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_20250711_151521
14 mt_961_use2010_last_save_rnk500_idxctrl 13.93 24.83 96.96 66.98 96.96 70.85 65.63 30.47 50.53
20 mt_962_use2013_best_save_rnk500_idxctrl 7.67 18.56 90.70 60.71 90.70 64.58 59.37 24.21 44.27
23 mt_961_use2009_best_save_rnk500_idxctrl 6.99 17.88 90.02 60.03 90.02 63.90 58.69 23.53 43.59
26 mt_961_use2009_last_save_rnk500_idxctrl 6.17 17.07 89.20 59.22 89.20 63.08 57.87 22.71 42.77
27 mt_962_use2010_last_save_rnk500_idxctrl 5.18 16.08 88.21 58.23 88.21 62.09 56.88 21.72 41.78
29 mt_961_use2013_best_save_rnk500_idxctrl 4.61 15.51 87.64 57.66 87.64 61.53 56.31 21.15 41.21
32 mt_962_use2013_last_save_rnk500_idxctrl 3.16 14.06 86.19 56.21 86.19 60.07 54.86 19.70 39.76
34 mt_962_use2010_best_save_rnk500_idxctrl 2.27 13.16 85.30 55.31 85.30 59.18 53.97 18.81 38.87
35 mt_962_use2015_best_save_rnk500_idxctrl 1.97 12.87 85.00 55.02 85.00 58.89 53.67 18.51 38.57
38 mt_962_use2011_last_save_rnk500_idxctrl 1.18 12.08 84.21 54.23 84.21 58.10 52.88 17.72 37.78
39 mt_961_use2010_best_save_rnk500_idxctrl 1.14 12.03 84.17 54.18 84.17 58.05 52.84 17.68 37.74
40 mt_962_use2015_last_save_rnk500_idxctrl 0.97 11.87 84.00 54.02 84.00 57.89 52.68 17.52 37.57
47 mt_961_use2008_best_save_rnk500_idxctrl -1.57 9.33 81.46 51.48 81.46 55.35 50.13 14.97 35.03
50 mt_961_use2011_best_save_rnk500_idxctrl -2.05 8.85 80.98 51.00 80.98 54.86 49.65 14.49 34.55
53 mt_962_use2009_best_save_rnk500_idxctrl -3.10 7.80 79.93 49.95 79.93 53.81 48.60 13.44 33.50
54 mt_962_use2009_last_save_rnk500_idxctrl -3.35 7.54 79.68 49.69 79.68 53.56 48.35 13.19 33.25
55 multin_zz1000_61002_idxctrl_zz1000_pv -3.86 7.04 79.17 49.19 79.17 53.06 47.84 12.68 32.74
56 mt_961_use2008_last_save_rnk500_idxctrl -3.88 7.01 79.15 49.16 79.15 53.03 47.82 12.66 32.72
57 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -3.90 6.99 79.13 49.14 79.13 53.01 47.80 12.64 32.70
59 multin_zz1000_61004_idxctrl_zz1000_pv -4.08 6.82 78.95 48.97 78.95 52.83 47.62 12.46 32.52
60 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.09 6.81 78.94 48.96 78.94 52.83 47.62 12.46 32.51
61 multin_zz1000_61001_idxctrl_zz1000_pv -4.14 6.76 78.89 48.91 78.89 52.78 47.56 12.40 32.46
62 mt_961_use2015_best_save_rnk500_idxctrl -4.17 6.72 78.86 48.87 78.86 52.74 47.53 12.37 32.43
63 mt_961_use2011_last_save_rnk500_idxctrl -4.23 6.66 78.80 48.81 78.80 52.68 47.47 12.31 32.37
64 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -4.23 6.66 78.80 48.82 78.80 52.68 47.47 12.31 32.37
73 mt_962_use2011_best_save_rnk500_idxctrl -6.09 4.80 76.94 46.95 76.94 50.82 45.61 10.45 30.51
75 mt_962_use2012_best_save_rnk500_idxctrl -6.51 4.39 76.52 46.54 76.52 50.41 45.19 10.03 30.09
87 mt_962_use2012_last_save_rnk500_idxctrl -8.22 2.68 74.81 44.83 74.81 48.70 43.48 8.32 28.38
92 mt_961_use2012_last_save_rnk500_idxctrl -9.74 1.15 73.29 43.30 73.29 47.17 41.96 6.80 26.86
93 mt_962_use2020_best_save_rnk500_idxctrl -9.84 1.05 73.19 43.20 73.19 47.07 41.86 6.70 26.76
97 mt_961_use2015_last_save_rnk500_idxctrl -10.34 0.55 72.69 42.70 72.69 46.57 41.36 6.20 26.26
108 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -11.77 -0.87 71.26 41.28 71.26 45.15 39.93 4.77 24.83
113 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -12.20 -1.31 70.83 40.84 70.83 44.71 39.50 4.34 24.40
