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_20250718_151522
25 mt_961_use2016_last_save_rnk500_idxctrl 28.36 24.51 52.54 -10.10 52.54 27.98 -15.15 63.26 44.44
28 mt_961_use2016_best_save_rnk500_idxctrl 27.00 23.16 51.18 -11.46 51.18 26.62 -16.51 61.90 43.08
32 mt_962_use2008_best_save_rnk500_idxctrl 26.73 22.89 50.91 -11.73 50.92 26.35 -16.78 61.63 42.81
35 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 26.51 22.67 50.69 -11.95 50.70 26.13 -17.00 61.41 42.59
37 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 26.46 22.61 50.64 -12.00 50.64 26.08 -17.05 61.36 42.54
41 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 26.23 22.38 50.41 -12.23 50.41 25.85 -17.28 61.13 42.31
42 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 26.22 22.38 50.40 -12.24 50.41 25.84 -17.29 61.12 42.30
43 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 26.21 22.37 50.40 -12.24 50.40 25.84 -17.30 61.12 42.30
47 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 25.96 22.11 50.14 -12.50 50.14 25.58 -17.55 60.86 42.04
56 mt_961_use2018_best_save_rnk500_idxctrl 24.48 20.64 48.67 -13.97 48.67 24.11 -19.02 59.39 40.57
57 mt_962_use2009_last_save_rnk500_idxctrl 24.42 20.58 48.60 -14.04 48.60 24.04 -19.09 59.32 40.50
60 mt_961_use2017_last_save_rnk500_idxctrl 24.12 20.27 48.30 -14.34 48.30 23.74 -19.39 59.02 40.20
61 mt_962_use2008_last_save_rnk500_idxctrl 23.85 20.01 48.04 -14.60 48.04 23.48 -19.65 58.76 39.94
62 mt_962_use2009_best_save_rnk500_idxctrl 23.56 19.72 47.74 -14.90 47.74 23.18 -19.95 58.46 39.64
66 mt_962_use2010_best_save_rnk500_idxctrl 23.18 19.34 47.37 -15.27 47.37 22.81 -20.33 58.09 39.27
73 mt_961_use2008_last_save_rnk500_idxctrl 22.64 18.80 46.82 -15.82 46.83 22.26 -20.87 57.54 38.72
75 mt_961_use2017_best_save_rnk500_idxctrl 21.99 18.14 46.17 -16.47 46.17 21.61 -21.52 56.89 38.07
78 mt_962_use2016_best_save_rnk500_idxctrl 21.34 17.50 45.52 -17.12 45.53 20.96 -22.17 56.24 37.42
83 mt_961_use2018_last_save_rnk500_idxctrl 20.56 16.71 44.74 -17.90 44.74 20.18 -22.95 55.46 36.64
110 mt_961_use2014_last_save_rnk500_idxctrl 18.68 14.83 42.86 -19.78 42.86 18.30 -24.83 53.58 34.76
118 mt_961_use2008_best_save_rnk500_idxctrl 18.24 14.39 42.42 -20.22 42.42 17.86 -25.27 53.14 34.32
124 mt_962_use2011_best_save_rnk500_idxctrl 17.89 14.05 42.07 -20.57 42.08 17.51 -25.62 52.79 33.97
141 mt_962_use2014_best_save_rnk500_idxctrl 16.44 12.60 40.63 -22.01 40.63 16.06 -27.07 51.34 32.53
148 mt_962_use2014_last_save_rnk500_idxctrl 16.01 12.16 40.19 -22.45 40.19 15.63 -27.50 50.91 32.09
156 mt_961_use2019_best_save_rnk500_idxctrl 15.29 11.44 39.47 -23.17 39.47 14.91 -28.22 50.19 31.37
171 mt_961_use2014_best_save_rnk500_idxctrl 14.11 10.27 38.30 -24.34 38.30 13.73 -29.40 49.01 30.20
189 mt_961_use2009_last_save_rnk500_idxctrl 12.90 9.06 37.09 -25.55 37.09 12.52 -30.61 47.80 28.99
193 mt_961_use2012_last_save_rnk500_idxctrl 12.71 8.86 36.89 -25.75 36.89 12.33 -30.80 47.61 28.79
196 mt_961_use2023_best_save_rnk500_idxctrl 12.46 8.62 36.65 -25.99 36.65 12.08 -31.05 47.36 28.55
197 multin_zz500_61002_idxctrl_zz500_pv 12.45 8.60 36.63 -26.01 36.63 12.07 -31.06 47.35 28.53
198 mt_961_use2015_last_save_rnk500_idxctrl 12.36 8.52 36.54 -26.10 36.54 11.98 -31.15 47.26 28.44
203 mt_961_use2012_best_save_rnk500_idxctrl 12.21 8.36 36.39 -26.25 36.39 11.83 -31.30 47.11 28.29
