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_20250805_151523
125 mt_961_use2018_best_save_rnk500_idxctrl 29.96 34.30 98.82 20.22 98.82 -7.44 -28.77 -39.39 -63.67
169 mt_962_use2010_best_save_rnk500_idxctrl 24.71 29.04 93.57 14.97 93.57 -12.69 -34.02 -44.65 -68.92
177 mt_962_use2009_best_save_rnk500_idxctrl 23.72 28.05 92.58 13.98 92.58 -13.68 -35.01 -45.63 -69.91
178 mt_962_use2009_last_save_rnk500_idxctrl 23.34 27.67 92.20 13.60 92.20 -14.06 -35.39 -46.01 -70.29
185 mt_961_use2018_last_save_rnk500_idxctrl 22.38 26.72 91.25 12.65 91.25 -15.01 -36.34 -46.97 -71.25
186 mt_961_use2015_last_save_rnk500_idxctrl 22.14 26.48 91.01 12.40 91.01 -15.25 -36.58 -47.21 -71.49
203 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 21.23 25.57 90.10 11.50 90.10 -16.16 -37.49 -48.12 -72.40
208 mt_962_use2008_best_save_rnk500_idxctrl 21.00 25.33 89.86 11.26 89.86 -16.40 -37.73 -48.36 -72.63
209 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 20.88 25.21 89.74 11.14 89.74 -16.52 -37.85 -48.47 -72.75
212 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 20.73 25.07 89.59 10.99 89.59 -16.67 -38.00 -48.62 -72.90
216 mt_962_use2008_last_save_rnk500_idxctrl 20.47 24.81 89.33 10.73 89.33 -16.93 -38.26 -48.88 -73.16
218 mt_961_use2016_last_save_rnk500_idxctrl 20.42 24.76 89.28 10.68 89.28 -16.98 -38.31 -48.93 -73.21
223 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 20.32 24.66 89.18 10.58 89.18 -17.08 -38.41 -49.03 -73.31
228 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 20.18 24.51 89.04 10.44 89.04 -17.22 -38.55 -49.18 -73.46
235 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 19.91 24.25 88.78 10.17 88.78 -17.49 -38.81 -49.44 -73.72
236 mt_961_use2008_best_save_rnk500_idxctrl 19.84 24.18 88.70 10.10 88.70 -17.56 -38.89 -49.51 -73.79
239 mt_961_use2008_last_save_rnk500_idxctrl 19.67 24.01 88.53 9.93 88.53 -17.73 -39.06 -49.68 -73.96
241 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 19.53 23.87 88.39 9.79 88.40 -17.87 -39.19 -49.82 -74.10
242 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 19.23 23.57 88.09 9.49 88.09 -18.17 -39.50 -50.12 -74.40
244 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 19.02 23.35 87.88 9.28 87.88 -18.38 -39.71 -50.34 -74.61
245 mt_961_use2016_best_save_rnk500_idxctrl 18.95 23.29 87.82 9.21 87.82 -18.44 -39.77 -50.40 -74.68
248 mt_961_use2009_best_save_rnk500_idxctrl 18.87 23.20 87.73 9.13 87.73 -18.53 -39.86 -50.49 -74.77
250 mt_961_use2009_last_save_rnk500_idxctrl 18.72 23.06 87.59 8.98 87.59 -18.68 -40.00 -50.63 -74.91
253 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 18.31 22.65 87.17 8.57 87.17 -19.09 -40.42 -51.04 -75.32
264 mt_961_use2010_last_save_rnk500_idxctrl 17.76 22.09 86.62 8.02 86.62 -19.64 -40.97 -51.60 -75.87
