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_20250721_151522
84 mt_962_use2008_best_save_rnk500_idxctrl 107.40 99.83 202.84 134.92 202.84 44.97 -247.02 -359.14 -320.11
86 mt_962_use2009_best_save_rnk500_idxctrl 106.94 99.37 202.38 134.47 202.38 44.51 -247.48 -359.59 -320.57
93 mt_962_use2009_last_save_rnk500_idxctrl 106.13 98.57 201.57 133.66 201.57 43.71 -248.29 -360.40 -321.38
110 mt_962_use2008_last_save_rnk500_idxctrl 100.93 93.36 196.37 128.46 196.37 38.50 -253.49 -365.60 -326.58
113 mt_961_use2008_best_save_rnk500_idxctrl 100.65 93.08 196.09 128.18 196.09 38.22 -253.77 -365.89 -326.86
124 mt_961_use2012_last_save_rnk500_idxctrl 97.78 90.21 193.21 125.30 193.21 35.35 -256.65 -368.76 -329.73
127 mt_962_use2011_best_save_rnk500_idxctrl 96.66 89.09 192.09 124.18 192.09 34.23 -257.76 -369.88 -330.85
144 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 92.88 85.31 188.32 120.41 188.32 30.45 -261.54 -373.66 -334.63
147 mt_961_use2012_best_save_rnk500_idxctrl 92.58 85.02 188.02 120.11 188.02 30.15 -261.84 -373.95 -334.93
159 mt_961_use2008_last_save_rnk500_idxctrl 91.60 84.03 187.03 119.12 187.03 29.17 -262.83 -374.94 -335.91
170 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 90.03 82.46 185.47 117.55 185.47 27.60 -264.39 -376.51 -337.48
173 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 89.47 81.90 184.91 117.00 184.91 27.04 -264.95 -377.07 -338.04
174 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 89.35 81.78 184.79 116.88 184.79 26.92 -265.07 -377.18 -338.16
187 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 87.50 79.93 182.93 115.02 182.93 25.07 -266.93 -379.04 -340.01
193 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 86.64 79.07 182.07 114.16 182.07 24.21 -267.78 -379.90 -340.87
196 mt_961_use2011_last_save_rnk500_idxctrl 86.25 78.69 181.69 113.78 181.69 23.83 -268.17 -380.28 -341.26
199 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 86.02 78.46 181.46 113.55 181.46 23.59 -268.40 -380.51 -341.49
201 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 84.07 76.50 179.51 111.60 179.51 21.64 -270.35 -382.47 -343.44
202 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 83.23 75.66 178.67 110.75 178.67 20.80 -271.19 -383.31 -344.28
203 mt_962_use2010_best_save_rnk500_idxctrl 83.06 75.49 178.50 110.58 178.50 20.63 -271.36 -383.48 -344.45
217 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 79.80 72.23 175.24 107.33 175.24 17.37 -274.62 -386.74 -347.71
220 mt_961_use2016_last_save_rnk500_idxctrl 79.57 72.01 175.01 107.10 175.01 17.15 -274.85 -386.96 -347.94
223 mt_962_use2011_last_save_rnk500_idxctrl 78.88 71.31 174.32 106.41 174.32 16.45 -275.54 -387.66 -348.63
229 mt_961_use2016_best_save_rnk500_idxctrl 78.14 70.58 173.58 105.67 173.58 15.72 -276.28 -388.39 -349.37
234 mt_961_use2009_last_save_rnk500_idxctrl 77.53 69.96 172.97 105.05 172.97 15.10 -276.89 -389.01 -349.98
237 mt_961_use2011_best_save_rnk500_idxctrl 77.04 69.48 172.48 104.57 172.48 14.62 -277.38 -389.49 -350.47
250 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 75.40 67.83 170.84 102.93 170.84 12.97 -279.02 -391.14 -352.11
252 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 75.10 67.54 170.54 102.63 170.54 12.68 -279.32 -391.43 -352.41
253 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 74.94 67.37 170.38 102.46 170.38 12.51 -279.48 -391.60 -352.57
256 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 74.53 66.97 169.97 102.06 169.97 12.10 -279.89 -392.00 -352.98
257 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 74.29 66.72 169.73 101.81 169.73 11.86 -280.13 -392.25 -353.22