204 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 12.20 8.36 36.39 -26.26 36.39 11.82 -31.31 47.10 28.28
205 multin_zz500_61001_idxctrl_zz500_pv 12.18 8.33 36.36 -26.28 36.36 11.80 -31.33 47.08 28.26
208 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 12.04 8.19 36.22 -26.42 36.22 11.66 -31.47 46.94 28.12
209 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 11.98 8.14 36.16 -26.48 36.17 11.60 -31.53 46.88 28.06
210 multin_zz500_61004_idxctrl_zz500_pv 11.88 8.03 36.06 -26.58 36.06 11.50 -31.63 46.78 27.96
218 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 11.65 7.80 35.83 -26.81 35.83 11.27 -31.86 46.55 27.73
222 mt_962_use2012_best_save_rnk500_idxctrl 11.56 7.72 35.75 -26.89 35.75 11.19 -31.94 46.47 27.65
223 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 11.55 7.71 35.74 -26.90 35.74 11.18 -31.95 46.46 27.64
225 mt_961_use2009_best_save_rnk500_idxctrl 11.41 7.56 35.59 -27.05 35.59 11.03 -32.10 46.31 27.49
234 mt_962_use2016_last_save_rnk500_idxctrl 11.24 7.40 35.42 -27.22 35.42 10.86 -32.27 46.14 27.32
239 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 10.87 7.03 35.06 -27.59 35.06 10.49 -32.64 45.77 26.96
241 mt_961_use2019_last_save_rnk500_idxctrl 10.80 6.96 34.99 -27.65 34.99 10.42 -32.71 45.70 26.89
244 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 10.75 6.90 34.93 -27.71 34.93 10.37 -32.76 45.65 26.83
250 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 10.44 6.60 34.63 -28.01 34.63 10.06 -33.07 45.34 26.53
256 multin_zz1000_61002_idxctrl_pv_rm_fnd 10.12 6.27 34.30 -28.34 34.30 9.74 -33.39 45.02 26.20
257 multin_zz1000_61004_idxctrl_pv_rm_fnd 10.12 6.27 34.30 -28.34 34.30 9.74 -33.39 45.02 26.20
258 mt_961_use2011_last_save_rnk500_idxctrl 10.09 6.24 34.27 -28.37 34.27 9.71 -33.42 44.99 26.17
261 mt_962_use2011_last_save_rnk500_idxctrl 9.92 6.08 34.10 -28.54 34.11 9.54 -33.59 44.82 26.00
269 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 9.68 5.84 33.87 -28.77 33.87 9.31 -33.82 44.59 25.77
270 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 9.68 5.84 33.87 -28.77 33.87 9.31 -33.82 44.59 25.77
271 multin_zz1000_61001_idxctrl_pv_rm_fnd 9.67 5.83 33.85 -28.79 33.86 9.29 -33.84 44.57 25.75
272 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 9.61 5.77 33.80 -28.84 33.80 9.24 -33.89 44.52 25.70
275 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 9.45 5.61 33.64 -29.00 33.64 9.07 -34.06 44.35 25.54
292 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 8.69 4.85 32.88 -29.76 32.88 8.31 -34.82 43.59 24.78
296 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 8.45 4.61 32.63 -30.01 32.63 8.07 -35.06 43.35 24.53
297 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 8.37 4.53 32.56 -30.09 32.56 7.99 -35.14 43.27 24.46
299 mt_962_use2018_last_save_rnk500_idxctrl 8.35 4.51 32.53 -30.11 32.54 7.97 -35.16 43.25 24.43
302 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 8.11 4.26 32.29 -30.35 32.29 7.73 -35.40 43.01 24.19
303 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 8.11 4.26 32.29 -30.35 32.29 7.73 -35.40 43.01 24.19
304 mt_962_use2017_last_save_rnk500_idxctrl 8.09 4.24 32.27 -30.37 32.27 7.71 -35.42 42.99 24.17
306 mt_961_use2024_last_save_rnk500_idxctrl 7.99 4.14 32.17 -30.47 32.17 7.61 -35.52 42.89 24.07
