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_20250707_151543
210 mt_961_use2008_best_save_rnk500_idxctrl 44.16 86.26 67.56 108.93 67.56 -45.22 -89.56 -113.82 -287.76
215 mt_962_use2009_last_save_rnk500_idxctrl 43.14 85.24 66.54 107.91 66.54 -46.24 -90.58 -114.84 -288.79
218 mt_962_use2008_last_save_rnk500_idxctrl 42.40 84.50 65.80 107.16 65.80 -46.99 -91.33 -115.59 -289.53
220 mt_962_use2008_best_save_rnk500_idxctrl 42.02 84.12 65.42 106.78 65.42 -47.37 -91.71 -115.97 -289.91
221 mt_962_use2009_best_save_rnk500_idxctrl 41.86 83.96 65.26 106.63 65.27 -47.52 -91.86 -116.12 -290.06
251 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 35.26 77.36 58.66 100.03 58.66 -54.13 -98.47 -122.73 -296.67
253 mt_961_use2008_last_save_rnk500_idxctrl 35.06 77.16 58.46 99.83 58.46 -54.33 -98.67 -122.93 -296.87
258 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 34.13 76.23 57.53 98.90 57.54 -55.25 -99.59 -123.85 -297.79
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 34.02 76.12 57.42 98.79 57.42 -55.36 -99.71 -123.96 -297.91
260 mt_962_use2010_best_save_rnk500_idxctrl 33.70 75.80 57.10 98.46 57.10 -55.69 -100.03 -124.29 -298.23
261 mt_961_use2023_best_save_rnk500_idxctrl 33.69 75.79 57.09 98.45 57.09 -55.70 -100.04 -124.30 -298.24
267 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 32.92 75.01 56.32 97.68 56.32 -56.47 -100.81 -125.07 -299.01
268 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 31.94 74.03 55.33 96.70 55.34 -57.45 -101.79 -126.05 -299.99
270 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 30.83 72.93 54.23 95.60 54.23 -58.55 -102.90 -127.15 -301.10
271 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 30.72 72.82 54.12 95.48 54.12 -58.67 -103.01 -127.27 -301.21
276 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 29.62 71.72 53.02 94.38 53.02 -59.77 -104.11 -128.37 -302.31
278 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 29.48 71.58 52.88 94.24 52.88 -59.91 -104.25 -128.51 -302.45
288 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 28.32 70.42 51.72 93.08 51.72 -61.07 -105.41 -129.67 -303.61
293 mt_962_use2016_best_save_rnk500_idxctrl 27.03 69.13 50.43 91.80 50.43 -62.35 -106.69 -130.95 -304.89
295 mt_962_use2014_last_save_rnk500_idxctrl 26.34 68.44 49.74 91.11 49.74 -63.04 -107.38 -131.64 -305.58
301 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 25.33 67.43 48.73 90.10 48.73 -64.05 -108.40 -132.65 -306.60
305 multin_zz1000_61004_idxctrl_50010002000_pv 24.63 66.73 48.03 89.40 48.03 -64.75 -109.10 -133.35 -307.30
306 mt_961_use2016_best_save_rnk500_idxctrl 24.63 66.73 48.03 89.40 48.03 -64.76 -109.10 -133.36 -307.30
308 multin_zz1000_61002_idxctrl_50010002000_pv 24.16 66.26 47.56 88.93 47.56 -65.22 -109.56 -133.82 -307.76
313 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 23.60 65.70 47.00 88.37 47.00 -65.78 -110.13 -134.38 -308.33
316 multin_zz1000_61004_idxctrl_top3800_pv 23.09 65.19 46.49 87.86 46.49 -66.30 -110.64 -134.90 -308.84
318 multin_zz1000_61002_idxctrl_top3800_pv 23.05 65.15 46.45 87.82 46.45 -66.34 -110.68 -134.94 -308.88
325 mt_962_use2011_best_save_rnk500_idxctrl 21.74 63.84 45.14 86.50 45.14 -67.65 -111.99 -136.25 -310.19
326 mt_961_use2014_last_save_rnk500_idxctrl 21.69 63.79 45.09 86.46 45.09 -67.70 -112.04 -136.30 -310.24
327 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 21.57 63.67 44.97 86.34 44.98 -67.81 -112.15 -136.41 -310.35
329 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 21.14 63.24 44.54 85.91 44.54 -68.25 -112.59 -136.85 -310.79
