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_20250730_151521
24 mt_961_use2018_best_save_rnk500_idxctrl 83.81 68.88 1.39 3.52 1.39 41.94 40.74 6.18 -6.43
31 mt_961_use2018_last_save_rnk500_idxctrl 80.00 65.06 -2.42 -0.30 -2.42 38.13 36.92 2.36 -10.24
45 mt_962_use2008_last_save_rnk500_idxctrl 75.02 60.09 -7.40 -5.27 -7.40 33.15 31.95 -2.61 -15.22
52 mt_962_use2008_best_save_rnk500_idxctrl 72.36 57.42 -10.06 -7.94 -10.06 30.49 29.28 -5.28 -17.88
54 mt_962_use2009_best_save_rnk500_idxctrl 71.61 56.68 -10.80 -8.68 -10.80 29.74 28.54 -6.02 -18.62
56 mt_962_use2009_last_save_rnk500_idxctrl 71.24 56.30 -11.18 -9.06 -11.18 29.37 28.16 -6.40 -19.00
90 mt_961_use2023_best_save_rnk500_idxctrl 62.84 47.91 -19.57 -17.45 -19.57 20.97 19.77 -14.79 -27.39
95 mt_961_use2008_last_save_rnk500_idxctrl 61.15 46.22 -21.26 -19.14 -21.26 19.28 18.08 -16.48 -29.08
96 mt_961_use2016_last_save_rnk500_idxctrl 61.07 46.13 -21.35 -19.23 -21.35 19.20 17.99 -16.57 -29.17
105 mt_961_use2016_best_save_rnk500_idxctrl 59.54 44.60 -22.88 -20.76 -22.88 17.67 16.46 -18.10 -30.70
122 mt_961_use2008_best_save_rnk500_idxctrl 57.66 42.72 -24.76 -22.64 -24.76 15.79 14.58 -19.98 -32.58
133 mt_962_use2018_last_save_rnk500_idxctrl 56.18 41.25 -26.24 -24.11 -26.24 14.31 13.11 -21.45 -34.06
147 mt_961_use2012_last_save_rnk500_idxctrl 52.69 37.75 -29.73 -27.61 -29.73 10.82 9.61 -24.95 -37.55
150 mt_961_use2011_last_save_rnk500_idxctrl 52.43 37.49 -29.99 -27.87 -29.99 10.56 9.35 -25.21 -37.81
157 mt_962_use2010_best_save_rnk500_idxctrl 51.92 36.98 -30.50 -28.38 -30.50 10.05 8.84 -25.72 -38.32
158 mt_962_use2011_best_save_rnk500_idxctrl 51.82 36.89 -30.60 -28.48 -30.60 9.95 8.75 -25.82 -38.42
160 mt_961_use2012_best_save_rnk500_idxctrl 51.71 36.77 -30.71 -28.59 -30.71 9.84 8.63 -25.93 -38.53
168 mt_962_use2016_best_save_rnk500_idxctrl 51.01 36.08 -31.40 -29.28 -31.40 9.14 7.94 -26.62 -39.22
179 mt_961_use2023_last_save_rnk500_idxctrl 50.35 35.41 -32.07 -29.95 -32.07 8.48 7.27 -27.29 -39.89
214 mt_961_use2009_last_save_rnk500_idxctrl 44.32 29.38 -38.10 -35.98 -38.10 2.45 1.24 -33.32 -45.92
223 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 42.99 28.05 -39.43 -37.31 -39.43 1.12 -0.09 -34.65 -47.25
224 mt_961_use2009_best_save_rnk500_idxctrl 42.99 28.05 -39.43 -37.31 -39.43 1.11 -0.09 -34.65 -47.25
225 mt_961_use2010_best_save_rnk500_idxctrl 42.99 28.05 -39.43 -37.31 -39.43 1.12 -0.09 -34.65 -47.25
226 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 42.94 28.01 -39.47 -37.35 -39.47 1.07 -0.13 -34.69 -47.29
228 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 42.82 27.89 -39.60 -37.47 -39.59 0.95 -0.25 -34.81 -47.41
229 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 42.72 27.78 -39.70 -37.58 -39.70 0.85 -0.36 -34.92 -47.52
