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_20250725_151538
30 mt_961_use2013_best_save_rnk500_idxctrl 50.53 50.18 59.80 111.05 59.81 17.17 38.05 6.81 7.15
40 mt_962_use2015_best_save_rnk500_idxctrl 43.77 43.42 53.04 104.28 53.04 10.40 31.28 0.05 0.38
53 mt_962_use2020_best_save_rnk500_idxctrl 38.46 38.11 47.74 98.98 47.74 5.10 25.98 -5.26 -4.92
57 mt_962_use2021_best_save_rnk500_idxctrl 35.35 34.99 44.62 95.86 44.62 1.98 22.86 -8.38 -8.04
63 mt_961_use2022_best_save_rnk500_idxctrl 31.34 30.99 40.61 91.85 40.61 -2.03 18.85 -12.38 -12.05
67 mt_961_use2020_last_save_rnk500_idxctrl 29.17 28.82 38.45 89.69 38.45 -4.19 16.69 -14.55 -14.21
69 mt_962_use2022_best_save_rnk500_idxctrl 28.99 28.64 38.26 89.50 38.26 -4.38 16.50 -14.74 -14.40
71 mt_961_use2020_best_save_rnk500_idxctrl 27.93 27.58 37.20 88.44 37.20 -5.44 15.44 -15.80 -15.46
75 mt_962_use2022_last_save_rnk500_idxctrl 26.89 26.53 36.16 87.40 36.16 -6.48 14.40 -16.84 -16.50
97 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 18.54 18.19 27.81 79.06 27.82 -14.82 6.06 -25.18 -24.84
104 mt_962_use2020_last_save_rnk500_idxctrl 15.38 15.03 24.65 75.89 24.65 -17.99 2.90 -28.34 -28.00
109 mt_961_use2021_last_save_rnk500_idxctrl 14.26 13.91 23.53 74.77 23.53 -19.11 1.77 -29.47 -29.13
111 mt_962_use2023_best_save_rnk500_idxctrl 14.09 13.74 23.36 74.60 23.36 -19.28 1.60 -29.64 -29.30
112 mt_962_use2019_best_save_rnk500_idxctrl 13.93 13.58 23.20 74.44 23.20 -19.44 1.44 -29.79 -29.46
116 multin_zz1000_61001_idxctrl_50010002000_pv 13.49 13.14 22.76 74.00 22.76 -19.88 1.00 -30.23 -29.89
120 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 13.13 12.78 22.40 73.64 22.40 -20.24 0.65 -30.59 -30.25
123 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 13.00 12.65 22.27 73.51 22.27 -20.37 0.51 -30.72 -30.39
129 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 12.52 12.16 21.79 73.03 21.79 -20.85 0.03 -31.21 -30.87
130 mt_961_use2022_last_save_rnk500_idxctrl 12.22 11.86 21.49 72.73 21.49 -21.15 -0.27 -31.51 -31.17
150 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 9.24 8.89 18.52 69.76 18.52 -24.12 -3.24 -34.48 -34.14
151 mt_962_use2023_last_save_rnk500_idxctrl 9.24 8.89 18.51 69.75 18.51 -24.13 -3.25 -34.48 -34.15
157 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 8.64 8.29 17.91 69.15 17.91 -24.73 -3.85 -35.09 -34.75
161 multin_zz1000_61004_idxctrl_50010002000_pv 8.12 7.77 17.39 68.63 17.39 -25.25 -4.37 -35.61 -35.27
162 multin_zz1000_61001_idxctrl_top3800_pv 8.07 7.72 17.35 68.59 17.35 -25.29 -4.41 -35.65 -35.31
164 multin_zz1000_61002_idxctrl_50010002000_pv 7.63 7.28 16.91 68.15 16.91 -25.73 -4.85 -36.09 -35.75
172 mt_961_use2019_last_save_rnk500_idxctrl 4.85 4.50 14.12 65.36 14.12 -28.52 -7.64 -38.88 -38.54