311 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 7.62 3.78 31.80 -30.84 31.81 7.24 -35.89 42.52 23.70
319 multin_zz1000_61004_idxctrl_pv 7.33 3.49 31.52 -31.12 31.52 6.96 -36.17 42.24 23.42
320 multin_zz1000_61002_idxctrl_pv 7.33 3.49 31.52 -31.12 31.52 6.96 -36.17 42.24 23.42
321 mt_961_use2011_best_save_rnk500_idxctrl 7.23 3.39 31.42 -31.23 31.42 6.85 -36.28 42.13 23.32
332 multin_zz1000_61001_idxctrl_pv 6.91 3.07 31.09 -31.55 31.10 6.53 -36.60 41.81 22.99
336 mt_961_use2015_best_save_rnk500_idxctrl 6.67 2.83 30.85 -31.79 30.85 6.29 -36.84 41.57 22.75
339 mt_961_use2020_best_save_rnk500_idxctrl 6.44 2.60 30.63 -32.01 30.63 6.07 -37.06 41.35 22.53
347 mt_962_use2010_last_save_rnk500_idxctrl 6.03 2.19 30.22 -32.42 30.22 5.66 -37.47 40.94 22.12
351 multin_zz1000_61002_idxctrl_pv_rm_blc 5.92 2.08 30.10 -32.54 30.11 5.54 -37.59 40.82 22.00
352 multin_zz1000_61004_idxctrl_pv_rm_blc 5.92 2.08 30.10 -32.54 30.11 5.54 -37.59 40.82 22.00
359 multin_zz1000_61001_idxctrl_pv_rm_blc 5.49 1.65 29.67 -32.97 29.68 5.11 -38.02 40.39 21.57
360 mt_961_use2020_last_save_rnk500_idxctrl 5.41 1.57 29.60 -33.04 29.60 5.03 -38.10 40.31 21.50
373 mt_961_use2024_best_save_rnk500_idxctrl 4.58 0.74 28.77 -33.87 28.77 4.21 -38.92 39.49 20.67
375 mt_961_use2010_best_save_rnk500_idxctrl 4.51 0.66 28.69 -33.95 28.69 4.13 -39.00 39.41 20.59
381 mt_962_use2012_last_save_rnk500_idxctrl 4.08 0.23 28.26 -34.38 28.26 3.70 -39.43 38.98 20.16
387 mt_961_use2010_last_save_rnk500_idxctrl 3.49 -0.35 27.68 -34.97 27.68 3.11 -40.02 38.39 19.58
391 mt_961_use2021_last_save_rnk500_idxctrl 3.07 -0.77 27.25 -35.39 27.25 2.69 -40.44 37.97 19.15
392 mt_961_use2022_best_save_rnk500_idxctrl 3.05 -0.79 27.24 -35.40 27.24 2.68 -40.45 37.96 19.14
395 multin_zz1000_61002_idxctrl_top3800_pv 2.69 -1.15 26.87 -35.77 26.87 2.31 -40.82 37.59 18.77
397 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 2.40 -1.44 26.59 -36.05 26.59 2.03 -41.10 37.31 18.49
400 multin_zz1000_61004_idxctrl_top3800_pv 2.14 -1.70 26.33 -36.31 26.33 1.77 -41.36 37.05 18.23
403 mt_962_use2017_best_save_rnk500_idxctrl 1.82 -2.03 26.00 -36.64 26.00 1.44 -41.69 36.72 17.90
404 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 1.78 -2.06 25.97 -36.68 25.97 1.40 -41.73 36.68 17.87
406 multin_zz1000_61001_idxctrl_top3800_pv 1.69 -2.15 25.87 -36.77 25.88 1.31 -41.82 36.59 17.77
409 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 1.11 -2.73 25.29 -37.35 25.30 0.73 -42.40 36.01 17.19
412 multin_zz1000_61004_idxctrl_50010002000_pv 0.56 -3.28 24.75 -37.89 24.75 0.19 -42.94 35.47 16.65
417 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 0.15 -3.69 24.33 -38.31 24.34 -0.23 -43.36 35.05 16.23
418 multin_zz1000_61001_idxctrl_50010002000_pv 0.06 -3.79 24.24 -38.40 24.24 -0.32 -43.45 34.96 16.14
419 mt_961_use2022_last_save_rnk500_idxctrl -0.08 -3.93 24.10 -38.54 24.10 -0.46 -43.59 34.82 16.00
421 multin_zz1000_61002_idxctrl_50010002000_pv -0.23 -4.07 23.96 -38.68 23.96 -0.60 -43.74 34.68 15.86
425 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -0.49 -4.33 23.70 -38.95 23.70 -0.87 -44.00 34.41 15.60
427 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -0.66 -4.50 23.53 -39.11 23.53 -1.03 -44.16 34.25 15.43
428 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -0.71 -4.55 23.48 -39.16 23.48 -1.08 -44.21 34.20 15.38
