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_20250806_151523
28 mt_962_use2015_best_save_rnk500_idxctrl 9.45 31.02 117.25 91.74 117.25 35.13 -33.29 -43.10 -25.78
42 mt_962_use2019_best_save_rnk500_idxctrl 1.33 22.90 109.13 83.63 109.13 27.02 -41.41 -51.22 -33.90
43 mt_962_use2021_best_save_rnk500_idxctrl 0.68 22.24 108.47 82.97 108.47 26.36 -42.07 -51.88 -34.55
46 mt_962_use2020_best_save_rnk500_idxctrl -0.46 21.10 107.33 81.83 107.33 25.22 -43.21 -53.02 -35.69
58 mt_961_use2020_last_save_rnk500_idxctrl -5.43 16.14 102.37 76.86 102.37 20.25 -48.17 -57.99 -40.66
64 mt_962_use2020_last_save_rnk500_idxctrl -7.08 14.48 100.71 75.21 100.71 18.60 -49.83 -59.64 -42.31
66 mt_962_use2019_last_save_rnk500_idxctrl -7.22 14.34 100.58 75.07 100.58 18.46 -49.96 -59.78 -42.45
67 mt_961_use2020_best_save_rnk500_idxctrl -7.48 14.08 100.31 74.81 100.31 18.20 -50.23 -60.04 -42.71
77 mt_962_use2013_best_save_rnk500_idxctrl -9.75 11.82 98.05 72.55 98.05 15.94 -52.49 -62.30 -44.98
81 mt_962_use2021_last_save_rnk500_idxctrl -10.30 11.27 97.50 71.99 97.50 15.38 -53.04 -62.85 -45.53
83 mt_962_use2013_last_save_rnk500_idxctrl -11.52 10.05 96.28 70.77 96.28 14.16 -54.26 -64.08 -46.75
88 mt_961_use2021_last_save_rnk500_idxctrl -12.61 8.95 95.19 69.68 95.19 13.07 -55.35 -65.17 -47.84
90 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -13.35 8.22 94.45 68.94 94.45 12.33 -56.09 -65.91 -48.58
91 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -13.40 8.16 94.40 68.89 94.40 12.28 -56.14 -65.96 -48.63
92 multin_zz1000_61001_idxctrl_50010002000_pv -13.59 7.97 94.21 68.70 94.21 12.09 -56.33 -66.15 -48.82
93 multin_zz1000_61001_idxctrl_top3800_pv -13.64 7.93 94.16 68.66 94.16 12.05 -56.38 -66.19 -48.87
100 mt_962_use2022_best_save_rnk500_idxctrl -14.58 6.98 93.22 67.71 93.21 11.10 -57.32 -67.14 -49.81
102 mt_962_use2012_best_save_rnk500_idxctrl -15.88 5.69 91.92 66.41 91.92 9.80 -58.62 -68.44 -51.11
103 mt_962_use2017_best_save_rnk500_idxctrl -15.91 5.66 91.89 66.38 91.89 9.77 -58.65 -68.46 -51.14
105 mt_962_use2015_last_save_rnk500_idxctrl -15.97 5.59 91.82 66.32 91.82 9.71 -58.72 -68.53 -51.20
110 mt_961_use2013_best_save_rnk500_idxctrl -16.84 4.73 90.96 65.45 90.96 8.84 -59.58 -69.39 -52.07
111 mt_962_use2022_last_save_rnk500_idxctrl -18.20 3.36 89.60 64.09 89.60 7.48 -60.94 -70.76 -53.43
113 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -18.75 2.81 89.04 63.54 89.04 6.93 -61.50 -71.31 -53.98
116 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -18.89 2.67 88.90 63.40 88.90 6.79 -61.64 -71.45 -54.12
120 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -19.18 2.38 88.61 63.11 88.61 6.50 -61.93 -71.74 -54.41
122 multin_zz1000_61002_idxctrl_top3800_pv -19.50 2.06 88.30 62.79 88.30 6.18 -62.24 -72.06 -54.73
124 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -19.72 1.84 88.07 62.57 88.07 5.96 -62.47 -72.28 -54.95
125 multin_zz1000_61004_idxctrl_50010002000_pv -20.03 1.53 87.76 62.26 87.76 5.65 -62.78 -72.59 -55.26
128 multin_zz1000_61002_idxctrl_50010002000_pv -20.45 1.11 87.34 61.84 87.34 5.23 -63.20 -73.01 -55.68
129 multin_zz1000_61004_idxctrl_top3800_pv -20.56 1.01 87.24 61.73 87.24 5.12 -63.30 -73.11 -55.79
135 multin_zz1000_61001_idxctrl_zz1000_pv -21.43 0.14 86.37 60.86 86.37 4.25 -64.17 -73.99 -56.66
137 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -21.44 0.13 86.36 60.85 86.36 4.24 -64.18 -74.00 -56.67