176 multin_zz1000_61004_idxctrl_top3800_pv 4.41 4.06 13.68 64.92 13.68 -28.96 -8.08 -39.31 -38.98
180 multin_zz1000_61002_idxctrl_top3800_pv 3.74 3.39 13.02 64.26 13.02 -29.62 -8.74 -39.98 -39.64
193 mt_962_use2019_last_save_rnk500_idxctrl 1.53 1.17 10.80 62.04 10.80 -31.84 -10.96 -42.20 -41.86
194 mt_962_use2021_last_save_rnk500_idxctrl 1.25 0.90 10.52 61.76 10.52 -32.12 -11.24 -42.48 -42.14
207 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -1.68 -2.03 7.60 58.84 7.60 -35.04 -14.16 -45.40 -45.06
208 mt_961_use2013_last_save_rnk500_idxctrl -2.18 -2.53 7.09 58.33 7.09 -35.55 -14.67 -45.91 -45.57
213 mt_961_use2021_best_save_rnk500_idxctrl -2.84 -3.20 6.43 57.67 6.43 -36.21 -15.33 -46.57 -46.23
217 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -3.66 -4.01 5.62 56.86 5.62 -37.02 -16.14 -47.38 -47.04
223 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -4.37 -4.72 4.90 56.14 4.90 -37.74 -16.86 -48.10 -47.76
226 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.58 -4.93 4.69 55.93 4.69 -37.95 -17.06 -48.30 -47.96
233 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -5.89 -6.25 3.38 54.62 3.38 -39.26 -18.38 -49.62 -49.28
236 multin_zz1000_61001_idxctrl_zz1000_pv -6.05 -6.40 3.22 54.46 3.22 -39.42 -18.54 -49.77 -49.43
237 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -6.33 -6.68 2.94 54.18 2.94 -39.70 -18.82 -50.05 -49.72
238 mt_961_use2010_last_save_rnk500_idxctrl -6.43 -6.78 2.84 54.08 2.84 -39.80 -18.92 -50.15 -49.82
239 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -6.44 -6.80 2.83 54.07 2.83 -39.81 -18.93 -50.17 -49.83
243 multin_zz1000_61002_idxctrl_zz1000_pv -6.74 -7.09 2.53 53.77 2.53 -40.11 -19.23 -50.47 -50.13
244 multin_zz1000_61004_idxctrl_zz1000_pv -6.91 -7.27 2.36 53.60 2.36 -40.28 -19.40 -50.64 -50.30
257 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -9.73 -10.08 -0.45 50.79 -0.45 -43.09 -22.21 -53.45 -53.11
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -10.39 -10.74 -1.12 50.12 -1.12 -43.76 -22.88 -54.12 -53.78
261 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -10.87 -11.22 -1.60 49.65 -1.59 -44.23 -23.35 -54.59 -54.25
269 mt_962_use2013_last_save_rnk500_idxctrl -12.19 -12.54 -2.91 48.33 -2.91 -45.55 -24.67 -55.91 -55.57
271 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -12.28 -12.64 -3.01 48.23 -3.01 -45.65 -24.77 -56.01 -55.67
272 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -12.80 -13.15 -3.53 47.72 -3.52 -46.16 -25.28 -56.52 -56.18
275 mt_961_use2019_best_save_rnk500_idxctrl -13.50 -13.86 -4.23 47.01 -4.23 -46.87 -25.99 -57.23 -56.89
278 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -14.30 -14.65 -5.03 46.21 -5.03 -47.67 -26.79 -58.03 -57.69
285 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -15.99 -16.34 -6.72 44.52 -6.72 -49.36 -28.48 -59.72 -59.38
