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_20250723_135549
8 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 40.46 23.56 54.18 14.63 54.18 69.67 75.65 15.70 17.68
9 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 40.32 23.42 54.03 14.49 54.03 69.53 75.51 15.56 17.53
11 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 38.65 21.75 52.37 12.83 52.37 67.86 73.84 13.89 15.87
12 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 38.53 21.64 52.25 12.71 52.25 67.75 73.73 13.78 15.75
13 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 38.32 21.43 52.04 12.50 52.04 67.54 73.52 13.57 15.54
14 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 36.63 19.73 50.35 10.81 50.35 65.84 71.82 11.87 13.85
16 mt_961_use2019_last_save_rnk500_idxctrl 34.16 17.27 47.88 8.34 47.88 63.38 69.36 9.41 11.38
23 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 31.51 14.61 45.23 5.68 45.23 60.72 66.70 6.75 8.73
25 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 31.42 14.53 45.14 5.60 45.14 60.64 66.62 6.67 8.64
27 mt_961_use2020_last_save_rnk500_idxctrl 30.96 14.06 44.68 5.14 44.68 60.18 66.16 6.21 8.18
28 mt_961_use2020_best_save_rnk500_idxctrl 30.92 14.02 44.64 5.09 44.64 60.13 66.11 6.16 8.14
29 mt_962_use2015_best_save_rnk500_idxctrl 29.86 12.96 43.58 4.03 43.58 59.07 65.05 5.10 7.08
30 multin_zz500_61002_idxctrl_zz500_pv 29.86 12.96 43.58 4.04 43.58 59.07 65.06 5.11 7.08
31 multin_zz500_61004_idxctrl_zz500_pv 29.80 12.91 43.52 3.98 43.52 59.02 65.00 5.05 7.02
32 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 29.53 12.63 43.24 3.70 43.24 58.74 64.72 4.77 6.74
37 multin_zz500_61001_idxctrl_zz500_pv 28.01 11.11 41.72 2.18 41.73 57.22 63.20 3.25 5.23
41 mt_962_use2022_best_save_rnk500_idxctrl 26.22 9.32 39.94 0.39 39.94 55.43 61.41 1.46 3.44
45 mt_962_use2022_last_save_rnk500_idxctrl 25.65 8.75 39.37 -0.18 39.37 54.86 60.84 0.89 2.87
46 mt_962_use2018_best_save_rnk500_idxctrl 25.60 8.70 39.32 -0.22 39.32 54.81 60.79 0.84 2.82
47 mt_961_use2013_last_save_rnk500_idxctrl 25.29 8.39 39.00 -0.54 39.00 54.50 60.48 0.53 2.50
48 mt_961_use2022_last_save_rnk500_idxctrl 25.10 8.21 38.82 -0.72 38.82 54.32 60.30 0.35 2.32
50 mt_962_use2021_best_save_rnk500_idxctrl 24.37 7.47 38.09 -1.46 38.09 53.58 59.56 -0.39 1.59
51 mt_961_use2022_best_save_rnk500_idxctrl 24.30 7.40 38.02 -1.52 38.02 53.51 59.49 -0.46 1.52
56 mt_961_use2011_best_save_rnk500_idxctrl 22.99 6.09 36.71 -2.84 36.71 52.20 58.18 -1.77 0.21
57 mt_961_use2011_last_save_rnk500_idxctrl 22.95 6.06 36.67 -2.87 36.67 52.17 58.15 -1.80 0.17
60 mt_961_use2024_best_save_rnk500_idxctrl 22.58 5.68 36.30 -3.25 36.30 51.79 57.77 -2.18 -0.20
69 mt_962_use2021_last_save_rnk500_idxctrl 21.92 5.02 35.63 -3.91 35.64 51.13 57.11 -2.84 -0.86
70 mt_961_use2012_last_save_rnk500_idxctrl 21.73 4.83 35.44 -4.10 35.44 50.94 56.92 -3.03 -1.06
71 mt_962_use2024_last_save_rnk500_idxctrl 21.62 4.72 35.34 -4.20 35.34 50.83 56.82 -3.13 -1.16
73 mt_961_use2013_best_save_rnk500_idxctrl 21.29 4.39 35.01 -4.54 35.01 50.50 56.48 -3.47 -1.49
78 mt_961_use2009_best_save_rnk500_idxctrl 20.41 3.51 34.13 -5.42 34.13 49.62 55.60 -4.35 -2.37
81 mt_961_use2019_best_save_rnk500_idxctrl 20.13 3.24 33.85 -5.69 33.85 49.35 55.33 -4.62 -2.65
83 mt_961_use2009_last_save_rnk500_idxctrl 20.03 3.13 33.75 -5.80 33.75 49.24 55.22 -4.73 -2.75
