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_20250703_151547
9 mt_962_use2019_best_save_rnk500_idxctrl 47.57 48.80 101.23 38.71 101.23 36.44 5.19 87.04 36.76
12 mt_962_use2021_best_save_rnk500_idxctrl 45.37 46.60 99.03 36.51 99.03 34.24 2.99 84.85 34.56
16 mt_962_use2022_last_save_rnk500_idxctrl 42.23 43.46 95.90 33.38 95.90 31.11 -0.15 81.71 31.43
18 mt_961_use2021_last_save_rnk500_idxctrl 41.49 42.72 95.15 32.63 95.15 30.36 -0.89 80.97 30.68
19 mt_961_use2021_best_save_rnk500_idxctrl 40.89 42.12 94.56 32.04 94.56 29.77 -1.49 80.37 30.09
20 mt_962_use2021_last_save_rnk500_idxctrl 40.68 41.91 94.35 31.82 94.35 29.56 -1.70 80.16 29.87
22 mt_962_use2019_last_save_rnk500_idxctrl 40.37 41.60 94.04 31.52 94.04 29.25 -2.01 79.85 29.56
27 mt_962_use2015_best_save_rnk500_idxctrl 36.55 37.78 90.22 27.70 90.22 25.43 -5.83 76.03 25.74
34 mt_962_use2020_best_save_rnk500_idxctrl 33.09 34.32 86.75 24.23 86.75 21.96 -9.29 72.56 22.28
36 mt_962_use2020_last_save_rnk500_idxctrl 30.75 31.98 84.41 21.89 84.41 19.62 -11.63 70.23 19.94
37 mt_962_use2022_best_save_rnk500_idxctrl 30.45 31.68 84.12 21.60 84.12 19.33 -11.93 69.93 19.65
39 mt_961_use2013_best_save_rnk500_idxctrl 28.76 29.99 82.43 19.91 82.43 17.64 -13.62 68.24 17.96
45 mt_962_use2013_best_save_rnk500_idxctrl 25.25 26.48 78.91 16.39 78.91 14.12 -17.13 64.72 14.44
46 mt_961_use2019_best_save_rnk500_idxctrl 24.93 26.16 78.59 16.07 78.59 13.80 -17.45 64.41 14.12
49 mt_962_use2023_best_save_rnk500_idxctrl 22.75 23.98 76.42 13.90 76.42 11.63 -19.63 62.23 11.95
50 mt_962_use2023_last_save_rnk500_idxctrl 22.73 23.96 76.39 13.87 76.39 11.60 -19.65 62.21 11.92
59 mt_961_use2010_last_save_rnk500_idxctrl 20.90 22.13 74.56 12.04 74.56 9.77 -21.48 60.38 10.09
60 mt_962_use2024_last_save_rnk500_idxctrl 20.74 21.96 74.40 11.88 74.40 9.61 -21.65 60.21 9.93
62 mt_961_use2013_last_save_rnk500_idxctrl 20.00 21.23 73.66 11.14 73.66 8.87 -22.38 59.48 9.19
75 mt_961_use2012_last_save_rnk500_idxctrl 16.94 18.16 70.60 8.08 70.60 5.81 -25.45 56.41 6.13
79 mt_962_use2024_best_save_rnk500_idxctrl 16.29 17.52 69.95 7.43 69.95 5.16 -26.09 55.77 5.48
87 mt_962_use2015_last_save_rnk500_idxctrl 15.19 16.42 68.86 6.34 68.86 4.07 -27.19 54.67 4.39
88 mt_961_use2010_best_save_rnk500_idxctrl 15.06 16.29 68.73 6.20 68.72 3.93 -27.32 54.54 4.25
92 mt_961_use2022_best_save_rnk500_idxctrl 14.24 15.47 67.91 5.39 67.91 3.12 -28.14 53.72 3.44
95 mt_962_use2017_best_save_rnk500_idxctrl 13.91 15.14 67.57 5.05 67.57 2.78 -28.47 53.38 3.10
96 mt_961_use2015_best_save_rnk500_idxctrl 13.69 14.92 67.36 4.84 67.36 2.57 -28.69 53.17 2.89
101 multin_zz1000_61001_idxctrl_top3800_pv 13.25 14.47 66.91 4.39 66.91 2.12 -29.14 52.72 2.44
106 mt_961_use2019_last_save_rnk500_idxctrl 12.96 14.19 66.63 4.11 66.63 1.84 -29.42 52.44 2.16
108 mt_962_use2013_last_save_rnk500_idxctrl 12.77 14.00 66.43 3.91 66.43 1.64 -29.61 52.25 1.96
110 multin_zz1000_61001_idxctrl_50010002000_pv 11.94 13.17 65.60 3.08 65.60 0.81 -30.44 51.41 1.13
111 mt_961_use2020_best_save_rnk500_idxctrl 11.72 12.95 65.39 2.87 65.39 0.60 -30.66 51.20 0.91
112 mt_961_use2020_last_save_rnk500_idxctrl 11.57 12.80 65.24 2.71 65.24 0.44 -30.81 51.05 0.76
114 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 11.30 12.53 64.97 2.45 64.97 0.18 -31.08 50.78 0.50
124 mt_962_use2018_best_save_rnk500_idxctrl 10.55 11.78 64.22 1.70 64.22 -0.57 -31.83 50.03 -0.25
