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_20250728_151518
26 mt_962_use2023_best_save_rnk500_idxctrl 67.52 67.18 108.06 75.91 108.06 16.73 7.13 -45.52 -124.03
28 mt_962_use2022_last_save_rnk500_idxctrl 65.87 65.53 106.41 74.26 106.41 15.08 5.49 -47.16 -125.68
29 mt_962_use2020_best_save_rnk500_idxctrl 63.95 63.61 104.49 72.34 104.49 13.16 3.56 -49.09 -127.60
32 mt_962_use2021_best_save_rnk500_idxctrl 59.33 58.99 99.87 67.72 99.87 8.54 -1.06 -53.71 -132.22
37 mt_962_use2023_last_save_rnk500_idxctrl 57.61 57.27 98.15 66.00 98.15 6.82 -2.77 -55.42 -133.94
56 mt_962_use2013_best_save_rnk500_idxctrl 42.65 42.30 83.19 51.04 83.19 -8.14 -17.74 -70.39 -148.90
58 mt_962_use2020_last_save_rnk500_idxctrl 42.00 41.66 82.54 50.39 82.54 -8.79 -18.38 -71.03 -149.55
61 mt_962_use2015_best_save_rnk500_idxctrl 39.55 39.21 80.09 47.94 80.09 -11.24 -20.83 -73.48 -152.00
63 mt_962_use2021_last_save_rnk500_idxctrl 38.45 38.10 78.99 46.84 78.99 -12.34 -21.94 -74.59 -153.10
85 mt_962_use2022_best_save_rnk500_idxctrl 31.78 31.44 72.32 40.17 72.32 -19.01 -28.61 -81.26 -159.77
95 mt_962_use2019_last_save_rnk500_idxctrl 28.07 27.72 68.61 36.46 68.61 -22.73 -32.32 -84.97 -163.48
106 mt_962_use2019_best_save_rnk500_idxctrl 24.18 23.84 64.72 32.57 64.73 -26.61 -36.20 -88.85 -167.37
107 mt_961_use2022_last_save_rnk500_idxctrl 24.15 23.81 64.69 32.54 64.70 -26.64 -36.23 -88.88 -167.40
116 mt_962_use2012_best_save_rnk500_idxctrl 21.84 21.49 62.38 30.23 62.38 -28.95 -38.55 -91.20 -169.71
120 mt_962_use2014_best_save_rnk500_idxctrl 20.67 20.33 61.21 29.06 61.21 -30.12 -39.72 -92.37 -170.88
135 mt_961_use2021_best_save_rnk500_idxctrl 16.94 16.60 57.48 25.33 57.48 -33.85 -43.45 -96.10 -174.61
139 mt_962_use2017_best_save_rnk500_idxctrl 15.37 15.03 55.91 23.76 55.91 -35.42 -45.01 -97.67 -176.18
143 mt_961_use2013_best_save_rnk500_idxctrl 14.39 14.05 54.93 22.78 54.93 -36.40 -45.99 -98.65 -177.16
145 mt_962_use2013_last_save_rnk500_idxctrl 13.93 13.59 54.48 22.32 54.48 -36.86 -46.45 -99.10 -177.62
153 mt_962_use2024_last_save_rnk500_idxctrl 10.45 10.11 50.99 18.84 50.99 -40.34 -49.94 -102.59 -181.10
159 mt_961_use2022_best_save_rnk500_idxctrl 9.67 9.33 50.21 18.06 50.21 -41.12 -50.72 -103.37 -181.88
214 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 1.53 1.18 42.07 9.92 42.07 -49.26 -58.86 -111.51 -190.02
229 mt_962_use2024_best_save_rnk500_idxctrl 0.49 0.15 41.03 8.88 41.03 -50.30 -59.89 -112.55 -191.06
231 multin_zz1000_61001_idxctrl_top3800_pv -0.13 -0.47 40.41 8.26 40.41 -50.92 -60.52 -113.17 -191.68
234 mt_961_use2021_last_save_rnk500_idxctrl -0.92 -1.26 39.62 7.47 39.62 -51.71 -61.31 -113.96 -192.47
238 mt_962_use2017_last_save_rnk500_idxctrl -1.16 -1.51 39.38 7.23 39.38 -51.95 -61.55 -114.20 -192.71
242 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -1.99 -2.33 38.55 6.40 38.55 -52.78 -62.38 -115.03 -193.54
