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_20250717_151527
3 mt_962_use2023_best_save_rnk500_idxctrl 83.91 89.89 196.94 129.98 196.94 112.40 164.34 171.92 213.40
5 mt_962_use2022_last_save_rnk500_idxctrl 76.91 82.89 189.94 122.98 189.95 105.40 157.34 164.92 206.40
6 mt_962_use2023_last_save_rnk500_idxctrl 76.27 82.26 189.31 122.34 189.31 104.77 156.70 164.28 205.77
9 mt_962_use2020_best_save_rnk500_idxctrl 70.48 76.46 183.51 116.55 183.51 98.97 150.91 158.49 199.97
11 mt_962_use2021_best_save_rnk500_idxctrl 65.79 71.78 178.83 111.86 178.83 94.28 146.22 153.80 195.29
12 mt_962_use2021_last_save_rnk500_idxctrl 62.61 68.60 175.65 108.68 175.65 91.11 143.04 150.62 192.11
15 mt_962_use2020_last_save_rnk500_idxctrl 56.34 62.33 169.38 102.41 169.38 84.84 136.77 144.36 185.84
16 mt_962_use2022_best_save_rnk500_idxctrl 55.92 61.90 168.95 101.98 168.95 84.41 136.35 143.93 185.41
17 mt_962_use2015_best_save_rnk500_idxctrl 53.08 59.06 166.11 99.15 166.11 81.57 133.51 141.09 182.57
23 mt_962_use2013_best_save_rnk500_idxctrl 42.84 48.83 155.88 88.91 155.88 71.33 123.27 130.85 172.34
24 mt_962_use2019_best_save_rnk500_idxctrl 40.04 46.03 153.07 86.11 153.08 68.53 120.47 128.05 169.54
30 mt_962_use2019_last_save_rnk500_idxctrl 31.88 37.86 144.91 77.95 144.92 60.37 112.31 119.89 161.37
33 mt_961_use2021_best_save_rnk500_idxctrl 30.94 36.92 143.97 77.01 143.97 59.43 111.37 118.95 160.43
34 mt_962_use2024_last_save_rnk500_idxctrl 30.79 36.77 143.82 76.86 143.82 59.28 111.22 118.80 160.28
36 mt_962_use2012_best_save_rnk500_idxctrl 29.52 35.51 142.56 75.59 142.56 58.02 109.95 117.54 159.02
38 mt_962_use2024_best_save_rnk500_idxctrl 25.03 31.02 138.06 71.10 138.07 53.52 105.46 113.04 154.53
42 mt_962_use2013_last_save_rnk500_idxctrl 24.07 30.06 137.11 70.14 137.11 52.56 104.50 112.08 153.57
51 mt_962_use2015_last_save_rnk500_idxctrl 18.10 24.08 131.13 64.17 131.13 46.59 98.53 106.11 147.59
52 mt_962_use2014_best_save_rnk500_idxctrl 17.61 23.59 130.64 63.68 130.64 46.10 98.04 105.62 147.10
54 mt_962_use2017_best_save_rnk500_idxctrl 16.91 22.89 129.94 62.98 129.95 45.40 97.34 104.92 146.40
56 mt_962_use2014_last_save_rnk500_idxctrl 14.25 20.24 127.29 60.32 127.29 42.74 94.68 102.26 143.75
75 mt_962_use2016_last_save_rnk500_idxctrl 2.57 8.56 115.61 48.64 115.61 31.07 83.00 90.58 132.07
76 mt_961_use2013_best_save_rnk500_idxctrl 2.24 8.23 115.28 48.31 115.28 30.74 82.67 90.25 131.74
80 mt_962_use2012_last_save_rnk500_idxctrl -0.06 5.93 112.98 46.01 112.98 28.44 80.37 87.96 129.44
84 mt_962_use2017_last_save_rnk500_idxctrl -3.68 2.30 109.35 42.39 109.35 24.81 76.75 84.33 125.81
92 mt_961_use2021_last_save_rnk500_idxctrl -6.45 -0.46 106.59 39.62 106.59 22.05 73.98 81.57 123.05
97 multin_zz1000_61001_idxctrl_50010002000_pv -9.18 -3.19 103.86 36.89 103.86 19.31 71.25 78.83 120.32
101 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -10.08 -4.09 102.96 35.99 102.96 18.42 70.35 77.94 119.42
103 multin_zz1000_61001_idxctrl_zz1000_pv -10.99 -5.01 102.04 35.08 102.04 17.50 69.44 77.02 118.50
106 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -12.14 -6.15 100.90 33.93 100.90 16.36 68.29 75.87 117.36
107 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -12.26 -6.28 100.77 33.81 100.77 16.23 68.17 75.75 117.23
108 mt_962_use2018_best_save_rnk500_idxctrl -12.35 -6.37 100.68 33.71 100.68 16.14 68.08 75.66 117.14
