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_20250709_151525
66 mt_961_use2018_best_save_rnk500_idxctrl 42.30 55.99 15.69 21.41 15.69 38.17 65.68 13.69 -5.90
73 mt_962_use2008_best_save_rnk500_idxctrl 40.86 54.55 14.25 19.97 14.25 36.73 64.25 12.25 -7.34
107 mt_961_use2016_best_save_rnk500_idxctrl 36.07 49.77 9.47 15.19 9.47 31.94 59.46 7.46 -12.13
117 mt_961_use2008_best_save_rnk500_idxctrl 35.52 49.22 8.92 14.64 8.92 31.39 58.91 6.91 -12.68
118 mt_962_use2008_last_save_rnk500_idxctrl 35.25 48.94 8.64 14.36 8.64 31.12 58.63 6.63 -12.95
130 mt_961_use2023_best_save_rnk500_idxctrl 34.26 47.95 7.65 13.37 7.65 30.13 57.64 5.65 -13.94
138 mt_961_use2017_best_save_rnk500_idxctrl 33.39 47.08 6.78 12.51 6.78 29.26 56.78 4.78 -14.81
150 mt_961_use2017_last_save_rnk500_idxctrl 32.70 46.39 6.09 11.81 6.09 28.57 56.08 4.08 -15.50
163 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 31.91 45.60 5.30 11.02 5.30 27.78 55.29 3.29 -16.29
164 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 31.87 45.57 5.27 10.99 5.27 27.74 55.26 3.26 -16.33
166 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 31.75 45.44 5.14 10.86 5.14 27.62 55.14 3.14 -16.45
167 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 31.54 45.23 4.93 10.65 4.93 27.41 54.92 2.93 -16.66
168 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 31.50 45.19 4.89 10.61 4.89 27.36 54.88 2.88 -16.71
174 mt_961_use2012_best_save_rnk500_idxctrl 30.86 44.56 4.26 9.98 4.26 26.73 54.25 2.25 -17.34
176 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 30.68 44.37 4.07 9.80 4.07 26.55 54.07 2.07 -17.52
177 mt_961_use2018_last_save_rnk500_idxctrl 30.68 44.37 4.07 9.79 4.07 26.55 54.07 2.07 -17.52
179 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 30.63 44.32 4.02 9.74 4.02 26.50 54.02 2.02 -17.57
188 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 30.22 43.92 3.62 9.34 3.62 26.09 53.61 1.61 -17.98
189 mt_961_use2008_last_save_rnk500_idxctrl 30.11 43.80 3.51 9.23 3.50 25.98 53.50 1.50 -18.09
194 mt_962_use2018_last_save_rnk500_idxctrl 29.65 43.34 3.04 8.76 3.04 25.52 53.03 1.03 -18.55
200 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 29.49 43.18 2.88 8.60 2.88 25.36 52.87 0.87 -18.71
207 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 28.87 42.56 2.26 7.98 2.26 24.74 52.26 0.26 -19.33
210 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 28.76 42.45 2.16 7.88 2.15 24.63 52.15 0.15 -19.44
213 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 28.11 41.80 1.50 7.23 1.50 23.98 51.50 -0.50 -20.09
214 mt_961_use2012_last_save_rnk500_idxctrl 28.05 41.75 1.45 7.17 1.45 23.92 51.44 -0.56 -20.15
218 mt_961_use2023_last_save_rnk500_idxctrl 27.75 41.45 1.15 6.87 1.15 23.62 51.14 -0.86 -20.45
219 mt_961_use2016_last_save_rnk500_idxctrl 27.54 41.23 0.93 6.65 0.93 23.41 50.92 -1.07 -20.66
229 mt_961_use2011_last_save_rnk500_idxctrl 26.72 40.42 0.12 5.84 0.12 22.59 50.11 -1.89 -21.48
251 multin_zz1000_61004_idxctrl_top3800_pv 24.22 37.91 -2.39 3.34 -2.39 20.09 47.61 -4.39 -23.98
259 multin_zz1000_61004_idxctrl_50010002000_pv 23.83 37.52 -2.77 2.95 -2.77 19.70 47.22 -4.78 -24.37
260 mt_961_use2010_best_save_rnk500_idxctrl 23.82 37.51 -2.79 2.93 -2.79 19.69 47.20 -4.79 -24.38
263 mt_962_use2009_best_save_rnk500_idxctrl 23.37 37.06 -3.24 2.48 -3.24 19.24 46.76 -5.24 -24.83