244 mt_962_use2014_last_save_rnk500_idxctrl -2.27 -2.61 38.27 6.12 38.27 -53.06 -62.65 -115.31 -193.82
249 multin_zz1000_61001_idxctrl_50010002000_pv -3.70 -4.04 36.84 4.69 36.84 -54.49 -64.08 -116.73 -195.25
252 mt_962_use2015_last_save_rnk500_idxctrl -4.54 -4.88 36.00 3.85 36.00 -55.33 -64.93 -117.58 -196.09
274 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -8.76 -9.11 31.78 -0.37 31.78 -59.55 -69.15 -121.80 -200.31
276 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -8.92 -9.26 31.62 -0.53 31.62 -59.71 -69.30 -121.95 -200.47
282 multin_zz1000_61004_idxctrl_top3800_pv -10.40 -10.74 30.15 -2.00 30.15 -61.19 -70.78 -123.43 -201.94
283 multin_zz1000_61002_idxctrl_top3800_pv -10.54 -10.88 30.01 -2.15 30.01 -61.33 -70.92 -123.57 -202.09
284 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -10.85 -11.19 29.69 -2.46 29.69 -61.64 -71.24 -123.89 -202.40
286 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -11.52 -11.86 29.02 -3.13 29.02 -62.31 -71.91 -124.56 -203.07
291 multin_zz1000_61002_idxctrl_50010002000_pv -12.36 -12.70 28.18 -3.97 28.18 -63.15 -72.74 -125.40 -203.91
294 multin_zz1000_61004_idxctrl_50010002000_pv -13.04 -13.38 27.50 -4.65 27.51 -63.83 -73.42 -126.07 -204.59
299 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -14.13 -14.47 26.41 -5.74 26.41 -64.92 -74.51 -127.17 -205.68
300 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -14.83 -15.17 25.71 -6.44 25.71 -65.62 -75.22 -127.87 -206.38
302 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -15.27 -15.61 25.27 -6.88 25.27 -66.06 -75.65 -128.31 -206.82
305 multin_zz1000_61001_idxctrl_zz1000_pv -15.84 -16.18 24.70 -7.45 24.70 -66.63 -76.23 -128.88 -207.39
306 mt_961_use2011_best_save_rnk500_idxctrl -15.96 -16.30 24.58 -7.57 24.58 -66.75 -76.34 -129.00 -207.51
307 multin_zz1000_61004_idxctrl_zz1000_pv -16.30 -16.64 24.24 -7.91 24.24 -67.09 -76.69 -129.34 -207.85
309 multin_zz1000_61002_idxctrl_zz1000_pv -16.76 -17.10 23.78 -8.37 23.78 -67.55 -77.14 -129.80 -208.31
310 mt_962_use2012_last_save_rnk500_idxctrl -16.85 -17.20 23.69 -8.46 23.69 -67.64 -77.24 -129.89 -208.40
311 mt_962_use2016_last_save_rnk500_idxctrl -17.47 -17.81 23.07 -9.08 23.07 -68.26 -77.86 -130.51 -209.02
314 mt_961_use2020_last_save_rnk500_idxctrl -18.07 -18.42 22.47 -9.68 22.47 -68.86 -78.46 -131.11 -209.62
319 mt_961_use2020_best_save_rnk500_idxctrl -19.57 -19.92 20.97 -11.18 20.97 -70.36 -79.96 -132.61 -211.12
321 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -19.67 -20.02 20.87 -11.28 20.87 -70.46 -80.06 -132.71 -211.22
322 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -19.69 -20.04 20.85 -11.30 20.85 -70.48 -80.08 -132.73 -211.24
324 multin_zz1000_61001_idxctrl_pv_rm_blc -19.95 -20.30 20.59 -11.56 20.59 -70.75 -80.34 -132.99 -211.50