109 multin_zz1000_61001_idxctrl_top3800_pv -13.11 -7.12 99.93 32.96 99.93 15.39 67.32 74.91 116.39
110 multin_zz1000_61004_idxctrl_zz1000_pv -13.17 -7.18 99.87 32.90 99.87 15.32 67.26 74.84 116.33
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -13.18 -7.19 99.86 32.89 99.86 15.32 67.25 74.84 116.32
113 multin_zz1000_61002_idxctrl_zz1000_pv -14.09 -8.10 98.95 31.98 98.95 14.41 66.34 73.93 115.41
120 multin_zz1000_61004_idxctrl_50010002000_pv -15.93 -9.94 97.11 30.14 97.11 12.57 64.50 72.08 113.57
121 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -16.26 -10.27 96.78 29.81 96.78 12.23 64.17 71.75 113.24
122 mt_961_use2020_last_save_rnk500_idxctrl -16.36 -10.37 96.68 29.71 96.68 12.14 64.07 71.65 113.14
124 multin_zz1000_61002_idxctrl_50010002000_pv -16.93 -10.94 96.11 29.14 96.11 11.57 63.50 71.09 112.57
126 mt_962_use2011_last_save_rnk500_idxctrl -17.49 -11.50 95.54 28.58 95.55 11.00 62.94 70.52 112.00
127 mt_961_use2020_best_save_rnk500_idxctrl -17.51 -11.53 95.52 28.56 95.52 10.98 62.92 70.50 111.98
128 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -19.16 -13.17 93.88 26.91 93.88 9.33 61.27 68.85 110.34
129 multin_zz1000_61004_idxctrl_top3800_pv -19.30 -13.31 93.74 26.77 93.74 9.20 61.13 68.72 110.20
131 multin_zz1000_61002_idxctrl_top3800_pv -19.80 -13.81 93.24 26.27 93.24 8.70 60.63 68.22 109.70
132 mt_961_use2015_best_save_rnk500_idxctrl -19.83 -13.85 93.20 26.24 93.20 8.66 60.60 68.18 109.66
133 multin_zz1000_61001_idxctrl_pv_rm_blc -19.86 -13.87 93.18 26.21 93.18 8.63 60.57 68.15 109.64
134 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -20.08 -14.10 92.95 25.99 92.95 8.41 60.35 67.93 109.41
135 multin_zz1000_61001_idxctrl_pv -20.09 -14.11 92.94 25.98 92.94 8.40 60.34 67.92 109.40
138 mt_962_use2010_last_save_rnk500_idxctrl -20.52 -14.54 92.51 25.55 92.51 7.97 59.91 67.49 108.97
141 mt_961_use2014_best_save_rnk500_idxctrl -21.49 -15.51 91.54 24.58 91.54 7.00 58.94 66.52 108.00
142 mt_961_use2019_best_save_rnk500_idxctrl -21.78 -15.79 91.26 24.29 91.26 6.72 58.65 66.23 107.72
144 multin_zz1000_61002_idxctrl_pv_rm_blc -21.98 -16.00 91.05 24.09 91.05 6.51 58.45 66.03 107.51
145 multin_zz1000_61004_idxctrl_pv_rm_blc -21.98 -16.00 91.05 24.09 91.05 6.51 58.45 66.03 107.51
146 multin_zz1000_61002_idxctrl_pv -22.18 -16.19 90.86 23.89 90.86 6.32 58.25 65.83 107.32
147 multin_zz1000_61004_idxctrl_pv -22.18 -16.19 90.86 23.89 90.86 6.32 58.25 65.83 107.32
148 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -22.36 -16.37 90.68 23.71 90.68 6.14 58.07 65.65 107.14
150 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -22.55 -16.57 90.48 23.52 90.48 5.94 57.88 65.46 106.94
155 mt_961_use2022_best_save_rnk500_idxctrl -24.14 -18.15 88.90 21.93 88.90 4.36 56.29 63.87 105.36
171 multin_zz500_61001_idxctrl_zz500_pv -26.63 -20.65 86.40 19.44 86.40 1.86 53.80 61.38 102.86
172 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -26.90 -20.91 86.14 19.17 86.14 1.60 53.53 61.11 102.60
176 multin_zz500_61004_idxctrl_zz500_pv -27.94 -21.95 85.10 18.13 85.10 0.56 52.49 60.07 101.56
177 mt_961_use2015_last_save_rnk500_idxctrl -28.06 -22.07 84.98 18.01 84.98 0.44 52.37 59.95 101.44
179 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -28.21 -22.22 84.83 17.86 84.83 0.29 52.22 59.80 101.29
180 multin_zz500_61002_idxctrl_zz500_pv -28.28 -22.29 84.76 17.79 84.76 0.22 52.15 59.73 101.22
