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_20250724_151524
27 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 32.75 19.22 172.83 105.05 172.83 56.44 -84.38 -97.35 -122.55
29 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 32.44 18.90 172.52 104.74 172.52 56.12 -84.69 -97.66 -122.86
30 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 32.21 18.68 172.29 104.51 172.29 55.90 -84.92 -97.89 -123.09
32 mt_962_use2017_last_save_rnk500_idxctrl 30.87 17.34 170.96 103.18 170.96 54.56 -86.25 -99.22 -124.42
35 mt_962_use2014_last_save_rnk500_idxctrl 30.24 16.71 170.32 102.54 170.33 53.93 -86.89 -99.86 -125.05
36 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 30.17 16.63 170.25 102.47 170.25 53.85 -86.96 -99.93 -125.13
37 mt_962_use2014_best_save_rnk500_idxctrl 29.96 16.42 170.04 102.26 170.04 53.64 -87.17 -100.14 -125.34
38 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 29.86 16.33 169.95 102.16 169.95 53.55 -87.27 -100.23 -125.43
40 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 29.65 16.12 169.74 101.95 169.74 53.34 -87.48 -100.44 -125.64
47 mt_962_use2012_best_save_rnk500_idxctrl 26.15 12.61 166.23 98.45 166.23 49.83 -90.98 -103.95 -129.15
52 mt_962_use2012_last_save_rnk500_idxctrl 24.15 10.62 164.24 96.45 164.24 47.84 -92.98 -105.95 -131.14
61 mt_962_use2011_last_save_rnk500_idxctrl 23.51 9.97 163.59 95.81 163.59 47.19 -93.62 -106.59 -131.79
62 mt_961_use2010_last_save_rnk500_idxctrl 23.13 9.59 163.21 95.43 163.21 46.81 -94.00 -106.97 -132.17
80 mt_961_use2014_last_save_rnk500_idxctrl 19.05 5.52 159.13 91.35 159.13 42.74 -98.08 -111.05 -136.25
105 mt_962_use2017_best_save_rnk500_idxctrl 15.04 1.51 155.12 87.34 155.12 38.73 -102.09 -115.06 -140.26
106 multin_zz1000_61001_idxctrl_pv_rm_fnd 14.55 1.01 154.63 86.85 154.63 38.23 -102.58 -115.55 -140.75
107 multin_zz1000_61004_idxctrl_pv_rm_fnd 14.40 0.86 154.48 86.70 154.48 38.08 -102.73 -115.70 -140.90
108 multin_zz1000_61002_idxctrl_pv_rm_fnd 14.40 0.86 154.48 86.70 154.48 38.08 -102.73 -115.70 -140.90
111 mt_962_use2019_last_save_rnk500_idxctrl 14.09 0.56 154.18 86.40 154.18 37.78 -103.03 -116.00 -141.20
114 mt_962_use2015_last_save_rnk500_idxctrl 13.91 0.38 154.00 86.21 154.00 37.60 -103.22 -116.18 -141.38
120 mt_962_use2016_last_save_rnk500_idxctrl 13.69 0.16 153.78 85.99 153.78 37.38 -103.44 -116.41 -141.60
126 mt_961_use2015_last_save_rnk500_idxctrl 13.28 -0.25 153.37 85.58 153.37 36.97 -103.85 -116.81 -142.01
130 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 13.03 -0.50 153.11 85.33 153.11 36.72 -104.10 -117.07 -142.27
132 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 12.84 -0.69 152.93 85.14 152.93 36.53 -104.29 -117.25 -142.45
133 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 12.84 -0.69 152.93 85.14 152.93 36.53 -104.29 -117.25 -142.45
140 mt_962_use2019_best_save_rnk500_idxctrl 12.58 -0.95 152.67 84.88 152.67 36.27 -104.55 -117.52 -142.71
141 mt_962_use2016_best_save_rnk500_idxctrl 12.38 -1.15 152.47 84.68 152.47 36.07 -104.75 -117.71 -142.91
142 multin_zz500_61002_idxctrl_zz500_pv 12.33 -1.21 152.41 84.63 152.41 36.01 -104.80 -117.77 -142.97
144 mt_962_use2013_best_save_rnk500_idxctrl 12.09 -1.45 152.17 84.39 152.17 35.77 -105.04 -118.01 -143.21
147 mt_962_use2013_last_save_rnk500_idxctrl 11.94 -1.59 152.03 84.24 152.03 35.63 -105.19 -118.15 -143.35
148 multin_zz500_61004_idxctrl_zz500_pv 11.86 -1.67 151.94 84.16 151.95 35.55 -105.27 -118.24 -143.43
152 multin_zz500_61001_idxctrl_zz500_pv 11.50 -2.03 151.58 83.80 151.59 35.19 -105.63 -118.60 -143.79
