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_20250704_222522
9 mt_962_use2014_best_save_rnk500_idxctrl 73.69 43.64 26.73 -8.41 26.73 159.46 420.08 428.92 424.96
11 mt_961_use2024_best_save_rnk500_idxctrl 67.55 37.49 20.59 -14.56 20.59 153.32 413.93 422.78 418.81
12 mt_961_use2024_last_save_rnk500_idxctrl 67.49 37.43 20.53 -14.61 20.53 153.26 413.87 422.72 418.75
15 mt_962_use2014_last_save_rnk500_idxctrl 66.23 36.18 19.27 -15.87 19.27 152.00 412.62 421.47 417.50
16 mt_961_use2023_last_save_rnk500_idxctrl 66.13 36.08 19.17 -15.97 19.17 151.90 412.52 421.36 417.40
17 mt_961_use2023_best_save_rnk500_idxctrl 65.63 35.58 18.67 -16.47 18.68 151.41 412.02 420.87 416.90
19 mt_961_use2016_best_save_rnk500_idxctrl 62.07 32.02 15.11 -20.03 15.12 147.85 408.46 417.31 413.34
20 mt_962_use2024_last_save_rnk500_idxctrl 60.08 30.03 13.12 -22.02 13.12 145.85 406.47 415.31 411.35
21 mt_962_use2024_best_save_rnk500_idxctrl 59.07 29.01 12.11 -23.04 12.11 144.84 405.45 414.30 410.33
22 mt_961_use2016_last_save_rnk500_idxctrl 59.05 28.99 12.09 -23.05 12.09 144.82 405.44 414.28 410.32
23 mt_961_use2019_best_save_rnk500_idxctrl 58.14 28.09 11.18 -23.96 11.18 143.91 404.53 413.37 409.41
24 mt_961_use2018_best_save_rnk500_idxctrl 55.20 25.14 8.24 -26.90 8.24 140.97 401.58 410.43 406.47
25 mt_961_use2014_best_save_rnk500_idxctrl 53.62 23.56 6.66 -28.48 6.66 139.39 400.00 408.85 404.88
26 mt_962_use2023_last_save_rnk500_idxctrl 53.39 23.33 6.43 -28.71 6.43 139.16 399.78 408.62 404.66
27 mt_961_use2018_last_save_rnk500_idxctrl 53.38 23.33 6.42 -28.72 6.42 139.15 399.77 408.61 404.65
28 mt_961_use2008_best_save_rnk500_idxctrl 51.66 21.61 4.71 -30.44 4.71 137.44 398.05 406.90 402.93
29 mt_962_use2023_best_save_rnk500_idxctrl 51.60 21.54 4.64 -30.50 4.64 137.37 397.99 406.83 402.87
31 mt_961_use2022_last_save_rnk500_idxctrl 49.69 19.63 2.73 -32.41 2.73 135.46 396.07 404.92 400.96
33 mt_962_use2008_last_save_rnk500_idxctrl 47.06 17.00 0.10 -35.05 0.10 132.83 393.44 402.29 398.32
34 mt_961_use2014_last_save_rnk500_idxctrl 46.22 16.17 -0.74 -35.88 -0.74 131.99 392.61 401.45 397.49
35 multin_zz500_61004_idxctrl_zz500_pv 45.99 15.93 -0.97 -36.12 -0.97 131.76 392.37 401.22 397.25
36 mt_961_use2017_best_save_rnk500_idxctrl 45.47 15.41 -1.49 -36.63 -1.49 131.24 391.86 400.70 396.74
37 mt_962_use2016_last_save_rnk500_idxctrl 45.45 15.40 -1.50 -36.65 -1.50 131.23 391.84 400.69 396.72
38 mt_962_use2018_last_save_rnk500_idxctrl 44.95 14.89 -2.01 -37.16 -2.01 130.72 391.33 400.18 396.21
39 multin_zz500_61001_idxctrl_zz500_pv 44.90 14.85 -2.06 -37.20 -2.06 130.67 391.29 400.13 396.17
40 mt_962_use2017_last_save_rnk500_idxctrl 44.83 14.78 -2.13 -37.27 -2.12 130.61 391.22 400.07 396.10
41 multin_zz500_61002_idxctrl_zz500_pv 44.83 14.78 -2.13 -37.27 -2.13 130.60 391.22 400.06 396.10
43 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 44.48 14.42 -2.48 -37.62 -2.48 130.25 390.86 399.71 395.75
44 mt_961_use2008_last_save_rnk500_idxctrl 44.22 14.16 -2.74 -37.89 -2.74 129.99 390.60 399.45 395.48
45 mt_962_use2020_last_save_rnk500_idxctrl 43.89 13.83 -3.07 -38.22 -3.07 129.66 390.27 399.12 395.15
46 mt_961_use2019_last_save_rnk500_idxctrl 43.36 13.31 -3.60 -38.74 -3.59 129.14 389.75 398.60 394.63
47 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 43.26 13.21 -3.70 -38.84 -3.70 129.03 389.65 398.49 394.53
48 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 43.16 13.11 -3.80 -38.94 -3.79 128.94 389.55 398.40 394.43