266 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 17.53 21.86 86.39 7.79 86.39 -19.87 -41.20 -51.82 -76.10
276 mt_961_use2023_best_save_rnk500_idxctrl 16.70 21.04 85.57 6.96 85.57 -20.70 -42.02 -52.65 -76.93
278 mt_961_use2017_best_save_rnk500_idxctrl 16.51 20.85 85.38 6.77 85.38 -20.89 -42.21 -52.84 -77.12
280 mt_961_use2019_best_save_rnk500_idxctrl 16.43 20.77 85.29 6.69 85.29 -20.97 -42.30 -52.92 -77.20
281 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 16.43 20.76 85.29 6.69 85.29 -20.97 -42.30 -52.92 -77.20
292 mt_962_use2011_best_save_rnk500_idxctrl 15.74 20.08 84.60 6.00 84.60 -21.66 -42.99 -53.61 -77.89
299 mt_962_use2010_last_save_rnk500_idxctrl 15.18 19.52 84.05 5.44 84.05 -22.22 -43.54 -54.17 -78.45
300 mt_961_use2011_last_save_rnk500_idxctrl 15.14 19.48 84.00 5.40 84.00 -22.26 -43.59 -54.21 -78.49
306 mt_961_use2014_best_save_rnk500_idxctrl 14.80 19.13 83.66 5.06 83.66 -22.60 -43.93 -54.56 -78.84
313 mt_961_use2012_last_save_rnk500_idxctrl 14.28 18.61 83.14 4.54 83.14 -23.12 -44.45 -55.08 -79.36
316 mt_962_use2011_last_save_rnk500_idxctrl 14.12 18.46 82.99 4.38 82.99 -23.28 -44.60 -55.23 -79.51
317 mt_961_use2015_best_save_rnk500_idxctrl 14.05 18.38 82.91 4.31 82.91 -23.35 -44.68 -55.31 -79.58
320 mt_961_use2010_best_save_rnk500_idxctrl 13.73 18.07 82.59 3.99 82.59 -23.67 -45.00 -55.62 -79.90
335 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 11.23 15.57 80.10 1.49 80.10 -26.16 -47.49 -58.12 -82.40
336 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 11.14 15.48 80.00 1.40 80.00 -26.26 -47.59 -58.21 -82.49
337 mt_961_use2012_best_save_rnk500_idxctrl 11.13 15.47 80.00 1.39 80.00 -26.26 -47.59 -58.22 -82.50
339 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 11.02 15.36 79.88 1.28 79.88 -26.38 -47.71 -58.33 -82.61
340 mt_961_use2017_last_save_rnk500_idxctrl 10.98 15.32 79.84 1.24 79.84 -26.42 -47.75 -58.37 -82.65
341 multin_zz1000_61002_idxctrl_50010002000_pv 10.97 15.30 79.83 1.23 79.83 -26.43 -47.76 -58.39 -82.67
343 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 10.89 15.23 79.76 1.15 79.76 -26.50 -47.83 -58.46 -82.74
344 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 10.85 15.19 79.71 1.11 79.71 -26.55 -47.88 -58.50 -82.78
346 multin_zz1000_61002_idxctrl_top3800_pv 10.66 15.00 79.53 0.92 79.53 -26.73 -48.06 -58.69 -82.97
347 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 10.58 14.91 79.44 0.84 79.44 -26.82 -48.15 -58.77 -83.05
348 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 10.56 14.90 79.43 0.82 79.43 -26.83 -48.16 -58.79 -83.07
349 multin_zz1000_61004_idxctrl_top3800_pv 10.46 14.79 79.32 0.72 79.32 -26.94 -48.27 -58.90 -83.17