286 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -16.00 -16.35 -6.73 44.51 -6.73 -49.37 -28.48 -59.72 -59.38
287 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -16.07 -16.42 -6.79 44.45 -6.79 -49.43 -28.55 -59.79 -59.45
288 mt_961_use2010_best_save_rnk500_idxctrl -16.48 -16.84 -7.21 44.03 -7.21 -49.85 -28.97 -60.21 -59.87
289 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -16.63 -16.98 -7.36 43.89 -7.35 -49.99 -29.11 -60.35 -60.01
291 multin_zz1000_61002_idxctrl_pv_rm_blc -16.83 -17.18 -7.56 43.68 -7.56 -50.20 -29.32 -60.55 -60.21
292 multin_zz1000_61004_idxctrl_pv_rm_blc -16.83 -17.18 -7.56 43.68 -7.56 -50.20 -29.32 -60.55 -60.21
293 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -17.00 -17.35 -7.72 43.52 -7.72 -50.36 -29.48 -60.72 -60.38
295 multin_zz1000_61001_idxctrl_pv_rm_blc -17.19 -17.54 -7.91 43.33 -7.91 -50.55 -29.67 -60.91 -60.57
299 mt_962_use2024_last_save_rnk500_idxctrl -18.03 -18.38 -8.76 42.48 -8.76 -51.40 -30.51 -61.75 -61.41
300 mt_962_use2015_last_save_rnk500_idxctrl -18.08 -18.43 -8.81 42.44 -8.80 -51.44 -30.56 -61.80 -61.46
303 multin_zz1000_61004_idxctrl_pv -18.50 -18.85 -9.23 42.01 -9.23 -51.87 -30.99 -62.22 -61.89
305 multin_zz1000_61002_idxctrl_pv -18.50 -18.85 -9.23 42.01 -9.23 -51.87 -30.99 -62.22 -61.89
306 mt_962_use2013_best_save_rnk500_idxctrl -18.78 -19.13 -9.51 41.74 -9.50 -52.14 -31.26 -62.50 -62.16
307 multin_zz1000_61001_idxctrl_pv -18.82 -19.17 -9.55 41.69 -9.55 -52.19 -31.31 -62.55 -62.21
309 mt_961_use2011_best_save_rnk500_idxctrl -19.47 -19.82 -10.20 41.04 -10.20 -52.84 -31.96 -63.20 -62.86
311 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -20.41 -20.77 -11.14 40.10 -11.14 -53.78 -32.90 -64.14 -63.80
312 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -20.45 -20.80 -11.18 40.07 -11.18 -53.82 -32.93 -64.17 -63.83
313 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -20.52 -20.87 -11.25 39.99 -11.25 -53.89 -33.01 -64.25 -63.91
324 mt_962_use2024_best_save_rnk500_idxctrl -24.75 -25.11 -15.48 35.76 -15.48 -58.12 -37.24 -68.48 -68.14
334 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -26.63 -26.98 -17.36 33.88 -17.36 -60.00 -39.12 -70.35 -70.02
337 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -26.74 -27.09 -17.47 33.77 -17.47 -60.11 -39.23 -70.46 -70.12
338 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -26.86 -27.21 -17.59 33.65 -17.59 -60.23 -39.35 -70.58 -70.25
342 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -27.22 -27.57 -17.95 33.29 -17.95 -60.59 -39.71 -70.95 -70.61
343 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -27.22 -27.57 -17.95 33.29 -17.95 -60.59 -39.71 -70.95 -70.61
345 multin_zz500_61001_idxctrl_zz500_pv -27.71 -28.06 -18.44 32.80 -18.44 -61.08 -40.20 -71.43 -71.09