182 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -28.59 -22.61 84.44 17.48 84.44 -0.10 51.84 59.42 100.90
196 mt_962_use2016_best_save_rnk500_idxctrl -31.63 -25.64 81.41 14.44 81.41 -3.13 48.80 56.39 97.87
199 mt_962_use2011_best_save_rnk500_idxctrl -32.55 -26.56 80.49 13.52 80.49 -4.05 47.89 55.47 96.95
201 mt_961_use2023_last_save_rnk500_idxctrl -33.02 -27.04 80.01 13.05 80.01 -4.53 47.41 54.99 96.47
202 mt_961_use2013_last_save_rnk500_idxctrl -33.47 -27.48 79.57 12.60 79.57 -4.98 46.96 54.54 96.03
205 mt_962_use2010_best_save_rnk500_idxctrl -33.93 -27.95 79.10 12.14 79.10 -5.44 46.50 54.08 95.56
206 mt_961_use2019_last_save_rnk500_idxctrl -34.32 -28.34 78.71 11.75 78.71 -5.83 46.11 53.69 95.17
207 mt_961_use2022_last_save_rnk500_idxctrl -35.01 -29.02 78.03 11.06 78.03 -6.51 45.42 53.01 94.49
210 mt_961_use2010_last_save_rnk500_idxctrl -35.73 -29.75 77.30 10.34 77.30 -7.24 44.70 52.28 93.76
224 mt_961_use2011_best_save_rnk500_idxctrl -37.90 -31.91 75.14 8.17 75.14 -9.40 42.53 50.11 91.60
229 mt_961_use2010_best_save_rnk500_idxctrl -38.36 -32.38 74.67 7.71 74.68 -9.87 42.07 49.65 91.13
231 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -38.44 -32.46 74.59 7.62 74.59 -9.95 41.99 49.57 91.05
243 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -39.31 -33.33 73.72 6.76 73.72 -10.82 41.12 48.70 90.18
247 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -39.72 -33.74 73.31 6.34 73.31 -11.23 40.71 48.29 89.77
250 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -40.22 -34.23 72.82 5.85 72.82 -11.72 40.21 47.79 89.28
251 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -40.36 -34.37 72.68 5.71 72.68 -11.86 40.07 47.66 89.14
254 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -41.02 -35.03 72.02 5.05 72.02 -12.52 39.41 46.99 88.48
256 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -41.41 -35.43 71.62 4.65 71.62 -12.92 39.02 46.60 88.08
257 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -41.45 -35.46 71.59 4.62 71.59 -12.95 38.98 46.57 88.05
259 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -41.82 -35.83 71.22 4.25 71.22 -13.32 38.62 46.20 87.68
262 mt_961_use2009_best_save_rnk500_idxctrl -42.01 -36.02 71.03 4.06 71.03 -13.51 38.42 46.00 87.49
263 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -42.09 -36.11 70.94 3.98 70.94 -13.60 38.34 45.92 87.40
270 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -42.58 -36.59 70.46 3.49 70.46 -14.08 37.85 45.43 86.92
273 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -43.22 -37.24 69.81 2.85 69.82 -14.73 37.21 44.79 86.27
274 mt_961_use2014_last_save_rnk500_idxctrl -43.40 -37.41 69.64 2.67 69.64 -14.90 37.03 44.61 86.10
282 mt_962_use2018_last_save_rnk500_idxctrl -44.36 -38.37 68.68 1.71 68.68 -15.86 36.08 43.66 85.14
284 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -44.41 -38.42 68.63 1.66 68.63 -15.91 36.02 43.61 85.09
288 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -44.77 -38.79 68.26 1.29 68.26 -16.28 35.66 43.24 84.72
291 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -45.17 -39.18 67.86 0.90 67.87 -16.68 35.26 42.84 84.32
293 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -45.35 -39.37 67.68 0.71 67.68 -16.86 35.08 42.66 84.14
296 mt_961_use2009_last_save_rnk500_idxctrl -45.94 -39.96 67.09 0.13 67.09 -17.45 34.49 42.07 83.55