160 mt_961_use2010_best_save_rnk500_idxctrl 9.52 -4.02 149.60 81.82 149.60 33.20 -107.61 -120.58 -145.78
164 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 9.02 -4.52 149.10 81.32 149.10 32.71 -108.11 -121.08 -146.28
165 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 8.96 -4.58 149.04 81.26 149.04 32.64 -108.17 -121.14 -146.34
166 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 8.86 -4.67 148.94 81.16 148.94 32.55 -108.27 -121.24 -146.44
169 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 8.49 -5.04 148.57 80.79 148.57 32.18 -108.64 -121.61 -146.81
175 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 8.29 -5.24 148.38 80.59 148.38 31.98 -108.84 -121.80 -147.00
176 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 8.26 -5.28 148.34 80.56 148.34 31.94 -108.87 -121.84 -147.04
179 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 8.09 -5.45 148.17 80.39 148.17 31.77 -109.04 -122.01 -147.21
183 mt_962_use2010_best_save_rnk500_idxctrl 7.98 -5.55 148.06 80.28 148.06 31.67 -109.15 -122.12 -147.32
188 mt_961_use2016_best_save_rnk500_idxctrl 7.84 -5.70 147.92 80.14 147.92 31.53 -109.29 -122.26 -147.46
190 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 7.73 -5.80 147.81 80.03 147.81 31.42 -109.40 -122.37 -147.57
194 mt_961_use2009_best_save_rnk500_idxctrl 7.63 -5.91 147.71 79.93 147.71 31.32 -109.50 -122.47 -147.67
198 mt_961_use2009_last_save_rnk500_idxctrl 7.56 -5.97 147.65 79.86 147.65 31.25 -109.57 -122.54 -147.73
203 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 7.19 -6.34 147.28 79.49 147.28 30.88 -109.94 -122.90 -148.10
205 mt_961_use2011_best_save_rnk500_idxctrl 7.03 -6.50 147.12 79.33 147.12 30.72 -110.10 -123.06 -148.26
206 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 7.02 -6.52 147.10 79.32 147.10 30.70 -110.11 -123.08 -148.28
211 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 6.75 -6.78 146.84 79.05 146.84 30.44 -110.38 -123.34 -148.54
213 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 6.51 -7.03 146.59 78.81 146.59 30.19 -110.62 -123.59 -148.79
219 mt_961_use2015_best_save_rnk500_idxctrl 6.05 -7.48 146.14 78.35 146.14 29.74 -111.08 -124.05 -149.24
228 mt_962_use2010_last_save_rnk500_idxctrl 5.48 -8.05 145.56 77.78 145.56 29.17 -111.65 -124.62 -149.82
232 mt_962_use2018_last_save_rnk500_idxctrl 5.19 -8.34 145.28 77.49 145.28 28.88 -111.94 -124.90 -150.10
237 mt_961_use2012_last_save_rnk500_idxctrl 4.46 -9.07 144.54 76.76 144.55 28.15 -112.67 -125.64 -150.84
242 mt_961_use2011_last_save_rnk500_idxctrl 3.75 -9.78 143.84 76.05 143.84 27.44 -113.38 -126.34 -151.54
244 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 3.64 -9.89 143.73 75.94 143.73 27.33 -113.48 -126.45 -151.65
246 mt_961_use2014_best_save_rnk500_idxctrl 3.32 -10.21 143.40 75.62 143.40 27.01 -113.81 -126.78 -151.98
248 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 3.09 -10.45 143.17 75.39 143.17 26.78 -114.04 -127.01 -152.21
251 mt_962_use2009_last_save_rnk500_idxctrl 2.85 -10.68 142.94 75.15 142.94 26.54 -114.28 -127.25 -152.44
253 mt_962_use2009_best_save_rnk500_idxctrl 2.82 -10.71 142.91 75.13 142.91 26.51 -114.30 -127.27 -152.47
256 mt_962_use2018_best_save_rnk500_idxctrl 2.51 -11.02 142.60 74.81 142.60 26.20 -114.61 -127.58 -152.78
258 mt_962_use2011_best_save_rnk500_idxctrl 2.23 -11.30 142.32 74.53 142.32 25.92 -114.90 -127.86 -153.06
259 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 1.94 -11.59 142.02 74.24 142.02 25.63 -115.19 -128.16 -153.36