146 mt_962_use2018_best_save_rnk500_idxctrl -22.55 -0.98 85.25 59.74 85.25 3.13 -65.29 -75.11 -57.78
147 mt_962_use2017_last_save_rnk500_idxctrl -22.75 -1.18 85.05 59.54 85.05 2.93 -65.49 -75.31 -57.98
149 mt_961_use2022_best_save_rnk500_idxctrl -23.30 -1.74 84.50 58.99 84.49 2.38 -66.04 -75.86 -58.53
150 multin_zz1000_61002_idxctrl_zz1000_pv -23.34 -1.78 84.46 58.95 84.45 2.34 -66.08 -75.90 -58.57
151 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -23.36 -1.80 84.44 58.93 84.43 2.32 -66.10 -75.92 -58.59
152 multin_zz1000_61004_idxctrl_zz1000_pv -23.90 -2.34 83.89 58.39 83.89 1.78 -66.65 -76.46 -59.13
153 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -23.94 -2.38 83.85 58.35 83.85 1.74 -66.69 -76.50 -59.17
161 mt_962_use2023_best_save_rnk500_idxctrl -26.04 -4.48 81.76 56.25 81.75 -0.36 -68.78 -78.60 -61.27
162 mt_962_use2014_best_save_rnk500_idxctrl -26.37 -4.81 81.42 55.92 81.42 -0.69 -69.12 -78.93 -61.60
167 mt_962_use2012_last_save_rnk500_idxctrl -26.95 -5.38 80.85 55.34 80.85 -1.27 -69.69 -79.51 -62.18
171 mt_961_use2021_best_save_rnk500_idxctrl -27.85 -6.29 79.95 54.44 79.95 -2.17 -70.59 -80.41 -63.08
172 mt_962_use2010_last_save_rnk500_idxctrl -28.27 -6.70 79.53 54.02 79.53 -2.59 -71.01 -80.82 -63.50
190 mt_962_use2014_last_save_rnk500_idxctrl -31.03 -9.47 76.76 51.26 76.76 -5.35 -73.78 -83.59 -66.26
193 multin_zz1000_61001_idxctrl_pv -31.60 -10.04 76.19 50.69 76.19 -5.92 -74.35 -84.16 -66.83
194 multin_zz1000_61001_idxctrl_pv_rm_blc -31.64 -10.08 76.16 50.65 76.15 -5.96 -74.38 -84.20 -66.87
199 mt_961_use2010_last_save_rnk500_idxctrl -32.16 -10.60 75.63 50.13 75.63 -6.48 -74.91 -84.72 -67.39
200 mt_962_use2016_last_save_rnk500_idxctrl -32.17 -10.60 75.63 50.12 75.63 -6.49 -74.91 -84.72 -67.40
208 mt_961_use2022_last_save_rnk500_idxctrl -32.69 -11.13 75.10 49.60 75.10 -7.01 -75.44 -85.25 -67.92
211 multin_zz1000_61002_idxctrl_pv_rm_blc -32.90 -11.34 74.89 49.39 74.89 -7.22 -75.65 -85.46 -68.13
212 multin_zz1000_61004_idxctrl_pv -32.90 -11.34 74.89 49.39 74.89 -7.22 -75.65 -85.46 -68.13
213 multin_zz1000_61004_idxctrl_pv_rm_blc -32.90 -11.34 74.89 49.39 74.89 -7.22 -75.65 -85.46 -68.13
214 multin_zz1000_61002_idxctrl_pv -32.90 -11.34 74.89 49.39 74.89 -7.22 -75.65 -85.46 -68.13
216 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -33.23 -11.66 74.57 49.06 74.57 -7.55 -75.97 -85.79 -68.46
218 mt_962_use2023_last_save_rnk500_idxctrl -33.57 -12.00 74.23 48.72 74.23 -7.89 -76.31 -86.13 -68.80
221 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -33.67 -12.11 74.12 48.62 74.12 -7.99 -76.42 -86.23 -68.90
224 mt_961_use2019_last_save_rnk500_idxctrl -33.85 -12.29 73.94 48.44 73.94 -8.17 -76.60 -86.41 -69.08
225 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -34.11 -12.55 73.69 48.18 73.69 -8.43 -76.85 -86.67 -69.34
227 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -34.34 -12.78 73.46 47.95 73.46 -8.66 -77.08 -86.90 -69.57
228 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -34.45 -12.88 73.35 47.85 73.35 -8.76 -77.19 -87.00 -69.68
233 mt_962_use2011_last_save_rnk500_idxctrl -34.51 -12.95 73.28 47.78 73.28 -8.83 -77.26 -87.07 -69.74
234 mt_961_use2017_last_save_rnk500_idxctrl -34.57 -13.00 73.23 47.72 73.23 -8.89 -77.31 -87.12 -69.80
235 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -34.68 -13.12 73.11 47.61 73.11 -9.00 -77.43 -87.24 -69.91
238 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -34.85 -13.28 72.95 47.44 72.95 -9.17 -77.59 -87.41 -70.08
