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_20250729_151517
3 mt_962_use2020_best_save_rnk500_idxctrl 101.23 114.99 165.28 122.95 165.28 180.24 189.75 224.60 292.35
4 mt_962_use2021_best_save_rnk500_idxctrl 93.63 107.39 157.69 115.36 157.69 172.64 182.16 217.00 284.75
5 mt_962_use2022_last_save_rnk500_idxctrl 92.95 106.71 157.01 114.68 157.01 171.96 181.48 216.32 284.07
6 mt_962_use2023_last_save_rnk500_idxctrl 87.37 101.13 151.43 109.10 151.43 166.38 175.90 210.74 278.49
8 mt_962_use2023_best_save_rnk500_idxctrl 84.82 98.58 148.87 106.54 148.87 163.83 173.34 208.18 275.94
9 mt_962_use2020_last_save_rnk500_idxctrl 84.65 98.42 148.71 106.38 148.71 163.66 173.18 208.02 275.78
10 mt_962_use2015_best_save_rnk500_idxctrl 83.96 97.72 148.02 105.69 148.02 162.97 172.49 207.33 275.08
12 mt_962_use2021_last_save_rnk500_idxctrl 78.35 92.11 142.40 100.07 142.40 157.36 166.87 201.71 269.47
13 mt_962_use2022_best_save_rnk500_idxctrl 76.91 90.67 140.96 98.63 140.96 155.92 165.43 200.27 268.03
15 mt_962_use2019_best_save_rnk500_idxctrl 70.58 84.35 134.64 92.31 134.64 149.59 159.11 193.95 261.70
23 mt_962_use2019_last_save_rnk500_idxctrl 63.18 76.94 127.23 84.90 127.23 142.19 151.70 186.54 254.30
24 mt_962_use2024_last_save_rnk500_idxctrl 61.97 75.74 126.03 83.70 126.03 140.98 150.50 185.34 253.10
26 mt_962_use2024_best_save_rnk500_idxctrl 57.44 71.21 121.50 79.17 121.50 136.46 145.97 180.81 248.57
31 mt_962_use2013_best_save_rnk500_idxctrl 51.97 65.74 116.03 73.70 116.03 130.99 140.50 175.34 243.10
33 mt_962_use2013_last_save_rnk500_idxctrl 44.95 58.72 109.01 66.68 109.01 123.96 133.48 168.32 236.08
45 mt_961_use2022_best_save_rnk500_idxctrl 37.01 50.78 101.07 58.74 101.07 116.03 125.54 160.38 228.14
48 mt_961_use2013_best_save_rnk500_idxctrl 34.24 48.00 98.29 55.96 98.29 113.25 122.76 157.60 225.36
49 mt_962_use2015_last_save_rnk500_idxctrl 34.14 47.90 98.19 55.86 98.19 113.15 122.66 157.51 225.26
50 mt_961_use2022_last_save_rnk500_idxctrl 32.01 45.77 96.07 53.73 96.06 111.02 120.53 155.38 223.13
54 mt_962_use2012_best_save_rnk500_idxctrl 29.00 42.76 93.05 50.72 93.05 108.01 117.52 152.37 220.12
56 mt_962_use2017_best_save_rnk500_idxctrl 28.07 41.83 92.13 49.80 92.13 107.08 116.60 151.44 219.19
58 mt_961_use2021_best_save_rnk500_idxctrl 26.67 40.44 90.73 48.40 90.73 105.69 115.20 150.04 217.80
59 mt_962_use2014_best_save_rnk500_idxctrl 26.61 40.37 90.67 48.34 90.67 105.62 115.14 149.98 217.73
61 mt_961_use2020_last_save_rnk500_idxctrl 24.65 38.41 88.71 46.38 88.70 103.66 113.18 148.02 215.77
63 mt_961_use2020_best_save_rnk500_idxctrl 20.89 34.65 84.95 42.61 84.94 99.90 109.41 144.26 212.01
64 mt_962_use2018_best_save_rnk500_idxctrl 20.14 33.91 84.20 41.87 84.20 99.15 108.67 143.51 211.27
69 mt_962_use2016_last_save_rnk500_idxctrl 13.73 27.49 77.79 35.46 77.79 92.74 102.26 137.10 204.85
73 mt_961_use2021_last_save_rnk500_idxctrl 12.28 26.04 76.34 34.01 76.34 91.29 100.81 135.65 203.40
75 mt_962_use2017_last_save_rnk500_idxctrl 11.85 25.62 75.91 33.58 75.91 90.86 100.38 135.22 202.97
86 mt_961_use2019_last_save_rnk500_idxctrl 5.39 19.15 69.44 27.11 69.44 84.40 93.91 128.76 196.51
88 mt_962_use2012_last_save_rnk500_idxctrl 4.74 18.50 68.80 26.47 68.80 83.75 93.27 128.11 195.86
92 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 3.13 16.89 67.19 24.86 67.19 82.14 91.66 126.50 194.25
