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_20250715_151541
0 mt_962_use2022_best_save_rnk500_idxctrl 122.72 95.38 93.51 90.47 93.51 199.64 305.98 312.59 295.82
1 mt_962_use2020_best_save_rnk500_idxctrl 115.27 87.93 86.06 83.02 86.06 192.19 298.53 305.14 288.37
4 mt_962_use2021_best_save_rnk500_idxctrl 112.76 85.43 83.55 80.51 83.55 189.68 296.02 302.63 285.87
5 mt_962_use2022_last_save_rnk500_idxctrl 106.78 79.44 77.57 74.52 77.57 183.70 290.03 296.64 279.88
7 mt_962_use2015_best_save_rnk500_idxctrl 102.12 74.78 72.91 69.87 72.91 179.04 285.38 291.99 275.22
9 mt_962_use2023_best_save_rnk500_idxctrl 98.95 71.61 69.74 66.69 69.74 175.87 282.20 288.81 272.05
10 mt_962_use2023_last_save_rnk500_idxctrl 98.48 71.14 69.27 66.23 69.27 175.40 281.74 288.35 271.58
14 mt_962_use2021_last_save_rnk500_idxctrl 79.31 51.97 50.10 47.05 50.10 156.23 262.57 269.18 252.41
16 mt_962_use2020_last_save_rnk500_idxctrl 76.31 48.97 47.10 44.06 47.10 153.23 259.57 266.18 249.41
19 mt_962_use2024_last_save_rnk500_idxctrl 61.93 34.59 32.72 29.68 32.72 138.85 245.19 251.80 235.03
25 mt_961_use2021_best_save_rnk500_idxctrl 48.85 21.51 19.63 16.59 19.64 125.77 232.10 238.71 221.95
26 mt_962_use2024_best_save_rnk500_idxctrl 48.56 21.22 19.35 16.30 19.35 125.48 231.81 238.42 221.66
27 mt_961_use2020_last_save_rnk500_idxctrl 48.31 20.97 19.10 16.05 19.10 125.23 231.57 238.18 221.41
29 mt_961_use2013_best_save_rnk500_idxctrl 48.02 20.68 18.80 15.76 18.81 124.94 231.27 237.88 221.12
30 mt_962_use2019_best_save_rnk500_idxctrl 47.27 19.93 18.05 15.01 18.06 124.19 230.52 237.13 220.37
31 mt_961_use2020_best_save_rnk500_idxctrl 46.55 19.21 17.34 14.29 17.34 123.47 229.81 236.42 219.65
35 mt_962_use2019_last_save_rnk500_idxctrl 39.13 11.79 9.92 6.87 9.92 116.05 222.38 228.99 212.23
40 mt_962_use2013_best_save_rnk500_idxctrl 30.79 3.45 1.58 -1.46 1.58 107.71 214.05 220.66 203.89
42 mt_961_use2019_best_save_rnk500_idxctrl 30.34 3.00 1.13 -1.92 1.13 107.26 213.59 220.20 203.44
44 mt_962_use2013_last_save_rnk500_idxctrl 25.24 -2.10 -3.98 -7.02 -3.97 102.16 208.49 215.10 198.34
56 mt_961_use2022_best_save_rnk500_idxctrl 14.52 -12.82 -14.69 -17.74 -14.69 91.44 197.77 204.38 187.62
58 mt_961_use2019_last_save_rnk500_idxctrl 13.35 -13.99 -15.86 -18.91 -15.86 90.27 196.60 203.21 186.45
60 mt_961_use2021_last_save_rnk500_idxctrl 11.42 -15.92 -17.79 -20.84 -17.79 88.34 194.67 201.28 184.52
73 mt_962_use2017_best_save_rnk500_idxctrl 4.00 -23.34 -25.21 -28.25 -25.21 80.92 187.26 193.87 177.10
77 mt_961_use2024_best_save_rnk500_idxctrl 0.35 -26.99 -28.86 -31.90 -28.86 77.27 183.61 190.22 173.45
79 mt_961_use2022_last_save_rnk500_idxctrl -2.16 -29.50 -31.37 -34.42 -31.37 74.76 181.09 187.70 170.94
81 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -2.84 -30.18 -32.05 -35.10 -32.05 74.08 180.42 187.03 170.26
83 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -4.23 -31.57 -33.44 -36.49 -33.44 72.69 179.02 185.63 168.87
86 mt_962_use2015_last_save_rnk500_idxctrl -5.15 -32.49 -34.36 -37.41 -34.36 71.77 178.11 184.72 167.95
87 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -5.21 -32.55 -34.42 -37.47 -34.42 71.71 178.04 184.65 167.89
90 multin_zz500_61001_idxctrl_zz500_pv -5.99 -33.32 -35.20 -38.24 -35.20 70.93 177.27 183.88 167.12
92 multin_zz1000_61001_idxctrl_pv_rm_blc -6.55 -33.89 -35.77 -38.81 -35.76 70.37 176.70 183.31 166.55
93 multin_zz500_61004_idxctrl_zz500_pv -7.44 -34.78 -36.65 -39.70 -36.65 69.48 175.81 182.42 165.66
