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_20250716_151519
100 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 26.61 57.61 59.11 87.03 59.11 -22.24 3.37 -9.72 -1.43
109 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 25.21 56.22 57.72 85.63 57.72 -23.63 1.97 -11.12 -2.82
113 multin_zz1000_61004_idxctrl_50010002000_pv 24.28 55.28 56.78 84.70 56.78 -24.57 1.03 -12.05 -3.76
114 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 24.23 55.24 56.74 84.65 56.74 -24.62 0.99 -12.10 -3.80
121 multin_zz1000_61002_idxctrl_50010002000_pv 22.91 53.92 55.42 83.33 55.42 -25.94 -0.33 -13.42 -5.12
127 multin_zz1000_61001_idxctrl_50010002000_pv 21.78 52.78 54.28 82.20 54.28 -27.07 -1.47 -14.55 -6.26
140 mt_961_use2010_last_save_rnk500_idxctrl 20.62 51.62 53.12 81.04 53.12 -28.23 -2.62 -15.71 -7.42
149 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 19.73 50.73 52.23 80.15 52.23 -29.12 -3.52 -16.60 -8.31
157 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 19.08 50.09 51.59 79.50 51.59 -29.76 -4.16 -17.25 -8.95
166 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 18.30 49.30 50.80 78.72 50.80 -30.55 -4.94 -18.03 -9.74
170 multin_zz1000_61002_idxctrl_top3800_pv 17.79 48.79 50.29 78.21 50.29 -31.06 -5.45 -18.54 -10.25
175 multin_zz1000_61004_idxctrl_top3800_pv 17.39 48.40 49.90 77.81 49.90 -31.45 -5.85 -18.94 -10.64
181 mt_961_use2010_best_save_rnk500_idxctrl 16.82 47.82 49.32 77.24 49.32 -32.03 -6.43 -19.51 -11.22
188 multin_zz1000_61001_idxctrl_top3800_pv 16.09 47.09 48.59 76.51 48.59 -32.76 -7.15 -20.24 -11.95
192 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 15.26 46.27 47.77 75.68 47.77 -33.58 -7.98 -21.07 -12.77
193 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 15.21 46.21 47.71 75.62 47.71 -33.64 -8.04 -21.12 -12.83
194 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 15.19 46.20 47.70 75.61 47.70 -33.65 -8.05 -21.14 -12.84
195 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 15.18 46.19 47.68 75.60 47.68 -33.67 -8.06 -21.15 -12.85
197 multin_zz1000_61004_idxctrl_zz1000_pv 15.17 46.18 47.68 75.59 47.68 -33.68 -8.07 -21.16 -12.86
198 multin_zz1000_61001_idxctrl_zz1000_pv 15.13 46.13 47.63 75.55 47.63 -33.72 -8.11 -21.20 -12.91
200 multin_zz1000_61002_idxctrl_zz1000_pv 15.10 46.10 47.60 75.52 47.60 -33.75 -8.14 -21.23 -12.94
207 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 13.49 44.49 45.99 73.91 45.99 -35.36 -9.75 -22.84 -14.55
209 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 13.12 44.13 45.63 73.54 45.63 -35.72 -10.12 -23.21 -14.91
216 mt_962_use2015_best_save_rnk500_idxctrl 11.61 42.62 44.12 72.03 44.12 -37.24 -11.63 -24.72 -16.42
217 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 11.48 42.48 43.98 71.90 43.98 -37.37 -11.77 -24.85 -16.56
219 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 11.26 42.26 43.76 71.68 43.76 -37.59 -11.99 -25.07 -16.78
226 mt_961_use2020_best_save_rnk500_idxctrl 10.45 41.45 42.95 70.87 42.95 -38.40 -12.80 -25.88 -17.59
230 mt_961_use2020_last_save_rnk500_idxctrl 10.00 41.00 42.50 70.42 42.50 -38.85 -13.25 -26.33 -18.04
231 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 9.77 40.77 42.27 70.19 42.27 -39.08 -13.47 -26.56 -18.27
232 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 9.37 40.38 41.88 69.79 41.88 -39.48 -13.87 -26.96 -18.66
235 mt_962_use2013_last_save_rnk500_idxctrl 8.90 39.90 41.40 69.32 41.40 -39.95 -14.35 -27.43 -19.14