258 mt_961_use2009_best_save_rnk500_idxctrl 73.75 66.18 169.19 101.28 169.19 11.32 -280.67 -392.79 -353.76
260 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 72.78 65.22 168.22 100.31 168.22 10.36 -281.64 -393.75 -354.73
264 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 72.23 64.66 167.67 99.76 167.67 9.80 -282.19 -394.31 -355.28
271 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 71.49 63.92 166.93 99.02 166.93 9.06 -282.93 -395.04 -356.02
276 mt_961_use2018_best_save_rnk500_idxctrl 69.61 62.04 165.04 97.13 165.04 7.18 -284.82 -396.93 -357.91
283 multin_zz1000_61004_idxctrl_50010002000_pv 68.37 60.81 163.81 95.90 163.81 5.95 -286.05 -398.16 -359.14
289 mt_961_use2017_last_save_rnk500_idxctrl 67.42 59.86 162.86 94.95 162.86 5.00 -287.00 -399.11 -360.09
294 multin_zz1000_61002_idxctrl_top3800_pv 65.89 58.32 161.33 93.42 161.33 3.46 -288.53 -400.65 -361.62
295 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 65.77 58.20 161.21 93.30 161.21 3.34 -288.65 -400.77 -361.74
297 multin_zz1000_61002_idxctrl_50010002000_pv 65.28 57.71 160.72 92.81 160.72 2.85 -289.14 -401.26 -362.23
305 multin_zz1000_61004_idxctrl_top3800_pv 63.43 55.86 158.86 90.95 158.86 1.00 -290.99 -403.11 -364.08
307 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 63.38 55.81 158.82 90.90 158.82 0.95 -291.04 -403.16 -364.13
309 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 62.58 55.01 158.02 90.10 158.02 0.15 -291.84 -403.96 -364.93
310 mt_962_use2010_last_save_rnk500_idxctrl 62.56 54.99 157.99 90.08 157.99 0.13 -291.87 -403.98 -364.95
313 mt_962_use2018_last_save_rnk500_idxctrl 60.96 53.39 156.40 88.49 156.40 -1.47 -293.46 -405.58 -366.55
314 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 60.93 53.36 156.36 88.45 156.36 -1.50 -293.50 -405.61 -366.58
315 mt_961_use2017_best_save_rnk500_idxctrl 60.37 52.80 155.81 87.90 155.81 -2.06 -294.05 -406.16 -367.14
317 multin_zz1000_61001_idxctrl_50010002000_pv 59.93 52.36 155.36 87.45 155.36 -2.50 -294.49 -406.61 -367.58
320 multin_zz1000_61002_idxctrl_pv_rm_fnd 58.80 51.23 154.24 86.33 154.24 -3.63 -295.62 -407.73 -368.71
321 multin_zz1000_61004_idxctrl_pv_rm_fnd 58.80 51.23 154.24 86.33 154.24 -3.63 -295.62 -407.73 -368.71
322 mt_961_use2014_last_save_rnk500_idxctrl 58.76 51.19 154.20 86.29 154.20 -3.67 -295.66 -407.78 -368.75
324 multin_zz1000_61001_idxctrl_top3800_pv 58.57 51.00 154.01 86.09 154.01 -3.86 -295.85 -407.97 -368.94
326 mt_961_use2015_best_save_rnk500_idxctrl 58.15 50.59 153.59 85.68 153.59 -4.27 -296.27 -408.38 -369.36
327 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 57.77 50.21 153.21 85.30 153.21 -4.65 -296.65 -408.76 -369.74
328 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 57.77 50.21 153.21 85.30 153.21 -4.65 -296.65 -408.76 -369.74
329 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 57.42 49.85 152.86 84.95 152.86 -5.01 -297.00 -409.12 -370.09
331 mt_961_use2015_last_save_rnk500_idxctrl 56.46 48.89 151.90 83.99 151.90 -5.97 -297.96 -410.08 -371.05
332 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 55.93 48.36 151.37 83.46 151.37 -6.50 -298.49 -410.61 -371.58
334 multin_zz1000_61001_idxctrl_pv_rm_fnd 55.48 47.92 150.92 83.01 150.92 -6.94 -298.94 -411.05 -372.03
336 mt_961_use2018_last_save_rnk500_idxctrl 55.04 47.47 150.47 82.56 150.47 -7.39 -299.39 -411.50 -372.47
340 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 54.46 46.89 149.89 81.98 149.89 -7.97 -299.97 -412.08 -373.05
341 mt_961_use2014_best_save_rnk500_idxctrl 53.77 46.20 149.20 81.29 149.20 -8.66 -300.65 -412.77 -373.74
