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_20250722_151521
5 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 134.60 88.15 169.56 90.14 169.56 165.55 -114.47 -161.96 -219.37
6 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 134.03 87.58 168.99 89.57 168.99 164.98 -115.04 -162.54 -219.94
7 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 133.88 87.43 168.84 89.42 168.84 164.83 -115.19 -162.69 -220.09
8 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 133.31 86.85 168.26 88.84 168.26 164.25 -115.76 -163.26 -220.67
9 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 132.47 86.02 167.43 88.01 167.43 163.42 -116.60 -164.10 -221.50
10 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 131.86 85.40 166.81 87.39 166.81 162.80 -117.22 -164.71 -222.12
13 mt_961_use2016_last_save_rnk500_idxctrl 118.78 72.33 153.74 74.32 153.74 149.73 -130.29 -177.79 -235.19
16 mt_962_use2008_best_save_rnk500_idxctrl 115.85 69.39 150.80 71.39 150.80 146.79 -133.22 -180.72 -238.13
17 mt_961_use2016_best_save_rnk500_idxctrl 114.83 68.37 149.78 70.36 149.78 145.77 -134.25 -181.74 -239.15
19 mt_962_use2009_best_save_rnk500_idxctrl 112.57 66.11 147.52 68.10 147.52 143.51 -136.50 -184.00 -241.41
20 mt_962_use2009_last_save_rnk500_idxctrl 112.56 66.10 147.51 68.09 147.51 143.50 -136.52 -184.01 -241.42
23 mt_962_use2008_last_save_rnk500_idxctrl 110.53 64.07 145.48 66.06 145.48 141.47 -138.55 -186.04 -243.45
29 mt_961_use2008_best_save_rnk500_idxctrl 104.01 57.56 138.97 59.55 138.97 134.96 -145.06 -192.56 -249.96
32 mt_961_use2008_last_save_rnk500_idxctrl 100.64 54.19 135.60 56.18 135.60 131.59 -148.43 -195.93 -253.33
35 mt_961_use2023_best_save_rnk500_idxctrl 99.44 52.99 134.40 54.98 134.40 130.39 -149.63 -197.13 -254.53
37 mt_961_use2012_last_save_rnk500_idxctrl 98.72 52.26 133.67 54.25 133.67 129.66 -150.35 -197.85 -255.26
38 mt_961_use2012_best_save_rnk500_idxctrl 98.63 52.17 133.58 54.17 133.58 129.57 -150.44 -197.94 -255.35
39 mt_961_use2024_last_save_rnk500_idxctrl 98.03 51.58 132.99 53.57 132.99 128.98 -151.04 -198.54 -255.94
61 mt_962_use2011_best_save_rnk500_idxctrl 91.78 45.33 126.73 47.32 126.74 122.72 -157.29 -204.79 -262.19
62 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 91.78 45.32 126.73 47.31 126.73 122.72 -157.29 -204.79 -262.20
63 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 91.66 45.20 126.61 47.19 126.61 122.60 -157.42 -204.91 -262.32
64 multin_zz500_61004_idxctrl_zz500_pv 91.51 45.06 126.47 47.05 126.47 122.46 -157.56 -205.06 -262.46
65 mt_961_use2024_best_save_rnk500_idxctrl 91.50 45.05 126.46 47.04 126.46 122.45 -157.57 -205.07 -262.47
66 multin_zz500_61002_idxctrl_zz500_pv 91.38 44.93 126.33 46.92 126.34 122.32 -157.69 -205.19 -262.59
67 mt_961_use2011_last_save_rnk500_idxctrl 91.28 44.83 126.24 46.82 126.24 122.23 -157.79 -205.29 -262.69
71 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 89.00 42.54 123.95 44.53 123.95 119.94 -160.08 -207.57 -264.98
72 multin_zz500_61001_idxctrl_zz500_pv 88.83 42.38 123.79 44.37 123.79 119.78 -160.24 -207.73 -265.14
74 multin_zz1000_61004_idxctrl_pv_rm_fnd 88.34 41.89 123.29 43.88 123.30 119.28 -160.73 -208.23 -265.64
75 multin_zz1000_61002_idxctrl_pv_rm_fnd 88.34 41.89 123.29 43.88 123.30 119.28 -160.73 -208.23 -265.64
76 mt_961_use2009_last_save_rnk500_idxctrl 87.79 41.34 122.74 43.33 122.75 118.73 -161.28 -208.78 -266.19
78 multin_zz1000_61001_idxctrl_pv_rm_fnd 87.41 40.96 122.37 42.95 122.37 118.36 -161.66 -209.15 -266.56