263 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 1.57 -11.96 141.65 73.87 141.66 25.26 -115.56 -128.53 -153.73
267 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 1.49 -12.04 141.58 73.79 141.58 25.18 -115.64 -128.61 -153.80
269 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 1.32 -12.21 141.41 73.62 141.41 25.01 -115.81 -128.77 -153.97
273 mt_961_use2008_last_save_rnk500_idxctrl 0.58 -12.95 140.66 72.88 140.66 24.27 -116.55 -129.52 -154.72
275 multin_zz1000_61001_idxctrl_zz1000_pv 0.37 -13.17 140.45 72.67 140.45 24.06 -116.76 -129.73 -154.93
279 multin_zz1000_61002_idxctrl_zz1000_pv -0.01 -13.55 140.07 72.29 140.07 23.68 -117.14 -130.11 -155.31
280 multin_zz1000_61004_idxctrl_zz1000_pv -0.05 -13.58 140.03 72.25 140.03 23.64 -117.18 -130.15 -155.35
282 mt_962_use2020_best_save_rnk500_idxctrl -0.16 -13.69 139.93 72.14 139.93 23.53 -117.28 -130.25 -155.45
288 mt_962_use2008_best_save_rnk500_idxctrl -0.65 -14.18 139.44 71.65 139.44 23.04 -117.78 -130.74 -155.94
290 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -1.05 -14.58 139.03 71.25 139.03 22.64 -118.18 -131.15 -156.35
291 mt_961_use2008_best_save_rnk500_idxctrl -1.22 -14.75 138.87 71.08 138.87 22.47 -118.35 -131.32 -156.51
293 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -1.34 -14.87 138.75 70.96 138.75 22.35 -118.47 -131.44 -156.63
294 mt_961_use2016_last_save_rnk500_idxctrl -1.45 -14.98 138.63 70.85 138.63 22.24 -118.58 -131.55 -156.75
297 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -1.64 -15.17 138.44 70.66 138.44 22.05 -118.77 -131.74 -156.94
298 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -1.67 -15.21 138.41 70.63 138.41 22.01 -118.80 -131.77 -156.97
302 multin_zz1000_61002_idxctrl_pv -2.41 -15.95 137.67 69.89 137.67 21.27 -119.54 -132.51 -157.71
303 multin_zz1000_61004_idxctrl_pv -2.41 -15.95 137.67 69.89 137.67 21.27 -119.54 -132.51 -157.71
304 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -2.61 -16.14 137.47 69.69 137.47 21.08 -119.74 -132.71 -157.91
306 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -2.74 -16.27 137.34 69.56 137.34 20.95 -119.87 -132.84 -158.04
307 mt_962_use2021_last_save_rnk500_idxctrl -2.76 -16.29 137.32 69.54 137.33 20.93 -119.89 -132.86 -158.06
309 multin_zz1000_61001_idxctrl_pv -2.77 -16.31 137.31 69.53 137.31 20.92 -119.90 -132.87 -158.07
313 mt_961_use2017_best_save_rnk500_idxctrl -3.62 -17.16 136.46 68.68 136.46 20.06 -120.75 -133.72 -158.92
314 mt_961_use2017_last_save_rnk500_idxctrl -3.71 -17.24 136.37 68.59 136.37 19.98 -120.84 -133.81 -159.01
328 mt_961_use2012_best_save_rnk500_idxctrl -5.13 -18.66 134.95 67.17 134.95 18.56 -122.26 -135.23 -160.43
329 multin_zz1000_61002_idxctrl_pv_rm_blc -5.31 -18.84 134.78 66.99 134.78 18.38 -122.44 -135.41 -160.60
330 multin_zz1000_61004_idxctrl_pv_rm_blc -5.31 -18.84 134.78 66.99 134.78 18.38 -122.44 -135.41 -160.60
333 mt_962_use2020_last_save_rnk500_idxctrl -5.55 -19.09 134.53 66.75 134.53 18.13 -122.68 -135.65 -160.85
334 multin_zz1000_61001_idxctrl_pv_rm_blc -5.67 -19.20 134.42 66.64 134.42 18.02 -122.79 -135.76 -160.96
335 mt_962_use2008_last_save_rnk500_idxctrl -5.90 -19.44 134.18 66.40 134.18 17.79 -123.03 -136.00 -161.20
340 mt_961_use2021_best_save_rnk500_idxctrl -6.54 -20.07 133.54 65.76 133.54 17.15 -123.67 -136.64 -161.84
355 multin_zz1000_61001_idxctrl_top3800_pv -8.55 -22.08 131.54 63.76 131.54 15.14 -125.67 -138.64 -163.84
361 multin_zz1000_61002_idxctrl_top3800_pv -9.07 -22.60 131.02 63.23 131.02 14.62 -126.20 -139.16 -164.36
363 multin_zz1000_61002_idxctrl_50010002000_pv -9.36 -22.90 130.72 62.94 130.72 14.32 -126.49 -139.46 -164.66