346 multin_zz500_61002_idxctrl_zz500_pv -27.85 -28.20 -18.58 32.67 -18.57 -61.21 -40.33 -71.57 -71.23
347 multin_zz500_61004_idxctrl_zz500_pv -27.97 -28.33 -18.70 32.54 -18.70 -61.34 -40.46 -71.70 -71.36
348 mt_961_use2024_best_save_rnk500_idxctrl -28.07 -28.42 -18.80 32.44 -18.80 -61.44 -40.56 -71.80 -71.46
350 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -28.19 -28.54 -18.92 32.32 -18.92 -61.56 -40.68 -71.92 -71.58
357 mt_962_use2018_best_save_rnk500_idxctrl -28.90 -29.25 -19.63 31.62 -19.62 -62.26 -41.38 -72.62 -72.28
358 mt_961_use2024_last_save_rnk500_idxctrl -29.24 -29.59 -19.96 31.28 -19.96 -62.60 -41.72 -72.96 -72.62
360 mt_961_use2011_last_save_rnk500_idxctrl -29.67 -30.02 -20.40 30.84 -20.40 -63.04 -42.16 -73.40 -73.06
361 multin_zz1000_61002_idxctrl_pv_rm_fnd -29.83 -30.18 -20.56 30.68 -20.56 -63.20 -42.31 -73.55 -73.21
362 multin_zz1000_61004_idxctrl_pv_rm_fnd -29.83 -30.18 -20.56 30.68 -20.56 -63.20 -42.31 -73.55 -73.21
367 multin_zz1000_61001_idxctrl_pv_rm_fnd -30.78 -31.13 -21.51 29.73 -21.51 -64.15 -43.27 -74.51 -74.17
374 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -32.21 -32.56 -22.94 28.30 -22.94 -65.58 -44.70 -75.93 -75.60
375 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -32.23 -32.58 -22.96 28.28 -22.96 -65.60 -44.72 -75.95 -75.62
376 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -32.29 -32.64 -23.02 28.22 -23.02 -65.66 -44.78 -76.01 -75.68
378 mt_961_use2009_best_save_rnk500_idxctrl -32.72 -33.08 -23.45 27.79 -23.45 -66.09 -45.21 -76.45 -76.11
379 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -32.92 -33.28 -23.65 27.59 -23.65 -66.29 -45.41 -76.65 -76.31
380 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -32.93 -33.29 -23.66 27.58 -23.66 -66.30 -45.42 -76.66 -76.32
381 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -32.97 -33.32 -23.70 27.54 -23.70 -66.34 -45.46 -76.69 -76.36
394 mt_961_use2009_last_save_rnk500_idxctrl -37.38 -37.73 -28.11 23.13 -28.11 -70.75 -49.86 -81.10 -80.76
404 mt_962_use2012_best_save_rnk500_idxctrl -39.24 -39.59 -29.96 21.28 -29.96 -72.60 -51.72 -82.96 -82.62
411 mt_962_use2010_last_save_rnk500_idxctrl -40.28 -40.63 -31.01 20.24 -31.00 -73.64 -52.76 -84.00 -83.66
412 mt_962_use2017_best_save_rnk500_idxctrl -40.56 -40.91 -31.29 19.95 -31.29 -73.93 -53.05 -84.29 -83.95
413 mt_961_use2012_last_save_rnk500_idxctrl -41.39 -41.74 -32.12 19.12 -32.12 -74.76 -53.87 -85.11 -84.77
414 mt_961_use2012_best_save_rnk500_idxctrl -41.62 -41.97 -32.34 18.90 -32.34 -74.98 -54.10 -85.34 -85.00
429 mt_962_use2016_last_save_rnk500_idxctrl -48.10 -48.45 -38.83 12.41 -38.83 -81.47 -60.59 -91.83 -91.49
431 mt_961_use2015_best_save_rnk500_idxctrl -48.19 -48.54 -38.92 12.32 -38.92 -81.56 -60.68 -91.91 -91.58