80 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 86.67 40.21 121.62 42.20 121.62 117.61 -162.41 -209.90 -267.31
81 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 86.67 40.21 121.62 42.20 121.62 117.61 -162.41 -209.90 -267.31
83 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 85.80 39.35 120.76 41.34 120.76 116.75 -163.27 -210.77 -268.17
84 mt_962_use2010_best_save_rnk500_idxctrl 85.53 39.07 120.48 41.06 120.48 116.47 -163.55 -211.04 -268.45
85 mt_962_use2018_last_save_rnk500_idxctrl 85.06 38.61 120.02 40.60 120.02 116.01 -164.01 -211.51 -268.91
88 mt_961_use2009_best_save_rnk500_idxctrl 84.39 37.94 119.35 39.93 119.35 115.34 -164.68 -212.18 -269.58
91 mt_961_use2018_last_save_rnk500_idxctrl 83.17 36.71 118.12 38.70 118.12 114.11 -165.91 -213.40 -270.81
93 mt_961_use2018_best_save_rnk500_idxctrl 82.58 36.12 117.53 38.11 117.53 113.52 -166.50 -213.99 -271.40
102 mt_961_use2014_last_save_rnk500_idxctrl 80.26 33.80 115.21 35.79 115.21 111.20 -168.81 -216.31 -273.72
109 mt_961_use2017_best_save_rnk500_idxctrl 79.48 33.02 114.43 35.01 114.43 110.42 -169.60 -217.09 -274.50
114 mt_961_use2017_last_save_rnk500_idxctrl 77.46 31.01 112.42 33.00 112.42 108.41 -171.61 -219.11 -276.51
122 mt_961_use2023_last_save_rnk500_idxctrl 75.04 28.58 109.99 30.57 109.99 105.98 -174.04 -221.53 -278.94
128 mt_962_use2016_best_save_rnk500_idxctrl 73.53 27.08 108.49 29.07 108.49 104.48 -175.54 -223.03 -280.44
133 mt_961_use2011_best_save_rnk500_idxctrl 72.54 26.08 107.49 28.07 107.49 103.48 -176.54 -224.03 -281.44
134 mt_962_use2011_last_save_rnk500_idxctrl 72.26 25.80 107.21 27.80 107.21 103.20 -176.81 -224.31 -281.72
136 mt_961_use2015_last_save_rnk500_idxctrl 71.62 25.17 106.58 27.16 106.58 102.57 -177.45 -224.95 -282.35
140 mt_962_use2010_last_save_rnk500_idxctrl 69.46 23.00 104.41 24.99 104.41 100.40 -179.62 -227.11 -284.52
151 mt_961_use2013_last_save_rnk500_idxctrl 67.52 21.06 102.47 23.05 102.47 98.46 -181.55 -229.05 -286.46
178 mt_961_use2010_best_save_rnk500_idxctrl 60.65 14.19 95.60 16.18 95.60 91.59 -188.43 -235.92 -293.33
181 mt_961_use2014_best_save_rnk500_idxctrl 60.11 13.66 95.07 15.65 95.07 91.06 -188.96 -236.45 -293.86
184 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 59.37 12.92 94.32 14.91 94.33 90.31 -189.70 -237.20 -294.61
185 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 59.29 12.83 94.24 14.82 94.24 90.23 -189.79 -237.28 -294.69
193 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 58.08 11.63 93.04 13.62 93.04 89.03 -190.99 -238.49 -295.89
194 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 57.93 11.48 92.89 13.47 92.89 88.88 -191.14 -238.64 -296.04
195 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 57.52 11.07 92.48 13.06 92.48 88.47 -191.55 -239.05 -296.45
196 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 57.52 11.07 92.48 13.06 92.48 88.47 -191.55 -239.05 -296.45
201 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 55.59 9.14 90.55 11.13 90.55 86.54 -193.48 -240.98 -298.38
209 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 54.07 7.62 89.03 9.61 89.03 85.02 -195.00 -242.50 -299.90
210 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 54.03 7.58 88.98 9.57 88.99 84.97 -195.04 -242.54 -299.95
211 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 53.49 7.04 88.45 9.03 88.45 84.44 -195.58 -243.08 -300.48
214 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 53.39 6.93 88.34 8.92 88.34 84.33 -195.69 -243.18 -300.59
221 mt_962_use2018_best_save_rnk500_idxctrl 52.49 6.04 87.45 8.03 87.45 83.44 -196.58 -244.08 -301.48