85 mt_961_use2018_best_save_rnk500_idxctrl 19.84 2.95 33.56 -5.98 33.56 49.06 55.04 -4.91 -2.94
89 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 19.57 2.68 33.29 -6.25 33.29 48.79 54.77 -5.18 -3.21
90 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 19.57 2.68 33.29 -6.25 33.29 48.79 54.77 -5.18 -3.21
92 mt_961_use2015_best_save_rnk500_idxctrl 19.14 2.24 32.86 -6.68 32.86 48.35 54.33 -5.62 -3.64
94 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 18.92 2.02 32.63 -6.91 32.64 48.13 54.11 -5.84 -3.86
98 mt_961_use2024_last_save_rnk500_idxctrl 18.69 1.79 32.41 -7.13 32.41 47.91 53.89 -6.06 -4.09
99 mt_962_use2020_last_save_rnk500_idxctrl 18.69 1.80 32.41 -7.13 32.41 47.91 53.89 -6.06 -4.09
101 mt_961_use2017_last_save_rnk500_idxctrl 18.55 1.65 32.27 -7.28 32.27 47.76 53.74 -6.21 -4.23
108 mt_962_use2023_last_save_rnk500_idxctrl 17.99 1.09 31.70 -7.84 31.71 47.20 53.18 -6.77 -4.80
113 multin_zz1000_61002_idxctrl_pv_rm_fnd 17.71 0.81 31.43 -8.12 31.43 46.92 52.90 -7.05 -5.07
114 multin_zz1000_61004_idxctrl_pv_rm_fnd 17.71 0.81 31.43 -8.12 31.43 46.92 52.90 -7.05 -5.07
116 mt_962_use2024_best_save_rnk500_idxctrl 17.65 0.76 31.37 -8.17 31.37 46.87 52.85 -7.10 -5.13
120 multin_zz1000_61001_idxctrl_pv_rm_fnd 17.14 0.24 30.86 -8.69 30.86 46.35 52.33 -7.62 -5.64
121 mt_962_use2020_best_save_rnk500_idxctrl 17.11 0.21 30.83 -8.72 30.83 46.32 52.30 -7.65 -5.67
123 mt_962_use2023_best_save_rnk500_idxctrl 17.04 0.15 30.76 -8.78 30.76 46.26 52.24 -7.71 -5.74
128 mt_961_use2012_best_save_rnk500_idxctrl 16.76 -0.14 30.47 -9.07 30.48 45.97 51.95 -8.00 -6.02
129 mt_961_use2010_last_save_rnk500_idxctrl 16.70 -0.20 30.42 -9.12 30.42 45.92 51.90 -8.05 -6.08
135 mt_962_use2019_best_save_rnk500_idxctrl 15.95 -0.95 29.67 -9.87 29.67 45.17 51.15 -8.80 -6.83
150 mt_962_use2011_best_save_rnk500_idxctrl 15.11 -1.79 28.82 -10.72 28.82 44.32 50.30 -9.65 -7.68
151 mt_961_use2021_last_save_rnk500_idxctrl 15.01 -1.89 28.72 -10.82 28.72 44.22 50.20 -9.75 -7.78
152 mt_962_use2010_last_save_rnk500_idxctrl 15.00 -1.89 28.72 -10.82 28.72 44.22 50.20 -9.75 -7.78
156 multin_zz1000_61002_idxctrl_pv_rm_blc 14.43 -2.47 28.14 -11.40 28.15 43.64 49.62 -10.33 -8.35
157 multin_zz1000_61004_idxctrl_pv_rm_blc 14.43 -2.47 28.14 -11.40 28.15 43.64 49.62 -10.33 -8.35
160 multin_zz1000_61001_idxctrl_pv_rm_blc 14.03 -2.87 27.74 -11.80 27.74 43.24 49.22 -10.73 -8.76
162 multin_zz1000_61004_idxctrl_pv 13.80 -3.10 27.51 -12.03 27.51 43.01 48.99 -10.96 -8.99
163 multin_zz1000_61002_idxctrl_pv 13.80 -3.10 27.51 -12.03 27.51 43.01 48.99 -10.96 -8.99
166 multin_zz1000_61001_idxctrl_pv 13.45 -3.45 27.17 -12.37 27.17 42.66 48.64 -11.31 -9.33
168 mt_961_use2015_last_save_rnk500_idxctrl 13.29 -3.61 27.01 -12.54 27.01 42.50 48.48 -11.47 -9.49
173 mt_962_use2011_last_save_rnk500_idxctrl 12.71 -4.18 26.43 -13.11 26.43 41.93 47.91 -12.04 -10.07
179 mt_961_use2008_last_save_rnk500_idxctrl 12.30 -4.60 26.02 -13.52 26.02 41.52 47.50 -12.45 -10.48
182 mt_961_use2008_best_save_rnk500_idxctrl 12.04 -4.86 25.76 -13.79 25.76 41.25 47.23 -12.72 -10.74
184 mt_962_use2010_best_save_rnk500_idxctrl 11.99 -4.91 25.71 -13.84 25.71 41.20 47.18 -12.77 -10.79
185 mt_961_use2018_last_save_rnk500_idxctrl 11.99 -4.91 25.71 -13.84 25.71 41.20 47.18 -12.77 -10.79