232 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 42.49 27.56 -39.92 -37.80 -39.92 0.62 -0.58 -35.14 -47.74
234 multin_zz1000_61002_idxctrl_pv_rm_fnd 42.40 27.46 -40.02 -37.90 -40.02 0.53 -0.68 -35.24 -47.84
235 multin_zz1000_61004_idxctrl_pv_rm_fnd 42.40 27.46 -40.02 -37.90 -40.02 0.53 -0.68 -35.24 -47.84
236 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 42.23 27.30 -40.18 -38.06 -40.18 0.36 -0.84 -35.40 -48.00
237 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 42.18 27.25 -40.23 -38.11 -40.23 0.31 -0.89 -35.45 -48.05
238 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 42.18 27.25 -40.23 -38.11 -40.23 0.31 -0.89 -35.45 -48.05
239 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 42.00 27.07 -40.42 -38.30 -40.42 0.13 -1.07 -35.64 -48.24
244 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 41.53 26.60 -40.89 -38.76 -40.89 -0.34 -1.54 -36.10 -48.71
246 mt_962_use2010_last_save_rnk500_idxctrl 41.44 26.51 -40.97 -38.85 -40.97 -0.43 -1.63 -36.19 -48.79
249 multin_zz1000_61001_idxctrl_pv_rm_fnd 41.40 26.46 -41.02 -38.90 -41.02 -0.47 -1.68 -36.24 -48.84
250 mt_961_use2024_last_save_rnk500_idxctrl 41.24 26.30 -41.18 -39.06 -41.18 -0.63 -1.84 -36.40 -49.00
251 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 41.19 26.25 -41.23 -39.11 -41.23 -0.68 -1.88 -36.45 -49.05
255 mt_962_use2017_last_save_rnk500_idxctrl 41.15 26.22 -41.27 -39.15 -41.27 -0.72 -1.92 -36.48 -49.09
259 mt_961_use2019_best_save_rnk500_idxctrl 41.08 26.14 -41.34 -39.22 -41.34 -0.80 -2.00 -36.56 -49.16
260 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 41.01 26.08 -41.41 -39.29 -41.41 -0.86 -2.06 -36.63 -49.23
264 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 40.57 25.63 -41.85 -39.73 -41.85 -1.30 -2.51 -37.07 -49.67
266 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 40.52 25.59 -41.90 -39.78 -41.90 -1.35 -2.55 -37.12 -49.72
267 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 40.35 25.41 -42.07 -39.95 -42.07 -1.52 -2.73 -37.29 -49.89
268 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 40.28 25.35 -42.14 -40.02 -42.14 -1.59 -2.79 -37.35 -49.96
276 mt_961_use2017_last_save_rnk500_idxctrl 39.74 24.80 -42.68 -40.56 -42.68 -2.13 -3.33 -37.90 -50.50
277 mt_961_use2022_last_save_rnk500_idxctrl 39.68 24.75 -42.74 -40.62 -42.74 -2.19 -3.39 -37.96 -50.56
281 mt_961_use2017_best_save_rnk500_idxctrl 39.24 24.31 -43.17 -41.05 -43.17 -2.63 -3.83 -38.39 -50.99
282 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 39.19 24.25 -43.23 -41.11 -43.23 -2.69 -3.89 -38.45 -51.05
288 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 38.94 24.00 -43.48 -41.36 -43.48 -2.94 -4.14 -38.70 -51.30
296 mt_961_use2019_last_save_rnk500_idxctrl 38.53 23.59 -43.89 -41.77 -43.89 -3.34 -4.55 -39.11 -51.71