94 mt_961_use2015_last_save_rnk500_idxctrl -7.79 -35.13 -37.00 -40.05 -37.00 69.13 175.47 182.08 165.31
95 multin_zz1000_61001_idxctrl_pv -8.05 -35.39 -37.27 -40.31 -37.26 68.87 175.20 181.81 165.05
96 multin_zz500_61002_idxctrl_zz500_pv -8.49 -35.82 -37.70 -40.74 -37.70 68.43 174.77 181.38 164.62
97 mt_961_use2023_last_save_rnk500_idxctrl -8.84 -36.18 -38.05 -41.10 -38.05 68.08 174.41 181.02 164.26
98 mt_962_use2012_best_save_rnk500_idxctrl -8.89 -36.23 -38.10 -41.14 -38.10 68.03 174.37 180.98 164.21
100 multin_zz1000_61002_idxctrl_pv_rm_blc -9.94 -37.28 -39.15 -42.20 -39.15 66.98 173.32 179.93 163.16
101 multin_zz1000_61004_idxctrl_pv_rm_blc -9.94 -37.28 -39.15 -42.20 -39.15 66.98 173.32 179.93 163.16
102 mt_961_use2024_last_save_rnk500_idxctrl -9.96 -37.30 -39.17 -42.22 -39.17 66.96 173.29 179.91 163.14
104 multin_zz1000_61004_idxctrl_pv -11.49 -38.83 -40.70 -43.75 -40.70 65.43 171.76 178.37 161.61
105 multin_zz1000_61002_idxctrl_pv -11.49 -38.83 -40.70 -43.75 -40.70 65.43 171.76 178.37 161.61
107 mt_962_use2018_best_save_rnk500_idxctrl -12.83 -40.17 -42.04 -45.09 -42.04 64.09 170.42 177.03 160.27
108 mt_961_use2015_best_save_rnk500_idxctrl -13.48 -40.82 -42.69 -45.74 -42.69 63.44 169.78 176.39 159.62
109 mt_962_use2014_best_save_rnk500_idxctrl -14.18 -41.51 -43.39 -46.43 -43.39 62.75 169.08 175.69 158.93
122 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -20.25 -47.59 -49.46 -52.51 -49.46 56.67 163.00 169.61 152.85
123 mt_961_use2013_last_save_rnk500_idxctrl -20.45 -47.79 -49.67 -52.71 -49.66 56.47 162.80 169.41 152.65
124 multin_zz1000_61001_idxctrl_zz1000_pv -20.62 -47.96 -49.83 -52.88 -49.83 56.30 162.63 169.24 152.48
126 mt_962_use2014_last_save_rnk500_idxctrl -21.81 -49.15 -51.02 -54.07 -51.02 55.11 161.44 168.05 151.29
127 mt_961_use2010_last_save_rnk500_idxctrl -21.99 -49.33 -51.20 -54.25 -51.20 54.93 161.26 167.87 151.11
128 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -22.67 -50.01 -51.88 -54.93 -51.88 54.25 160.58 167.19 150.43
130 multin_zz1000_61004_idxctrl_zz1000_pv -23.03 -50.37 -52.24 -55.29 -52.24 53.89 160.23 166.84 150.07
133 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -23.92 -51.26 -53.13 -56.18 -53.13 53.00 159.33 165.94 149.18
135 multin_zz1000_61002_idxctrl_zz1000_pv -24.29 -51.63 -53.50 -56.55 -53.50 52.63 158.96 165.58 148.81
141 mt_961_use2011_best_save_rnk500_idxctrl -26.00 -53.34 -55.21 -58.26 -55.21 50.92 157.25 163.86 147.10
150 mt_961_use2017_last_save_rnk500_idxctrl -31.21 -58.55 -60.42 -63.47 -60.42 45.71 152.04 158.65 141.89
156 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -33.66 -60.99 -62.87 -65.91 -62.87 43.26 149.60 156.21 139.45
157 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -33.97 -61.30 -63.18 -66.22 -63.18 42.96 149.29 155.90 139.14
160 mt_961_use2017_best_save_rnk500_idxctrl -34.23 -61.57 -63.44 -66.49 -63.44 42.69 149.02 155.63 138.87
161 multin_zz1000_61001_idxctrl_pv_rm_fnd -34.30 -61.64 -63.51 -66.56 -63.51 42.62 148.95 155.56 138.80
162 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -34.34 -61.68 -63.55 -66.60 -63.55 42.58 148.91 155.52 138.76
163 mt_962_use2017_last_save_rnk500_idxctrl -34.45 -61.79 -63.66 -66.71 -63.66 42.47 148.80 155.42 138.65
166 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -35.13 -62.47 -64.34 -67.39 -64.34 41.79 148.12 154.73 137.97
167 mt_961_use2014_best_save_rnk500_idxctrl -35.41 -62.75 -64.62 -67.66 -64.62 41.51 147.85 154.46 137.69
169 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -35.59 -62.93 -64.81 -67.85 -64.80 41.33 147.66 154.27 137.51