187 mt_962_use2008_last_save_rnk500_idxctrl 11.94 -4.96 25.66 -13.88 25.66 41.15 47.14 -12.81 -10.84
191 mt_961_use2017_best_save_rnk500_idxctrl 11.73 -5.17 25.45 -14.09 25.45 40.94 46.92 -13.03 -11.05
193 mt_962_use2013_last_save_rnk500_idxctrl 11.61 -5.29 25.32 -14.22 25.32 40.82 46.80 -13.15 -11.18
197 mt_962_use2018_last_save_rnk500_idxctrl 11.39 -5.50 25.11 -14.43 25.11 40.61 46.59 -13.36 -11.39
199 mt_962_use2019_last_save_rnk500_idxctrl 11.19 -5.71 24.91 -14.64 24.91 40.40 46.38 -13.57 -11.59
203 mt_962_use2017_last_save_rnk500_idxctrl 10.66 -6.24 24.37 -15.17 24.37 39.87 45.85 -14.10 -12.13
205 mt_962_use2015_last_save_rnk500_idxctrl 10.48 -6.42 24.20 -15.35 24.20 39.69 45.67 -14.28 -12.30
207 mt_962_use2017_best_save_rnk500_idxctrl 10.34 -6.56 24.06 -15.48 24.06 39.55 45.53 -14.42 -12.44
209 mt_961_use2016_best_save_rnk500_idxctrl 9.90 -7.00 23.62 -15.92 23.62 39.11 45.09 -14.86 -12.88
211 mt_961_use2010_best_save_rnk500_idxctrl 9.81 -7.08 23.53 -16.01 23.53 39.03 45.01 -14.94 -12.97
215 mt_962_use2008_best_save_rnk500_idxctrl 9.20 -7.70 22.92 -16.62 22.92 38.42 44.40 -15.55 -13.58
217 mt_962_use2009_best_save_rnk500_idxctrl 9.02 -7.88 22.74 -16.80 22.74 38.23 44.21 -15.74 -13.76
219 mt_962_use2013_best_save_rnk500_idxctrl 8.88 -8.01 22.60 -16.94 22.60 38.10 44.08 -15.87 -13.90
220 mt_962_use2009_last_save_rnk500_idxctrl 8.67 -8.23 22.39 -17.15 22.39 37.88 43.86 -16.09 -14.11
223 mt_961_use2016_last_save_rnk500_idxctrl 8.60 -8.30 22.32 -17.22 22.32 37.81 43.79 -16.16 -14.18
229 mt_962_use2014_best_save_rnk500_idxctrl 7.49 -9.41 21.21 -18.33 21.21 36.70 42.68 -17.27 -15.29
232 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 7.22 -9.68 20.94 -18.60 20.94 36.43 42.42 -17.53 -15.56
233 mt_962_use2016_last_save_rnk500_idxctrl 7.07 -9.83 20.79 -18.75 20.79 36.28 42.26 -17.69 -15.71
234 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 7.03 -9.87 20.75 -18.80 20.75 36.24 42.22 -17.73 -15.75
235 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 7.00 -9.90 20.72 -18.82 20.72 36.21 42.19 -17.76 -15.78
236 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 6.96 -9.94 20.68 -18.86 20.68 36.17 42.16 -17.79 -15.82
239 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 6.50 -10.40 20.22 -19.33 20.22 35.71 41.69 -18.26 -16.28
241 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 6.31 -10.58 20.03 -19.51 20.03 35.53 41.51 -18.44 -16.47
243 multin_zz1000_61001_idxctrl_zz1000_pv 5.94 -10.96 19.66 -19.89 19.66 35.15 41.13 -18.82 -16.84
249 multin_zz1000_61004_idxctrl_zz1000_pv 5.42 -11.48 19.14 -20.40 19.14 34.63 40.61 -19.34 -17.36
253 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 5.28 -11.62 19.00 -20.55 19.00 34.49 40.47 -19.48 -17.50
254 multin_zz1000_61002_idxctrl_zz1000_pv 5.25 -11.65 18.96 -20.58 18.96 34.46 40.44 -19.51 -17.54
255 mt_961_use2021_best_save_rnk500_idxctrl 5.24 -11.66 18.96 -20.58 18.96 34.45 40.44 -19.51 -17.54
259 mt_961_use2023_best_save_rnk500_idxctrl 5.09 -11.81 18.81 -20.73 18.81 34.30 40.28 -19.67 -17.69
260 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 5.00 -11.90 18.72 -20.82 18.72 34.21 40.20 -19.75 -17.78
261 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 4.98 -11.92 18.70 -20.85 18.70 34.19 40.17 -19.78 -17.80
266 mt_961_use2014_best_save_rnk500_idxctrl 4.30 -12.60 18.02 -21.52 18.02 33.51 39.49 -20.46 -18.48