351 multin_zz1000_61004_idxctrl_50010002000_pv 10.38 14.72 79.24 0.64 79.24 -27.02 -48.35 -58.97 -83.25
353 mt_961_use2011_best_save_rnk500_idxctrl 10.03 14.37 78.89 0.29 78.89 -27.37 -48.70 -59.32 -83.60
355 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 9.99 14.33 78.86 0.25 78.86 -27.41 -48.73 -59.36 -83.64
357 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 9.93 14.27 78.79 0.19 78.79 -27.47 -48.80 -59.42 -83.70
358 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 9.93 14.27 78.79 0.19 78.79 -27.47 -48.80 -59.42 -83.70
359 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 9.87 14.21 78.73 0.13 78.73 -27.53 -48.86 -59.48 -83.76
360 mt_961_use2013_last_save_rnk500_idxctrl 9.71 14.05 78.57 -0.03 78.58 -27.69 -49.01 -59.64 -83.92
363 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 9.41 13.74 78.27 -0.33 78.27 -27.99 -49.32 -59.95 -84.22
364 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 9.41 13.74 78.27 -0.33 78.27 -27.99 -49.32 -59.94 -84.22
365 multin_zz1000_61002_idxctrl_pv_rm_fnd 9.37 13.70 78.23 -0.37 78.23 -28.03 -49.36 -59.99 -84.27
366 multin_zz1000_61004_idxctrl_pv_rm_fnd 9.37 13.70 78.23 -0.37 78.23 -28.03 -49.36 -59.99 -84.27
367 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 9.31 13.65 78.17 -0.43 78.18 -28.09 -49.41 -60.04 -84.32
369 mt_962_use2016_best_save_rnk500_idxctrl 9.27 13.61 78.13 -0.47 78.13 -28.13 -49.46 -60.08 -84.36
372 multin_zz1000_61001_idxctrl_top3800_pv 8.99 13.32 77.85 -0.75 77.85 -28.41 -49.74 -60.37 -84.65
373 multin_zz1000_61001_idxctrl_pv_rm_fnd 8.81 13.15 77.67 -0.93 77.67 -28.59 -49.92 -60.54 -84.82
377 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 8.01 12.34 76.87 -1.73 76.87 -29.39 -50.72 -61.35 -85.63
381 multin_zz1000_61002_idxctrl_pv 7.51 11.85 76.38 -2.23 76.38 -29.88 -51.21 -61.84 -86.12
382 multin_zz1000_61004_idxctrl_pv 7.51 11.85 76.38 -2.23 76.38 -29.88 -51.21 -61.84 -86.12
386 multin_zz1000_61001_idxctrl_50010002000_pv 7.40 11.74 76.26 -2.34 76.27 -30.00 -51.32 -61.95 -86.23
387 multin_zz1000_61002_idxctrl_pv_rm_blc 7.28 11.62 76.15 -2.46 76.15 -30.11 -51.44 -62.07 -86.35
388 multin_zz1000_61004_idxctrl_pv_rm_blc 7.28 11.62 76.15 -2.46 76.15 -30.11 -51.44 -62.07 -86.35
391 mt_961_use2014_last_save_rnk500_idxctrl 6.42 10.75 75.28 -3.32 75.28 -30.98 -52.31 -62.93 -87.21
393 multin_zz1000_61001_idxctrl_pv 6.28 10.62 75.14 -3.46 75.14 -31.12 -52.45 -63.07 -87.35
396 multin_zz1000_61001_idxctrl_pv_rm_blc 6.13 10.46 74.99 -3.61 74.99 -31.27 -52.60 -63.23 -87.51
398 mt_962_use2018_last_save_rnk500_idxctrl 5.73 10.06 74.59 -4.01 74.59 -31.67 -53.00 -63.63 -87.90
402 multin_zz1000_61002_idxctrl_zz1000_pv 5.14 9.48 74.00 -4.60 74.00 -32.26 -53.59 -64.21 -88.49