335 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 20.06 62.15 43.45 84.82 43.46 -69.33 -113.67 -137.93 -311.87
336 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 19.82 61.92 43.22 84.59 43.22 -69.56 -113.90 -138.16 -312.10
341 mt_962_use2011_last_save_rnk500_idxctrl 19.51 61.61 42.91 84.27 42.91 -69.88 -114.22 -138.48 -312.42
348 mt_961_use2016_last_save_rnk500_idxctrl 17.69 59.79 41.09 82.46 41.09 -71.69 -116.04 -140.29 -314.24
349 mt_962_use2012_last_save_rnk500_idxctrl 17.56 59.66 40.96 82.33 40.96 -71.82 -116.17 -140.42 -314.37
350 mt_961_use2023_last_save_rnk500_idxctrl 17.06 59.16 40.46 81.83 40.46 -72.32 -116.66 -140.92 -314.86
352 mt_962_use2018_last_save_rnk500_idxctrl 16.50 58.60 39.90 81.27 39.90 -72.88 -117.23 -141.48 -315.43
353 multin_zz1000_61001_idxctrl_50010002000_pv 16.43 58.53 39.83 81.20 39.83 -72.95 -117.30 -141.55 -315.50
354 mt_961_use2018_best_save_rnk500_idxctrl 15.95 58.05 39.35 80.71 39.35 -73.44 -117.78 -142.04 -315.98
356 mt_961_use2012_best_save_rnk500_idxctrl 15.86 57.96 39.26 80.63 39.26 -73.52 -117.86 -142.12 -316.06
359 mt_961_use2012_last_save_rnk500_idxctrl 14.57 56.67 37.97 79.34 37.97 -74.81 -119.16 -143.41 -317.36
360 multin_zz1000_61001_idxctrl_top3800_pv 14.51 56.61 37.91 79.28 37.91 -74.87 -119.21 -143.47 -317.41
366 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 13.62 55.72 37.02 78.39 37.02 -75.76 -120.10 -144.36 -318.30
368 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 13.36 55.46 36.76 78.12 36.76 -76.03 -120.37 -144.63 -318.57
369 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 13.33 55.43 36.73 78.10 36.73 -76.06 -120.40 -144.66 -318.60
370 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 13.01 55.11 36.41 77.77 36.41 -76.38 -120.72 -144.98 -318.92
371 mt_961_use2014_best_save_rnk500_idxctrl 12.93 55.03 36.33 77.70 36.33 -76.45 -120.80 -145.05 -319.00
373 mt_962_use2014_best_save_rnk500_idxctrl 12.84 54.93 36.23 77.60 36.24 -76.55 -120.89 -145.15 -319.09
375 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 12.71 54.80 36.10 77.47 36.11 -76.68 -121.02 -145.28 -319.22
381 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 11.74 53.84 35.14 76.51 35.14 -77.65 -121.99 -146.25 -320.19
383 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 11.46 53.56 34.86 76.23 34.86 -77.92 -122.26 -146.52 -320.46
385 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 11.04 53.14 34.44 75.81 34.44 -78.34 -122.69 -146.94 -320.89
387 mt_961_use2011_last_save_rnk500_idxctrl 9.95 52.05 33.35 74.72 33.35 -79.43 -123.78 -148.03 -321.98
390 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 7.52 49.61 30.91 72.28 30.92 -81.87 -126.21 -150.47 -324.41
392 multin_zz1000_61004_idxctrl_zz1000_pv 7.35 49.45 30.75 72.12 30.75 -82.03 -126.38 -150.63 -324.58
393 multin_zz1000_61002_idxctrl_zz1000_pv 7.17 49.27 30.57 71.94 30.57 -82.21 -126.55 -150.81 -324.75
394 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 7.12 49.22 30.52 71.89 30.53 -82.26 -126.60 -150.86 -324.80
395 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 6.90 49.00 30.30 71.66 30.30 -82.49 -126.83 -151.09 -325.03
396 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 6.78 48.88 30.18 71.54 30.18 -82.61 -126.95 -151.21 -325.15
397 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 6.76 48.85 30.15 71.52 30.16 -82.63 -126.97 -151.23 -325.17
400 mt_962_use2010_last_save_rnk500_idxctrl 6.03 48.13 29.43 70.80 29.44 -83.35 -127.69 -151.95 -325.89
