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_20250710_151518
30 mt_962_use2008_best_save_rnk500_idxctrl 94.29 69.87 119.09 60.91 119.09 110.15 18.13 -25.12 15.22
34 mt_962_use2008_last_save_rnk500_idxctrl 91.91 67.49 116.71 58.53 116.71 107.77 15.75 -27.51 12.83
47 mt_962_use2009_last_save_rnk500_idxctrl 82.78 58.36 107.59 49.41 107.59 98.65 6.63 -36.63 3.71
51 mt_962_use2009_best_save_rnk500_idxctrl 81.95 57.53 106.75 48.57 106.75 97.81 5.79 -37.46 2.87
57 mt_962_use2011_best_save_rnk500_idxctrl 79.31 54.89 104.11 45.93 104.11 95.17 3.15 -40.10 0.24
58 mt_961_use2008_best_save_rnk500_idxctrl 78.23 53.82 103.04 44.86 103.04 94.10 2.08 -41.18 -0.84
61 mt_961_use2008_last_save_rnk500_idxctrl 76.88 52.46 101.68 43.50 101.68 92.74 0.72 -42.53 -2.19
74 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 73.64 49.22 98.45 40.27 98.45 89.51 -2.51 -45.77 -5.43
75 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 73.42 49.00 98.23 40.05 98.23 89.29 -2.73 -45.99 -5.65
77 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 73.05 48.63 97.85 39.67 97.85 88.91 -3.11 -46.36 -6.02
94 mt_962_use2010_best_save_rnk500_idxctrl 67.32 42.90 92.12 33.94 92.12 83.18 -8.84 -52.09 -11.75
98 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 66.08 41.66 90.88 32.70 90.88 81.94 -10.08 -53.34 -13.00
101 mt_962_use2018_last_save_rnk500_idxctrl 65.97 41.55 90.77 32.59 90.77 81.83 -10.19 -53.44 -13.10
102 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 65.93 41.51 90.73 32.55 90.73 81.79 -10.23 -53.49 -13.15
106 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 65.46 41.04 90.26 32.08 90.26 81.32 -10.70 -53.95 -13.61
110 mt_961_use2016_best_save_rnk500_idxctrl 62.36 37.94 87.17 28.99 87.17 78.23 -13.79 -57.05 -16.71
115 mt_962_use2012_last_save_rnk500_idxctrl 61.63 37.21 86.44 28.26 86.44 77.50 -14.52 -57.78 -17.44
117 mt_962_use2017_last_save_rnk500_idxctrl 61.09 36.67 85.89 27.72 85.89 76.95 -15.07 -58.32 -17.98
122 mt_962_use2016_best_save_rnk500_idxctrl 59.13 34.71 83.93 25.75 83.93 74.99 -17.03 -60.29 -19.95
140 mt_961_use2016_last_save_rnk500_idxctrl 57.24 32.82 82.04 23.86 82.04 73.10 -18.92 -62.17 -21.83
153 mt_962_use2011_last_save_rnk500_idxctrl 56.13 31.71 80.93 22.75 80.93 71.99 -20.03 -63.28 -22.94
154 mt_961_use2024_best_save_rnk500_idxctrl 56.11 31.69 80.91 22.74 80.91 71.97 -20.05 -63.30 -22.96
164 mt_962_use2010_last_save_rnk500_idxctrl 54.46 30.04 79.26 21.09 79.26 70.32 -21.70 -64.95 -24.61
167 mt_962_use2016_last_save_rnk500_idxctrl 53.10 28.68 77.90 19.72 77.90 68.96 -23.06 -66.31 -25.97
173 mt_961_use2024_last_save_rnk500_idxctrl 52.48 28.06 77.28 19.10 77.28 68.34 -23.68 -66.93 -26.59
183 mt_961_use2014_last_save_rnk500_idxctrl 49.59 25.17 74.39 16.22 74.39 65.45 -26.57 -69.82 -29.48
195 mt_962_use2018_best_save_rnk500_idxctrl 47.39 22.97 72.19 14.01 72.19 63.25 -28.77 -72.02 -31.69
202 multin_zz1000_61004_idxctrl_pv_rm_fnd 45.74 21.32 70.54 12.36 70.54 61.60 -30.42 -73.67 -33.33
203 multin_zz1000_61002_idxctrl_pv_rm_fnd 45.74 21.32 70.54 12.36 70.54 61.60 -30.42 -73.67 -33.33
208 multin_zz500_61002_idxctrl_zz500_pv 45.43 21.01 70.24 12.06 70.24 61.30 -30.72 -73.98 -33.64
211 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 45.16 20.74 69.97 11.79 69.97 61.03 -30.99 -74.25 -33.91
212 multin_zz1000_61001_idxctrl_pv_rm_fnd 45.09 20.67 69.89 11.71 69.89 60.95 -31.07 -74.33 -33.99