51 mt_962_use2017_best_save_rnk500_idxctrl 42.62 12.56 -4.34 -39.49 -4.34 128.39 389.00 397.85 393.88
52 mt_962_use2008_best_save_rnk500_idxctrl 42.57 12.52 -4.39 -39.53 -4.39 128.35 388.96 397.81 393.84
57 mt_961_use2020_last_save_rnk500_idxctrl 38.13 8.07 -8.83 -43.98 -8.83 123.90 384.51 393.36 389.39
58 mt_961_use2020_best_save_rnk500_idxctrl 37.79 7.74 -9.16 -44.31 -9.16 123.57 384.18 393.03 389.06
60 mt_961_use2017_last_save_rnk500_idxctrl 37.53 7.47 -9.43 -44.58 -9.43 123.30 383.91 392.76 388.79
63 mt_962_use2018_best_save_rnk500_idxctrl 37.09 7.04 -9.87 -45.01 -9.87 122.86 383.48 392.32 388.36
65 mt_962_use2022_last_save_rnk500_idxctrl 36.42 6.36 -10.54 -45.68 -10.54 122.19 382.81 391.65 387.69
67 mt_962_use2021_last_save_rnk500_idxctrl 35.63 5.58 -11.33 -46.47 -11.33 121.40 382.02 390.86 386.90
69 mt_962_use2016_best_save_rnk500_idxctrl 33.97 3.92 -12.99 -48.13 -12.99 119.74 380.36 389.20 385.24
71 mt_962_use2011_best_save_rnk500_idxctrl 33.35 3.30 -13.61 -48.75 -13.61 119.12 379.74 388.58 384.62
72 mt_962_use2009_last_save_rnk500_idxctrl 33.19 3.13 -13.77 -48.92 -13.77 118.96 379.57 388.42 384.45
73 mt_962_use2009_best_save_rnk500_idxctrl 32.91 2.86 -14.05 -49.19 -14.05 118.68 379.30 388.14 384.18
75 mt_961_use2022_best_save_rnk500_idxctrl 32.39 2.33 -14.57 -49.72 -14.57 118.16 378.77 387.62 383.65
77 mt_961_use2015_last_save_rnk500_idxctrl 31.50 1.44 -15.46 -50.60 -15.46 117.27 377.89 386.73 382.77
78 mt_962_use2012_last_save_rnk500_idxctrl 31.49 1.44 -15.46 -50.61 -15.46 117.27 377.88 386.73 382.76
83 mt_962_use2019_last_save_rnk500_idxctrl 29.88 -0.18 -17.08 -52.23 -17.08 115.65 376.26 385.11 381.14
85 mt_962_use2020_best_save_rnk500_idxctrl 28.70 -1.36 -18.26 -53.40 -18.26 114.47 375.08 383.93 379.96
90 mt_962_use2021_best_save_rnk500_idxctrl 27.46 -2.59 -19.50 -54.64 -19.50 113.23 373.85 382.69 378.73
91 mt_962_use2012_best_save_rnk500_idxctrl 27.43 -2.63 -19.53 -54.67 -19.53 113.20 373.81 382.66 378.70
95 mt_961_use2015_best_save_rnk500_idxctrl 26.10 -3.95 -20.85 -56.00 -20.85 111.88 372.49 381.34 377.37
97 mt_961_use2021_best_save_rnk500_idxctrl 25.94 -4.12 -21.02 -56.17 -21.02 111.71 372.32 381.17 377.20
98 mt_962_use2015_last_save_rnk500_idxctrl 25.71 -4.34 -21.25 -56.39 -21.25 111.48 372.10 380.94 376.98
99 mt_962_use2011_last_save_rnk500_idxctrl 24.76 -5.29 -22.19 -57.34 -22.19 110.54 371.15 380.00 376.03
100 mt_962_use2013_best_save_rnk500_idxctrl 24.58 -5.47 -22.37 -57.52 -22.37 110.36 370.97 379.82 375.85
103 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 23.26 -6.80 -23.70 -58.85 -23.70 109.03 369.64 378.49 374.52
104 multin_zz1000_61001_idxctrl_pv 22.94 -7.12 -24.02 -59.16 -24.02 108.71 369.32 378.17 374.20
105 multin_zz1000_61004_idxctrl_pv 22.72 -7.33 -24.23 -59.38 -24.23 108.50 369.11 377.96 373.99
106 multin_zz1000_61002_idxctrl_pv 22.72 -7.33 -24.23 -59.38 -24.23 108.50 369.11 377.96 373.99
107 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 22.43 -7.63 -24.53 -59.68 -24.53 108.20 368.81 377.66 373.69
108 mt_961_use2011_last_save_rnk500_idxctrl 22.36 -7.70 -24.60 -59.75 -24.60 108.13 368.74 377.59 373.62
110 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 22.31 -7.74 -24.65 -59.79 -24.65 108.08 368.70 377.54 373.58
111 multin_zz1000_61001_idxctrl_pv_rm_blc 21.69 -8.36 -25.27 -60.41 -25.27 107.46 368.08 376.92 372.96
112 multin_zz1000_61004_idxctrl_pv_rm_blc 21.55 -8.50 -25.41 -60.55 -25.40 107.33 367.94 376.79 372.82