222 multin_zz1000_61002_idxctrl_pv 52.43 5.97 87.38 7.96 87.38 83.37 -196.64 -244.14 -301.55
223 multin_zz1000_61004_idxctrl_pv 52.43 5.97 87.38 7.96 87.38 83.37 -196.64 -244.14 -301.55
225 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 52.23 5.78 87.19 7.77 87.19 83.18 -196.84 -244.34 -301.74
227 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 52.08 5.63 87.04 7.62 87.04 83.03 -196.99 -244.48 -301.89
228 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 51.86 5.40 86.81 7.39 86.81 82.80 -197.22 -244.71 -302.12
231 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 51.25 4.79 86.20 6.79 86.20 82.19 -197.82 -245.32 -302.73
236 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 51.01 4.55 85.96 6.54 85.96 81.95 -198.07 -245.56 -302.97
237 multin_zz1000_61002_idxctrl_pv_rm_blc 50.71 4.25 85.66 6.24 85.66 81.65 -198.37 -245.86 -303.27
238 multin_zz1000_61004_idxctrl_pv_rm_blc 50.71 4.25 85.66 6.24 85.66 81.65 -198.37 -245.86 -303.27
239 multin_zz1000_61001_idxctrl_pv 50.35 3.90 85.31 5.89 85.31 81.30 -198.72 -246.22 -303.62
242 mt_961_use2015_best_save_rnk500_idxctrl 50.22 3.77 85.18 5.76 85.18 81.17 -198.85 -246.35 -303.75
246 mt_961_use2010_last_save_rnk500_idxctrl 49.17 2.72 84.13 4.71 84.13 80.12 -199.90 -247.40 -304.80
250 multin_zz1000_61001_idxctrl_pv_rm_blc 48.69 2.24 83.65 4.23 83.65 79.64 -200.38 -247.87 -305.28
256 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 46.98 0.53 81.94 2.52 81.94 77.93 -202.09 -249.59 -306.99
258 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 46.29 -0.17 81.24 1.82 81.24 77.23 -202.79 -250.28 -307.69
297 mt_961_use2022_last_save_rnk500_idxctrl 39.01 -7.45 73.96 -5.46 73.96 69.95 -210.07 -257.56 -314.97
301 mt_962_use2013_last_save_rnk500_idxctrl 38.76 -7.70 73.71 -5.71 73.71 69.70 -210.31 -257.81 -315.22
308 mt_961_use2021_last_save_rnk500_idxctrl 38.01 -8.44 72.97 -6.45 72.97 68.96 -211.06 -258.56 -315.96
318 mt_962_use2012_last_save_rnk500_idxctrl 37.26 -9.20 72.21 -7.21 72.21 68.20 -211.82 -259.31 -316.72
325 mt_961_use2022_best_save_rnk500_idxctrl 35.93 -10.53 70.88 -8.54 70.88 66.87 -213.14 -260.64 -318.05
326 mt_961_use2020_last_save_rnk500_idxctrl 35.72 -10.74 70.67 -8.75 70.67 66.66 -213.36 -260.85 -318.26
327 mt_961_use2020_best_save_rnk500_idxctrl 35.52 -10.93 70.48 -8.94 70.48 66.47 -213.55 -261.05 -318.45
329 mt_962_use2016_last_save_rnk500_idxctrl 35.30 -11.15 70.26 -9.16 70.26 66.25 -213.77 -261.27 -318.67
337 mt_961_use2019_best_save_rnk500_idxctrl 33.20 -13.25 68.15 -11.26 68.16 64.14 -215.87 -263.37 -320.78
353 multin_zz1000_61002_idxctrl_zz1000_pv 30.22 -16.23 65.18 -14.24 65.18 61.17 -218.85 -266.35 -323.75
355 multin_zz1000_61004_idxctrl_zz1000_pv 29.97 -16.48 64.93 -14.49 64.93 60.92 -219.10 -266.59 -324.00
357 multin_zz1000_61002_idxctrl_top3800_pv 29.10 -17.36 64.05 -15.37 64.05 60.04 -219.98 -267.47 -324.88
358 mt_961_use2019_last_save_rnk500_idxctrl 28.06 -18.39 63.02 -16.40 63.02 59.01 -221.01 -268.51 -325.91
359 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 27.93 -18.53 62.88 -16.54 62.88 58.87 -221.14 -268.64 -326.05
365 multin_zz1000_61001_idxctrl_zz1000_pv 27.23 -19.23 62.18 -17.23 62.19 58.17 -221.84 -269.34 -326.75
368 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 26.87 -19.58 61.82 -17.59 61.83 57.81 -222.20 -269.70 -327.11
371 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 26.57 -19.89 61.52 -17.89 61.53 57.51 -222.50 -270.00 -327.41
372 multin_zz1000_61004_idxctrl_top3800_pv 26.35 -20.10 61.31 -18.11 61.31 57.30 -222.72 -270.22 -327.62