297 mt_961_use2012_best_save_rnk500_idxctrl -46.04 -40.05 67.00 0.03 67.00 -17.54 34.39 41.98 83.46
299 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -46.12 -40.13 66.92 -0.05 66.92 -17.62 34.31 41.90 83.38
304 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -46.82 -40.83 66.22 -0.75 66.22 -18.33 33.61 41.19 82.68
306 multin_zz1000_61001_idxctrl_pv_rm_fnd -46.99 -41.01 66.04 -0.92 66.04 -18.50 33.44 41.02 82.50
314 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -47.92 -41.94 65.11 -1.85 65.11 -19.43 32.51 40.09 81.57
316 multin_zz1000_61004_idxctrl_pv_rm_fnd -47.97 -41.99 65.06 -1.90 65.06 -19.48 32.46 40.04 81.52
317 multin_zz1000_61002_idxctrl_pv_rm_fnd -47.97 -41.99 65.06 -1.90 65.06 -19.48 32.46 40.04 81.52
331 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -48.91 -42.93 64.12 -2.84 64.12 -20.42 31.52 39.10 80.58
332 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -48.91 -42.93 64.12 -2.84 64.12 -20.42 31.52 39.10 80.58
339 mt_961_use2024_best_save_rnk500_idxctrl -49.96 -43.97 63.08 -3.89 63.08 -21.46 30.47 38.05 79.54
360 mt_962_use2009_last_save_rnk500_idxctrl -54.41 -48.42 58.62 -8.34 58.63 -25.92 26.02 33.60 75.09
364 mt_961_use2024_last_save_rnk500_idxctrl -55.29 -49.30 57.75 -9.22 57.75 -26.79 25.14 32.72 74.21
366 mt_961_use2012_last_save_rnk500_idxctrl -55.41 -49.43 57.62 -9.34 57.62 -26.92 25.02 32.60 74.08
376 mt_961_use2017_best_save_rnk500_idxctrl -56.23 -50.24 56.80 -10.16 56.81 -27.74 24.20 31.78 73.26
381 mt_962_use2009_best_save_rnk500_idxctrl -56.91 -50.93 56.12 -10.84 56.12 -28.42 23.52 31.10 72.58
394 mt_961_use2011_last_save_rnk500_idxctrl -58.95 -52.96 54.09 -12.88 54.09 -30.45 21.48 29.07 70.55
400 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -60.00 -54.02 53.03 -13.94 53.03 -31.51 20.43 28.01 69.49
401 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -60.02 -54.03 53.01 -13.95 53.02 -31.53 20.41 27.99 69.48
402 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -60.27 -54.28 52.77 -14.20 52.77 -31.77 20.16 27.75 69.23
406 mt_961_use2017_last_save_rnk500_idxctrl -60.44 -54.46 52.59 -14.38 52.59 -31.95 19.99 27.57 69.05
409 mt_961_use2008_last_save_rnk500_idxctrl -60.68 -54.70 52.35 -14.61 52.35 -32.19 19.75 27.33 68.81
419 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -61.83 -55.84 51.20 -15.76 51.21 -33.34 18.60 26.18 67.67
420 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -61.85 -55.86 51.19 -15.78 51.19 -33.35 18.58 26.16 67.65
422 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -62.14 -56.15 50.90 -16.07 50.90 -33.64 18.29 25.87 67.36
430 mt_961_use2016_last_save_rnk500_idxctrl -63.10 -57.12 49.93 -17.03 49.93 -34.61 17.33 24.91 66.39
442 mt_962_use2008_best_save_rnk500_idxctrl -65.61 -59.63 47.42 -19.54 47.42 -37.12 14.82 22.40 63.88
448 mt_962_use2008_last_save_rnk500_idxctrl -66.77 -60.79 46.26 -20.70 46.26 -38.28 13.66 21.24 62.72
454 mt_961_use2008_best_save_rnk500_idxctrl -67.18 -61.20 45.85 -21.11 45.85 -38.69 13.25 20.83 62.31
455 mt_961_use2023_best_save_rnk500_idxctrl -67.22 -61.23 45.82 -21.15 45.82 -38.72 13.21 20.80 62.28
458 mt_961_use2016_best_save_rnk500_idxctrl -67.95 -61.96 45.09 -21.88 45.09 -39.45 12.48 20.07 61.55
493 mt_961_use2018_last_save_rnk500_idxctrl -77.46 -71.47 35.58 -31.39 35.58 -48.96 2.97 10.56 52.04
508 mt_961_use2018_best_save_rnk500_idxctrl -83.79 -77.81 29.24 -37.73 29.24 -55.30 -3.36 4.22 45.70