401 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 6.02 48.11 29.41 70.78 29.42 -83.37 -127.71 -151.97 -325.91
402 mt_961_use2015_best_save_rnk500_idxctrl 6.01 48.11 29.41 70.78 29.41 -83.37 -127.72 -151.97 -325.92
403 mt_962_use2024_best_save_rnk500_idxctrl 5.96 48.06 29.36 70.73 29.36 -83.42 -127.77 -152.02 -325.97
407 multin_zz1000_61001_idxctrl_zz1000_pv 5.29 47.38 28.69 70.05 28.69 -84.10 -128.44 -152.70 -326.64
408 mt_961_use2015_last_save_rnk500_idxctrl 5.13 47.23 28.53 69.90 28.54 -84.25 -128.59 -152.85 -326.79
409 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 5.02 47.12 28.42 69.78 28.42 -84.37 -128.71 -152.97 -326.91
410 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 4.57 46.67 27.97 69.34 27.97 -84.81 -129.15 -153.41 -327.35
411 multin_zz1000_61002_idxctrl_pv_rm_fnd 4.52 46.62 27.92 69.28 27.92 -84.87 -129.21 -153.47 -327.41
412 multin_zz1000_61004_idxctrl_pv_rm_fnd 4.52 46.62 27.92 69.28 27.92 -84.87 -129.21 -153.47 -327.41
414 mt_961_use2018_last_save_rnk500_idxctrl 4.26 46.36 27.66 69.03 27.67 -85.12 -129.46 -153.72 -327.66
415 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 4.12 46.22 27.52 68.88 27.52 -85.27 -129.61 -153.87 -327.81
416 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 4.12 46.22 27.52 68.88 27.52 -85.27 -129.61 -153.87 -327.81
417 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 3.67 45.77 27.07 68.44 27.08 -85.71 -130.05 -154.31 -328.25
418 mt_961_use2013_last_save_rnk500_idxctrl 3.63 45.73 27.03 68.40 27.04 -85.75 -130.09 -154.35 -328.29
422 mt_961_use2009_last_save_rnk500_idxctrl 2.90 45.00 26.30 67.67 26.30 -86.48 -130.83 -155.08 -329.03
423 mt_962_use2012_best_save_rnk500_idxctrl 2.67 44.77 26.07 67.43 26.07 -86.72 -131.06 -155.32 -329.26
424 mt_962_use2016_last_save_rnk500_idxctrl 2.63 44.73 26.03 67.40 26.03 -86.75 -131.09 -155.35 -329.29
425 multin_zz1000_61001_idxctrl_pv_rm_fnd 2.40 44.50 25.80 67.17 25.80 -86.99 -131.33 -155.59 -329.53
426 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 1.98 44.08 25.38 66.75 25.38 -87.41 -131.75 -156.01 -329.95
428 mt_961_use2009_best_save_rnk500_idxctrl 0.72 42.82 24.12 65.49 24.13 -88.66 -133.00 -157.26 -331.20
429 mt_961_use2017_best_save_rnk500_idxctrl -0.13 41.97 23.27 64.64 23.27 -89.51 -133.86 -158.11 -332.06
431 mt_961_use2011_best_save_rnk500_idxctrl -0.41 41.69 22.99 64.36 22.99 -89.79 -134.13 -158.39 -332.33
432 mt_962_use2024_last_save_rnk500_idxctrl -0.75 41.35 22.65 64.02 22.65 -90.13 -134.47 -158.73 -332.67
433 mt_962_use2017_best_save_rnk500_idxctrl -1.44 40.66 21.96 63.33 21.97 -90.82 -135.16 -159.42 -333.36
434 mt_962_use2017_last_save_rnk500_idxctrl -1.52 40.58 21.88 63.25 21.88 -90.90 -135.25 -159.50 -333.45
437 mt_962_use2018_best_save_rnk500_idxctrl -2.47 39.63 20.93 62.30 20.94 -91.85 -136.19 -160.45 -334.39
440 mt_962_use2013_last_save_rnk500_idxctrl -4.12 37.98 19.28 60.65 19.28 -93.50 -137.85 -162.10 -336.05
441 multin_zz1000_61004_idxctrl_pv -4.22 37.88 19.18 60.55 19.18 -93.61 -137.95 -162.20 -336.15
442 multin_zz1000_61002_idxctrl_pv -4.22 37.88 19.18 60.55 19.18 -93.61 -137.95 -162.20 -336.15
443 multin_zz1000_61004_idxctrl_pv_rm_blc -4.75 37.35 18.65 60.01 18.65 -94.14 -138.48 -162.74 -336.68
444 multin_zz1000_61002_idxctrl_pv_rm_blc -4.75 37.35 18.65 60.01 18.65 -94.14 -138.48 -162.74 -336.68
446 mt_961_use2024_best_save_rnk500_idxctrl -5.45 36.65 17.95 59.31 17.95 -94.84 -139.18 -163.44 -337.38
447 mt_961_use2010_best_save_rnk500_idxctrl -6.18 35.92 17.22 58.59 17.22 -95.57 -139.91 -164.16 -338.11
