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_20250708_151524
4 mt_962_use2023_last_save_rnk500_idxctrl 60.53 55.63 183.86 99.09 183.86 73.13 -84.66 -82.72 -13.88
6 mt_962_use2023_best_save_rnk500_idxctrl 59.84 54.95 183.18 98.40 183.18 72.45 -85.34 -83.40 -14.56
7 mt_962_use2022_last_save_rnk500_idxctrl 58.84 53.95 182.18 97.40 182.18 71.44 -86.35 -84.41 -15.57
9 mt_962_use2022_best_save_rnk500_idxctrl 48.54 43.65 171.88 87.10 171.88 61.15 -96.65 -94.70 -25.86
10 mt_962_use2024_last_save_rnk500_idxctrl 47.45 42.55 170.78 86.01 170.78 60.05 -97.74 -95.80 -26.96
11 mt_962_use2024_best_save_rnk500_idxctrl 47.13 42.24 170.47 85.69 170.47 59.74 -98.06 -96.11 -27.27
13 mt_962_use2020_best_save_rnk500_idxctrl 42.44 37.55 165.78 81.00 165.78 55.05 -102.75 -100.80 -31.96
15 mt_962_use2013_best_save_rnk500_idxctrl 40.05 35.16 163.39 78.61 163.39 52.66 -105.14 -103.19 -34.35
16 mt_962_use2012_best_save_rnk500_idxctrl 39.01 34.12 162.35 77.57 162.35 51.62 -106.18 -104.23 -35.39
17 mt_962_use2021_last_save_rnk500_idxctrl 38.06 33.17 161.40 76.63 161.40 50.67 -107.12 -105.18 -36.34
18 mt_962_use2021_best_save_rnk500_idxctrl 37.36 32.47 160.70 75.92 160.70 49.96 -107.83 -105.89 -37.05
19 mt_962_use2014_best_save_rnk500_idxctrl 32.49 27.60 155.83 71.05 155.83 45.10 -112.69 -110.75 -41.91
24 mt_962_use2014_last_save_rnk500_idxctrl 27.62 22.73 150.96 66.18 150.96 40.23 -117.57 -115.62 -46.78
26 mt_962_use2015_best_save_rnk500_idxctrl 26.94 22.05 150.28 65.50 150.28 39.54 -118.25 -116.31 -47.47
30 mt_962_use2020_last_save_rnk500_idxctrl 25.26 20.37 148.60 63.82 148.60 37.86 -119.93 -117.99 -49.15
42 mt_962_use2013_last_save_rnk500_idxctrl 15.93 11.04 139.27 54.49 139.27 28.53 -129.26 -127.32 -58.48
46 mt_961_use2011_best_save_rnk500_idxctrl 14.49 9.60 137.83 53.05 137.83 27.09 -130.70 -128.76 -59.92
54 mt_961_use2009_best_save_rnk500_idxctrl 12.85 7.96 136.19 51.41 136.19 25.46 -132.34 -130.39 -61.55
58 mt_961_use2009_last_save_rnk500_idxctrl 11.32 6.43 134.66 49.88 134.66 23.92 -133.87 -131.93 -63.09
69 mt_961_use2013_best_save_rnk500_idxctrl 8.86 3.97 132.20 47.42 132.20 21.47 -136.33 -134.38 -65.54
74 mt_961_use2010_last_save_rnk500_idxctrl 8.06 3.17 131.40 46.62 131.40 20.66 -137.13 -135.19 -66.35
80 mt_961_use2010_best_save_rnk500_idxctrl 4.77 -0.12 128.11 43.33 128.11 17.38 -140.42 -138.47 -69.63
81 mt_962_use2019_best_save_rnk500_idxctrl 4.76 -0.13 128.10 43.32 128.10 17.36 -140.43 -138.49 -69.65
82 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 4.30 -0.59 127.64 42.86 127.64 16.91 -140.89 -138.94 -70.10
83 mt_962_use2019_last_save_rnk500_idxctrl 3.91 -0.98 127.25 42.47 127.25 16.51 -141.28 -139.34 -70.50
88 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 3.29 -1.61 126.62 41.85 126.62 15.89 -141.90 -139.96 -71.12
93 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 2.55 -2.34 125.89 41.11 125.89 15.16 -142.64 -140.69 -71.85
95 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 2.03 -2.86 125.37 40.59 125.37 14.64 -143.16 -141.21 -72.37
98 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 1.53 -3.36 124.87 40.09 124.87 14.14 -143.66 -141.71 -72.87
100 multin_zz1000_61002_idxctrl_top3800_pv 1.40 -3.49 124.74 39.96 124.74 14.00 -143.79 -141.85 -73.01
101 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 1.17 -3.72 124.51 39.73 124.51 13.77 -144.02 -142.08 -73.24
105 multin_zz1000_61002_idxctrl_50010002000_pv 0.84 -4.05 124.18 39.40 124.18 13.45 -144.35 -142.40 -73.56