403 multin_zz1000_61004_idxctrl_zz1000_pv 5.13 9.46 73.99 -4.61 73.99 -32.27 -53.60 -64.22 -88.50
407 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 4.81 9.15 73.68 -4.93 73.68 -32.58 -53.91 -64.54 -88.82
408 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 4.80 9.14 73.66 -4.94 73.66 -32.60 -53.93 -64.55 -88.83
409 mt_961_use2023_last_save_rnk500_idxctrl 4.68 9.02 73.55 -5.05 73.55 -32.71 -54.04 -64.67 -88.95
410 mt_961_use2019_last_save_rnk500_idxctrl 4.54 8.87 73.40 -5.20 73.40 -32.86 -54.19 -64.82 -89.10
411 mt_961_use2022_best_save_rnk500_idxctrl 4.43 8.77 73.30 -5.31 73.30 -32.96 -54.29 -64.92 -89.20
412 multin_zz500_61002_idxctrl_zz500_pv 4.35 8.68 73.21 -5.39 73.21 -33.05 -54.38 -65.01 -89.29
413 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 4.24 8.57 73.10 -5.50 73.10 -33.16 -54.49 -65.12 -89.39
414 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 4.17 8.50 73.03 -5.57 73.03 -33.23 -54.56 -65.19 -89.47
415 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 4.17 8.51 73.03 -5.57 73.03 -33.23 -54.56 -65.18 -89.46
417 multin_zz500_61004_idxctrl_zz500_pv 4.07 8.41 72.93 -5.67 72.93 -33.33 -54.66 -65.28 -89.56
418 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 4.02 8.36 72.88 -5.72 72.88 -33.38 -54.71 -65.33 -89.61
419 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 3.94 8.27 72.80 -5.80 72.80 -33.46 -54.79 -65.42 -89.69
420 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 3.90 8.24 72.76 -5.84 72.76 -33.50 -54.83 -65.45 -89.73
423 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 3.83 8.17 72.69 -5.91 72.69 -33.57 -54.90 -65.52 -89.80
424 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 3.61 7.95 72.48 -6.13 72.48 -33.79 -55.11 -65.74 -90.02
425 multin_zz1000_61001_idxctrl_zz1000_pv 3.60 7.93 72.46 -6.14 72.46 -33.80 -55.13 -65.75 -90.03
426 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 3.41 7.75 72.28 -6.32 72.28 -33.98 -55.31 -65.94 -90.22
427 multin_zz500_61001_idxctrl_zz500_pv 3.40 7.73 72.26 -6.34 72.26 -34.00 -55.33 -65.95 -90.23
428 mt_962_use2018_best_save_rnk500_idxctrl 3.33 7.66 72.19 -6.41 72.19 -34.07 -55.40 -66.02 -90.30
429 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 3.30 7.63 72.16 -6.44 72.16 -34.10 -55.43 -66.06 -90.34
433 mt_962_use2014_best_save_rnk500_idxctrl 2.70 7.04 71.56 -7.04 71.57 -34.70 -56.03 -66.65 -90.93
434 mt_962_use2016_last_save_rnk500_idxctrl 2.53 6.87 71.39 -7.21 71.39 -34.87 -56.20 -66.82 -91.10
438 mt_961_use2022_last_save_rnk500_idxctrl 2.32 6.65 71.18 -7.42 71.18 -35.08 -56.41 -67.04 -91.32
441 mt_962_use2012_last_save_rnk500_idxctrl 1.85 6.19 70.71 -7.89 70.71 -35.55 -56.88 -67.50 -91.78
443 mt_961_use2021_best_save_rnk500_idxctrl 1.78 6.12 70.64 -7.96 70.64 -35.62 -56.95 -67.57 -91.85