236 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 8.48 39.48 40.98 68.90 40.98 -40.37 -14.76 -27.85 -19.56
237 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 8.42 39.43 40.93 68.84 40.93 -40.42 -14.82 -27.91 -19.61
240 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 8.27 39.27 40.77 68.69 40.77 -40.58 -14.97 -28.06 -19.77
242 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 8.07 39.08 40.58 68.49 40.58 -40.77 -15.17 -28.26 -19.96
243 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 8.02 39.03 40.53 68.44 40.53 -40.82 -15.22 -28.31 -20.01
244 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 7.96 38.96 40.46 68.38 40.46 -40.89 -15.29 -28.37 -20.08
245 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 7.89 38.89 40.39 68.31 40.39 -40.96 -15.35 -28.44 -20.15
250 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 7.53 38.53 40.03 67.95 40.03 -41.32 -15.71 -28.80 -20.51
255 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 6.72 37.72 39.22 67.14 39.22 -42.13 -16.52 -29.61 -21.32
259 mt_961_use2011_best_save_rnk500_idxctrl 6.57 37.58 39.08 66.99 39.08 -42.27 -16.67 -29.76 -21.46
260 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 6.30 37.31 38.81 66.72 38.81 -42.55 -16.94 -30.03 -21.73
266 mt_961_use2013_best_save_rnk500_idxctrl 5.93 36.93 38.43 66.35 38.43 -42.92 -17.32 -30.40 -22.11
272 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 4.94 35.94 37.44 65.36 37.44 -43.91 -18.31 -31.39 -23.10
276 mt_961_use2012_best_save_rnk500_idxctrl 4.61 35.62 37.12 65.03 37.12 -44.24 -18.63 -31.72 -23.42
278 mt_961_use2013_last_save_rnk500_idxctrl 3.90 34.91 36.41 64.32 36.41 -44.95 -19.34 -32.43 -24.13
281 mt_961_use2011_last_save_rnk500_idxctrl 3.22 34.22 35.72 63.64 35.72 -45.63 -20.03 -33.11 -24.82
313 mt_961_use2012_last_save_rnk500_idxctrl -0.97 30.03 31.53 59.45 31.53 -49.82 -24.22 -37.30 -29.01
319 mt_961_use2009_last_save_rnk500_idxctrl -2.89 28.12 29.62 57.53 29.62 -51.74 -26.13 -39.22 -30.92
323 mt_961_use2009_best_save_rnk500_idxctrl -3.35 27.66 29.16 57.07 29.16 -52.19 -26.59 -39.68 -31.38
327 mt_962_use2021_best_save_rnk500_idxctrl -3.73 27.27 28.77 56.69 28.77 -52.58 -26.98 -40.06 -31.77
339 mt_962_use2022_best_save_rnk500_idxctrl -5.29 25.71 27.21 55.13 27.21 -54.14 -28.53 -41.62 -33.33
349 mt_962_use2022_last_save_rnk500_idxctrl -8.16 22.85 24.35 52.26 24.35 -57.00 -31.40 -44.49 -36.19
359 multin_zz1000_61002_idxctrl_pv_rm_blc -9.31 21.69 23.19 51.11 23.19 -58.16 -32.56 -45.64 -37.35
360 multin_zz1000_61004_idxctrl_pv_rm_blc -9.31 21.69 23.19 51.11 23.19 -58.16 -32.56 -45.64 -37.35
363 mt_962_use2013_best_save_rnk500_idxctrl -9.60 21.41 22.91 50.82 22.91 -58.44 -32.84 -45.93 -37.63
364 mt_961_use2019_last_save_rnk500_idxctrl -9.80 21.21 22.71 50.62 22.71 -58.64 -33.04 -46.13 -37.83
365 multin_zz1000_61002_idxctrl_pv -9.86 21.15 22.65 50.56 22.65 -58.70 -33.10 -46.19 -37.89
366 multin_zz1000_61004_idxctrl_pv -9.86 21.15 22.65 50.56 22.65 -58.70 -33.10 -46.19 -37.89
367 multin_zz1000_61001_idxctrl_pv_rm_blc -10.19 20.81 22.31 50.23 22.31 -59.04 -33.44 -46.52 -38.23
368 multin_zz1000_61001_idxctrl_pv -10.68 20.32 21.82 49.74 21.82 -59.53 -33.92 -47.01 -38.72
371 multin_zz1000_61002_idxctrl_pv_rm_fnd -11.26 19.74 21.24 49.16 21.24 -60.11 -34.51 -47.59 -39.30
372 multin_zz1000_61004_idxctrl_pv_rm_fnd -11.26 19.74 21.24 49.16 21.24 -60.11 -34.51 -47.59 -39.30