449 multin_zz1000_61001_idxctrl_pv -7.36 34.74 16.04 57.40 16.04 -96.75 -141.09 -165.35 -339.29
450 multin_zz1000_61001_idxctrl_pv_rm_blc -7.90 34.20 15.50 56.86 15.50 -97.29 -141.63 -165.89 -339.83
452 mt_962_use2015_last_save_rnk500_idxctrl -8.42 33.68 14.98 56.34 14.98 -97.81 -142.15 -166.41 -340.35
454 mt_962_use2023_last_save_rnk500_idxctrl -8.47 33.63 14.93 56.29 14.93 -97.86 -142.20 -166.46 -340.40
455 multin_zz500_61004_idxctrl_zz500_pv -8.68 33.42 14.72 56.09 14.72 -98.06 -142.41 -166.66 -340.61
456 mt_962_use2013_best_save_rnk500_idxctrl -8.99 33.10 14.40 55.77 14.41 -98.38 -142.72 -166.98 -340.92
457 multin_zz500_61002_idxctrl_zz500_pv -9.05 33.05 14.35 55.72 14.36 -98.43 -142.77 -167.03 -340.97
461 mt_961_use2017_last_save_rnk500_idxctrl -9.80 32.30 13.60 54.97 13.60 -99.18 -143.53 -167.78 -341.73
462 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -9.90 32.20 13.50 54.86 13.50 -99.29 -143.63 -167.89 -341.83
463 mt_962_use2021_last_save_rnk500_idxctrl -10.10 32.00 13.30 54.66 13.30 -99.49 -143.83 -168.09 -342.03
465 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -10.31 31.79 13.09 54.46 13.10 -99.69 -144.03 -168.29 -342.23
468 mt_961_use2024_last_save_rnk500_idxctrl -11.10 31.00 12.30 53.67 12.30 -100.48 -144.83 -169.08 -343.03
471 mt_962_use2023_best_save_rnk500_idxctrl -13.27 28.83 10.13 51.49 10.13 -102.66 -147.00 -171.26 -345.20
472 mt_961_use2022_last_save_rnk500_idxctrl -13.42 28.68 9.98 51.34 9.98 -102.81 -147.15 -171.41 -345.35
473 multin_zz500_61001_idxctrl_zz500_pv -13.55 28.54 9.84 51.21 9.85 -102.94 -147.28 -171.54 -345.48
474 mt_961_use2021_last_save_rnk500_idxctrl -14.40 27.70 9.00 50.36 9.00 -103.79 -148.13 -172.39 -346.33
475 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -14.88 27.22 8.52 49.89 8.52 -104.27 -148.61 -172.87 -346.81
480 mt_961_use2010_last_save_rnk500_idxctrl -17.97 24.13 5.43 46.80 5.43 -107.35 -151.70 -175.95 -349.90
491 mt_962_use2022_last_save_rnk500_idxctrl -24.66 17.44 -1.26 40.11 -1.26 -114.04 -158.38 -182.64 -356.58
495 mt_961_use2022_best_save_rnk500_idxctrl -27.40 14.70 -4.00 37.37 -4.00 -116.78 -161.13 -185.38 -359.33
498 mt_962_use2021_best_save_rnk500_idxctrl -31.14 10.96 -7.74 33.62 -7.74 -120.53 -164.87 -189.13 -363.07
500 mt_962_use2019_last_save_rnk500_idxctrl -35.00 7.10 -11.60 29.76 -11.60 -124.39 -168.73 -192.99 -366.93
502 mt_962_use2020_last_save_rnk500_idxctrl -38.74 3.36 -15.34 26.03 -15.34 -128.12 -172.47 -196.72 -370.67
511 mt_962_use2019_best_save_rnk500_idxctrl -42.46 -0.36 -19.06 22.31 -19.05 -131.84 -176.18 -200.44 -374.38
514 mt_961_use2021_best_save_rnk500_idxctrl -45.43 -3.33 -22.03 19.34 -22.03 -134.82 -179.16 -203.42 -377.36
515 mt_961_use2013_best_save_rnk500_idxctrl -47.60 -5.50 -24.20 17.17 -24.19 -136.98 -181.32 -205.58 -379.52
517 mt_961_use2019_best_save_rnk500_idxctrl -48.95 -6.85 -25.55 15.82 -25.55 -138.33 -182.67 -206.93 -380.87
518 mt_961_use2019_last_save_rnk500_idxctrl -50.78 -8.68 -27.38 13.98 -27.38 -140.17 -184.51 -208.77 -382.71
519 mt_961_use2020_last_save_rnk500_idxctrl -52.94 -10.84 -29.54 11.82 -29.54 -142.33 -186.67 -210.93 -384.87
520 mt_961_use2020_best_save_rnk500_idxctrl -53.09 -10.99 -29.69 11.68 -29.69 -142.47 -186.82 -211.07 -385.02
522 mt_962_use2015_best_save_rnk500_idxctrl -54.65 -12.55 -31.25 10.12 -31.25 -144.03 -188.38 -212.63 -386.58
525 mt_962_use2020_best_save_rnk500_idxctrl -62.29 -20.19 -38.89 2.48 -38.89 -151.67 -196.01 -220.27 -394.21
526 mt_962_use2022_best_save_rnk500_idxctrl -62.36 -20.26 -38.96 2.41 -38.95 -151.74 -196.08 -220.34 -394.28