113 multin_zz1000_61002_idxctrl_pv_rm_blc 21.55 -8.50 -25.41 -60.55 -25.40 107.33 367.94 376.79 372.82
114 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 21.45 -8.61 -25.51 -60.65 -25.51 107.22 367.84 376.68 372.72
116 mt_962_use2010_last_save_rnk500_idxctrl 21.13 -8.92 -25.83 -60.97 -25.82 106.91 367.52 376.37 372.40
117 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 20.62 -9.44 -26.34 -61.48 -26.34 106.39 367.00 375.85 371.88
120 mt_961_use2021_last_save_rnk500_idxctrl 20.20 -9.85 -26.76 -61.90 -26.76 105.97 366.59 375.43 371.47
121 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 19.54 -10.51 -27.42 -62.56 -27.42 105.31 365.93 374.77 370.81
123 mt_962_use2022_best_save_rnk500_idxctrl 18.81 -11.24 -28.14 -63.29 -28.14 104.59 365.20 374.05 370.08
124 mt_962_use2019_best_save_rnk500_idxctrl 18.30 -11.75 -28.66 -63.80 -28.66 104.07 364.69 373.53 369.57
125 mt_962_use2013_last_save_rnk500_idxctrl 17.99 -12.06 -28.97 -64.11 -28.97 103.76 364.38 373.22 369.26
127 mt_962_use2010_best_save_rnk500_idxctrl 16.79 -13.27 -30.17 -65.32 -30.17 102.56 363.17 372.02 368.05
149 mt_961_use2013_last_save_rnk500_idxctrl 9.24 -20.82 -37.72 -72.87 -37.72 95.01 355.62 364.47 360.50
158 mt_961_use2011_best_save_rnk500_idxctrl 6.07 -23.99 -40.89 -76.03 -40.89 91.84 352.46 361.30 357.34
161 mt_961_use2009_last_save_rnk500_idxctrl 5.29 -24.77 -41.67 -76.82 -41.67 91.06 351.67 360.52 356.55
162 multin_zz1000_61004_idxctrl_pv_rm_fnd 4.84 -25.21 -42.12 -77.26 -42.12 90.62 351.23 360.08 356.11
163 multin_zz1000_61002_idxctrl_pv_rm_fnd 4.84 -25.21 -42.12 -77.26 -42.12 90.62 351.23 360.08 356.11
167 mt_961_use2012_best_save_rnk500_idxctrl 4.41 -25.65 -42.55 -77.70 -42.55 90.18 350.79 359.64 355.67
172 multin_zz1000_61001_idxctrl_pv_rm_fnd 3.50 -26.55 -43.45 -78.60 -43.45 89.28 349.89 358.74 354.77
173 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 3.34 -26.71 -43.62 -78.76 -43.62 89.11 349.73 358.58 354.61
174 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 3.34 -26.71 -43.62 -78.76 -43.62 89.11 349.73 358.58 354.61
181 mt_962_use2015_best_save_rnk500_idxctrl 2.10 -27.96 -44.86 -80.00 -44.86 87.87 348.49 357.33 353.37
182 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 1.95 -28.10 -45.01 -80.15 -45.01 87.72 348.34 357.18 353.22
185 mt_961_use2009_best_save_rnk500_idxctrl 1.39 -28.66 -45.57 -80.71 -45.57 87.16 347.78 356.62 352.66
186 multin_zz1000_61004_idxctrl_zz1000_pv 1.23 -28.82 -45.73 -80.87 -45.72 87.01 347.62 356.47 352.50
188 mt_961_use2012_last_save_rnk500_idxctrl 0.80 -29.25 -46.16 -81.30 -46.16 86.57 347.19 356.03 352.07
189 multin_zz1000_61002_idxctrl_zz1000_pv 0.15 -29.91 -46.81 -81.96 -46.81 85.92 346.53 355.38 351.41
192 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -0.25 -30.31 -47.21 -82.36 -47.21 85.52 346.13 354.98 351.01
196 multin_zz1000_61001_idxctrl_zz1000_pv -1.12 -31.17 -48.08 -83.22 -48.07 84.66 345.27 354.12 350.15
197 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -1.37 -31.43 -48.33 -83.47 -48.33 84.40 345.02 353.86 349.90
201 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -2.75 -32.80 -49.71 -84.85 -49.71 83.02 343.64 352.49 348.52
207 mt_961_use2010_best_save_rnk500_idxctrl -3.92 -33.97 -50.88 -86.02 -50.88 81.85 342.47 351.31 347.35
216 mt_961_use2010_last_save_rnk500_idxctrl -5.51 -35.57 -52.47 -87.62 -52.47 80.26 340.87 349.72 345.75
219 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -6.66 -36.71 -53.61 -88.76 -53.61 79.12 339.73 348.58 344.61