298 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 38.02 23.09 -44.40 -42.27 -44.40 -3.85 -5.05 -39.61 -52.22
305 mt_961_use2014_last_save_rnk500_idxctrl 37.33 22.39 -45.09 -42.97 -45.09 -4.54 -5.74 -40.31 -52.91
309 mt_961_use2011_best_save_rnk500_idxctrl 36.99 22.05 -45.43 -43.31 -45.43 -4.88 -6.09 -40.65 -53.25
314 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 36.73 21.80 -45.69 -43.56 -45.69 -5.14 -6.34 -40.90 -53.51
315 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 36.61 21.67 -45.81 -43.69 -45.81 -5.26 -6.47 -41.03 -53.63
316 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 36.36 21.43 -46.06 -43.94 -46.06 -5.51 -6.71 -41.27 -53.88
317 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 36.31 21.37 -46.11 -43.99 -46.11 -5.57 -6.77 -41.33 -53.93
319 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 36.03 21.10 -46.39 -44.27 -46.39 -5.84 -7.04 -41.60 -54.21
323 mt_962_use2018_best_save_rnk500_idxctrl 35.49 20.56 -46.92 -44.80 -46.92 -6.38 -7.58 -42.14 -54.74
326 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 35.27 20.34 -47.15 -45.02 -47.14 -6.60 -7.80 -42.36 -54.96
328 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 34.98 20.04 -47.44 -45.32 -47.44 -6.89 -8.10 -42.66 -55.26
329 mt_962_use2016_last_save_rnk500_idxctrl 34.89 19.96 -47.53 -45.41 -47.53 -6.98 -8.18 -42.74 -55.35
331 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 34.69 19.75 -47.73 -45.61 -47.73 -7.19 -8.39 -42.95 -55.55
333 multin_zz1000_61004_idxctrl_pv 34.35 19.41 -48.07 -45.95 -48.07 -7.52 -8.73 -43.29 -55.89
334 multin_zz1000_61002_idxctrl_pv 34.35 19.41 -48.07 -45.95 -48.07 -7.52 -8.73 -43.29 -55.89
341 multin_zz1000_61002_idxctrl_pv_rm_blc 33.42 18.48 -49.00 -46.88 -49.00 -8.45 -9.66 -44.22 -56.82
342 multin_zz1000_61004_idxctrl_pv_rm_blc 33.42 18.48 -49.00 -46.88 -49.00 -8.45 -9.66 -44.22 -56.82
345 multin_zz1000_61001_idxctrl_pv 32.78 17.85 -49.64 -47.51 -49.64 -9.09 -10.29 -44.85 -57.46
349 multin_zz1000_61004_idxctrl_50010002000_pv 32.29 17.35 -50.13 -48.01 -50.13 -9.58 -10.79 -45.35 -57.95
350 multin_zz1000_61004_idxctrl_top3800_pv 32.08 17.15 -50.34 -48.22 -50.34 -9.79 -10.99 -45.55 -58.16
354 multin_zz1000_61002_idxctrl_50010002000_pv 31.98 17.04 -50.44 -48.32 -50.44 -9.90 -11.10 -45.66 -58.26
356 multin_zz1000_61001_idxctrl_pv_rm_blc 31.82 16.89 -50.60 -48.48 -50.60 -10.05 -11.25 -45.81 -58.42
359 multin_zz1000_61002_idxctrl_top3800_pv 31.70 16.76 -50.72 -48.60 -50.72 -10.18 -11.38 -45.94 -58.54
362 mt_961_use2022_best_save_rnk500_idxctrl 31.55 16.62 -50.87 -48.75 -50.87 -10.32 -11.52 -46.08 -58.69
363 multin_zz500_61002_idxctrl_zz500_pv 31.36 16.42 -51.06 -48.94 -51.06 -10.51 -11.72 -46.28 -58.88
364 mt_962_use2011_last_save_rnk500_idxctrl 31.29 16.35 -51.13 -49.01 -51.13 -10.59 -11.79 -46.35 -58.95