448 mt_962_use2012_best_save_rnk500_idxctrl -0.05 4.29 68.81 -9.79 68.81 -37.45 -58.78 -69.40 -93.68
453 mt_961_use2013_best_save_rnk500_idxctrl -1.42 2.92 67.44 -11.16 67.45 -38.82 -60.14 -70.77 -95.05
457 mt_962_use2013_last_save_rnk500_idxctrl -2.79 1.55 66.07 -12.53 66.07 -40.19 -61.52 -72.14 -96.42
459 mt_962_use2017_last_save_rnk500_idxctrl -3.00 1.34 65.86 -12.74 65.86 -40.40 -61.73 -72.35 -96.63
462 mt_962_use2015_last_save_rnk500_idxctrl -3.73 0.60 65.13 -13.47 65.13 -41.13 -62.46 -73.09 -97.37
464 mt_962_use2017_best_save_rnk500_idxctrl -4.25 0.08 64.61 -13.99 64.61 -41.65 -62.98 -73.60 -97.88
468 mt_962_use2014_last_save_rnk500_idxctrl -5.22 -0.88 63.65 -14.96 63.65 -42.62 -63.94 -74.57 -98.85
472 mt_962_use2013_best_save_rnk500_idxctrl -5.85 -1.52 63.01 -15.59 63.01 -43.25 -64.58 -75.21 -99.49
473 mt_962_use2024_last_save_rnk500_idxctrl -5.92 -1.58 62.94 -15.66 62.94 -43.32 -64.65 -75.27 -99.55
474 mt_961_use2024_best_save_rnk500_idxctrl -5.93 -1.60 62.93 -15.67 62.93 -43.33 -64.66 -75.29 -99.56
476 mt_962_use2024_best_save_rnk500_idxctrl -6.83 -2.50 62.03 -16.57 62.03 -44.23 -65.56 -76.18 -100.46
480 mt_962_use2019_last_save_rnk500_idxctrl -8.72 -4.38 60.15 -18.46 60.15 -46.11 -67.44 -78.07 -102.35
481 mt_961_use2021_last_save_rnk500_idxctrl -8.76 -4.42 60.10 -18.50 60.10 -46.16 -67.49 -78.11 -102.39
484 mt_962_use2021_last_save_rnk500_idxctrl -9.57 -5.23 59.29 -19.31 59.29 -46.97 -68.30 -78.92 -103.20
488 mt_961_use2024_last_save_rnk500_idxctrl -10.79 -6.45 58.07 -20.53 58.07 -48.19 -69.52 -80.14 -104.42
489 mt_961_use2020_last_save_rnk500_idxctrl -11.23 -6.89 57.63 -20.97 57.64 -48.63 -69.95 -80.58 -104.86
491 mt_961_use2020_best_save_rnk500_idxctrl -11.84 -7.50 57.03 -21.58 57.03 -49.24 -70.56 -81.19 -105.47
493 mt_962_use2019_best_save_rnk500_idxctrl -12.78 -8.44 56.09 -22.52 56.09 -50.18 -71.50 -82.13 -106.41
495 mt_962_use2020_last_save_rnk500_idxctrl -13.18 -8.84 55.69 -22.92 55.69 -50.57 -71.90 -82.53 -106.81
497 mt_962_use2023_last_save_rnk500_idxctrl -14.03 -9.69 54.83 -23.77 54.83 -51.43 -72.76 -83.38 -107.66
501 mt_962_use2021_best_save_rnk500_idxctrl -16.88 -12.54 51.99 -26.61 51.99 -54.27 -75.60 -86.23 -110.51
503 mt_962_use2022_best_save_rnk500_idxctrl -17.36 -13.02 51.50 -27.10 51.50 -54.76 -76.09 -86.71 -110.99
505 mt_962_use2023_best_save_rnk500_idxctrl -17.72 -13.38 51.15 -27.46 51.15 -55.11 -76.44 -87.07 -111.35
506 mt_962_use2015_best_save_rnk500_idxctrl -18.23 -13.89 50.63 -27.97 50.63 -55.63 -76.96 -87.58 -111.86
507 mt_962_use2022_last_save_rnk500_idxctrl -19.00 -14.66 49.87 -28.74 49.87 -56.40 -77.72 -88.35 -112.63
513 mt_962_use2020_best_save_rnk500_idxctrl -25.77 -21.43 43.09 -35.51 43.09 -63.17 -84.50 -95.12 -119.40