94 mt_961_use2023_last_save_rnk500_idxctrl 2.93 16.70 66.99 24.66 66.99 81.94 91.46 126.30 194.06
98 mt_962_use2014_last_save_rnk500_idxctrl 2.00 15.76 66.05 23.72 66.05 81.01 90.52 125.37 193.12
99 multin_zz1000_61001_idxctrl_zz1000_pv 1.66 15.42 65.72 23.39 65.71 80.67 90.19 125.03 192.78
100 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 1.52 15.28 65.58 23.25 65.57 80.53 90.05 124.89 192.64
101 mt_961_use2014_best_save_rnk500_idxctrl 1.30 15.07 65.36 23.03 65.36 80.31 89.83 124.67 192.43
104 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 0.80 14.57 64.86 22.53 64.86 79.82 89.33 124.17 191.93
105 mt_962_use2010_last_save_rnk500_idxctrl 0.48 14.24 64.54 22.21 64.54 79.49 89.01 123.85 191.60
106 multin_zz1000_61004_idxctrl_zz1000_pv 0.01 13.78 64.07 21.74 64.07 79.02 88.54 123.38 191.14
109 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -0.40 13.36 63.66 21.33 63.66 78.61 88.13 122.97 190.72
110 multin_zz1000_61002_idxctrl_zz1000_pv -0.67 13.10 63.39 21.06 63.39 78.34 87.86 122.70 190.45
115 multin_zz1000_61001_idxctrl_top3800_pv -1.81 11.96 62.25 19.92 62.25 77.20 86.72 121.56 189.31
117 mt_962_use2011_last_save_rnk500_idxctrl -2.31 11.45 61.75 19.42 61.75 76.70 86.22 121.06 188.81
119 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -3.40 10.36 60.65 18.32 60.65 75.61 85.12 119.96 187.72
121 multin_zz1000_61001_idxctrl_pv_rm_blc -3.71 10.06 60.35 18.02 60.35 75.30 84.82 119.66 187.42
122 multin_zz1000_61001_idxctrl_pv -4.41 9.35 59.64 17.31 59.64 74.60 84.11 118.96 186.71
124 multin_zz1000_61001_idxctrl_50010002000_pv -4.82 8.94 59.23 16.90 59.23 74.19 83.70 118.55 186.30
127 multin_zz1000_61002_idxctrl_pv_rm_blc -5.49 8.27 58.57 16.24 58.57 73.52 83.04 117.88 185.63
128 multin_zz1000_61004_idxctrl_pv_rm_blc -5.49 8.27 58.57 16.24 58.57 73.52 83.04 117.88 185.63
129 multin_zz1000_61004_idxctrl_pv -6.21 7.55 57.85 15.52 57.85 72.80 82.32 117.16 184.91
130 multin_zz1000_61002_idxctrl_pv -6.21 7.55 57.85 15.52 57.85 72.80 82.32 117.16 184.91
133 mt_961_use2013_last_save_rnk500_idxctrl -7.35 6.42 56.71 14.38 56.71 71.66 81.18 116.02 183.77
139 mt_961_use2024_last_save_rnk500_idxctrl -8.68 5.09 55.38 13.05 55.38 70.33 79.85 114.69 182.45
141 mt_961_use2011_best_save_rnk500_idxctrl -9.13 4.63 54.92 12.59 54.92 69.88 79.39 114.23 181.99
145 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -10.50 3.27 53.56 11.23 53.56 68.51 78.03 112.87 180.63
146 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -10.58 3.18 53.48 11.14 53.47 68.43 77.94 112.79 180.54
148 mt_961_use2024_best_save_rnk500_idxctrl -10.89 2.87 53.17 10.84 53.17 68.12 77.64 112.48 180.23
150 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -10.94 2.82 53.12 10.79 53.12 68.07 77.59 112.43 180.18
151 multin_zz1000_61004_idxctrl_top3800_pv -11.49 2.28 52.57 10.24 52.57 67.53 77.04 111.88 179.64
152 mt_961_use2014_last_save_rnk500_idxctrl -11.50 2.27 52.56 10.23 52.56 67.51 77.03 111.87 179.63
154 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -11.82 1.95 52.24 9.91 52.24 67.19 76.71 111.55 179.31
155 multin_zz1000_61002_idxctrl_top3800_pv -11.92 1.84 52.14 9.81 52.14 67.09 76.61 111.45 179.20
157 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -12.35 1.42 51.71 9.38 51.71 66.66 76.18 111.02 178.78
158 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -12.52 1.25 51.54 9.21 51.54 66.49 76.01 110.85 178.61