239 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -35.01 -13.45 72.78 47.28 72.78 -9.33 -77.76 -87.57 -70.24
240 multin_zz500_61001_idxctrl_zz500_pv -35.04 -13.47 72.76 47.25 72.76 -9.36 -77.78 -87.60 -70.27
244 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -35.34 -13.77 72.46 46.95 72.46 -9.66 -78.08 -87.90 -70.57
245 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -35.34 -13.78 72.45 46.95 72.45 -9.66 -78.09 -87.90 -70.57
253 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -35.76 -14.19 72.04 46.54 72.04 -10.07 -78.50 -88.31 -70.99
256 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -35.85 -14.29 71.95 46.44 71.95 -10.17 -78.59 -88.41 -71.08
257 mt_961_use2015_last_save_rnk500_idxctrl -36.06 -14.49 71.74 46.23 71.74 -10.38 -78.80 -88.61 -71.29
258 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -36.09 -14.52 71.71 46.20 71.71 -10.41 -78.83 -88.65 -71.32
263 mt_961_use2013_last_save_rnk500_idxctrl -36.41 -14.85 71.39 45.88 71.39 -10.73 -79.15 -88.97 -71.64
266 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -36.49 -14.93 71.31 45.80 71.31 -10.81 -79.23 -89.05 -71.72
268 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -36.66 -15.09 71.14 45.63 71.14 -10.98 -79.40 -89.21 -71.89
269 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -36.68 -15.11 71.12 45.61 71.12 -11.00 -79.42 -89.23 -71.91
272 multin_zz500_61002_idxctrl_zz500_pv -37.10 -15.53 70.70 45.19 70.70 -11.42 -79.84 -89.66 -72.33
273 mt_961_use2015_best_save_rnk500_idxctrl -37.18 -15.61 70.62 45.11 70.62 -11.50 -79.92 -89.73 -72.41
275 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -37.28 -15.71 70.52 45.01 70.52 -11.60 -80.02 -89.83 -72.51
276 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -37.30 -15.74 70.49 44.99 70.49 -11.62 -80.05 -89.86 -72.53
277 multin_zz500_61004_idxctrl_zz500_pv -37.31 -15.74 70.49 44.98 70.49 -11.63 -80.05 -89.87 -72.54
278 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -37.32 -15.76 70.47 44.97 70.47 -11.64 -80.07 -89.88 -72.55
283 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -37.52 -15.96 70.27 44.77 70.27 -11.84 -80.27 -90.08 -72.75
285 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -37.61 -16.05 70.18 44.68 70.18 -11.93 -80.36 -90.17 -72.84
295 mt_962_use2018_last_save_rnk500_idxctrl -38.48 -16.91 69.32 43.81 69.32 -12.80 -81.22 -91.04 -73.71
296 mt_961_use2019_best_save_rnk500_idxctrl -38.64 -17.08 69.15 43.65 69.15 -12.96 -81.39 -91.20 -73.87
329 mt_961_use2017_best_save_rnk500_idxctrl -41.13 -19.56 66.67 41.16 66.67 -15.45 -83.87 -93.68 -76.36
339 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -43.33 -21.76 64.47 38.96 64.47 -17.65 -86.07 -95.89 -78.56
341 mt_962_use2016_best_save_rnk500_idxctrl -43.35 -21.79 64.44 38.94 64.44 -17.67 -86.10 -95.91 -78.58
345 multin_zz1000_61001_idxctrl_pv_rm_fnd -43.99 -22.43 63.81 38.30 63.80 -18.31 -86.73 -96.55 -79.22
349 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -44.15 -22.59 63.64 38.14 63.64 -18.47 -86.90 -96.71 -79.38
350 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -44.15 -22.59 63.64 38.14 63.64 -18.47 -86.90 -96.71 -79.38
353 mt_961_use2024_best_save_rnk500_idxctrl -44.44 -22.88 63.35 37.85 63.35 -18.76 -87.19 -97.00 -79.67
355 multin_zz1000_61004_idxctrl_pv_rm_fnd -44.82 -23.25 62.98 37.48 62.98 -19.13 -87.56 -97.37 -80.05
356 multin_zz1000_61002_idxctrl_pv_rm_fnd -44.82 -23.25 62.98 37.48 62.98 -19.13 -87.56 -97.37 -80.05