345 mt_961_use2023_best_save_rnk500_idxctrl 52.86 45.30 148.30 80.39 148.30 -9.56 -301.56 -413.67 -374.65
353 mt_961_use2013_last_save_rnk500_idxctrl 48.29 40.72 143.72 75.81 143.72 -14.14 -306.14 -418.25 -379.22
355 mt_961_use2010_best_save_rnk500_idxctrl 47.79 40.22 143.23 75.32 143.23 -14.64 -306.63 -418.75 -379.72
356 mt_961_use2024_last_save_rnk500_idxctrl 47.69 40.12 143.12 75.21 143.12 -14.74 -306.74 -418.85 -379.82
357 mt_962_use2012_last_save_rnk500_idxctrl 47.54 39.97 142.98 75.06 142.98 -14.89 -306.88 -419.00 -379.97
361 mt_961_use2024_best_save_rnk500_idxctrl 46.29 38.72 141.73 73.82 141.73 -16.14 -308.13 -420.25 -381.22
364 multin_zz500_61002_idxctrl_zz500_pv 45.44 37.88 140.88 72.97 140.88 -16.98 -308.98 -421.09 -382.07
365 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 45.42 37.85 140.86 72.95 140.86 -17.01 -309.00 -421.12 -382.09
368 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 44.95 37.38 140.38 72.47 140.38 -17.48 -309.47 -421.59 -382.56
369 multin_zz500_61004_idxctrl_zz500_pv 44.94 37.37 140.38 72.47 140.38 -17.49 -309.48 -421.59 -382.57
375 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 44.59 37.03 140.03 72.12 140.03 -17.83 -309.83 -421.94 -382.92
376 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 44.51 36.94 139.95 72.04 139.95 -17.92 -309.91 -422.03 -383.00
379 mt_962_use2016_best_save_rnk500_idxctrl 43.55 35.98 138.98 71.07 138.98 -18.88 -310.88 -422.99 -383.97
380 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 43.23 35.66 138.67 70.76 138.67 -19.20 -311.19 -423.31 -384.28
383 multin_zz500_61001_idxctrl_zz500_pv 42.37 34.81 137.81 69.90 137.81 -20.05 -312.05 -424.16 -385.14
384 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 42.35 34.78 137.79 69.87 137.79 -20.08 -312.07 -424.19 -385.16
385 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 41.89 34.32 137.33 69.42 137.33 -20.54 -312.53 -424.65 -385.62
386 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 41.01 33.45 136.45 68.54 136.45 -21.41 -313.41 -425.52 -386.50
392 mt_961_use2010_last_save_rnk500_idxctrl 39.01 31.44 134.44 66.53 134.44 -23.42 -315.42 -427.53 -388.50
394 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 38.79 31.22 134.23 66.32 134.23 -23.64 -315.63 -427.75 -388.72
405 mt_962_use2012_best_save_rnk500_idxctrl 32.68 25.12 128.12 60.21 128.12 -29.74 -321.74 -433.85 -394.83
407 mt_961_use2023_last_save_rnk500_idxctrl 31.77 24.21 127.21 59.30 127.21 -30.65 -322.65 -434.76 -395.74
408 multin_zz1000_61004_idxctrl_pv 31.58 24.01 127.02 59.10 127.02 -30.85 -322.84 -434.96 -395.93
409 multin_zz1000_61002_idxctrl_pv 31.58 24.01 127.02 59.10 127.02 -30.85 -322.84 -434.96 -395.93
412 multin_zz1000_61002_idxctrl_pv_rm_blc 30.15 22.59 125.59 57.68 125.59 -32.27 -324.27 -436.38 -397.36
413 multin_zz1000_61004_idxctrl_pv_rm_blc 30.15 22.59 125.59 57.68 125.59 -32.27 -324.27 -436.38 -397.36
415 mt_962_use2018_best_save_rnk500_idxctrl 29.57 22.00 125.01 57.10 125.01 -32.86 -324.85 -436.97 -397.94
416 multin_zz1000_61002_idxctrl_zz1000_pv 29.15 21.58 124.59 56.68 124.59 -33.28 -325.27 -437.39 -398.36
418 mt_962_use2016_last_save_rnk500_idxctrl 28.46 20.89 123.89 55.98 123.89 -33.97 -325.97 -438.08 -399.05
421 multin_zz1000_61001_idxctrl_pv 28.22 20.65 123.65 55.74 123.65 -34.21 -326.21 -438.32 -399.30
422 mt_962_use2013_last_save_rnk500_idxctrl 27.96 20.39 123.40 55.48 123.40 -34.47 -326.46 -438.58 -399.55
423 multin_zz1000_61004_idxctrl_zz1000_pv 27.95 20.39 123.39 55.48 123.39 -34.47 -326.47 -438.58 -399.56