130 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 9.99 11.22 63.66 1.14 63.66 -1.13 -32.39 49.47 -0.81
135 multin_zz1000_61002_idxctrl_50010002000_pv 9.44 10.67 63.11 0.59 63.11 -1.68 -32.94 48.92 -1.36
138 multin_zz1000_61002_idxctrl_top3800_pv 8.87 10.10 62.53 0.01 62.53 -2.26 -33.51 48.35 -1.94
145 multin_zz1000_61004_idxctrl_top3800_pv 8.24 9.47 61.90 -0.62 61.90 -2.89 -34.14 47.72 -2.57
151 multin_zz1000_61004_idxctrl_50010002000_pv 7.71 8.94 61.37 -1.15 61.37 -3.42 -34.67 47.18 -3.10
154 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 7.58 8.81 61.25 -1.27 61.25 -3.54 -34.80 47.06 -3.22
156 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 7.37 8.60 61.04 -1.48 61.04 -3.75 -35.01 46.85 -3.43
160 mt_961_use2014_best_save_rnk500_idxctrl 6.92 8.15 60.59 -1.93 60.59 -4.20 -35.46 46.40 -3.88
163 mt_962_use2012_best_save_rnk500_idxctrl 6.70 7.93 60.36 -2.16 60.36 -4.43 -35.68 46.18 -4.11
164 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 6.55 7.77 60.21 -2.31 60.21 -4.58 -35.84 46.02 -4.26
169 multin_zz1000_61001_idxctrl_zz1000_pv 6.17 7.40 59.84 -2.68 59.84 -4.95 -36.21 45.65 -4.63
172 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 6.10 7.33 59.76 -2.76 59.76 -5.03 -36.28 45.58 -4.71
179 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.77 7.00 59.43 -3.09 59.43 -5.36 -36.61 45.25 -5.04
194 multin_zz1000_61004_idxctrl_zz1000_pv 5.35 6.58 59.01 -3.51 59.01 -5.78 -37.03 44.82 -5.46
201 mt_961_use2023_last_save_rnk500_idxctrl 4.97 6.20 58.64 -3.88 58.64 -6.15 -37.41 44.45 -5.83
203 multin_zz1000_61002_idxctrl_zz1000_pv 4.91 6.14 58.57 -3.95 58.57 -6.22 -37.47 44.39 -5.90
204 mt_962_use2017_last_save_rnk500_idxctrl 4.88 6.11 58.54 -3.98 58.54 -6.25 -37.50 44.36 -5.93
209 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 4.74 5.97 58.40 -4.12 58.40 -6.39 -37.64 44.22 -6.07
212 mt_961_use2022_last_save_rnk500_idxctrl 4.61 5.84 58.28 -4.24 58.28 -6.51 -37.77 44.09 -6.19
213 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 4.39 5.62 58.05 -4.47 58.05 -6.74 -37.99 43.87 -6.42
217 mt_962_use2014_best_save_rnk500_idxctrl 4.11 5.34 57.77 -4.75 57.77 -7.02 -38.27 43.59 -6.70
224 mt_962_use2011_last_save_rnk500_idxctrl 3.41 4.64 57.08 -5.44 57.08 -7.71 -38.97 42.89 -7.39
245 mt_962_use2016_last_save_rnk500_idxctrl 1.99 3.22 55.65 -6.87 55.65 -9.14 -40.39 41.47 -8.82
246 mt_961_use2015_last_save_rnk500_idxctrl 1.98 3.21 55.65 -6.88 55.65 -9.14 -40.40 41.46 -8.83
252 mt_961_use2012_best_save_rnk500_idxctrl 1.36 2.59 55.02 -7.50 55.02 -9.77 -41.02 40.84 -9.45
258 mt_961_use2011_best_save_rnk500_idxctrl 1.05 2.28 54.72 -7.80 54.72 -10.07 -41.33 40.53 -9.75
264 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 0.76 1.98 54.42 -8.10 54.42 -10.37 -41.63 40.23 -10.05
265 multin_zz1000_61001_idxctrl_pv 0.70 1.93 54.37 -8.15 54.37 -10.42 -41.68 40.18 -10.10
267 multin_zz1000_61001_idxctrl_pv_rm_blc 0.60 1.82 54.26 -8.26 54.26 -10.53 -41.79 40.07 -10.21
277 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -0.24 0.99 53.43 -9.09 53.43 -11.36 -42.62 39.24 -11.04
283 multin_zz1000_61002_idxctrl_pv -0.78 0.45 52.88 -9.64 52.88 -11.91 -43.16 38.70 -11.59
284 multin_zz1000_61004_idxctrl_pv -0.78 0.45 52.88 -9.64 52.88 -11.91 -43.16 38.70 -11.59
287 multin_zz1000_61002_idxctrl_pv_rm_blc -0.94 0.29 52.73 -9.79 52.73 -12.06 -43.32 38.54 -11.74