374 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -11.52 19.48 20.98 48.90 20.98 -60.37 -34.77 -47.85 -39.56
375 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -11.52 19.48 20.98 48.90 20.98 -60.37 -34.77 -47.85 -39.56
378 mt_962_use2010_last_save_rnk500_idxctrl -11.90 19.10 20.60 48.52 20.60 -60.75 -35.14 -48.23 -39.94
379 mt_962_use2019_best_save_rnk500_idxctrl -11.94 19.07 20.57 48.48 20.57 -60.78 -35.18 -48.27 -39.97
382 multin_zz1000_61001_idxctrl_pv_rm_fnd -12.17 18.84 20.33 48.25 20.34 -61.02 -35.41 -48.50 -40.20
383 mt_962_use2015_last_save_rnk500_idxctrl -12.44 18.56 20.06 47.98 20.06 -61.29 -35.68 -48.77 -40.48
384 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -12.46 18.54 20.04 47.96 20.04 -61.31 -35.71 -48.79 -40.50
393 mt_962_use2023_best_save_rnk500_idxctrl -13.99 17.01 18.51 46.42 18.51 -62.84 -37.24 -50.32 -42.03
395 mt_962_use2011_last_save_rnk500_idxctrl -14.30 16.70 18.20 46.12 18.20 -63.15 -37.54 -50.63 -42.34
398 mt_961_use2021_last_save_rnk500_idxctrl -14.94 16.07 17.56 45.48 17.57 -63.79 -38.18 -51.27 -42.97
406 mt_962_use2010_best_save_rnk500_idxctrl -16.62 14.39 15.89 43.80 15.89 -65.46 -39.86 -52.95 -44.65
407 mt_962_use2023_last_save_rnk500_idxctrl -16.67 14.33 15.83 43.75 15.83 -65.52 -39.91 -53.00 -44.71
409 mt_961_use2022_best_save_rnk500_idxctrl -17.75 13.25 14.75 42.67 14.75 -66.60 -41.00 -54.08 -45.79
415 mt_961_use2015_best_save_rnk500_idxctrl -19.50 11.50 13.00 40.92 13.00 -68.35 -42.74 -55.83 -47.54
416 mt_961_use2021_best_save_rnk500_idxctrl -19.57 11.43 12.93 40.85 12.93 -68.42 -42.81 -55.90 -47.61
421 mt_962_use2012_best_save_rnk500_idxctrl -20.47 10.53 12.03 39.95 12.03 -69.32 -43.72 -56.80 -48.51
426 mt_962_use2018_best_save_rnk500_idxctrl -20.94 10.07 11.56 39.48 11.56 -69.79 -44.18 -57.27 -48.98
429 mt_962_use2009_last_save_rnk500_idxctrl -21.52 9.49 10.99 38.90 10.99 -70.36 -44.76 -57.85 -49.55
430 mt_962_use2021_last_save_rnk500_idxctrl -21.76 9.25 10.75 38.66 10.75 -70.60 -45.00 -58.09 -49.79
431 mt_962_use2009_best_save_rnk500_idxctrl -21.86 9.14 10.64 38.56 10.64 -70.71 -45.10 -58.19 -49.90
432 mt_962_use2020_best_save_rnk500_idxctrl -21.98 9.02 10.52 38.44 10.52 -70.83 -45.22 -58.31 -50.02
436 mt_961_use2019_best_save_rnk500_idxctrl -22.91 8.10 9.59 37.51 9.59 -71.76 -46.15 -59.24 -50.94
438 mt_961_use2008_best_save_rnk500_idxctrl -24.02 6.98 8.48 36.40 8.48 -72.87 -47.26 -60.35 -52.06
442 mt_962_use2011_best_save_rnk500_idxctrl -24.44 6.57 8.07 35.98 8.07 -73.28 -47.68 -60.77 -52.47
443 mt_962_use2019_last_save_rnk500_idxctrl -25.18 5.82 7.32 35.24 7.32 -74.03 -48.42 -61.51 -53.22
447 mt_962_use2018_last_save_rnk500_idxctrl -25.87 5.14 6.63 34.55 6.64 -74.72 -49.11 -62.20 -53.90
448 mt_962_use2008_best_save_rnk500_idxctrl -25.99 5.01 6.51 34.43 6.51 -74.84 -49.24 -62.32 -54.03
452 mt_961_use2008_last_save_rnk500_idxctrl -26.97 4.03 5.53 33.45 5.53 -75.82 -50.21 -63.30 -55.01
457 mt_961_use2022_last_save_rnk500_idxctrl -27.86 3.14 4.64 32.56 4.64 -76.71 -51.10 -64.19 -55.90
459 mt_961_use2023_last_save_rnk500_idxctrl -28.05 2.95 4.45 32.37 4.45 -76.90 -51.30 -64.38 -56.09
460 mt_962_use2012_last_save_rnk500_idxctrl -28.17 2.84 4.34 32.25 4.34 -77.01 -51.41 -64.50 -56.20
461 mt_961_use2024_best_save_rnk500_idxctrl -28.20 2.81 4.31 32.22 4.31 -77.04 -51.44 -64.52 -56.23
462 mt_962_use2008_last_save_rnk500_idxctrl -28.20 2.80 4.30 32.22 4.30 -77.05 -51.45 -64.53 -56.24