213 multin_zz500_61004_idxctrl_zz500_pv 44.84 20.42 69.64 11.47 69.64 60.70 -31.32 -74.57 -34.23
217 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 43.85 19.43 68.65 10.48 68.65 59.71 -32.31 -75.56 -35.22
218 multin_zz500_61001_idxctrl_zz500_pv 43.60 19.18 68.41 10.23 68.41 59.47 -32.55 -75.81 -35.47
220 mt_961_use2018_best_save_rnk500_idxctrl 43.19 18.77 67.99 9.81 67.99 59.05 -32.97 -76.22 -35.88
224 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 42.69 18.27 67.49 9.31 67.49 58.55 -33.47 -76.73 -36.39
225 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 42.69 18.27 67.49 9.31 67.49 58.55 -33.47 -76.73 -36.39
226 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 42.62 18.20 67.42 9.24 67.42 58.48 -33.54 -76.79 -36.45
227 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 42.49 18.07 67.29 9.12 67.29 58.35 -33.67 -76.92 -36.58
228 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 42.41 17.99 67.21 9.03 67.21 58.27 -33.75 -77.00 -36.66
229 mt_961_use2017_best_save_rnk500_idxctrl 42.13 17.71 66.93 8.75 66.93 57.99 -34.03 -77.29 -36.95
230 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 42.03 17.61 66.83 8.66 66.83 57.89 -34.13 -77.38 -37.04
236 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 40.85 16.43 65.65 7.47 65.65 56.71 -35.31 -78.56 -38.22
239 mt_961_use2023_best_save_rnk500_idxctrl 40.13 15.71 64.94 6.76 64.94 56.00 -36.02 -79.28 -38.94
245 mt_962_use2014_last_save_rnk500_idxctrl 39.58 15.16 64.38 6.20 64.38 55.44 -36.58 -79.83 -39.49
246 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 39.54 15.12 64.35 6.17 64.35 55.41 -36.61 -79.87 -39.53
247 mt_962_use2017_best_save_rnk500_idxctrl 39.51 15.09 64.31 6.14 64.31 55.37 -36.65 -79.90 -39.56
248 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 39.39 14.97 64.19 6.01 64.19 55.25 -36.77 -80.02 -39.68
252 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 39.00 14.58 63.81 5.63 63.81 54.87 -37.15 -80.41 -40.07
255 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 38.57 14.15 63.37 5.20 63.37 54.43 -37.59 -80.84 -40.50
257 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 38.05 13.63 62.85 4.67 62.85 53.91 -38.11 -81.36 -41.02
260 mt_962_use2012_best_save_rnk500_idxctrl 37.94 13.52 62.74 4.57 62.74 53.80 -38.22 -81.47 -41.13
261 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 37.74 13.32 62.54 4.36 62.54 53.60 -38.42 -81.67 -41.33
262 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 37.73 13.31 62.53 4.36 62.53 53.59 -38.43 -81.68 -41.34
263 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 37.71 13.29 62.51 4.33 62.51 53.57 -38.45 -81.71 -41.37
270 mt_961_use2014_best_save_rnk500_idxctrl 36.29 11.87 61.10 2.92 61.10 52.16 -39.86 -83.12 -42.78
290 mt_961_use2017_last_save_rnk500_idxctrl 33.83 9.41 58.63 0.46 58.63 49.69 -42.33 -85.58 -45.24
291 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 33.72 9.30 58.52 0.34 58.52 49.58 -42.44 -85.70 -45.36
300 mt_961_use2011_last_save_rnk500_idxctrl 33.05 8.63 57.86 -0.32 57.86 48.92 -43.10 -86.36 -46.02
302 mt_961_use2009_last_save_rnk500_idxctrl 32.89 8.47 57.70 -0.48 57.70 48.76 -43.26 -86.52 -46.18
305 mt_961_use2018_last_save_rnk500_idxctrl 32.64 8.22 57.45 -0.73 57.45 48.51 -43.51 -86.77 -46.43
310 multin_zz1000_61004_idxctrl_top3800_pv 31.41 6.99 56.22 -1.96 56.22 47.27 -44.74 -88.00 -47.66
314 mt_961_use2023_last_save_rnk500_idxctrl 31.25 6.83 56.05 -2.12 56.05 47.11 -44.91 -88.16 -47.82