106 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 0.73 -4.17 124.06 39.29 124.06 13.33 -144.46 -142.52 -73.68
107 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 0.65 -4.24 123.99 39.21 123.99 13.26 -144.54 -142.59 -73.75
108 multin_zz1000_61004_idxctrl_top3800_pv 0.55 -4.35 123.88 39.11 123.88 13.15 -144.64 -142.70 -73.86
111 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 0.36 -4.53 123.70 38.92 123.70 12.96 -144.83 -142.89 -74.05
112 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 0.11 -4.79 123.44 38.67 123.45 12.71 -145.08 -143.14 -74.30
114 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -0.43 -5.33 122.90 38.13 122.90 12.17 -145.62 -143.68 -74.84
115 mt_962_use2017_best_save_rnk500_idxctrl -0.54 -5.43 122.80 38.02 122.80 12.06 -145.73 -143.79 -74.95
116 multin_zz1000_61004_idxctrl_50010002000_pv -0.62 -5.51 122.72 37.94 122.72 11.99 -145.81 -143.86 -75.02
117 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -0.73 -5.62 122.61 37.83 122.61 11.88 -145.92 -143.97 -75.13
119 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -1.00 -5.89 122.34 37.56 122.34 11.60 -146.19 -144.25 -75.41
120 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -1.14 -6.04 122.19 37.42 122.19 11.46 -146.33 -144.39 -75.55
122 multin_zz1000_61001_idxctrl_50010002000_pv -1.28 -6.17 122.06 37.28 122.06 11.33 -146.47 -144.52 -75.68
123 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -1.35 -6.25 121.98 37.21 121.98 11.25 -146.54 -144.60 -75.76
125 mt_961_use2014_last_save_rnk500_idxctrl -1.51 -6.41 121.83 37.05 121.83 11.09 -146.70 -144.76 -75.92
128 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -1.76 -6.65 121.58 36.80 121.58 10.85 -146.95 -145.00 -76.16
129 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -1.92 -6.82 121.41 36.64 121.41 10.68 -147.11 -145.17 -76.33
131 multin_zz1000_61001_idxctrl_top3800_pv -1.96 -6.86 121.37 36.60 121.37 10.64 -147.15 -145.21 -76.37
132 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -1.96 -6.86 121.37 36.60 121.37 10.64 -147.15 -145.21 -76.37
134 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -2.32 -7.22 121.01 36.24 121.01 10.28 -147.51 -145.57 -76.73
138 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -2.68 -7.57 120.66 35.88 120.66 9.92 -147.87 -145.93 -77.09
139 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -2.75 -7.65 120.58 35.81 120.58 9.85 -147.94 -146.00 -77.16
140 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -2.98 -7.87 120.36 35.58 120.36 9.63 -148.17 -146.23 -77.39
147 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -3.76 -8.65 119.58 34.80 119.58 8.85 -148.95 -147.00 -78.16
151 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -3.83 -8.73 119.50 34.73 119.50 8.77 -149.02 -147.08 -78.24
153 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -3.94 -8.83 119.40 34.62 119.40 8.67 -149.12 -147.18 -78.34
154 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.04 -8.94 119.29 34.52 119.29 8.56 -149.23 -147.29 -78.45
155 multin_zz1000_61004_idxctrl_zz1000_pv -4.13 -9.03 119.20 34.43 119.20 8.47 -149.32 -147.38 -78.54
156 multin_zz1000_61001_idxctrl_zz1000_pv -4.16 -9.06 119.17 34.40 119.17 8.44 -149.35 -147.41 -78.57
157 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -4.32 -9.21 119.02 34.24 119.02 8.28 -149.51 -147.57 -78.73
159 multin_zz1000_61002_idxctrl_zz1000_pv -4.46 -9.35 118.88 34.10 118.88 8.15 -149.65 -147.70 -78.86
162 mt_961_use2011_last_save_rnk500_idxctrl -5.00 -9.90 118.34 33.56 118.34 7.60 -150.19 -148.25 -79.41
