.38 -20.58 -45.37 -136.60 -203.44
388 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 43.34 12.82 -57.39 -59.89 -57.39 -20.58 -45.38 -136.60 -203.45
389 mt_961_use2023_last_save_rnk500_idxctrl 42.86 12.34 -57.87 -60.37 -57.88 -21.07 -45.86 -137.09 -203.94
390 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 42.73 12.21 -58.00 -60.50 -58.01 -21.20 -45.99 -137.22 -204.07
391 multin_zz1000_61001_idxctrl_pv_rm_blc 42.69 12.17 -58.05 -60.55 -58.05 -21.24 -46.03 -137.26 -204.11
392 mt_961_use2024_best_save_rnk500_idxctrl 41.86 11.34 -58.87 -61.37 -58.87 -22.07 -46.86 -138.09 -204.93
394 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 41.38 10.86 -59.35 -61.85 -59.35 -22.54 -47.34 -138.56 -205.41
395 mt_961_use2024_last_save_rnk500_idxctrl 41.21 10.69 -59.52 -62.02 -59.52 -22.71 -47.51 -138.73 -205.58
401 multin_zz1000_61002_idxctrl_zz1000_pv 40.30 9.78 -60.43 -62.93 -60.44 -23.63 -48.42 -139.65 -206.50
403 multin_zz1000_61004_idxctrl_zz1000_pv 39.77 9.25 -60.97 -63.47 -60.97 -24.16 -48.95 -140.18 -207.03
404 mt_961_use2013_last_save_rnk500_idxctrl 39.48 8.96 -61.25 -63.75 -61.25 -24.44 -49.24 -140.46 -207.31
407 mt_962_use2012_best_save_rnk500_idxctrl 39.23 8.71 -61.50 -64.00 -61.50 -24.70 -49.49 -140.72 -207.56
408 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 39.21 8.69 -61.52 -64.02 -61.52 -24.72 -49.51 -140.74 -207.59
409 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 38.68 8.16 -62.05 -64.55 -62.05 -25.25 -50.04 -141.27 -208.11
413 mt_961_use2022_last_save_rnk500_idxctrl 36.84 6.32 -63.89 -66.39 -63.89 -27.09 -51.88 -143.11 -209.95
419 multin_zz1000_61001_idxctrl_zz1000_pv 31.90 1.38 -68.83 -71.33 -68.83 -32.03 -56.82 -148.05 -214.89
420 mt_961_use2015_best_save_rnk500_idxctrl 30.97 0.45 -69.76 -72.26 -69.76 -32.96 -57.75 -148.98 -215.83
421 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 30.83 0.31 -69.90 -72.40 -69.90 -33.09 -57.89 -149.11 -215.96
425 mt_961_use2019_last_save_rnk500_idxctrl 28.07 -2.45 -72.66 -75.16 -72.66 -35.86 -60.65 -151.88 -218.72
432 multin_zz1000_61001_idxctrl_50010002000_pv 24.98 -5.54 -75.75 -78.25 -75.75 -38.95 -63.74 -154.97 -221.81
435 multin_zz1000_61001_idxctrl_top3800_pv 24.53 -5.99 -76.20 -78.70 -76.20 -39.40 -64.19 -155.42 -222.26
439 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 22.84 -7.68 -77.89 -80.39 -77.90 -41.09 -65.88 -157.11 -223.96
440 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 22.13 -8.39 -78.60 -81.10 -78.60 -41.80 -66.59 -157.82 -224.67
441 mt_962_use2017_best_save_rnk500_idxctrl 21.98 -8.54 -78.75 -81.25 -78.75 -41.95 -66.74 -157.97 -224.81
452 mt_961_use2020_best_save_rnk500_idxctrl 11.98 -18.54 -88.75 -91.25 -88.75 -51.95 -76.74 -167.97 -234.81