320 multin_zz1000_61002_idxctrl_50010002000_pv 30.56 6.14 55.36 -2.82 55.36 46.42 -45.60 -88.85 -48.51
322 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 29.94 5.52 54.74 -3.44 54.74 45.80 -46.22 -89.48 -49.14
324 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 29.88 5.46 54.68 -3.50 54.68 45.74 -46.28 -89.54 -49.20
327 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 29.50 5.08 54.30 -3.88 54.30 45.36 -46.66 -89.91 -49.57
328 multin_zz1000_61002_idxctrl_top3800_pv 29.49 5.07 54.30 -3.88 54.30 45.36 -46.66 -89.92 -49.58
329 mt_961_use2009_best_save_rnk500_idxctrl 29.44 5.02 54.25 -3.93 54.25 45.31 -46.71 -89.97 -49.63
330 multin_zz1000_61004_idxctrl_50010002000_pv 29.43 5.01 54.23 -3.95 54.23 45.29 -46.73 -89.98 -49.64
331 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 29.43 5.01 54.24 -3.94 54.24 45.30 -46.72 -89.98 -49.64
335 mt_962_use2014_best_save_rnk500_idxctrl 29.02 4.60 53.82 -4.36 53.82 44.88 -47.14 -90.40 -50.06
336 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 28.59 4.17 53.39 -4.79 53.39 44.45 -47.57 -90.83 -50.49
338 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 28.09 3.67 52.89 -5.28 52.89 43.95 -48.07 -91.32 -50.98
341 mt_961_use2012_last_save_rnk500_idxctrl 27.54 3.12 52.35 -5.83 52.35 43.41 -48.61 -91.87 -51.53
347 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 26.37 1.95 51.17 -7.01 51.17 42.23 -49.79 -93.04 -52.70
351 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 25.06 0.64 49.87 -8.31 49.87 40.93 -51.09 -94.35 -54.01
357 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 24.29 -0.13 49.09 -9.09 49.09 40.15 -51.87 -95.12 -54.78
358 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 24.26 -0.16 49.06 -9.12 49.06 40.12 -51.90 -95.16 -54.82
360 multin_zz1000_61004_idxctrl_pv 23.73 -0.69 48.53 -9.65 48.53 39.59 -52.43 -95.69 -55.35
361 multin_zz1000_61002_idxctrl_pv 23.73 -0.69 48.53 -9.65 48.53 39.59 -52.43 -95.69 -55.35
362 multin_zz1000_61001_idxctrl_top3800_pv 23.61 -0.81 48.41 -9.77 48.41 39.47 -52.55 -95.80 -55.46
366 multin_zz1000_61001_idxctrl_pv 22.15 -2.27 46.95 -11.23 46.95 38.01 -54.01 -97.26 -56.92
368 multin_zz1000_61001_idxctrl_50010002000_pv 21.41 -3.01 46.21 -11.97 46.21 37.27 -54.75 -98.01 -57.67
369 mt_961_use2012_best_save_rnk500_idxctrl 20.79 -3.63 45.60 -12.58 45.60 36.66 -55.36 -98.62 -58.28
373 multin_zz1000_61002_idxctrl_pv_rm_blc 20.39 -4.03 45.20 -12.98 45.20 36.26 -55.76 -99.02 -58.68
374 multin_zz1000_61004_idxctrl_pv_rm_blc 20.39 -4.03 45.20 -12.98 45.20 36.26 -55.76 -99.02 -58.68
378 mt_962_use2024_best_save_rnk500_idxctrl 20.04 -4.38 44.85 -13.33 44.85 35.91 -56.11 -99.37 -59.03
386 multin_zz1000_61001_idxctrl_pv_rm_blc 18.85 -5.57 43.66 -14.52 43.66 34.72 -57.30 -100.56 -60.22
388 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 18.20 -6.22 43.00 -15.18 43.00 34.06 -57.96 -101.22 -60.88
389 mt_961_use2015_last_save_rnk500_idxctrl 18.07 -6.35 42.88 -15.30 42.88 33.94 -58.08 -101.34 -61.00
391 mt_961_use2010_best_save_rnk500_idxctrl 17.12 -7.30 41.92 -16.26 41.92 32.98 -59.04 -102.30 -61.96
392 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 15.77 -8.65 40.58 -17.60 40.58 31.64 -60.38 -103.64 -63.30
394 mt_962_use2013_last_save_rnk500_idxctrl 13.12 -11.30 37.93 -20.25 37.93 28.98 -63.03 -106.29 -65.95
397 multin_zz1000_61002_idxctrl_zz1000_pv 12.82 -11.60 37.63 -20.55 37.63 28.69 -63.33 -106.59 -66.25