270 multin_zz1000_61002_idxctrl_top3800_pv 22.87 36.56 -3.74 1.98 -3.74 18.74 46.25 -5.74 -25.33
271 multin_zz1000_61001_idxctrl_top3800_pv 22.73 36.42 -3.88 1.84 -3.88 18.60 46.11 -5.89 -25.47
273 mt_961_use2024_best_save_rnk500_idxctrl 22.51 36.20 -4.09 1.63 -4.09 18.38 45.90 -6.10 -25.69
275 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 22.46 36.15 -4.15 1.57 -4.15 18.33 45.84 -6.16 -25.74
276 multin_zz1000_61002_idxctrl_50010002000_pv 22.22 35.91 -4.39 1.34 -4.39 18.09 45.61 -6.39 -25.98
278 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 22.02 35.71 -4.58 1.14 -4.58 17.89 45.41 -6.59 -26.18
280 mt_962_use2009_last_save_rnk500_idxctrl 21.98 35.68 -4.62 1.10 -4.62 17.85 45.37 -6.63 -26.22
284 mt_961_use2024_last_save_rnk500_idxctrl 21.36 35.05 -5.24 0.48 -5.24 17.23 44.75 -7.25 -26.84
285 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 21.25 34.94 -5.36 0.36 -5.36 17.12 44.63 -7.36 -26.95
289 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 20.94 34.64 -5.66 0.06 -5.66 16.81 44.33 -7.67 -27.26
290 mt_961_use2019_best_save_rnk500_idxctrl 20.87 34.56 -5.74 -0.02 -5.74 16.74 44.25 -7.74 -27.33
295 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 19.82 33.51 -6.79 -1.07 -6.79 15.69 43.20 -8.80 -28.38
301 multin_zz1000_61001_idxctrl_50010002000_pv 19.50 33.19 -7.11 -1.39 -7.11 15.37 42.89 -9.11 -28.70
303 mt_961_use2013_last_save_rnk500_idxctrl 19.47 33.16 -7.14 -1.42 -7.14 15.34 42.86 -9.14 -28.73
304 mt_962_use2016_best_save_rnk500_idxctrl 19.41 33.11 -7.19 -1.47 -7.19 15.28 42.80 -9.20 -28.79
323 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 17.50 31.20 -9.10 -3.38 -9.10 13.37 40.89 -11.11 -30.70
327 mt_961_use2009_last_save_rnk500_idxctrl 16.49 30.19 -10.11 -4.39 -10.11 12.36 39.88 -12.12 -31.71
331 mt_961_use2014_last_save_rnk500_idxctrl 16.09 29.79 -10.51 -4.79 -10.51 11.96 39.48 -12.52 -32.11
333 mt_962_use2018_best_save_rnk500_idxctrl 15.70 29.39 -10.91 -5.19 -10.91 11.57 39.08 -12.91 -32.50
340 mt_961_use2009_best_save_rnk500_idxctrl 14.95 28.64 -11.65 -5.93 -11.65 10.82 38.34 -13.66 -33.25
345 mt_961_use2015_best_save_rnk500_idxctrl 14.48 28.17 -12.13 -6.41 -12.13 10.35 37.87 -14.13 -33.72
348 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 14.05 27.74 -12.55 -6.83 -12.55 9.92 37.44 -14.56 -34.15
349 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 14.03 27.73 -12.57 -6.85 -12.57 9.90 37.42 -14.58 -34.17
350 mt_961_use2014_best_save_rnk500_idxctrl 14.00 27.70 -12.60 -6.88 -12.60 9.87 37.39 -14.61 -34.20
355 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 13.50 27.19 -13.11 -7.39 -13.11 9.36 36.88 -15.12 -34.71
356 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 13.49 27.19 -13.11 -7.39 -13.11 9.36 36.88 -15.12 -34.71
360 mt_961_use2010_last_save_rnk500_idxctrl 12.54 26.23 -14.07 -8.35 -14.07 8.41 35.92 -16.08 -35.66
361 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 12.46 26.15 -14.15 -8.43 -14.15 8.33 35.84 -16.15 -35.74
363 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 11.86 25.55 -14.75 -9.02 -14.75 7.73 35.25 -16.75 -36.34
366 mt_961_use2011_best_save_rnk500_idxctrl 11.51 25.20 -15.10 -9.38 -15.10 7.38 34.90 -17.10 -36.69
376 multin_zz1000_61004_idxctrl_zz1000_pv 10.18 23.88 -16.42 -10.70 -16.42 6.05 33.57 -18.43 -38.02
379 multin_zz1000_61002_idxctrl_zz1000_pv 10.05 23.74 -16.55 -10.83 -16.56 5.92 33.44 -18.56 -38.15