271 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 3.79 -13.10 17.51 -22.03 17.51 33.01 38.99 -20.96 -18.99
287 mt_961_use2023_last_save_rnk500_idxctrl 2.50 -14.39 16.22 -23.32 16.22 31.72 37.70 -22.25 -20.28
291 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 2.36 -14.54 16.08 -23.47 16.08 31.57 37.55 -22.40 -20.42
292 mt_962_use2012_last_save_rnk500_idxctrl 2.19 -14.71 15.91 -23.63 15.91 31.40 37.38 -22.57 -20.59
294 mt_961_use2014_last_save_rnk500_idxctrl 1.82 -15.07 15.54 -24.00 15.54 31.04 37.02 -22.93 -20.96
295 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 1.78 -15.11 15.50 -24.04 15.50 31.00 36.98 -22.97 -21.00
300 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 0.96 -15.94 14.68 -24.86 14.68 30.17 36.15 -23.80 -21.82
309 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 0.67 -16.23 14.39 -25.16 14.39 29.88 35.86 -24.09 -22.11
316 multin_zz1000_61002_idxctrl_50010002000_pv 0.28 -16.62 14.00 -25.54 14.00 29.49 35.48 -24.47 -22.50
320 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -0.10 -17.00 13.61 -25.93 13.61 29.11 35.09 -24.86 -22.89
321 mt_962_use2014_last_save_rnk500_idxctrl -0.17 -17.07 13.55 -25.99 13.55 29.04 35.02 -24.93 -22.95
324 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -0.37 -17.27 13.35 -26.20 13.35 28.84 34.82 -25.13 -23.15
327 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -0.62 -17.51 13.10 -26.44 13.10 28.60 34.58 -25.37 -23.40
328 multin_zz1000_61004_idxctrl_50010002000_pv -0.64 -17.54 13.07 -26.47 13.07 28.57 34.55 -25.40 -23.43
329 multin_zz1000_61002_idxctrl_top3800_pv -0.79 -17.69 12.92 -26.62 12.92 28.42 34.40 -25.55 -23.58
331 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -0.95 -17.85 12.77 -26.77 12.77 28.27 34.25 -25.70 -23.73
336 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -1.08 -17.98 12.64 -26.90 12.64 28.13 34.11 -25.84 -23.86
338 multin_zz1000_61004_idxctrl_top3800_pv -1.27 -18.17 12.45 -27.09 12.45 27.94 33.92 -26.03 -24.05
344 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -1.48 -18.38 12.24 -27.31 12.24 27.73 33.71 -26.24 -24.26
346 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -1.50 -18.40 12.22 -27.33 12.22 27.71 33.69 -26.26 -24.28
347 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -1.53 -18.43 12.18 -27.36 12.18 27.68 33.66 -26.29 -24.32
348 mt_962_use2012_best_save_rnk500_idxctrl -1.56 -18.46 12.16 -27.38 12.16 27.65 33.64 -26.31 -24.34
353 multin_zz1000_61001_idxctrl_50010002000_pv -2.00 -18.89 11.72 -27.82 11.72 27.22 33.20 -26.75 -24.78
354 multin_zz1000_61001_idxctrl_top3800_pv -2.08 -18.98 11.64 -27.91 11.64 27.13 33.11 -26.84 -24.86
355 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -2.23 -19.12 11.49 -28.05 11.49 26.99 32.97 -26.98 -25.01
363 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -3.13 -20.03 10.58 -28.96 10.58 26.08 32.06 -27.89 -25.92
368 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -3.17 -20.07 10.55 -28.99 10.55 26.04 32.03 -27.92 -25.95
377 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -3.53 -20.43 10.19 -29.35 10.19 25.68 31.66 -28.29 -26.31
379 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -3.64 -20.54 10.07 -29.47 10.07 25.57 31.55 -28.40 -26.43
382 mt_962_use2016_best_save_rnk500_idxctrl -4.07 -20.96 9.65 -29.89 9.65 25.15 31.13 -28.82 -26.85