170 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -35.59 -62.93 -64.81 -67.85 -64.80 41.33 147.66 154.27 137.51
171 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -35.87 -63.21 -65.09 -68.13 -65.08 41.05 147.38 153.99 137.23
172 multin_zz1000_61002_idxctrl_pv_rm_fnd -36.28 -63.62 -65.49 -68.54 -65.49 40.64 146.98 153.59 136.82
173 multin_zz1000_61004_idxctrl_pv_rm_fnd -36.28 -63.62 -65.49 -68.54 -65.49 40.64 146.98 153.59 136.82
174 mt_961_use2010_best_save_rnk500_idxctrl -36.32 -63.66 -65.53 -68.58 -65.53 40.60 146.93 153.55 136.78
177 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -36.85 -64.19 -66.06 -69.11 -66.06 40.07 146.41 153.02 136.25
179 mt_961_use2023_best_save_rnk500_idxctrl -38.01 -65.35 -67.22 -70.27 -67.22 38.91 145.25 151.86 135.09
180 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -38.04 -65.38 -67.25 -70.30 -67.25 38.88 145.22 151.83 135.06
182 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -38.27 -65.61 -67.48 -70.53 -67.48 38.65 144.98 151.59 134.83
184 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -38.82 -66.16 -68.03 -71.08 -68.03 38.10 144.43 151.04 134.28
187 multin_zz1000_61001_idxctrl_top3800_pv -39.31 -66.64 -68.52 -71.56 -68.52 37.62 143.95 150.56 133.80
194 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -40.81 -68.15 -70.02 -73.07 -70.02 36.11 142.44 149.05 132.29
196 mt_961_use2012_last_save_rnk500_idxctrl -41.15 -68.49 -70.36 -73.40 -70.36 35.77 142.11 148.72 131.95
197 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -41.29 -68.63 -70.50 -73.55 -70.50 35.63 141.96 148.58 131.81
200 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -41.84 -69.17 -71.05 -74.09 -71.04 35.09 141.42 148.03 131.27
201 mt_961_use2012_best_save_rnk500_idxctrl -42.12 -69.46 -71.33 -74.38 -71.33 34.80 141.13 147.74 130.98
202 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -42.15 -69.49 -71.36 -74.41 -71.36 34.77 141.10 147.71 130.95
204 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -42.59 -69.93 -71.80 -74.85 -71.80 34.33 140.66 147.27 130.51
205 mt_961_use2009_best_save_rnk500_idxctrl -42.65 -69.99 -71.86 -74.91 -71.86 34.27 140.61 147.22 130.45
206 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -42.88 -70.22 -72.09 -75.14 -72.09 34.04 140.37 146.98 130.22
207 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -42.96 -70.29 -72.17 -75.21 -72.17 33.96 140.30 146.91 130.15
209 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -43.32 -70.66 -72.53 -75.57 -72.53 33.60 139.94 146.55 129.78
210 multin_zz1000_61001_idxctrl_50010002000_pv -43.38 -70.72 -72.59 -75.63 -72.59 33.54 139.88 146.49 129.72
211 mt_962_use2012_last_save_rnk500_idxctrl -43.63 -70.97 -72.84 -75.89 -72.84 33.29 139.63 146.24 129.47
212 mt_962_use2016_last_save_rnk500_idxctrl -44.03 -71.37 -73.24 -76.28 -73.24 32.89 139.23 145.84 129.07
213 mt_961_use2009_last_save_rnk500_idxctrl -44.13 -71.47 -73.35 -76.39 -73.34 32.79 139.12 145.73 128.97
214 mt_961_use2018_last_save_rnk500_idxctrl -44.31 -71.65 -73.52 -76.56 -73.52 32.61 138.95 145.56 128.79
226 multin_zz1000_61004_idxctrl_top3800_pv -46.72 -74.06 -75.93 -78.98 -75.93 30.20 136.54 143.15 126.38
228 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -46.94 -74.28 -76.15 -79.19 -76.15 29.98 136.32 142.93 126.16
232 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -47.92 -75.26 -77.13 -80.17 -77.13 29.00 135.34 141.95 125.18
236 multin_zz1000_61002_idxctrl_top3800_pv -48.19 -75.53 -77.40 -80.45 -77.40 28.73 135.06 141.67 124.91