288 multin_zz1000_61004_idxctrl_pv_rm_blc -0.94 0.29 52.73 -9.79 52.73 -12.06 -43.32 38.54 -11.74
293 mt_962_use2010_last_save_rnk500_idxctrl -1.32 -0.09 52.34 -10.18 52.34 -12.45 -43.70 38.16 -12.13
298 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -1.98 -0.75 51.69 -10.83 51.69 -13.10 -44.36 37.50 -12.78
299 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -2.14 -0.91 51.52 -11.00 51.52 -13.27 -44.52 37.34 -12.95
303 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -2.26 -1.04 51.40 -11.12 51.40 -13.39 -44.65 37.21 -13.07
307 mt_962_use2014_last_save_rnk500_idxctrl -2.53 -1.31 51.13 -11.39 51.13 -13.66 -44.92 36.94 -13.34
309 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -3.13 -1.90 50.53 -11.99 50.53 -14.26 -45.51 36.35 -13.94
311 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -3.39 -2.16 50.27 -12.25 50.27 -14.52 -45.77 36.08 -14.20
312 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -3.39 -2.16 50.27 -12.25 50.27 -14.52 -45.77 36.09 -14.20
313 mt_961_use2024_last_save_rnk500_idxctrl -3.45 -2.22 50.22 -12.30 50.22 -14.57 -45.83 36.03 -14.25
318 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -3.87 -2.64 49.80 -12.72 49.80 -14.99 -46.25 35.61 -14.67
320 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -4.07 -2.84 49.59 -12.93 49.59 -15.20 -46.45 35.41 -14.88
324 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -4.22 -2.99 49.44 -13.08 49.44 -15.35 -46.60 35.25 -15.03
325 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -4.31 -3.08 49.35 -13.17 49.35 -15.44 -46.69 35.16 -15.12
327 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -4.45 -3.22 49.21 -13.31 49.21 -15.58 -46.83 35.03 -15.26
331 mt_961_use2024_best_save_rnk500_idxctrl -4.60 -3.37 49.06 -13.46 49.06 -15.73 -46.98 34.87 -15.41
332 mt_961_use2009_best_save_rnk500_idxctrl -4.65 -3.42 49.01 -13.51 49.01 -15.78 -47.03 34.82 -15.46
335 mt_961_use2014_last_save_rnk500_idxctrl -4.94 -3.71 48.72 -13.80 48.72 -16.07 -47.32 34.53 -15.75
342 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -5.18 -3.95 48.49 -14.03 48.49 -16.30 -47.56 34.30 -15.99
347 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -5.50 -4.27 48.17 -14.36 48.17 -16.62 -47.88 33.98 -16.31
349 mt_962_use2012_last_save_rnk500_idxctrl -5.60 -4.37 48.06 -14.46 48.06 -16.73 -47.98 33.88 -16.41
350 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -5.66 -4.43 48.01 -14.51 48.01 -16.78 -48.04 33.82 -16.46
352 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -5.84 -4.61 47.83 -14.69 47.83 -16.96 -48.22 33.64 -16.64
354 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -5.98 -4.75 47.69 -14.83 47.69 -17.10 -48.36 33.50 -16.78
360 multin_zz1000_61001_idxctrl_pv_rm_fnd -6.33 -5.10 47.34 -15.18 47.34 -17.45 -48.71 33.15 -17.13
373 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -7.17 -5.94 46.49 -16.03 46.49 -18.30 -49.55 32.31 -17.98
375 multin_zz1000_61004_idxctrl_pv_rm_fnd -7.28 -6.05 46.39 -16.13 46.39 -18.40 -49.66 32.20 -18.08
376 multin_zz1000_61002_idxctrl_pv_rm_fnd -7.28 -6.05 46.39 -16.13 46.39 -18.40 -49.66 32.20 -18.08
381 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -8.03 -6.80 45.63 -16.89 45.63 -19.16 -50.41 31.45 -18.84
382 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -8.03 -6.80 45.63 -16.89 45.63 -19.16 -50.41 31.45 -18.84