368 multin_zz500_61004_idxctrl_zz500_pv 30.91 15.98 -51.50 -49.38 -51.50 -10.96 -12.16 -46.72 -59.32
369 mt_962_use2012_last_save_rnk500_idxctrl 30.90 15.96 -51.52 -49.40 -51.52 -10.97 -12.18 -46.74 -59.34
373 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 30.61 15.67 -51.81 -49.69 -51.81 -11.26 -12.47 -47.03 -59.63
374 mt_961_use2024_best_save_rnk500_idxctrl 30.47 15.54 -51.94 -49.82 -51.94 -11.40 -12.60 -47.16 -59.76
375 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 30.16 15.22 -52.26 -50.14 -52.26 -11.71 -12.92 -47.48 -60.08
380 mt_961_use2010_last_save_rnk500_idxctrl 29.25 14.32 -53.17 -51.04 -53.17 -12.62 -13.82 -48.38 -60.99
384 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.86 13.93 -53.56 -51.44 -53.56 -13.01 -14.21 -48.77 -61.38
385 mt_961_use2020_best_save_rnk500_idxctrl 28.82 13.89 -53.60 -51.48 -53.60 -13.05 -14.25 -48.81 -61.42
390 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 28.45 13.51 -53.97 -51.85 -53.97 -13.42 -14.63 -49.19 -61.79
391 multin_zz500_61001_idxctrl_zz500_pv 28.28 13.35 -54.14 -52.01 -54.14 -13.59 -14.79 -49.35 -61.96
392 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 28.22 13.29 -54.20 -52.08 -54.20 -13.65 -14.85 -49.41 -62.02
393 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 27.87 12.94 -54.54 -52.42 -54.54 -14.00 -15.20 -49.76 -62.36
394 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 27.49 12.55 -54.93 -52.81 -54.93 -14.38 -15.59 -50.15 -62.75
396 mt_961_use2015_last_save_rnk500_idxctrl 27.22 12.29 -55.19 -53.07 -55.19 -14.65 -15.85 -50.41 -63.01
403 mt_961_use2020_last_save_rnk500_idxctrl 26.13 11.20 -56.29 -54.16 -56.28 -15.74 -16.94 -51.50 -64.10
406 multin_zz1000_61001_idxctrl_top3800_pv 24.90 9.97 -57.52 -55.40 -57.52 -16.97 -18.17 -52.73 -65.34
408 multin_zz1000_61004_idxctrl_zz1000_pv 24.64 9.71 -57.77 -55.65 -57.77 -17.23 -18.43 -52.99 -65.59
409 mt_962_use2024_best_save_rnk500_idxctrl 24.47 9.54 -57.95 -55.82 -57.95 -17.40 -18.60 -53.16 -65.77
411 multin_zz1000_61002_idxctrl_zz1000_pv 24.31 9.37 -58.11 -55.99 -58.11 -17.56 -18.77 -53.33 -65.93
412 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 24.30 9.37 -58.12 -55.99 -58.11 -17.57 -18.77 -53.33 -65.93
415 mt_961_use2014_best_save_rnk500_idxctrl 24.00 9.07 -58.42 -56.29 -58.41 -17.87 -19.07 -53.63 -66.23
416 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 23.94 9.01 -58.48 -56.35 -58.48 -17.93 -19.13 -53.69 -66.30
417 mt_961_use2013_last_save_rnk500_idxctrl 23.59 8.66 -58.82 -56.70 -58.82 -18.28 -19.48 -54.04 -66.64
419 multin_zz1000_61001_idxctrl_50010002000_pv 23.43 8.49 -58.99 -56.87 -58.99 -18.44 -19.65 -54.21 -66.81
421 mt_962_use2017_best_save_rnk500_idxctrl 22.89 7.95 -59.53 -57.41 -59.53 -18.98 -20.19 -54.75 -67.35