432 mt_962_use2011_last_save_rnk500_idxctrl -48.48 -48.83 -39.21 12.04 -39.21 -81.85 -60.96 -92.20 -91.86
443 mt_962_use2018_last_save_rnk500_idxctrl -51.77 -52.12 -42.50 8.74 -42.50 -85.14 -64.26 -95.49 -95.16
445 mt_962_use2017_last_save_rnk500_idxctrl -52.07 -52.42 -42.80 8.44 -42.80 -85.44 -64.56 -95.80 -95.46
449 mt_962_use2016_best_save_rnk500_idxctrl -52.92 -53.28 -43.65 7.59 -43.65 -86.29 -65.41 -96.65 -96.31
450 mt_961_use2017_best_save_rnk500_idxctrl -53.47 -53.83 -44.20 7.04 -44.20 -86.84 -65.96 -97.20 -96.86
454 mt_961_use2018_best_save_rnk500_idxctrl -54.67 -55.02 -45.40 5.84 -45.40 -88.04 -67.16 -98.39 -98.06
459 mt_961_use2018_last_save_rnk500_idxctrl -55.78 -56.13 -46.51 4.73 -46.51 -89.15 -68.27 -99.51 -99.17
460 mt_961_use2017_last_save_rnk500_idxctrl -55.88 -56.23 -46.61 4.63 -46.61 -89.25 -68.37 -99.60 -99.27
461 mt_962_use2010_best_save_rnk500_idxctrl -55.96 -56.32 -46.69 4.55 -46.69 -89.33 -68.45 -99.69 -99.35
464 mt_961_use2023_last_save_rnk500_idxctrl -56.71 -57.07 -47.44 3.80 -47.44 -90.08 -69.20 -100.44 -100.10
473 mt_962_use2012_last_save_rnk500_idxctrl -58.69 -59.04 -49.42 1.82 -49.42 -92.06 -71.18 -102.42 -102.08
477 mt_961_use2015_last_save_rnk500_idxctrl -59.82 -60.17 -50.54 0.70 -50.54 -93.18 -72.30 -103.54 -103.20
479 mt_961_use2008_best_save_rnk500_idxctrl -60.86 -61.21 -51.59 -0.35 -51.59 -94.23 -73.35 -104.59 -104.25
480 mt_962_use2009_best_save_rnk500_idxctrl -61.92 -62.27 -52.65 -1.41 -52.65 -95.29 -74.41 -105.65 -105.31
483 mt_961_use2023_best_save_rnk500_idxctrl -63.27 -63.62 -54.00 -2.76 -54.00 -96.64 -75.75 -106.99 -106.65
485 mt_962_use2008_best_save_rnk500_idxctrl -63.83 -64.18 -54.55 -3.31 -54.55 -97.19 -76.31 -107.55 -107.21
486 mt_962_use2011_best_save_rnk500_idxctrl -64.55 -64.90 -55.28 -4.04 -55.28 -97.92 -77.03 -108.27 -107.93
490 mt_962_use2009_last_save_rnk500_idxctrl -66.16 -66.51 -56.89 -5.65 -56.89 -99.53 -78.65 -109.88 -109.55
493 mt_961_use2008_last_save_rnk500_idxctrl -67.61 -67.96 -58.34 -7.10 -58.34 -100.98 -80.09 -111.33 -110.99
498 mt_962_use2008_last_save_rnk500_idxctrl -69.49 -69.85 -60.22 -8.98 -60.22 -102.86 -81.98 -113.22 -112.88
499 mt_962_use2014_last_save_rnk500_idxctrl -69.85 -70.20 -60.58 -9.33 -60.57 -103.22 -82.33 -113.57 -113.23
502 mt_962_use2014_best_save_rnk500_idxctrl -71.05 -71.40 -61.78 -10.54 -61.78 -104.42 -83.54 -114.78 -114.44
507 mt_961_use2014_best_save_rnk500_idxctrl -74.21 -74.56 -64.94 -13.70 -64.94 -107.58 -86.70 -117.93 -117.60
515 mt_961_use2016_best_save_rnk500_idxctrl -81.08 -81.43 -71.81 -20.57 -71.81 -114.45 -93.57 -124.80 -124.46
516 mt_961_use2016_last_save_rnk500_idxctrl -82.01 -82.36 -72.74 -21.50 -72.74 -115.38 -94.49 -125.73 -125.39
520 mt_961_use2014_last_save_rnk500_idxctrl -86.60 -86.95 -77.33 -26.09 -77.33 -119.97 -99.09 -130.32 -129.99