366 mt_962_use2010_best_save_rnk500_idxctrl -45.87 -24.30 61.93 36.42 61.93 -20.19 -88.61 -98.42 -81.10
367 mt_961_use2010_best_save_rnk500_idxctrl -46.16 -24.60 61.63 36.13 61.63 -20.48 -88.91 -98.72 -81.39
376 mt_962_use2011_best_save_rnk500_idxctrl -47.31 -25.75 60.49 34.98 60.49 -21.63 -90.05 -99.87 -82.54
383 mt_961_use2018_last_save_rnk500_idxctrl -48.66 -27.09 59.14 33.63 59.14 -22.98 -91.40 -101.22 -83.89
385 mt_962_use2024_last_save_rnk500_idxctrl -48.89 -27.33 58.91 33.40 58.91 -23.21 -91.63 -101.45 -84.12
392 mt_961_use2024_last_save_rnk500_idxctrl -49.67 -28.10 58.13 32.62 58.13 -23.99 -92.41 -102.22 -84.90
394 mt_961_use2009_best_save_rnk500_idxctrl -50.27 -28.71 57.53 32.02 57.53 -24.59 -93.01 -102.83 -85.50
409 mt_961_use2009_last_save_rnk500_idxctrl -51.73 -30.17 56.06 30.56 56.06 -26.05 -94.48 -104.29 -86.96
417 mt_961_use2014_best_save_rnk500_idxctrl -53.76 -32.20 54.03 28.53 54.03 -28.08 -96.51 -106.32 -88.99
423 mt_961_use2012_last_save_rnk500_idxctrl -54.71 -33.15 53.08 27.58 53.08 -29.03 -97.46 -107.27 -89.94
431 mt_962_use2024_best_save_rnk500_idxctrl -56.69 -35.13 51.10 25.60 51.10 -31.01 -99.44 -109.25 -91.92
432 mt_961_use2012_best_save_rnk500_idxctrl -56.76 -35.20 51.04 25.53 51.03 -31.08 -99.50 -109.32 -91.99
434 mt_961_use2014_last_save_rnk500_idxctrl -57.00 -35.44 50.79 25.29 50.79 -31.32 -99.75 -109.56 -92.23
435 mt_961_use2011_best_save_rnk500_idxctrl -57.26 -35.69 50.54 25.03 50.54 -31.58 -100.00 -109.82 -92.49
440 mt_962_use2009_last_save_rnk500_idxctrl -57.70 -36.13 50.10 24.59 50.10 -32.02 -100.44 -110.26 -92.93
444 mt_962_use2009_best_save_rnk500_idxctrl -58.39 -36.82 49.41 23.90 49.41 -32.71 -101.13 -110.95 -93.62
445 mt_961_use2011_last_save_rnk500_idxctrl -58.45 -36.88 49.35 23.84 49.35 -32.77 -101.19 -111.00 -93.68
450 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -58.94 -37.37 48.86 23.35 48.86 -33.26 -101.68 -111.50 -94.17
452 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -59.38 -37.82 48.41 22.91 48.41 -33.70 -102.13 -111.94 -94.61
453 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -59.42 -37.85 48.38 22.87 48.38 -33.74 -102.16 -111.98 -94.65
454 mt_961_use2018_best_save_rnk500_idxctrl -59.62 -38.06 48.17 22.67 48.17 -33.94 -102.37 -112.18 -94.85
459 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -59.97 -38.40 47.83 22.32 47.83 -34.29 -102.71 -112.52 -95.20
460 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -60.28 -38.71 47.52 22.01 47.52 -34.60 -103.02 -112.83 -95.51
461 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -60.28 -38.71 47.52 22.01 47.52 -34.60 -103.02 -112.83 -95.51
464 mt_961_use2016_best_save_rnk500_idxctrl -62.22 -40.65 45.58 20.07 45.58 -36.54 -104.96 -114.77 -97.45
466 mt_961_use2016_last_save_rnk500_idxctrl -62.83 -41.26 44.97 19.46 44.97 -37.15 -105.57 -115.39 -98.06
475 mt_961_use2023_last_save_rnk500_idxctrl -65.21 -43.65 42.58 17.08 42.58 -39.53 -107.96 -117.77 -100.44
481 mt_962_use2008_best_save_rnk500_idxctrl -65.79 -44.22 42.01 16.51 42.01 -40.10 -108.53 -118.34 -101.02
482 mt_961_use2008_last_save_rnk500_idxctrl -65.88 -44.32 41.92 16.41 41.92 -40.20 -108.62 -118.44 -101.11
487 mt_961_use2008_best_save_rnk500_idxctrl -67.46 -45.90 40.33 14.83 40.33 -41.78 -110.20 -120.02 -102.69
490 mt_962_use2008_last_save_rnk500_idxctrl -68.48 -46.92 39.31 13.81 39.31 -42.80 -111.23 -121.04 -103.71
496 mt_961_use2023_best_save_rnk500_idxctrl -71.06 -49.49 36.74 11.23 36.74 -45.38 -113.80 -123.62 -106.29