172 mt_962_use2012_last_save_rnk500_idxctrl -5.79 -10.69 117.54 32.77 117.54 6.81 -150.98 -149.04 -80.20
178 mt_961_use2015_best_save_rnk500_idxctrl -6.74 -11.63 116.60 31.82 116.60 5.87 -151.93 -149.98 -81.14
185 mt_962_use2010_last_save_rnk500_idxctrl -7.89 -12.79 115.44 30.67 115.44 4.71 -153.08 -151.14 -82.30
186 multin_zz1000_61001_idxctrl_pv_rm_blc -8.05 -12.95 115.28 30.51 115.29 4.55 -153.24 -151.30 -82.46
187 multin_zz1000_61002_idxctrl_pv_rm_blc -8.28 -13.18 115.05 30.28 115.05 4.32 -153.47 -151.53 -82.69
188 multin_zz1000_61004_idxctrl_pv_rm_blc -8.28 -13.18 115.05 30.28 115.05 4.32 -153.47 -151.53 -82.69
191 multin_zz1000_61001_idxctrl_pv -8.54 -13.44 114.79 30.02 114.79 4.06 -153.73 -151.79 -82.95
193 multin_zz1000_61002_idxctrl_pv -8.68 -13.58 114.65 29.88 114.65 3.92 -153.87 -151.93 -83.09
194 multin_zz1000_61004_idxctrl_pv -8.68 -13.58 114.65 29.88 114.65 3.92 -153.87 -151.93 -83.09
201 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -9.17 -14.07 114.17 29.39 114.17 3.43 -154.36 -152.42 -83.58
202 mt_962_use2017_last_save_rnk500_idxctrl -9.25 -14.14 114.09 29.31 114.09 3.36 -154.44 -152.49 -83.65
203 mt_962_use2015_last_save_rnk500_idxctrl -9.32 -14.22 114.02 29.24 114.02 3.28 -154.51 -152.57 -83.73
205 mt_961_use2021_best_save_rnk500_idxctrl -9.39 -14.28 113.95 29.17 113.95 3.22 -154.58 -152.63 -83.79
206 mt_962_use2011_last_save_rnk500_idxctrl -9.43 -14.32 113.91 29.14 113.91 3.18 -154.61 -152.67 -83.83
210 multin_zz1000_61001_idxctrl_pv_rm_fnd -9.86 -14.75 113.48 28.70 113.48 2.75 -155.04 -153.10 -84.26
212 mt_961_use2021_last_save_rnk500_idxctrl -9.90 -14.79 113.44 28.66 113.44 2.70 -155.09 -153.15 -84.31
213 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -9.97 -14.86 113.37 28.59 113.37 2.64 -155.16 -153.21 -84.37
214 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -9.97 -14.86 113.37 28.59 113.37 2.64 -155.16 -153.21 -84.37
222 multin_zz1000_61004_idxctrl_pv_rm_fnd -10.56 -15.45 112.78 28.00 112.78 2.05 -155.74 -153.80 -84.96
223 multin_zz1000_61002_idxctrl_pv_rm_fnd -10.56 -15.45 112.78 28.00 112.78 2.05 -155.74 -153.80 -84.96
244 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -12.65 -17.54 110.69 25.91 110.69 -0.04 -157.83 -155.89 -87.05
246 mt_961_use2014_best_save_rnk500_idxctrl -12.82 -17.72 110.51 25.74 110.51 -0.22 -158.01 -156.07 -87.23
247 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -12.84 -17.74 110.50 25.72 110.50 -0.24 -158.03 -156.09 -87.25
248 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -13.12 -18.01 110.22 25.44 110.22 -0.51 -158.31 -156.36 -87.52
250 multin_zz500_61002_idxctrl_zz500_pv -13.29 -18.18 110.05 25.27 110.05 -0.68 -158.47 -156.53 -87.69
253 multin_zz500_61004_idxctrl_zz500_pv -13.50 -18.39 109.84 25.06 109.84 -0.89 -158.69 -156.74 -87.90
257 mt_962_use2011_best_save_rnk500_idxctrl -13.71 -18.60 109.63 24.85 109.63 -1.10 -158.89 -156.95 -88.11
261 multin_zz500_61001_idxctrl_zz500_pv -13.83 -18.72 109.51 24.73 109.51 -1.22 -159.02 -157.07 -88.23
270 mt_961_use2012_last_save_rnk500_idxctrl -14.30 -19.19 109.04 24.26 109.04 -1.69 -159.49 -157.54 -88.70
273 mt_961_use2012_best_save_rnk500_idxctrl -14.57 -19.47 108.76 23.99 108.77 -1.97 -159.76 -157.82 -88.98
321 mt_961_use2015_last_save_rnk500_idxctrl -18.42 -23.32 104.91 20.14 104.91 -5.82 -163.61 -161.67 -92.83
327 mt_962_use2016_last_save_rnk500_idxctrl -18.87 -23.76 104.47 19.69 104.47 -6.26 -164.06 -162.11 -93.27
328 mt_961_use2017_last_save_rnk500_idxctrl -18.91 -23.80 104.43 19.65 104.43 -6.30 -164.10 -162.15 -93.31