429 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -0.83 -4.68 23.35 -39.29 23.35 -1.21 -44.34 34.07 15.25
435 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -2.13 -5.97 22.05 -40.59 22.06 -2.51 -45.64 32.77 13.95
437 multin_zz1000_61002_idxctrl_zz1000_pv -2.37 -6.21 21.82 -40.82 21.82 -2.74 -45.87 32.54 13.72
438 mt_961_use2013_last_save_rnk500_idxctrl -2.39 -6.23 21.80 -40.84 21.80 -2.77 -45.90 32.51 13.70
439 multin_zz1000_61004_idxctrl_zz1000_pv -2.41 -6.25 21.77 -40.87 21.78 -2.79 -45.92 32.49 13.67
441 multin_zz1000_61001_idxctrl_zz1000_pv -3.53 -7.38 20.65 -41.99 20.65 -3.91 -47.04 31.37 12.55
448 mt_961_use2021_best_save_rnk500_idxctrl -4.23 -8.07 19.96 -42.68 19.96 -4.60 -47.73 30.68 11.86
449 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -4.26 -8.11 19.92 -42.72 19.92 -4.64 -47.77 30.64 11.82
450 mt_962_use2018_best_save_rnk500_idxctrl -4.29 -8.13 19.90 -42.74 19.90 -4.66 -47.79 30.62 11.80
451 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -4.40 -8.24 19.79 -42.85 19.79 -4.77 -47.90 30.51 11.69
453 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -4.53 -8.37 19.65 -42.99 19.65 -4.91 -48.04 30.37 11.55
454 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.59 -8.43 19.60 -43.05 19.60 -4.97 -48.10 30.31 11.49
455 mt_962_use2015_last_save_rnk500_idxctrl -4.87 -8.72 19.31 -43.33 19.31 -5.25 -48.38 30.03 11.21
460 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -5.82 -9.66 18.36 -44.28 18.36 -6.20 -49.33 29.08 10.26
461 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -5.82 -9.67 18.36 -44.28 18.36 -6.20 -49.33 29.08 10.26
464 mt_961_use2023_last_save_rnk500_idxctrl -7.57 -11.42 16.61 -46.03 16.61 -7.95 -51.08 27.33 8.51
476 mt_962_use2013_best_save_rnk500_idxctrl -9.41 -13.25 14.78 -47.86 14.78 -9.78 -52.91 25.50 6.68
480 mt_962_use2024_best_save_rnk500_idxctrl -10.91 -14.75 13.28 -49.37 13.28 -11.29 -54.42 23.99 5.18
482 mt_962_use2013_last_save_rnk500_idxctrl -11.47 -15.31 12.72 -49.93 12.72 -11.85 -54.98 23.43 4.62
483 mt_962_use2022_best_save_rnk500_idxctrl -11.60 -15.44 12.59 -50.05 12.59 -11.98 -55.11 23.30 4.49
487 mt_961_use2013_best_save_rnk500_idxctrl -12.09 -15.94 12.09 -50.55 12.09 -12.47 -55.60 22.81 3.99
489 mt_962_use2024_last_save_rnk500_idxctrl -13.11 -16.95 11.08 -51.56 11.08 -13.48 -56.61 21.80 2.98
490 mt_962_use2021_last_save_rnk500_idxctrl -13.34 -17.18 10.84 -51.80 10.84 -13.72 -56.85 21.56 2.74
492 mt_962_use2019_best_save_rnk500_idxctrl -14.34 -18.18 9.85 -52.79 9.85 -14.71 -57.84 20.57 1.75
493 mt_962_use2019_last_save_rnk500_idxctrl -14.34 -18.18 9.85 -52.80 9.85 -14.72 -57.85 20.56 1.74
495 mt_962_use2020_last_save_rnk500_idxctrl -14.45 -18.29 9.73 -52.91 9.73 -14.83 -57.96 20.45 1.63
502 mt_962_use2015_best_save_rnk500_idxctrl -17.18 -21.03 7.00 -55.64 7.00 -17.56 -60.69 17.72 -1.10
503 mt_962_use2020_best_save_rnk500_idxctrl -17.31 -21.16 6.87 -55.77 6.87 -17.69 -60.82 17.59 -1.23
505 mt_962_use2022_last_save_rnk500_idxctrl -18.11 -21.95 6.08 -56.56 6.08 -18.48 -61.61 16.80 -2.02
509 mt_962_use2023_best_save_rnk500_idxctrl -19.53 -23.37 4.65 -57.99 4.66 -19.91 -63.04 15.37 -3.45
511 mt_962_use2023_last_save_rnk500_idxctrl -21.25 -25.09 2.93 -59.71 2.93 -21.63 -64.76 13.65 -5.17
512 mt_962_use2021_best_save_rnk500_idxctrl -21.81 -25.65 2.37 -60.27 2.38 -22.19 -65.32 13.09 -5.73