114 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -12.43 -1.53 70.60 40.62 70.60 44.48 39.27 4.11 24.17
115 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -12.52 -1.62 70.51 40.53 70.51 44.40 39.18 4.02 24.08
116 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -12.71 -1.81 70.33 40.34 70.32 44.21 39.00 3.84 23.89
117 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -12.87 -1.97 70.16 40.18 70.16 44.05 38.84 3.68 23.73
120 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -13.12 -2.23 69.91 39.92 69.90 43.79 38.58 3.42 23.48
121 mt_961_use2013_last_save_rnk500_idxctrl -13.25 -2.35 69.78 39.80 69.78 43.67 38.45 3.29 23.35
123 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -13.53 -2.64 69.50 39.51 69.50 43.38 38.17 3.01 23.07
124 mt_962_use2019_best_save_rnk500_idxctrl -13.66 -2.77 69.37 39.38 69.37 43.25 38.04 2.88 22.94
125 mt_961_use2012_best_save_rnk500_idxctrl -13.67 -2.78 69.36 39.37 69.35 43.24 38.03 2.87 22.93
126 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -13.90 -3.01 69.13 39.14 69.13 43.01 37.80 2.64 22.70
128 mt_962_use2018_best_save_rnk500_idxctrl -14.27 -3.37 68.76 38.78 68.76 42.65 37.44 2.28 22.33
130 multin_zz1000_61004_idxctrl_pv -14.78 -3.89 68.25 38.26 68.25 42.13 36.92 1.76 21.82
131 multin_zz1000_61002_idxctrl_pv -14.78 -3.89 68.25 38.26 68.25 42.13 36.92 1.76 21.82
132 mt_962_use2014_best_save_rnk500_idxctrl -14.85 -3.95 68.18 38.20 68.18 42.07 36.86 1.70 21.75
133 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -14.93 -4.03 68.10 38.12 68.10 41.98 36.77 1.61 21.67
135 multin_zz1000_61001_idxctrl_50010002000_pv -14.96 -4.06 68.07 38.09 68.07 41.96 36.74 1.58 21.64
136 multin_zz1000_61004_idxctrl_pv_rm_fnd -15.03 -4.14 68.00 38.01 68.00 41.88 36.67 1.51 21.57
137 multin_zz1000_61002_idxctrl_pv_rm_fnd -15.03 -4.14 68.00 38.01 68.00 41.88 36.67 1.51 21.57
138 multin_zz500_61002_idxctrl_zz500_pv -15.43 -4.53 67.60 37.62 67.60 41.49 36.28 1.12 21.17
140 multin_zz1000_61001_idxctrl_pv -15.77 -4.88 67.26 37.27 67.26 41.14 35.93 0.77 20.83
141 multin_zz1000_61002_idxctrl_50010002000_pv -15.84 -4.94 67.19 37.21 67.19 41.07 35.86 0.70 20.76
142 mt_962_use2022_best_save_rnk500_idxctrl -15.87 -4.97 67.16 37.18 67.16 41.05 35.83 0.67 20.73
143 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -15.87 -4.98 67.16 37.17 67.16 41.04 35.83 0.67 20.73
144 multin_zz1000_61001_idxctrl_pv_rm_fnd -15.88 -4.99 67.15 37.16 67.15 41.03 35.82 0.66 20.72
145 multin_zz500_61004_idxctrl_zz500_pv -16.05 -5.15 66.98 37.00 66.98 40.86 35.65 0.49 20.55
146 multin_zz500_61001_idxctrl_zz500_pv -16.08 -5.18 66.95 36.97 66.95 40.83 35.62 0.46 20.52
147 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -16.35 -5.45 66.69 36.70 66.68 40.57 35.36 0.20 20.25
148 multin_zz1000_61004_idxctrl_50010002000_pv -16.42 -5.52 66.61 36.63 66.61 40.50 35.28 0.12 20.18
150 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -16.51 -5.62 66.52 36.53 66.52 40.40 35.19 0.03 20.09
151 multin_zz1000_61004_idxctrl_pv_rm_blc -16.76 -5.86 66.27 36.29 66.27 40.16 34.94 -0.22 19.84
152 multin_zz1000_61002_idxctrl_pv_rm_blc -16.76 -5.86 66.27 36.29 66.27 40.16 34.94 -0.22 19.84
155 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -17.02 -6.13 66.01 36.02 66.01 39.89 34.68 -0.48 19.58