422 multin_zz1000_61001_idxctrl_zz1000_pv 22.21 7.27 -60.21 -58.09 -60.21 -19.66 -20.87 -55.43 -68.03
424 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 21.83 6.90 -60.59 -58.47 -60.59 -20.04 -21.24 -55.80 -68.41
427 mt_962_use2014_last_save_rnk500_idxctrl 21.37 6.44 -61.04 -58.92 -61.04 -20.50 -21.70 -56.26 -68.86
428 mt_962_use2024_last_save_rnk500_idxctrl 21.24 6.30 -61.18 -59.06 -61.18 -20.64 -21.84 -56.40 -69.00
430 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 21.00 6.07 -61.41 -59.29 -61.41 -20.87 -22.07 -56.63 -69.23
435 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 19.73 4.80 -62.69 -60.56 -62.68 -22.14 -23.34 -57.90 -70.50
443 mt_962_use2015_last_save_rnk500_idxctrl 17.75 2.82 -64.66 -62.54 -64.66 -24.12 -25.32 -59.88 -72.48
446 mt_961_use2021_last_save_rnk500_idxctrl 16.61 1.68 -65.80 -63.68 -65.80 -25.26 -26.46 -61.02 -73.62
448 mt_962_use2013_last_save_rnk500_idxctrl 15.58 0.65 -66.84 -64.71 -66.84 -26.29 -27.49 -62.05 -74.66
454 mt_962_use2019_last_save_rnk500_idxctrl 13.20 -1.74 -69.22 -67.10 -69.22 -28.67 -29.88 -64.44 -77.04
459 mt_961_use2015_best_save_rnk500_idxctrl 10.99 -3.94 -71.42 -69.30 -71.42 -30.88 -32.08 -66.64 -79.24
461 mt_961_use2013_best_save_rnk500_idxctrl 10.62 -4.32 -71.80 -69.68 -71.80 -31.25 -32.46 -67.02 -79.62
466 mt_962_use2014_best_save_rnk500_idxctrl 8.26 -6.68 -74.16 -72.04 -74.16 -33.61 -34.82 -69.38 -81.98
468 mt_962_use2012_best_save_rnk500_idxctrl 7.79 -7.14 -74.63 -72.51 -74.63 -34.08 -35.28 -69.84 -82.45
474 mt_962_use2013_best_save_rnk500_idxctrl 4.99 -9.95 -77.43 -75.31 -77.43 -36.88 -38.09 -72.65 -85.25
475 mt_962_use2019_best_save_rnk500_idxctrl 4.89 -10.04 -77.52 -75.40 -77.52 -36.98 -38.18 -72.74 -85.34
484 mt_962_use2021_last_save_rnk500_idxctrl 2.37 -12.57 -80.05 -77.93 -80.05 -39.50 -40.71 -75.27 -87.87
488 mt_962_use2022_best_save_rnk500_idxctrl -0.78 -15.71 -83.19 -81.07 -83.19 -42.65 -43.85 -78.41 -91.01
490 mt_962_use2020_last_save_rnk500_idxctrl -1.20 -16.14 -83.62 -81.50 -83.62 -43.07 -44.28 -78.84 -91.44
501 mt_961_use2021_best_save_rnk500_idxctrl -5.15 -20.08 -87.56 -85.44 -87.56 -47.02 -48.22 -82.78 -95.38
504 mt_962_use2023_best_save_rnk500_idxctrl -7.10 -22.03 -89.52 -87.39 -89.52 -48.97 -50.17 -84.73 -97.34
506 mt_962_use2021_best_save_rnk500_idxctrl -7.65 -22.59 -90.07 -87.95 -90.07 -49.52 -50.73 -85.29 -97.89
507 mt_962_use2023_last_save_rnk500_idxctrl -7.91 -22.84 -90.33 -88.21 -90.33 -49.78 -50.98 -85.54 -98.15
508 mt_962_use2015_best_save_rnk500_idxctrl -8.27 -23.21 -90.69 -88.57 -90.69 -50.14 -51.35 -85.91 -98.51
509 mt_962_use2022_last_save_rnk500_idxctrl -11.57 -26.51 -93.99 -91.87 -93.99 -53.44 -54.64 -89.21 -101.81
513 mt_962_use2020_best_save_rnk500_idxctrl -21.42 -36.35 -103.84 -101.71 -103.83 -63.29 -64.49 -99.05 -111.65