327 multin_zz1000_61002_idxctrl_pv_rm_blc -20.56 -20.91 19.98 -12.17 19.98 -71.35 -80.95 -133.60 -212.11
328 multin_zz1000_61004_idxctrl_pv_rm_blc -20.56 -20.91 19.98 -12.17 19.98 -71.35 -80.95 -133.60 -212.11
331 multin_zz1000_61001_idxctrl_pv -21.49 -21.84 19.05 -13.10 19.05 -72.28 -81.88 -134.53 -213.04
332 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -21.53 -21.87 19.01 -13.14 19.01 -72.32 -81.91 -134.56 -213.08
336 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -21.91 -22.25 18.63 -13.52 18.63 -72.70 -82.29 -134.94 -213.46
338 multin_zz1000_61002_idxctrl_pv -21.99 -22.33 18.55 -13.60 18.55 -72.78 -82.37 -135.02 -213.54
339 multin_zz1000_61004_idxctrl_pv -21.99 -22.33 18.55 -13.60 18.55 -72.78 -82.37 -135.02 -213.54
341 mt_961_use2013_last_save_rnk500_idxctrl -22.46 -22.80 18.08 -14.07 18.09 -73.25 -82.84 -135.49 -214.01
344 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -23.22 -23.56 17.32 -14.83 17.33 -74.01 -83.60 -136.25 -214.77
345 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -23.32 -23.67 17.22 -14.93 17.22 -74.11 -83.71 -136.36 -214.87
347 mt_961_use2014_best_save_rnk500_idxctrl -23.57 -23.91 16.97 -15.18 16.97 -74.36 -83.95 -136.60 -215.12
349 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -24.16 -24.50 16.38 -15.77 16.38 -74.95 -84.55 -137.20 -215.71
350 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -24.23 -24.57 16.31 -15.84 16.31 -75.02 -84.62 -137.27 -215.78
354 mt_961_use2019_last_save_rnk500_idxctrl -24.67 -25.01 15.87 -16.28 15.88 -75.46 -85.05 -137.70 -216.22
355 mt_961_use2015_best_save_rnk500_idxctrl -24.82 -25.16 15.72 -16.43 15.72 -75.61 -85.20 -137.85 -216.37
357 mt_961_use2019_best_save_rnk500_idxctrl -25.34 -25.68 15.21 -16.94 15.21 -76.13 -85.72 -138.37 -216.88
360 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -25.48 -25.82 15.06 -17.09 15.06 -76.27 -85.86 -138.52 -217.03
361 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -25.49 -25.83 15.05 -17.10 15.05 -76.28 -85.88 -138.53 -217.04
364 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -26.35 -26.69 14.19 -17.96 14.20 -77.14 -86.73 -139.38 -217.90
365 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -26.38 -26.72 14.16 -17.99 14.17 -77.17 -86.76 -139.41 -217.93
370 mt_961_use2009_best_save_rnk500_idxctrl -27.63 -27.98 12.91 -19.24 12.91 -78.43 -88.02 -140.67 -219.18
377 mt_961_use2024_best_save_rnk500_idxctrl -28.93 -29.27 11.61 -20.54 11.61 -79.72 -89.31 -141.97 -220.48
380 mt_961_use2009_last_save_rnk500_idxctrl -29.64 -29.98 10.91 -21.24 10.91 -80.43 -90.02 -142.67 -221.19
381 mt_961_use2010_last_save_rnk500_idxctrl -29.74 -30.09 10.80 -21.35 10.80 -80.53 -90.13 -142.78 -221.29
383 mt_962_use2010_last_save_rnk500_idxctrl -30.50 -30.84 10.05 -22.10 10.05 -81.29 -90.88 -143.53 -222.04
384 mt_961_use2015_last_save_rnk500_idxctrl -30.55 -30.89 9.99 -22.16 9.99 -81.34 -90.94 -143.59 -222.10