387 mt_961_use2009_last_save_rnk500_idxctrl -8.19 -6.96 45.47 -17.05 45.47 -19.32 -50.57 31.29 -19.00
397 mt_961_use2018_last_save_rnk500_idxctrl -9.40 -8.17 44.27 -18.25 44.27 -20.52 -51.78 30.08 -20.20
409 mt_962_use2018_last_save_rnk500_idxctrl -10.41 -9.18 43.25 -19.27 43.25 -21.54 -52.79 29.07 -21.22
410 mt_961_use2017_last_save_rnk500_idxctrl -10.45 -9.22 43.21 -19.31 43.21 -21.58 -52.83 29.03 -21.26
411 mt_961_use2017_best_save_rnk500_idxctrl -10.75 -9.52 42.92 -19.60 42.92 -21.87 -53.13 28.73 -21.55
435 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -12.65 -11.42 41.01 -21.51 41.01 -23.78 -55.03 26.83 -23.46
436 multin_zz500_61001_idxctrl_zz500_pv -12.73 -11.50 40.94 -21.59 40.94 -23.86 -55.11 26.75 -23.54
442 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -14.12 -12.89 39.54 -22.98 39.54 -25.25 -56.50 25.35 -24.93
443 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -14.24 -13.01 39.42 -23.10 39.42 -25.37 -56.62 25.24 -25.05
444 multin_zz500_61002_idxctrl_zz500_pv -14.24 -13.01 39.43 -23.09 39.43 -25.36 -56.62 25.24 -25.05
445 mt_962_use2011_best_save_rnk500_idxctrl -14.28 -13.05 39.38 -23.14 39.38 -25.41 -56.66 25.20 -25.09
446 multin_zz500_61004_idxctrl_zz500_pv -14.32 -13.09 39.35 -23.18 39.35 -25.44 -56.70 25.16 -25.13
449 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -14.53 -13.31 39.13 -23.39 39.13 -25.66 -56.92 24.94 -25.34
450 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -14.72 -13.49 38.95 -23.57 38.95 -25.84 -57.10 24.76 -25.52
456 mt_961_use2011_last_save_rnk500_idxctrl -15.63 -14.40 38.03 -24.49 38.03 -26.76 -58.01 23.85 -26.44
457 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -15.64 -14.41 38.03 -24.49 38.03 -26.76 -58.02 23.84 -26.44
458 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -15.65 -14.42 38.01 -24.51 38.01 -26.78 -58.03 23.82 -26.46
459 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -15.76 -14.53 37.90 -24.62 37.90 -26.89 -58.14 23.72 -26.57
461 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -15.79 -14.57 37.87 -24.65 37.87 -26.92 -58.18 23.68 -26.60
469 mt_961_use2023_best_save_rnk500_idxctrl -17.34 -16.11 36.32 -26.20 36.32 -28.47 -59.72 22.13 -28.15
486 mt_961_use2018_best_save_rnk500_idxctrl -22.51 -21.28 31.15 -31.37 31.15 -33.64 -64.89 16.97 -33.32
488 mt_962_use2010_best_save_rnk500_idxctrl -24.95 -23.72 28.71 -33.81 28.71 -36.08 -67.33 14.53 -35.76
490 mt_962_use2016_best_save_rnk500_idxctrl -26.27 -25.04 27.39 -35.13 27.39 -37.40 -68.65 13.21 -37.08
491 mt_961_use2008_last_save_rnk500_idxctrl -27.20 -25.97 26.46 -36.06 26.46 -38.33 -69.58 12.27 -38.01
504 mt_961_use2008_best_save_rnk500_idxctrl -34.27 -33.04 19.39 -43.13 19.39 -45.40 -76.65 5.20 -45.08
507 mt_961_use2016_last_save_rnk500_idxctrl -38.71 -37.48 14.96 -47.57 14.96 -49.83 -81.09 0.77 -49.52
508 mt_962_use2009_best_save_rnk500_idxctrl -39.23 -38.00 14.44 -48.08 14.44 -50.35 -81.61 0.25 -50.03
510 mt_961_use2016_best_save_rnk500_idxctrl -40.00 -38.77 13.66 -48.86 13.66 -51.13 -82.38 -0.52 -50.81
512 mt_962_use2009_last_save_rnk500_idxctrl -41.37 -40.14 12.30 -50.22 12.30 -52.49 -83.75 -1.89 -52.17
514 mt_962_use2008_best_save_rnk500_idxctrl -43.70 -42.47 9.96 -52.56 9.96 -54.83 -86.08 -4.22 -54.51
516 mt_962_use2008_last_save_rnk500_idxctrl -44.70 -43.47 8.96 -53.56 8.96 -55.83 -87.08 -5.22 -55.51