424 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 27.10 19.53 122.54 54.63 122.54 -35.33 -327.32 -439.43 -400.41
425 multin_zz1000_61001_idxctrl_pv_rm_blc 26.75 19.18 122.19 54.28 122.19 -35.68 -327.67 -439.79 -400.76
428 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 25.86 18.29 121.30 53.39 121.30 -36.57 -328.56 -440.68 -401.65
430 multin_zz1000_61001_idxctrl_zz1000_pv 25.70 18.13 121.13 53.22 121.14 -36.73 -328.72 -440.84 -401.81
435 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 23.54 15.97 118.98 51.06 118.98 -38.89 -330.88 -443.00 -403.97
440 mt_962_use2013_best_save_rnk500_idxctrl 20.66 13.10 116.10 48.19 116.10 -41.76 -333.76 -445.87 -406.85
448 mt_962_use2017_last_save_rnk500_idxctrl 17.05 9.48 112.49 44.58 112.49 -45.38 -337.37 -449.49 -410.46
449 mt_962_use2014_last_save_rnk500_idxctrl 16.68 9.11 112.12 44.21 112.12 -45.75 -337.74 -449.86 -410.83
450 mt_961_use2022_last_save_rnk500_idxctrl 15.54 7.98 110.98 43.07 110.98 -46.88 -338.88 -450.99 -411.97
466 mt_962_use2017_best_save_rnk500_idxctrl 7.20 -0.37 102.64 34.73 102.64 -55.23 -347.22 -459.34 -420.31
468 mt_962_use2014_best_save_rnk500_idxctrl 4.73 -2.84 100.17 32.26 100.17 -57.70 -349.69 -461.81 -422.78
470 mt_962_use2015_last_save_rnk500_idxctrl 2.58 -4.98 98.02 30.11 98.02 -59.84 -351.84 -463.95 -424.93
471 mt_961_use2022_best_save_rnk500_idxctrl 2.38 -5.19 97.81 29.90 97.82 -60.05 -352.04 -464.16 -425.13
472 mt_961_use2021_last_save_rnk500_idxctrl 2.20 -5.36 97.64 29.73 97.64 -60.22 -352.22 -464.33 -425.31
474 mt_962_use2024_best_save_rnk500_idxctrl 0.01 -7.56 95.44 27.53 95.45 -62.42 -354.41 -466.53 -427.50
487 mt_961_use2019_best_save_rnk500_idxctrl -10.85 -18.42 84.59 16.67 84.59 -73.28 -365.27 -477.39 -438.36
489 mt_962_use2024_last_save_rnk500_idxctrl -13.00 -20.57 82.44 14.53 82.44 -75.43 -367.42 -479.54 -440.51
490 mt_961_use2013_best_save_rnk500_idxctrl -13.73 -21.30 81.70 13.79 81.70 -76.16 -368.16 -480.27 -441.25
492 mt_961_use2021_best_save_rnk500_idxctrl -14.32 -21.89 81.11 13.20 81.12 -76.75 -368.74 -480.86 -441.83
496 mt_962_use2021_last_save_rnk500_idxctrl -19.82 -27.39 75.62 7.70 75.62 -82.25 -374.24 -486.36 -447.33
497 mt_961_use2019_last_save_rnk500_idxctrl -20.14 -27.70 75.30 7.39 75.30 -82.56 -374.56 -486.67 -447.65
502 mt_962_use2019_last_save_rnk500_idxctrl -26.38 -33.94 69.06 1.15 69.06 -88.80 -380.80 -492.91 -453.89
508 mt_962_use2019_best_save_rnk500_idxctrl -29.54 -37.11 65.89 -2.02 65.90 -91.97 -383.96 -496.08 -457.05
510 mt_961_use2020_last_save_rnk500_idxctrl -29.92 -37.49 65.51 -2.40 65.51 -92.35 -384.35 -496.46 -457.43
511 mt_962_use2023_best_save_rnk500_idxctrl -30.31 -37.88 65.13 -2.78 65.13 -92.74 -384.73 -496.84 -457.82
512 mt_962_use2023_last_save_rnk500_idxctrl -30.87 -38.44 64.57 -3.34 64.57 -93.30 -385.29 -497.40 -458.38
513 mt_962_use2022_last_save_rnk500_idxctrl -31.51 -39.08 63.93 -3.98 63.93 -93.94 -385.93 -498.05 -459.02
514 mt_961_use2020_best_save_rnk500_idxctrl -31.93 -39.50 63.51 -4.40 63.51 -94.36 -386.35 -498.47 -459.44
517 mt_962_use2020_last_save_rnk500_idxctrl -37.06 -44.63 58.37 -9.54 58.37 -99.49 -391.48 -503.60 -464.57
520 mt_962_use2015_best_save_rnk500_idxctrl -45.11 -52.68 50.32 -17.59 50.32 -107.54 -399.54 -511.65 -472.62
521 mt_962_use2021_best_save_rnk500_idxctrl -49.29 -56.86 46.15 -21.76 46.15 -111.72 -403.71 -515.82 -476.80
522 mt_962_use2022_best_save_rnk500_idxctrl -52.04 -59.61 43.40 -24.51 43.40 -114.47 -406.46 -518.57 -479.55
523 mt_962_use2020_best_save_rnk500_idxctrl -55.16 -62.72 40.28 -27.63 40.28 -117.59 -409.58 -521.69 -482.67