224 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -7.46 -37.52 -54.42 -89.57 -54.42 78.31 338.92 347.77 343.80
229 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -8.77 -38.82 -55.73 -90.87 -55.73 77.00 337.62 346.46 342.50
230 mt_961_use2013_best_save_rnk500_idxctrl -8.91 -38.96 -55.87 -91.01 -55.87 76.86 337.48 346.32 342.36
233 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -9.50 -39.55 -56.46 -91.60 -56.46 76.27 336.89 345.73 341.77
234 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -9.59 -39.64 -56.55 -91.69 -56.55 76.18 336.80 345.64 341.68
242 multin_zz1000_61001_idxctrl_top3800_pv -10.42 -40.48 -57.38 -92.52 -57.38 75.35 335.97 344.81 340.85
244 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -11.70 -41.75 -58.65 -93.80 -58.65 74.08 334.69 343.54 339.57
246 multin_zz1000_61002_idxctrl_top3800_pv -12.05 -42.11 -59.01 -94.15 -59.01 73.72 334.34 343.18 339.22
247 multin_zz1000_61004_idxctrl_top3800_pv -12.06 -42.12 -59.02 -94.16 -59.02 73.71 334.32 343.17 339.21
255 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -14.88 -44.94 -61.84 -96.98 -61.84 70.89 331.51 340.35 336.39
260 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -16.03 -46.09 -62.99 -98.14 -62.99 69.74 330.35 339.20 335.23
261 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -16.39 -46.44 -63.35 -98.49 -63.35 69.38 330.00 338.84 334.88
268 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -17.87 -47.93 -64.83 -99.98 -64.83 67.90 328.51 337.36 333.39
269 multin_zz1000_61004_idxctrl_50010002000_pv -17.92 -47.97 -64.87 -100.02 -64.87 67.86 328.47 337.32 333.35
272 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -18.14 -48.20 -65.10 -100.24 -65.10 67.63 328.24 337.09 333.13
275 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -18.48 -48.54 -65.44 -100.59 -65.44 67.29 327.90 336.75 332.78
281 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -19.63 -49.69 -66.59 -101.73 -66.59 66.14 326.75 335.60 331.64
283 multin_zz1000_61002_idxctrl_50010002000_pv -19.72 -49.78 -66.68 -101.82 -66.68 66.05 326.66 335.51 331.55
287 multin_zz1000_61001_idxctrl_50010002000_pv -20.08 -50.14 -67.04 -102.18 -67.04 65.69 326.31 335.15 331.19
291 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -21.15 -51.21 -68.11 -103.25 -68.11 64.62 325.24 334.08 330.12
294 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -21.53 -51.58 -68.49 -103.63 -68.48 64.25 324.86 333.71 329.74
299 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -21.86 -51.92 -68.82 -103.97 -68.82 63.91 324.52 333.37 329.40
300 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -21.88 -51.94 -68.84 -103.99 -68.84 63.89 324.50 333.35 329.38
301 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -22.13 -52.19 -69.09 -104.24 -69.09 63.64 324.25 333.10 329.13
309 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -23.07 -53.13 -70.03 -105.17 -70.03 62.70 323.31 332.16 328.20
312 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -23.25 -53.31 -70.21 -105.36 -70.21 62.52 323.13 331.98 328.01
319 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -24.43 -54.48 -71.39 -106.53 -71.39 61.34 321.96 330.80 326.84
323 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -25.00 -55.05 -71.95 -107.10 -71.95 60.78 321.39 330.24 326.27
325 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -25.47 -55.53 -72.43 -107.57 -72.43 60.30 320.92 329.76 325.80
331 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -26.69 -56.74 -73.65 -108.79 -73.65 59.08 319.70 328.54 324.58