398 multin_zz1000_61004_idxctrl_zz1000_pv 12.79 -11.63 37.59 -20.59 37.59 28.65 -63.37 -106.63 -66.29
401 mt_962_use2024_last_save_rnk500_idxctrl 12.18 -12.24 36.98 -21.20 36.98 28.04 -63.98 -107.24 -66.90
404 multin_zz1000_61001_idxctrl_zz1000_pv 10.57 -13.85 35.37 -22.81 35.37 26.43 -65.59 -108.85 -68.51
405 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 10.38 -14.04 35.18 -22.99 35.18 26.24 -65.78 -109.03 -68.69
406 mt_961_use2021_best_save_rnk500_idxctrl 10.35 -14.07 35.16 -23.02 35.16 26.22 -65.80 -109.06 -68.72
407 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 10.32 -14.10 35.12 -23.06 35.12 26.18 -65.84 -109.09 -68.75
408 mt_962_use2015_last_save_rnk500_idxctrl 10.25 -14.17 35.05 -23.13 35.05 26.11 -65.91 -109.17 -68.83
409 mt_961_use2011_best_save_rnk500_idxctrl 9.96 -14.46 34.76 -23.42 34.76 25.82 -66.20 -109.46 -69.12
410 mt_961_use2022_last_save_rnk500_idxctrl 9.57 -14.85 34.38 -23.80 34.38 25.44 -66.58 -109.84 -69.50
411 mt_962_use2013_best_save_rnk500_idxctrl 9.17 -15.25 33.97 -24.21 33.97 25.03 -66.99 -110.24 -69.91
414 mt_961_use2010_last_save_rnk500_idxctrl 8.54 -15.88 33.34 -24.84 33.34 24.40 -67.62 -110.87 -70.54
415 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 8.10 -16.32 32.91 -25.27 32.91 23.97 -68.05 -111.31 -70.97
428 mt_961_use2015_best_save_rnk500_idxctrl 5.29 -19.12 30.10 -28.08 30.10 21.16 -70.86 -114.12 -73.78
429 mt_961_use2013_last_save_rnk500_idxctrl 5.16 -19.26 29.96 -28.22 29.96 21.02 -71.00 -114.25 -73.92
432 mt_961_use2022_best_save_rnk500_idxctrl 4.33 -20.09 29.14 -29.04 29.14 20.20 -71.82 -115.08 -74.74
434 mt_962_use2019_last_save_rnk500_idxctrl 2.28 -22.14 27.09 -31.09 27.09 18.14 -73.87 -117.13 -76.79
448 mt_962_use2021_last_save_rnk500_idxctrl -3.37 -27.79 21.43 -36.75 21.43 12.49 -79.53 -122.79 -82.45
449 mt_961_use2021_last_save_rnk500_idxctrl -3.53 -27.95 21.27 -36.91 21.27 12.33 -79.69 -122.94 -82.60
470 mt_961_use2019_best_save_rnk500_idxctrl -12.39 -36.81 12.42 -45.76 12.42 3.48 -88.54 -131.80 -91.46
471 mt_962_use2020_last_save_rnk500_idxctrl -12.87 -37.29 11.94 -46.24 11.94 3.00 -89.02 -132.28 -91.94
475 mt_962_use2023_best_save_rnk500_idxctrl -15.46 -39.88 9.34 -48.84 9.34 0.40 -91.62 -134.88 -94.54
479 mt_962_use2023_last_save_rnk500_idxctrl -16.48 -40.90 8.33 -49.85 8.33 -0.61 -92.63 -135.89 -95.55
481 mt_962_use2019_best_save_rnk500_idxctrl -17.16 -41.58 7.64 -50.54 7.64 -1.30 -93.32 -136.58 -96.24
487 mt_961_use2019_last_save_rnk500_idxctrl -23.32 -47.74 1.48 -56.70 1.48 -7.46 -99.48 -142.74 -102.40
490 mt_962_use2022_last_save_rnk500_idxctrl -26.06 -50.48 -1.25 -59.43 -1.25 -10.19 -102.21 -145.47 -105.13
495 mt_962_use2021_best_save_rnk500_idxctrl -28.12 -52.54 -3.31 -61.49 -3.31 -12.25 -104.27 -147.53 -107.19
497 mt_961_use2013_best_save_rnk500_idxctrl -29.67 -54.09 -4.86 -63.04 -4.86 -13.80 -105.82 -149.08 -108.74
498 mt_961_use2020_last_save_rnk500_idxctrl -30.15 -54.57 -5.35 -63.52 -5.35 -14.29 -106.31 -149.56 -109.22
500 mt_961_use2020_best_save_rnk500_idxctrl -30.35 -54.77 -5.54 -63.72 -5.54 -14.48 -106.50 -149.76 -109.42
502 mt_962_use2015_best_save_rnk500_idxctrl -32.29 -56.71 -7.48 -65.66 -7.48 -16.42 -108.44 -151.70 -111.36
505 mt_962_use2022_best_save_rnk500_idxctrl -36.08 -60.50 -11.28 -69.45 -11.28 -20.22 -112.24 -155.49 -115.15
506 mt_962_use2020_best_save_rnk500_idxctrl -36.77 -61.19 -11.97 -70.15 -11.97 -20.91 -112.93 -156.19 -115.85