160 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -12.72 1.04 51.34 9.00 51.33 66.29 75.80 110.65 178.40
162 multin_zz1000_61004_idxctrl_50010002000_pv -12.99 0.78 51.07 8.74 51.07 66.02 75.54 110.38 178.14
163 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -13.16 0.60 50.90 8.57 50.90 65.85 75.37 110.21 177.96
165 multin_zz1000_61002_idxctrl_50010002000_pv -13.50 0.26 50.55 8.22 50.55 65.51 75.02 109.86 177.62
166 mt_961_use2015_last_save_rnk500_idxctrl -13.79 -0.02 50.27 7.94 50.27 65.22 74.74 109.58 177.33
172 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -14.58 -0.82 49.48 7.15 49.48 64.43 73.95 108.79 176.54
173 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -15.00 -1.23 49.06 6.73 49.06 64.02 73.53 108.37 176.13
177 mt_961_use2019_best_save_rnk500_idxctrl -16.45 -2.69 47.61 5.28 47.61 62.56 72.08 106.92 174.67
178 mt_962_use2010_best_save_rnk500_idxctrl -16.49 -2.72 47.57 5.24 47.57 62.52 72.04 106.88 174.64
179 mt_961_use2010_last_save_rnk500_idxctrl -16.70 -2.93 47.36 5.03 47.36 62.32 71.83 106.67 174.43
180 mt_961_use2015_best_save_rnk500_idxctrl -16.78 -3.01 47.28 4.95 47.28 62.23 71.75 106.59 174.35
183 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -18.61 -4.84 45.45 3.12 45.45 60.41 69.92 104.76 172.52
184 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -18.63 -4.86 45.43 3.10 45.43 60.39 69.90 104.74 172.50
185 mt_962_use2018_last_save_rnk500_idxctrl -18.69 -4.92 45.37 3.04 45.37 60.33 69.84 104.68 172.44
187 multin_zz500_61001_idxctrl_zz500_pv -19.54 -5.77 44.52 2.19 44.52 59.47 68.99 103.83 171.59
191 multin_zz1000_61001_idxctrl_pv_rm_fnd -19.84 -6.07 44.22 1.89 44.22 59.17 68.69 103.53 171.29
192 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -19.99 -6.22 44.07 1.74 44.07 59.02 68.54 103.38 171.14
193 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -19.99 -6.22 44.07 1.74 44.07 59.02 68.54 103.38 171.14
194 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -20.12 -6.35 43.94 1.61 43.94 58.89 68.41 103.25 171.01
195 mt_961_use2010_best_save_rnk500_idxctrl -20.24 -6.48 43.82 1.48 43.81 58.77 68.29 103.13 170.88
197 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -20.94 -7.17 43.12 0.79 43.12 58.07 67.59 102.43 170.19
198 multin_zz500_61004_idxctrl_zz500_pv -20.98 -7.21 43.08 0.75 43.08 58.03 67.55 102.39 170.14
200 multin_zz1000_61002_idxctrl_pv_rm_fnd -21.18 -7.42 42.88 0.55 42.88 57.83 67.35 102.19 169.94
201 multin_zz1000_61004_idxctrl_pv_rm_fnd -21.18 -7.42 42.88 0.55 42.88 57.83 67.35 102.19 169.94
203 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -21.75 -7.99 42.31 -0.02 42.31 57.26 66.78 101.62 169.37
204 multin_zz500_61002_idxctrl_zz500_pv -21.79 -8.03 42.27 -0.06 42.27 57.22 66.74 101.58 169.33
210 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -22.74 -8.98 41.32 -1.01 41.32 56.27 65.79 100.63 168.38
213 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -22.97 -9.21 41.08 -1.25 41.08 56.04 65.55 100.40 168.15
216 mt_962_use2011_best_save_rnk500_idxctrl -23.08 -9.32 40.98 -1.35 40.98 55.93 65.45 100.29 168.04
218 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -23.91 -10.15 40.14 -2.19 40.14 55.10 64.61 99.45 167.21
228 mt_961_use2023_best_save_rnk500_idxctrl -25.62 -11.86 38.43 -3.90 38.43 53.39 62.90 97.75 165.50
230 mt_961_use2009_best_save_rnk500_idxctrl -25.95 -12.19 38.11 -4.23 38.10 53.06 62.57 97.42 165.17