387 mt_962_use2018_best_save_rnk500_idxctrl -31.06 -31.40 9.48 -22.67 9.48 -81.85 -91.44 -144.09 -222.61
389 mt_962_use2011_last_save_rnk500_idxctrl -32.30 -32.64 8.25 -23.91 8.25 -83.09 -92.68 -145.33 -223.85
391 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -33.31 -33.66 7.23 -24.92 7.23 -84.10 -93.70 -146.35 -224.86
392 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -33.36 -33.70 7.19 -24.97 7.19 -84.15 -93.74 -146.39 -224.91
394 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -33.53 -33.87 7.01 -25.14 7.01 -84.32 -93.92 -146.57 -225.08
398 mt_961_use2024_last_save_rnk500_idxctrl -35.20 -35.54 5.34 -26.81 5.34 -85.99 -95.58 -148.24 -226.75
400 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -35.94 -36.28 4.60 -27.55 4.60 -86.73 -96.32 -148.97 -227.49
401 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -35.95 -36.29 4.60 -27.56 4.60 -86.74 -96.33 -148.98 -227.50
402 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -36.16 -36.51 4.38 -27.77 4.38 -86.96 -96.55 -149.20 -227.71
403 mt_962_use2010_best_save_rnk500_idxctrl -36.45 -36.79 4.09 -28.06 4.09 -87.24 -96.84 -149.49 -228.00
405 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -36.84 -37.18 3.70 -28.45 3.70 -87.63 -97.22 -149.87 -228.39
408 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -37.10 -37.45 3.44 -28.71 3.44 -87.89 -97.49 -150.14 -228.65
409 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -37.35 -37.69 3.19 -28.96 3.19 -88.14 -97.74 -150.39 -228.90
410 mt_961_use2010_best_save_rnk500_idxctrl -38.28 -38.62 2.26 -29.89 2.26 -89.07 -98.67 -151.32 -229.83
412 multin_zz500_61001_idxctrl_zz500_pv -39.07 -39.41 1.47 -30.68 1.48 -89.86 -99.45 -152.10 -230.62
414 multin_zz500_61002_idxctrl_zz500_pv -39.34 -39.68 1.20 -30.95 1.21 -90.13 -99.72 -152.37 -230.89
416 multin_zz500_61004_idxctrl_zz500_pv -39.56 -39.90 0.98 -31.17 0.98 -90.35 -99.95 -152.60 -231.11
429 mt_961_use2017_best_save_rnk500_idxctrl -44.70 -45.04 -4.16 -36.31 -4.16 -95.49 -105.09 -157.74 -236.25
432 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -45.70 -46.04 -5.16 -37.31 -5.16 -96.49 -106.08 -158.73 -237.25
433 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -45.70 -46.04 -5.16 -37.31 -5.16 -96.49 -106.08 -158.73 -237.25
436 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -46.26 -46.61 -5.72 -37.87 -5.72 -97.05 -106.65 -159.30 -237.81
440 multin_zz1000_61002_idxctrl_pv_rm_fnd -47.25 -47.60 -6.71 -38.86 -6.71 -98.04 -107.64 -160.29 -238.80
441 multin_zz1000_61004_idxctrl_pv_rm_fnd -47.25 -47.60 -6.71 -38.86 -6.71 -98.04 -107.64 -160.29 -238.80
442 mt_961_use2011_last_save_rnk500_idxctrl -47.27 -47.61 -6.72 -38.88 -6.72 -98.06 -107.65 -160.30 -238.82
445 multin_zz1000_61001_idxctrl_pv_rm_fnd -47.82 -48.16 -7.28 -39.43 -7.28 -98.61 -108.20 -160.86 -239.37