380 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 9.97 23.66 -16.64 -10.92 -16.64 5.84 33.36 -18.64 -38.23
381 mt_961_use2019_last_save_rnk500_idxctrl 9.96 23.65 -16.65 -10.93 -16.65 5.83 33.35 -18.65 -38.24
382 mt_962_use2016_last_save_rnk500_idxctrl 9.90 23.59 -16.71 -10.99 -16.71 5.77 33.28 -18.71 -38.30
383 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 9.82 23.52 -16.78 -11.06 -16.78 5.69 33.21 -18.79 -38.38
384 multin_zz1000_61001_idxctrl_zz1000_pv 9.74 23.43 -16.87 -11.15 -16.87 5.61 33.12 -18.88 -38.46
385 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 9.73 23.42 -16.88 -11.16 -16.88 5.60 33.11 -18.88 -38.47
386 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 9.73 23.42 -16.88 -11.16 -16.88 5.60 33.11 -18.88 -38.47
389 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 9.57 23.27 -17.03 -11.31 -17.03 5.44 32.96 -19.04 -38.63
390 multin_zz1000_61004_idxctrl_pv_rm_fnd 9.50 23.19 -17.11 -11.39 -17.11 5.37 32.88 -19.12 -38.70
391 multin_zz1000_61002_idxctrl_pv_rm_fnd 9.50 23.19 -17.11 -11.39 -17.11 5.37 32.88 -19.12 -38.70
392 mt_961_use2021_best_save_rnk500_idxctrl 9.00 22.69 -17.61 -11.89 -17.61 4.87 32.39 -19.61 -39.20
393 mt_961_use2022_last_save_rnk500_idxctrl 8.93 22.62 -17.67 -11.95 -17.68 4.80 32.32 -19.68 -39.27
396 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 8.49 22.18 -18.12 -12.40 -18.12 4.36 31.88 -20.12 -39.71
397 mt_962_use2011_best_save_rnk500_idxctrl 8.39 22.08 -18.22 -12.50 -18.22 4.25 31.77 -20.23 -39.82
398 mt_961_use2015_last_save_rnk500_idxctrl 8.34 22.03 -18.27 -12.55 -18.27 4.21 31.72 -20.28 -39.86
399 mt_961_use2022_best_save_rnk500_idxctrl 8.33 22.02 -18.28 -12.56 -18.28 4.20 31.71 -20.29 -39.87
401 multin_zz1000_61001_idxctrl_pv_rm_fnd 8.24 21.93 -18.37 -12.65 -18.37 4.11 31.62 -20.37 -39.96
406 multin_zz1000_61004_idxctrl_pv_rm_blc 7.05 20.75 -19.55 -13.83 -19.55 2.92 30.44 -21.56 -41.15
407 multin_zz1000_61002_idxctrl_pv_rm_blc 7.05 20.75 -19.55 -13.83 -19.55 2.92 30.44 -21.56 -41.15
408 multin_zz1000_61002_idxctrl_pv 6.97 20.66 -19.64 -13.92 -19.64 2.84 30.35 -21.65 -41.23
409 multin_zz1000_61004_idxctrl_pv 6.97 20.66 -19.64 -13.92 -19.64 2.84 30.35 -21.65 -41.23
411 mt_962_use2017_last_save_rnk500_idxctrl 6.42 20.11 -20.19 -14.47 -20.19 2.28 29.80 -22.20 -41.78
412 multin_zz1000_61001_idxctrl_pv_rm_blc 6.39 20.09 -20.21 -14.49 -20.21 2.26 29.78 -22.22 -41.81
413 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 6.36 20.05 -20.25 -14.53 -20.25 2.23 29.74 -22.26 -41.84
414 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 6.32 20.01 -20.29 -14.57 -20.29 2.19 29.71 -22.29 -41.88
415 multin_zz1000_61001_idxctrl_pv 6.24 19.93 -20.36 -14.64 -20.36 2.11 29.63 -22.37 -41.96
420 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 5.30 19.00 -21.30 -15.58 -21.30 1.17 28.69 -23.31 -42.90
422 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 5.29 18.98 -21.32 -15.60 -21.32 1.16 28.67 -23.33 -42.91
423 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 5.10 18.79 -21.51 -15.79 -21.51 0.97 28.48 -23.52 -43.10
424 mt_962_use2010_best_save_rnk500_idxctrl 5.03 18.73 -21.57 -15.85 -21.57 0.90 28.42 -23.58 -43.17
430 mt_962_use2011_last_save_rnk500_idxctrl 4.34 18.03 -22.27 -16.55 -22.27 0.21 27.72 -24.27 -43.86
432 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 4.06 17.76 -22.54 -16.82 -22.54 -0.07 27.45 -24.55 -44.14