455 mt_962_use2014_last_save_rnk500_idxctrl 11.43 -19.10 -89.31 -91.81 -89.31 -52.50 -77.30 -168.52 -235.37
456 mt_961_use2020_last_save_rnk500_idxctrl 9.95 -20.57 -90.78 -93.28 -90.78 -53.98 -78.77 -170.00 -236.85
457 mt_961_use2022_best_save_rnk500_idxctrl 9.59 -20.93 -91.14 -93.64 -91.14 -54.34 -79.13 -170.36 -237.21
458 mt_962_use2014_best_save_rnk500_idxctrl 9.51 -21.01 -91.23 -93.73 -91.23 -54.42 -79.21 -170.44 -237.29
464 mt_961_use2019_best_save_rnk500_idxctrl 5.58 -24.94 -95.15 -97.65 -95.15 -58.34 -83.14 -174.36 -241.21
466 mt_962_use2015_last_save_rnk500_idxctrl 5.13 -25.39 -95.60 -98.10 -95.60 -58.80 -83.59 -174.82 -241.66
469 mt_962_use2024_best_save_rnk500_idxctrl 2.36 -28.16 -98.37 -100.87 -98.37 -61.56 -86.36 -177.58 -244.43
470 mt_961_use2021_last_save_rnk500_idxctrl 1.90 -28.62 -98.83 -101.33 -98.83 -62.03 -86.82 -178.05 -244.89
472 mt_962_use2013_last_save_rnk500_idxctrl 0.62 -29.91 -100.12 -102.62 -100.12 -63.31 -88.11 -179.33 -246.18
480 mt_962_use2013_best_save_rnk500_idxctrl -6.01 -36.53 -106.74 -109.24 -106.75 -69.94 -94.73 -185.96 -252.81
490 mt_962_use2024_last_save_rnk500_idxctrl -15.00 -45.52 -115.73 -118.23 -115.73 -78.93 -103.72 -194.95 -261.79
491 mt_962_use2023_last_save_rnk500_idxctrl -16.56 -47.08 -117.30 -119.80 -117.30 -80.49 -105.29 -196.51 -263.36
493 mt_962_use2023_best_save_rnk500_idxctrl -19.68 -50.20 -120.41 -122.91 -120.41 -83.61 -108.40 -199.63 -266.48
498 mt_962_use2019_last_save_rnk500_idxctrl -25.78 -56.30 -126.51 -129.01 -126.51 -89.71 -114.50 -205.73 -272.57
502 mt_962_use2021_last_save_rnk500_idxctrl -33.75 -64.27 -134.48 -136.98 -134.48 -97.67 -122.47 -213.69 -280.54
503 mt_961_use2021_best_save_rnk500_idxctrl -36.07 -66.59 -136.80 -139.30 -136.80 -99.99 -124.79 -216.01 -282.86
504 mt_961_use2013_best_save_rnk500_idxctrl -36.57 -67.09 -137.30 -139.80 -137.30 -100.49 -125.29 -216.51 -283.36
508 mt_962_use2022_last_save_rnk500_idxctrl -40.72 -71.24 -141.45 -143.95 -141.45 -104.65 -129.44 -220.67 -287.51
509 mt_962_use2021_best_save_rnk500_idxctrl -43.11 -73.63 -143.85 -146.34 -143.85 -107.04 -131.83 -223.06 -289.91
511 mt_962_use2019_best_save_rnk500_idxctrl -44.19 -74.71 -144.92 -147.42 -144.92 -108.12 -132.91 -224.14 -290.99
513 mt_962_use2020_last_save_rnk500_idxctrl -45.58 -76.10 -146.32 -148.82 -146.32 -109.51 -134.30 -225.53 -292.38
515 mt_962_use2022_best_save_rnk500_idxctrl -56.40 -86.92 -157.14 -159.63 -157.14 -120.33 -145.12 -236.35 -303.20
517 mt_962_use2015_best_save_rnk500_idxctrl -56.92 -87.44 -157.65 -160.15 -157.65 -120.84 -145.64 -236.86 -303.71
522 mt_962_use2020_best_save_rnk500_idxctrl -75.11 -105.63 -175.84 -178.34 -175.84 -139.03 -163.83 -255.05 -321.90