465 mt_961_use2024_last_save_rnk500_idxctrl -28.60 2.40 3.90 31.82 3.90 -77.45 -51.85 -64.93 -56.64
467 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -28.82 2.19 3.69 31.60 3.69 -77.66 -52.06 -65.15 -56.85
468 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -28.90 2.10 3.60 31.52 3.60 -77.75 -52.14 -65.23 -56.94
469 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -28.97 2.03 3.53 31.45 3.53 -77.82 -52.22 -65.30 -57.01
470 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -29.03 1.97 3.47 31.39 3.47 -77.88 -52.27 -65.36 -57.07
472 mt_962_use2016_best_save_rnk500_idxctrl -29.14 1.86 3.36 31.27 3.36 -77.99 -52.39 -65.47 -57.18
475 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -29.48 1.52 3.02 30.94 3.02 -78.33 -52.72 -65.81 -57.52
476 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -29.56 1.45 2.95 30.86 2.95 -78.41 -52.80 -65.89 -57.59
477 mt_961_use2018_last_save_rnk500_idxctrl -29.70 1.31 2.81 30.72 2.81 -78.55 -52.94 -66.03 -57.73
478 mt_961_use2018_best_save_rnk500_idxctrl -29.74 1.26 2.76 30.68 2.76 -78.59 -52.98 -66.07 -57.78
480 mt_962_use2020_last_save_rnk500_idxctrl -30.32 0.69 2.18 30.10 2.19 -79.17 -53.56 -66.65 -58.35
481 mt_962_use2017_best_save_rnk500_idxctrl -31.08 -0.08 1.42 29.34 1.42 -79.93 -54.32 -67.41 -59.12
483 mt_961_use2023_best_save_rnk500_idxctrl -31.77 -0.76 0.73 28.65 0.73 -80.62 -55.01 -68.10 -59.81
484 mt_962_use2016_last_save_rnk500_idxctrl -32.34 -1.34 0.16 28.08 0.16 -81.19 -55.59 -68.67 -60.38
485 mt_961_use2015_last_save_rnk500_idxctrl -32.40 -1.39 0.11 28.02 0.11 -81.24 -55.64 -68.73 -60.43
488 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -32.77 -1.77 -0.27 27.65 -0.27 -81.62 -56.01 -69.10 -60.81
489 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -32.87 -1.87 -0.37 27.55 -0.37 -81.72 -56.11 -69.20 -60.91
490 mt_961_use2017_last_save_rnk500_idxctrl -32.93 -1.92 -0.42 27.49 -0.42 -81.77 -56.17 -69.26 -60.96
491 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -33.45 -2.45 -0.95 26.97 -0.95 -82.30 -56.69 -69.78 -61.49
493 mt_962_use2017_last_save_rnk500_idxctrl -34.56 -3.55 -2.06 25.86 -2.05 -83.41 -57.80 -70.89 -62.59
494 multin_zz500_61002_idxctrl_zz500_pv -34.69 -3.69 -2.19 25.73 -2.19 -83.54 -57.93 -71.02 -62.73
495 multin_zz500_61004_idxctrl_zz500_pv -34.73 -3.72 -2.22 25.69 -2.22 -83.57 -57.97 -71.06 -62.76
496 multin_zz500_61001_idxctrl_zz500_pv -35.34 -4.34 -2.84 25.08 -2.84 -84.19 -58.59 -71.67 -63.38
502 mt_961_use2016_last_save_rnk500_idxctrl -39.07 -8.07 -6.57 21.35 -6.57 -87.92 -62.31 -75.40 -67.11
503 mt_961_use2017_best_save_rnk500_idxctrl -39.44 -8.43 -6.93 20.98 -6.93 -88.28 -62.68 -75.77 -67.47
505 mt_961_use2016_best_save_rnk500_idxctrl -41.91 -10.90 -9.40 18.51 -9.40 -90.75 -65.15 -78.24 -69.94
506 mt_961_use2014_last_save_rnk500_idxctrl -42.09 -11.09 -9.59 18.33 -9.59 -90.94 -65.34 -78.42 -70.13
507 mt_962_use2024_best_save_rnk500_idxctrl -42.29 -11.28 -9.78 18.13 -9.78 -91.13 -65.53 -78.62 -70.32
509 mt_962_use2014_last_save_rnk500_idxctrl -43.80 -12.80 -11.30 16.62 -11.30 -92.65 -67.04 -80.13 -71.84
511 mt_961_use2014_best_save_rnk500_idxctrl -46.00 -14.99 -13.49 14.42 -13.49 -94.85 -69.24 -82.33 -74.03
512 mt_962_use2024_last_save_rnk500_idxctrl -46.02 -15.01 -13.51 14.40 -13.51 -94.87 -69.26 -82.35 -74.05
513 mt_962_use2014_best_save_rnk500_idxctrl -48.69 -17.69 -16.19 11.73 -16.19 -97.54 -71.94 -85.02 -76.73