439 multin_zz500_61002_idxctrl_zz500_pv 1.11 14.80 -25.50 -19.78 -25.50 -3.02 24.49 -27.50 -47.09
440 multin_zz500_61004_idxctrl_zz500_pv 1.07 14.76 -25.54 -19.82 -25.54 -3.06 24.45 -27.54 -47.13
445 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 0.01 13.71 -26.59 -20.87 -26.59 -4.12 23.40 -28.60 -48.19
446 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -0.01 13.68 -26.62 -20.89 -26.62 -4.14 23.38 -28.62 -48.21
447 mt_962_use2010_last_save_rnk500_idxctrl -0.04 13.65 -26.65 -20.93 -26.65 -4.17 23.35 -28.65 -48.24
449 multin_zz500_61001_idxctrl_zz500_pv -0.72 12.97 -27.33 -21.61 -27.33 -4.85 22.66 -29.34 -48.92
450 mt_962_use2017_best_save_rnk500_idxctrl -0.76 12.93 -27.37 -21.65 -27.37 -4.89 22.63 -29.37 -48.96
452 mt_962_use2015_last_save_rnk500_idxctrl -1.21 12.48 -27.82 -22.10 -27.82 -5.34 22.18 -29.82 -49.41
457 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -1.82 11.88 -28.42 -22.70 -28.42 -5.95 21.57 -30.43 -50.02
461 mt_961_use2020_best_save_rnk500_idxctrl -2.87 10.82 -29.48 -23.76 -29.48 -7.00 20.51 -31.49 -51.07
469 mt_961_use2020_last_save_rnk500_idxctrl -4.70 9.00 -31.30 -25.58 -31.30 -8.83 18.69 -33.31 -52.90
470 mt_962_use2012_last_save_rnk500_idxctrl -4.95 8.74 -31.56 -25.84 -31.56 -9.08 18.43 -33.57 -53.15
473 mt_961_use2021_last_save_rnk500_idxctrl -5.52 8.18 -32.12 -26.40 -32.12 -9.65 17.87 -34.13 -53.72
474 mt_962_use2013_last_save_rnk500_idxctrl -7.41 6.28 -34.02 -28.30 -34.02 -11.54 15.98 -36.02 -55.61
475 mt_961_use2013_best_save_rnk500_idxctrl -8.30 5.39 -34.90 -29.18 -34.91 -12.43 15.09 -36.91 -56.50
480 mt_962_use2021_last_save_rnk500_idxctrl -9.60 4.10 -36.20 -30.48 -36.20 -13.73 13.79 -38.21 -57.80
483 mt_962_use2019_last_save_rnk500_idxctrl -10.71 2.98 -37.32 -31.60 -37.32 -14.84 12.68 -39.32 -58.91
485 mt_962_use2022_best_save_rnk500_idxctrl -11.55 2.15 -38.15 -32.43 -38.15 -15.68 11.84 -40.16 -59.75
487 mt_962_use2023_last_save_rnk500_idxctrl -12.48 1.22 -39.08 -33.36 -39.08 -16.61 10.91 -41.09 -60.68
489 mt_962_use2024_last_save_rnk500_idxctrl -13.60 0.10 -40.20 -34.48 -40.20 -17.73 9.79 -42.21 -61.80
491 mt_962_use2023_best_save_rnk500_idxctrl -14.24 -0.54 -40.84 -35.12 -40.84 -18.37 9.15 -42.85 -62.44
492 mt_962_use2014_last_save_rnk500_idxctrl -14.42 -0.73 -41.03 -35.31 -41.03 -18.55 8.96 -43.04 -62.62
493 mt_962_use2021_best_save_rnk500_idxctrl -14.43 -0.73 -41.03 -35.31 -41.03 -18.56 8.96 -43.04 -62.63
494 mt_962_use2024_best_save_rnk500_idxctrl -14.45 -0.76 -41.06 -35.34 -41.06 -18.58 8.94 -43.06 -62.65
495 mt_962_use2019_best_save_rnk500_idxctrl -15.12 -1.43 -41.73 -36.01 -41.73 -19.25 8.26 -43.73 -63.32
496 mt_962_use2012_best_save_rnk500_idxctrl -15.24 -1.54 -41.84 -36.12 -41.84 -19.37 8.15 -43.85 -63.44
497 mt_962_use2014_best_save_rnk500_idxctrl -15.79 -2.10 -42.39 -36.67 -42.40 -19.92 7.60 -44.40 -63.99
499 mt_962_use2022_last_save_rnk500_idxctrl -19.11 -5.42 -45.72 -40.00 -45.72 -23.24 4.28 -47.72 -67.31
500 mt_962_use2013_best_save_rnk500_idxctrl -19.26 -5.57 -45.87 -40.14 -45.87 -23.39 4.13 -47.87 -67.46
503 mt_962_use2015_best_save_rnk500_idxctrl -20.59 -6.90 -47.20 -41.48 -47.20 -24.72 2.80 -49.20 -68.79
508 mt_962_use2020_best_save_rnk500_idxctrl -22.48 -8.79 -49.09 -43.37 -49.09 -26.61 0.90 -51.09 -70.68
512 mt_962_use2020_last_save_rnk500_idxctrl -24.54 -10.85 -51.14 -45.42 -51.15 -28.67 -1.15 -53.15 -72.74