234 mt_961_use2009_last_save_rnk500_idxctrl -27.12 -13.36 36.93 -5.40 36.93 51.89 61.40 96.24 164.00
235 mt_961_use2017_best_save_rnk500_idxctrl -27.19 -13.43 36.87 -5.47 36.86 51.82 61.33 96.18 163.93
241 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -30.05 -16.29 34.01 -8.32 34.01 48.96 58.48 93.32 161.07
244 mt_962_use2016_best_save_rnk500_idxctrl -30.30 -16.54 33.76 -8.58 33.75 48.71 58.22 93.07 160.82
247 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -30.48 -16.71 33.58 -8.75 33.58 48.53 58.05 92.89 160.64
252 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -30.86 -17.10 33.20 -9.13 33.20 48.15 57.67 92.51 160.26
254 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -31.28 -17.51 32.78 -9.55 32.78 47.74 57.25 92.09 159.85
257 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -31.64 -17.87 32.42 -9.91 32.42 47.37 56.89 91.73 159.49
261 mt_961_use2017_last_save_rnk500_idxctrl -32.35 -18.58 31.71 -10.62 31.71 46.66 56.18 91.02 158.78
262 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -32.38 -18.62 31.68 -10.65 31.68 46.63 56.15 90.99 158.74
263 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -32.48 -18.72 31.58 -10.76 31.57 46.53 56.05 90.89 158.64
266 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -33.20 -19.43 30.86 -11.47 30.86 45.82 55.33 90.17 157.93
268 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -34.26 -20.50 29.80 -12.53 29.80 44.75 54.27 89.11 156.86
271 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -34.62 -20.86 29.43 -12.90 29.43 44.39 53.90 88.75 156.50
276 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -35.37 -21.60 28.69 -13.64 28.69 43.65 53.16 88.00 155.76
279 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -35.64 -21.88 28.42 -13.91 28.42 43.37 52.89 87.73 155.48
280 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -35.67 -21.91 28.39 -13.94 28.38 43.34 52.86 87.70 155.45
282 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -35.95 -22.19 28.11 -14.22 28.11 43.06 52.58 87.42 155.17
291 mt_961_use2011_last_save_rnk500_idxctrl -37.80 -24.03 26.26 -16.07 26.26 41.21 50.73 85.57 153.33
293 mt_961_use2008_last_save_rnk500_idxctrl -38.16 -24.40 25.90 -16.43 25.90 40.85 50.37 85.21 152.96
316 mt_961_use2016_last_save_rnk500_idxctrl -40.15 -26.39 23.91 -18.42 23.91 38.86 48.38 83.22 150.97
323 mt_961_use2012_best_save_rnk500_idxctrl -41.39 -27.63 22.66 -19.67 22.66 37.62 47.13 81.97 149.73
326 mt_961_use2016_best_save_rnk500_idxctrl -42.05 -28.29 22.00 -20.33 22.00 36.96 46.47 81.31 149.07
345 mt_962_use2009_last_save_rnk500_idxctrl -47.04 -33.28 17.02 -25.31 17.02 31.97 41.49 76.33 144.08
348 mt_961_use2012_last_save_rnk500_idxctrl -47.74 -33.98 16.32 -26.01 16.32 31.27 40.79 75.63 143.38
355 mt_962_use2009_best_save_rnk500_idxctrl -49.52 -35.75 14.54 -27.79 14.54 29.49 39.01 73.85 141.61
369 mt_961_use2008_best_save_rnk500_idxctrl -52.31 -38.55 11.74 -30.59 11.74 26.70 36.21 71.06 138.81
375 mt_961_use2018_last_save_rnk500_idxctrl -53.15 -39.39 10.90 -31.43 10.90 25.86 35.37 70.21 137.97
396 mt_962_use2008_last_save_rnk500_idxctrl -56.95 -43.19 7.10 -35.23 7.10 22.06 31.57 66.42 134.17
400 mt_962_use2008_best_save_rnk500_idxctrl -58.08 -44.32 5.98 -36.35 5.97 20.93 30.45 65.29 133.04
418 mt_961_use2018_best_save_rnk500_idxctrl -63.03 -49.27 1.03 -41.30 1.03 15.98 25.50 60.34 128.09