373 multin_zz1000_61002_idxctrl_50010002000_pv 25.65 -20.81 60.60 -18.82 60.60 56.59 -223.43 -270.92 -328.33
374 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 25.18 -21.27 60.13 -19.28 60.14 56.12 -223.89 -271.39 -328.80
376 multin_zz1000_61004_idxctrl_50010002000_pv 24.61 -21.84 59.56 -19.85 59.57 55.55 -224.46 -271.96 -329.37
378 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 24.46 -22.00 59.41 -20.01 59.41 55.40 -224.61 -272.11 -329.52
381 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 23.98 -22.48 58.93 -20.49 58.93 54.92 -225.10 -272.59 -330.00
382 mt_962_use2021_last_save_rnk500_idxctrl 23.97 -22.49 58.92 -20.49 58.92 54.91 -225.10 -272.60 -330.01
383 multin_zz1000_61001_idxctrl_top3800_pv 23.71 -22.74 58.67 -20.75 58.67 54.66 -225.36 -272.86 -330.26
384 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 23.48 -22.97 58.44 -20.98 58.44 54.43 -225.59 -273.09 -330.49
385 mt_962_use2017_best_save_rnk500_idxctrl 23.10 -23.35 58.06 -21.36 58.06 54.05 -225.97 -273.47 -330.87
387 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 22.84 -23.61 57.79 -21.62 57.80 53.78 -226.23 -273.73 -331.14
391 mt_962_use2024_best_save_rnk500_idxctrl 22.01 -24.44 56.96 -22.45 56.97 52.95 -227.06 -274.56 -331.97
392 mt_962_use2012_best_save_rnk500_idxctrl 21.84 -24.61 56.79 -22.62 56.80 52.78 -227.23 -274.73 -332.14
394 mt_962_use2013_best_save_rnk500_idxctrl 21.78 -24.68 56.73 -22.69 56.73 52.72 -227.30 -274.79 -332.20
395 mt_962_use2017_last_save_rnk500_idxctrl 21.69 -24.76 56.65 -22.77 56.65 52.64 -227.38 -274.88 -332.28
400 multin_zz1000_61001_idxctrl_50010002000_pv 20.39 -26.06 55.34 -24.07 55.35 51.33 -228.68 -276.18 -333.59
401 mt_962_use2015_last_save_rnk500_idxctrl 20.31 -26.14 55.27 -24.15 55.27 51.26 -228.76 -276.25 -333.66
408 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 19.19 -27.27 54.14 -25.28 54.14 50.13 -229.89 -277.38 -334.79
412 mt_961_use2013_best_save_rnk500_idxctrl 15.57 -30.88 50.53 -28.89 50.53 46.52 -233.50 -281.00 -338.40
419 mt_962_use2019_last_save_rnk500_idxctrl 12.70 -33.76 47.65 -31.77 47.65 43.64 -236.37 -283.87 -341.28
423 mt_962_use2023_best_save_rnk500_idxctrl 9.69 -36.76 44.65 -34.77 44.65 40.64 -239.38 -286.87 -344.28
424 mt_962_use2024_last_save_rnk500_idxctrl 9.62 -36.83 44.58 -34.84 44.58 40.57 -239.45 -286.95 -344.35
427 mt_962_use2019_best_save_rnk500_idxctrl 7.61 -38.84 42.56 -36.85 42.57 38.55 -241.46 -288.96 -346.37
429 mt_962_use2020_last_save_rnk500_idxctrl 6.65 -39.80 41.61 -37.81 41.61 37.60 -242.42 -289.92 -347.32
430 mt_962_use2023_last_save_rnk500_idxctrl 6.63 -39.82 41.59 -37.83 41.59 37.58 -242.44 -289.94 -347.34
433 mt_961_use2021_best_save_rnk500_idxctrl 6.38 -40.07 41.33 -38.08 41.34 37.32 -242.69 -290.19 -347.60
437 mt_962_use2022_last_save_rnk500_idxctrl 4.08 -42.37 39.03 -40.38 39.04 35.02 -244.99 -292.49 -349.90
439 mt_962_use2014_last_save_rnk500_idxctrl 3.03 -43.42 37.99 -41.43 37.99 33.98 -246.04 -293.54 -350.94
455 mt_962_use2021_best_save_rnk500_idxctrl -1.17 -47.63 33.78 -45.64 33.78 29.77 -250.25 -297.74 -355.15
461 mt_962_use2014_best_save_rnk500_idxctrl -2.82 -49.27 32.13 -47.28 32.14 28.12 -251.89 -299.39 -356.80
462 mt_962_use2022_best_save_rnk500_idxctrl -3.00 -49.45 31.96 -47.46 31.96 27.95 -252.07 -299.57 -356.97
485 mt_962_use2015_best_save_rnk500_idxctrl -16.36 -62.81 18.60 -60.82 18.60 14.59 -265.43 -312.93 -370.33
489 mt_962_use2020_best_save_rnk500_idxctrl -18.92 -65.38 16.03 -63.39 16.03 12.02 -267.99 -315.49 -372.90