366 multin_zz1000_61004_idxctrl_top3800_pv -9.59 -23.13 130.49 62.71 130.49 14.10 -126.72 -139.69 -164.89
367 mt_962_use2023_best_save_rnk500_idxctrl -9.65 -23.19 130.43 62.65 130.43 14.03 -126.78 -139.75 -164.95
386 multin_zz1000_61004_idxctrl_50010002000_pv -11.56 -25.10 128.52 60.74 128.52 12.13 -128.69 -141.66 -166.86
388 mt_961_use2021_last_save_rnk500_idxctrl -11.87 -25.40 128.21 60.43 128.21 11.82 -129.00 -141.97 -167.17
389 multin_zz1000_61001_idxctrl_50010002000_pv -11.97 -25.50 128.11 60.33 128.11 11.72 -129.10 -142.07 -167.27
394 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -12.74 -26.27 127.34 59.56 127.34 10.95 -129.87 -142.84 -168.04
398 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -13.02 -26.55 127.07 59.29 127.07 10.67 -130.14 -143.11 -168.31
399 mt_962_use2021_best_save_rnk500_idxctrl -13.12 -26.65 126.96 59.18 126.97 10.57 -130.25 -143.22 -168.41
405 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -13.69 -27.22 126.40 58.61 126.40 10.00 -130.82 -143.79 -168.98
407 mt_961_use2023_best_save_rnk500_idxctrl -13.82 -27.35 126.26 58.48 126.27 9.87 -130.95 -143.92 -169.12
408 mt_961_use2013_last_save_rnk500_idxctrl -13.88 -27.42 126.20 58.42 126.20 9.81 -131.01 -143.98 -169.18
410 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -14.20 -27.73 125.89 58.11 125.89 9.49 -131.32 -144.29 -169.49
414 mt_962_use2015_best_save_rnk500_idxctrl -14.45 -27.98 125.63 57.85 125.63 9.24 -131.58 -144.55 -169.75
417 mt_962_use2023_last_save_rnk500_idxctrl -14.65 -28.18 125.43 57.65 125.44 9.04 -131.78 -144.75 -169.95
419 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -15.02 -28.56 125.06 57.28 125.06 8.66 -132.15 -145.12 -170.32
421 mt_961_use2023_last_save_rnk500_idxctrl -15.11 -28.65 124.97 57.19 124.97 8.57 -132.24 -145.21 -170.41
422 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -15.31 -28.85 124.77 56.99 124.77 8.38 -132.44 -145.41 -170.61
434 mt_961_use2022_best_save_rnk500_idxctrl -16.40 -29.93 123.69 55.91 123.69 7.29 -133.52 -146.49 -171.69
435 mt_962_use2022_last_save_rnk500_idxctrl -16.55 -30.08 123.53 55.75 123.53 7.14 -133.68 -146.65 -171.85
447 mt_961_use2013_best_save_rnk500_idxctrl -19.49 -33.03 120.59 52.81 120.59 4.19 -136.62 -149.59 -174.79
448 mt_962_use2024_last_save_rnk500_idxctrl -19.72 -33.25 120.37 52.58 120.37 3.97 -136.85 -149.81 -175.01
455 mt_961_use2022_last_save_rnk500_idxctrl -22.47 -36.00 117.61 49.83 117.61 1.22 -139.60 -152.57 -177.77
468 mt_962_use2022_best_save_rnk500_idxctrl -27.63 -41.17 112.45 44.67 112.45 -3.95 -144.76 -157.73 -182.93
470 mt_962_use2024_best_save_rnk500_idxctrl -28.83 -42.37 111.25 43.47 111.25 -5.14 -145.96 -158.93 -184.13
477 mt_961_use2020_best_save_rnk500_idxctrl -31.05 -44.58 109.04 41.25 109.04 -7.36 -148.18 -161.15 -186.34
481 mt_961_use2020_last_save_rnk500_idxctrl -32.20 -45.73 107.88 40.10 107.88 -8.51 -149.33 -162.30 -187.50
492 mt_961_use2018_last_save_rnk500_idxctrl -38.45 -51.98 101.63 33.85 101.64 -14.76 -155.58 -168.55 -193.74
495 mt_961_use2018_best_save_rnk500_idxctrl -40.50 -54.04 99.58 31.80 99.58 -16.81 -157.63 -170.60 -195.80
497 mt_961_use2024_best_save_rnk500_idxctrl -42.93 -56.46 97.15 29.37 97.15 -19.24 -160.06 -173.03 -198.23
498 mt_961_use2019_last_save_rnk500_idxctrl -42.97 -56.50 97.12 29.33 97.12 -19.28 -160.10 -173.06 -198.26
506 mt_961_use2024_last_save_rnk500_idxctrl -50.93 -64.46 89.16 21.37 89.16 -27.24 -168.06 -181.03 -206.22
516 mt_961_use2019_best_save_rnk500_idxctrl -62.35 -75.88 77.73 9.95 77.73 -38.66 -179.48 -192.45 -217.65