240 mt_961_use2016_last_save_rnk500_idxctrl -48.88 -76.22 -78.09 -81.14 -78.09 28.04 134.38 140.99 124.22
245 mt_962_use2010_last_save_rnk500_idxctrl -49.74 -77.08 -78.95 -82.00 -78.95 27.18 133.52 140.13 123.36
254 multin_zz1000_61004_idxctrl_50010002000_pv -51.87 -79.21 -81.08 -84.12 -81.08 25.05 131.39 138.00 121.23
256 mt_961_use2011_last_save_rnk500_idxctrl -52.59 -79.93 -81.80 -84.85 -81.80 24.33 130.66 137.27 120.51
259 multin_zz1000_61002_idxctrl_50010002000_pv -52.99 -80.33 -82.20 -85.25 -82.20 23.93 130.26 136.87 120.11
265 mt_961_use2018_best_save_rnk500_idxctrl -54.23 -81.57 -83.44 -86.49 -83.44 22.69 129.02 135.63 118.87
280 mt_961_use2014_last_save_rnk500_idxctrl -57.67 -85.01 -86.89 -89.93 -86.88 19.25 125.58 132.19 115.43
295 mt_962_use2011_last_save_rnk500_idxctrl -61.03 -88.37 -90.24 -93.29 -90.24 15.89 122.22 128.83 112.07
312 mt_961_use2016_best_save_rnk500_idxctrl -64.52 -91.86 -93.73 -96.78 -93.73 12.40 118.73 125.34 108.58
320 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -65.95 -93.29 -95.16 -98.20 -95.16 10.97 117.31 123.92 107.15
329 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -69.15 -96.49 -98.36 -101.41 -98.36 7.77 114.10 120.71 103.95
330 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -69.24 -96.58 -98.45 -101.50 -98.45 7.68 114.01 120.62 103.86
333 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -69.49 -96.83 -98.70 -101.75 -98.70 7.43 113.77 120.38 103.61
336 mt_962_use2016_best_save_rnk500_idxctrl -70.17 -97.51 -99.38 -102.43 -99.38 6.75 113.09 119.70 102.93
338 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -70.34 -97.68 -99.55 -102.60 -99.55 6.58 112.92 119.53 102.76
349 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -72.60 -99.94 -101.82 -104.86 -101.81 4.32 110.65 117.26 100.50
350 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -72.62 -99.95 -101.83 -104.87 -101.83 4.30 110.64 117.25 100.49
360 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -74.20 -101.53 -103.41 -106.45 -103.40 2.73 109.06 115.67 98.91
364 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -74.52 -101.85 -103.73 -106.77 -103.72 2.41 108.74 115.35 98.59
365 mt_962_use2018_last_save_rnk500_idxctrl -74.59 -101.93 -103.80 -106.85 -103.80 2.33 108.67 115.28 98.51
368 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -75.13 -102.47 -104.34 -107.39 -104.34 1.79 108.12 114.73 97.97
383 mt_962_use2010_best_save_rnk500_idxctrl -77.18 -104.51 -106.39 -109.43 -106.39 -0.26 106.08 112.69 95.93
385 mt_962_use2011_best_save_rnk500_idxctrl -77.89 -105.23 -107.10 -110.15 -107.10 -0.97 105.37 111.98 95.21
388 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -78.21 -105.55 -107.42 -110.46 -107.42 -1.29 105.05 111.66 94.89
389 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -78.56 -105.90 -107.77 -110.82 -107.77 -1.64 104.70 111.31 94.54
406 mt_961_use2008_best_save_rnk500_idxctrl -82.83 -110.17 -112.04 -115.08 -112.04 -5.91 100.43 107.04 90.27
424 mt_961_use2008_last_save_rnk500_idxctrl -88.26 -115.59 -117.47 -120.51 -117.47 -11.33 95.00 101.61 84.85
473 mt_962_use2009_best_save_rnk500_idxctrl -102.25 -129.59 -131.46 -134.51 -131.46 -25.33 81.00 87.61 70.85
476 mt_962_use2009_last_save_rnk500_idxctrl -103.24 -130.58 -132.45 -135.50 -132.45 -26.32 80.02 86.63 69.86
481 mt_962_use2008_best_save_rnk500_idxctrl -105.60 -132.93 -134.81 -137.85 -134.80 -28.67 77.66 84.27 67.51
490 mt_962_use2008_last_save_rnk500_idxctrl -108.82 -136.16 -138.03 -141.08 -138.03 -31.90 74.44 81.05 64.28