156 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -17.04 -6.15 65.99 36.00 65.99 39.87 34.66 -0.50 19.56
157 mt_962_use2016_last_save_rnk500_idxctrl -17.33 -6.44 65.70 35.71 65.70 39.58 34.37 -0.79 19.27
159 mt_961_use2020_last_save_rnk500_idxctrl -17.37 -6.48 65.66 35.67 65.66 39.54 34.33 -0.83 19.23
160 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -17.40 -6.50 65.63 35.65 65.63 39.51 34.30 -0.86 19.20
161 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -17.46 -6.56 65.57 35.59 65.57 39.46 34.24 -0.92 19.14
164 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -17.53 -6.64 65.50 35.51 65.49 39.38 34.17 -0.99 19.07
165 multin_zz1000_61002_idxctrl_top3800_pv -17.56 -6.66 65.47 35.49 65.47 39.36 34.14 -1.02 19.04
166 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -17.57 -6.67 65.46 35.48 65.46 39.35 34.13 -1.03 19.03
167 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -17.57 -6.67 65.46 35.48 65.46 39.35 34.13 -1.03 19.03
168 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -17.58 -6.68 65.45 35.47 65.45 39.34 34.13 -1.03 19.02
169 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -17.64 -6.75 65.39 35.40 65.39 39.27 34.06 -1.10 18.96
170 mt_961_use2020_best_save_rnk500_idxctrl -17.66 -6.77 65.37 35.38 65.37 39.25 34.04 -1.12 18.94
172 multin_zz1000_61001_idxctrl_pv_rm_blc -17.73 -6.83 65.31 35.32 65.30 39.19 33.98 -1.18 18.87
174 mt_962_use2008_last_save_rnk500_idxctrl -17.77 -6.87 65.27 35.28 65.26 39.15 33.94 -1.22 18.83
175 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -17.89 -7.00 65.14 35.16 65.14 39.02 33.81 -1.35 18.71
176 mt_961_use2014_best_save_rnk500_idxctrl -17.90 -7.00 65.13 35.15 65.13 39.02 33.80 -1.36 18.70
178 multin_zz1000_61001_idxctrl_top3800_pv -18.01 -7.11 65.02 35.04 65.02 38.91 33.69 -1.47 18.59
179 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -18.07 -7.17 64.96 34.98 64.96 38.85 33.64 -1.52 18.53
180 mt_962_use2008_best_save_rnk500_idxctrl -18.08 -7.19 64.95 34.96 64.94 38.83 33.62 -1.54 18.52
181 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -18.12 -7.23 64.91 34.92 64.90 38.79 33.58 -1.58 18.48
182 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -18.14 -7.25 64.89 34.90 64.89 38.77 33.56 -1.60 18.46
184 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -18.21 -7.31 64.82 34.84 64.82 38.71 33.49 -1.67 18.39
189 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -18.42 -7.52 64.61 34.63 64.61 38.50 33.28 -1.88 18.18
191 mt_962_use2021_best_save_rnk500_idxctrl -18.78 -7.89 64.25 34.26 64.25 38.13 32.92 -2.24 17.82
192 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -18.80 -7.91 64.23 34.25 64.23 38.11 32.90 -2.26 17.80
194 multin_zz1000_61004_idxctrl_top3800_pv -19.06 -8.16 63.97 33.99 63.97 37.85 32.64 -2.52 17.54
195 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -19.13 -8.23 63.90 33.92 63.90 37.79 32.57 -2.59 17.47
196 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -19.35 -8.46 63.68 33.69 63.68 37.56 32.35 -2.81 17.25
198 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -19.55 -8.66 63.48 33.49 63.48 37.36 32.15 -3.01 17.05
202 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -19.89 -8.99 63.14 33.16 63.14 37.03 31.81 -3.35 16.71
203 mt_962_use2019_last_save_rnk500_idxctrl -20.08 -9.18 62.95 32.97 62.95 36.83 31.62 -3.54 16.52