449 mt_961_use2017_last_save_rnk500_idxctrl -48.91 -49.26 -8.37 -40.52 -8.37 -99.70 -109.30 -161.95 -240.46
460 mt_961_use2008_best_save_rnk500_idxctrl -52.29 -52.63 -11.75 -43.90 -11.75 -103.08 -112.68 -165.33 -243.84
461 mt_962_use2016_best_save_rnk500_idxctrl -52.82 -53.16 -12.28 -44.43 -12.28 -103.61 -113.20 -165.86 -244.37
462 mt_961_use2014_last_save_rnk500_idxctrl -52.85 -53.20 -12.31 -44.46 -12.31 -103.64 -113.24 -165.89 -244.40
472 mt_961_use2008_last_save_rnk500_idxctrl -55.88 -56.23 -15.34 -47.49 -15.34 -106.67 -116.27 -168.92 -247.43
474 mt_961_use2012_last_save_rnk500_idxctrl -57.21 -57.56 -16.67 -48.82 -16.67 -108.00 -117.60 -170.25 -248.76
478 mt_961_use2012_best_save_rnk500_idxctrl -59.19 -59.53 -18.65 -50.80 -18.64 -109.98 -119.57 -172.22 -250.74
480 mt_962_use2011_best_save_rnk500_idxctrl -59.27 -59.62 -18.73 -50.88 -18.73 -110.06 -119.66 -172.31 -250.82
486 mt_962_use2018_last_save_rnk500_idxctrl -61.90 -62.24 -21.36 -53.51 -21.36 -112.69 -122.29 -174.94 -253.45
490 mt_962_use2009_last_save_rnk500_idxctrl -64.80 -65.14 -24.26 -56.41 -24.25 -115.59 -125.18 -177.83 -256.35
491 mt_961_use2018_best_save_rnk500_idxctrl -64.84 -65.18 -24.30 -56.45 -24.30 -115.63 -125.23 -177.88 -256.39
492 mt_961_use2023_last_save_rnk500_idxctrl -65.58 -65.93 -25.04 -57.19 -25.04 -116.37 -125.97 -178.62 -257.13
493 mt_962_use2009_best_save_rnk500_idxctrl -65.77 -66.11 -25.23 -57.38 -25.23 -116.56 -126.15 -178.80 -257.32
494 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -66.25 -66.60 -25.71 -57.86 -25.71 -117.05 -126.64 -179.29 -257.80
495 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -66.33 -66.67 -25.79 -57.94 -25.79 -117.12 -126.72 -179.37 -257.88
496 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -66.56 -66.91 -26.02 -58.17 -26.02 -117.35 -126.95 -179.60 -258.11
497 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -66.60 -66.95 -26.06 -58.21 -26.06 -117.39 -126.99 -179.64 -258.15
500 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -67.22 -67.56 -26.68 -58.83 -26.68 -118.01 -127.61 -180.26 -258.77
503 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -67.47 -67.81 -26.93 -59.08 -26.92 -118.26 -127.85 -180.50 -259.02
505 mt_961_use2018_last_save_rnk500_idxctrl -68.14 -68.49 -27.60 -59.75 -27.60 -118.93 -128.53 -181.18 -259.69
514 mt_962_use2008_best_save_rnk500_idxctrl -74.21 -74.55 -33.67 -65.82 -33.67 -125.00 -134.60 -187.25 -265.76
517 mt_962_use2008_last_save_rnk500_idxctrl -77.82 -78.16 -37.28 -69.43 -37.28 -128.61 -138.20 -190.86 -269.37
518 mt_961_use2016_best_save_rnk500_idxctrl -78.50 -78.84 -37.95 -70.10 -37.95 -129.29 -138.88 -191.53 -270.04
519 mt_961_use2023_best_save_rnk500_idxctrl -78.50 -78.85 -37.96 -70.11 -37.96 -129.29 -138.89 -191.54 -270.05
520 mt_961_use2016_last_save_rnk500_idxctrl -79.15 -79.49 -38.61 -70.76 -38.61 -129.94 -139.54 -192.19 -270.70