331 mt_962_use2010_best_save_rnk500_idxctrl -19.03 -23.92 104.31 19.53 104.31 -6.43 -164.22 -162.28 -93.44
353 mt_961_use2013_last_save_rnk500_idxctrl -21.30 -26.19 102.04 17.26 102.04 -8.69 -166.49 -164.54 -95.70
360 mt_961_use2020_last_save_rnk500_idxctrl -21.98 -26.87 101.36 16.58 101.36 -9.38 -167.17 -165.23 -96.39
363 mt_961_use2022_best_save_rnk500_idxctrl -22.54 -27.43 100.80 16.02 100.80 -9.93 -167.73 -165.78 -96.94
397 mt_961_use2020_best_save_rnk500_idxctrl -25.66 -30.55 97.68 12.90 97.68 -13.05 -170.85 -168.90 -100.06
421 mt_961_use2016_last_save_rnk500_idxctrl -28.04 -32.94 95.29 10.52 95.29 -15.44 -173.23 -171.29 -102.45
424 mt_961_use2008_last_save_rnk500_idxctrl -28.46 -33.36 94.87 10.10 94.87 -15.86 -173.65 -171.71 -102.87
426 mt_961_use2023_last_save_rnk500_idxctrl -29.01 -33.90 94.33 9.55 94.33 -16.40 -174.20 -172.25 -103.41
430 mt_962_use2018_best_save_rnk500_idxctrl -30.23 -35.12 93.11 8.33 93.11 -17.62 -175.42 -173.47 -104.63
434 mt_962_use2009_last_save_rnk500_idxctrl -30.78 -35.67 92.56 7.78 92.56 -18.17 -175.97 -174.02 -105.18
435 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -31.05 -35.94 92.29 7.51 92.29 -18.44 -176.24 -174.29 -105.46
438 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -31.10 -35.99 92.24 7.46 92.24 -18.49 -176.28 -174.34 -105.50
442 mt_961_use2019_last_save_rnk500_idxctrl -31.69 -36.58 91.65 6.87 91.65 -19.08 -176.88 -174.93 -106.09
445 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -31.89 -36.79 91.45 6.67 91.45 -19.29 -177.08 -175.14 -106.30
446 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -31.91 -36.80 91.43 6.65 91.43 -19.30 -177.10 -175.15 -106.31
447 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -32.23 -37.12 91.11 6.33 91.11 -19.62 -177.42 -175.47 -106.63
448 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -32.31 -37.21 91.02 6.25 91.03 -19.71 -177.50 -175.56 -106.72
450 mt_962_use2009_best_save_rnk500_idxctrl -32.75 -37.64 90.59 5.81 90.59 -20.14 -177.94 -175.99 -107.15
455 mt_961_use2016_best_save_rnk500_idxctrl -33.18 -38.07 90.16 5.38 90.16 -20.58 -178.37 -176.43 -107.59
460 mt_961_use2022_last_save_rnk500_idxctrl -33.73 -38.63 89.60 4.83 89.60 -21.13 -178.92 -176.98 -108.14
467 mt_961_use2024_last_save_rnk500_idxctrl -35.89 -40.79 87.44 2.67 87.44 -23.29 -181.08 -179.14 -110.30
468 mt_961_use2017_best_save_rnk500_idxctrl -36.20 -41.09 87.14 2.36 87.14 -23.60 -181.39 -179.45 -110.61
477 mt_962_use2016_best_save_rnk500_idxctrl -38.80 -43.69 84.54 -0.24 84.54 -26.20 -183.99 -182.05 -113.21
481 mt_961_use2024_best_save_rnk500_idxctrl -39.59 -44.48 83.75 -1.03 83.75 -26.99 -184.78 -182.84 -114.00
486 mt_961_use2008_best_save_rnk500_idxctrl -42.00 -46.90 81.33 -3.44 81.33 -29.40 -187.19 -185.25 -116.41
488 mt_962_use2008_best_save_rnk500_idxctrl -43.04 -47.93 80.30 -4.48 80.30 -30.43 -188.23 -186.28 -117.44
492 mt_962_use2008_last_save_rnk500_idxctrl -44.84 -49.74 78.49 -6.28 78.49 -32.24 -190.03 -188.09 -119.25
497 mt_962_use2018_last_save_rnk500_idxctrl -47.61 -52.50 75.73 -9.05 75.73 -35.01 -192.80 -190.86 -122.02
503 mt_961_use2019_best_save_rnk500_idxctrl -51.14 -56.03 72.20 -12.58 72.20 -38.53 -196.33 -194.38 -125.54
511 mt_961_use2018_last_save_rnk500_idxctrl -62.29 -67.19 61.04 -23.73 61.04 -49.69 -207.48 -205.54 -136.70
512 mt_961_use2023_best_save_rnk500_idxctrl -62.70 -67.59 60.64 -24.14 60.64 -50.09 -207.89 -205.94 -137.10
520 mt_961_use2018_best_save_rnk500_idxctrl -75.13 -80.03 48.20 -36.57 48.20 -62.53 -220.32 -218.38 -149.54