204 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -20.10 -9.20 62.94 32.95 62.93 36.82 31.61 -3.55 16.50
205 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -20.12 -9.22 62.91 32.93 62.91 36.79 31.58 -3.58 16.48
210 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -20.45 -9.55 62.58 32.60 62.58 36.47 31.25 -3.91 16.15
232 mt_961_use2014_last_save_rnk500_idxctrl -22.98 -12.08 60.05 30.07 60.05 33.94 28.72 -6.44 13.62
238 mt_962_use2016_best_save_rnk500_idxctrl -24.09 -13.19 58.94 28.96 58.94 32.83 27.61 -7.55 12.51
240 mt_962_use2022_last_save_rnk500_idxctrl -24.49 -13.60 58.54 28.55 58.54 32.42 27.21 -7.95 12.11
242 mt_962_use2017_last_save_rnk500_idxctrl -24.78 -13.88 58.25 28.27 58.25 32.14 26.92 -8.24 11.82
257 mt_962_use2014_last_save_rnk500_idxctrl -26.02 -15.13 57.01 27.02 57.01 30.89 25.68 -9.48 10.58
258 mt_962_use2018_last_save_rnk500_idxctrl -26.04 -15.14 56.99 27.01 56.99 30.88 25.67 -9.49 10.56
265 mt_962_use2021_last_save_rnk500_idxctrl -26.81 -15.91 56.22 26.24 56.22 30.11 24.89 -10.27 9.79
274 mt_962_use2020_last_save_rnk500_idxctrl -27.66 -16.76 55.37 25.39 55.37 29.25 24.04 -11.12 8.94
290 mt_962_use2023_last_save_rnk500_idxctrl -29.90 -19.00 53.14 23.15 53.13 27.02 21.81 -13.35 6.70
313 mt_961_use2019_last_save_rnk500_idxctrl -32.53 -21.63 50.50 20.52 50.50 24.38 19.17 -15.99 4.07
325 mt_962_use2023_best_save_rnk500_idxctrl -33.63 -22.73 49.41 19.42 49.40 23.29 18.08 -17.08 2.97
352 mt_962_use2017_best_save_rnk500_idxctrl -34.79 -23.89 48.24 18.26 48.24 22.13 16.91 -18.25 1.81
354 mt_961_use2021_best_save_rnk500_idxctrl -35.06 -24.17 47.97 17.98 47.97 21.85 16.64 -18.52 1.54
362 mt_961_use2016_last_save_rnk500_idxctrl -36.05 -25.16 46.98 16.99 46.98 20.86 15.65 -19.51 0.55
379 mt_961_use2021_last_save_rnk500_idxctrl -37.78 -26.88 45.26 15.27 45.25 19.14 13.93 -21.23 -1.18
395 mt_961_use2023_last_save_rnk500_idxctrl -39.70 -28.81 43.33 13.34 43.33 17.21 12.00 -23.16 -3.10
406 mt_961_use2017_last_save_rnk500_idxctrl -42.00 -31.10 41.03 11.05 41.03 14.92 9.70 -25.45 -5.40
413 mt_961_use2016_best_save_rnk500_idxctrl -43.16 -32.27 39.87 9.88 39.87 13.75 8.54 -26.62 -6.56
440 mt_961_use2019_best_save_rnk500_idxctrl -48.19 -37.30 34.84 4.85 34.84 8.72 3.51 -31.65 -11.59
444 mt_961_use2024_best_save_rnk500_idxctrl -49.22 -38.32 33.81 3.83 33.81 7.70 2.48 -32.68 -12.62
448 mt_962_use2024_best_save_rnk500_idxctrl -50.40 -39.51 32.63 2.64 32.63 6.51 1.30 -33.86 -13.80
449 mt_962_use2024_last_save_rnk500_idxctrl -50.60 -39.70 32.43 2.45 32.43 6.32 1.10 -34.05 -14.00
454 mt_961_use2017_best_save_rnk500_idxctrl -52.29 -41.39 30.74 0.76 30.74 4.63 -0.58 -35.74 -15.69
456 mt_961_use2024_last_save_rnk500_idxctrl -52.92 -42.03 30.11 0.12 30.11 3.99 -1.22 -36.38 -16.32
457 mt_961_use2023_best_save_rnk500_idxctrl -53.04 -42.14 29.99 0.01 29.99 3.88 -1.34 -36.50 -16.44
471 mt_961_use2018_last_save_rnk500_idxctrl -56.82 -45.93 26.21 -3.78 26.21 0.09 -5.12 -40.28 -20.22
484 mt_961_use2022_last_save_rnk500_idxctrl -61.49 -50.59 21.54 -8.44 21.54 -4.57 -9.79 -44.94 -24.89
488 mt_961_use2018_best_save_rnk500_idxctrl -62.83 -51.94 20.20 -9.78 20.20 -5.92 -11.13 -46.29 -26.23
491 mt_961_use2022_best_save_rnk500_idxctrl -63.35 -52.45 19.68 -10.30 19.68 -6.43 -11.65 -46.81 -26.75