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_20250807_151520
71 mt_961_use2011_last_save_rnk500_idxctrl 1.15 35.47 4.56 -1.72 4.56 -2.28 2.40 28.35 61.01
114 mt_961_use2010_best_save_rnk500_idxctrl -4.45 29.87 -1.04 -7.32 -1.04 -7.88 -3.20 22.75 55.41
115 mt_961_use2012_last_save_rnk500_idxctrl -4.45 29.87 -1.04 -7.32 -1.04 -7.88 -3.20 22.74 55.41
118 mt_961_use2008_best_save_rnk500_idxctrl -4.88 29.45 -1.47 -7.75 -1.47 -8.31 -3.63 22.32 54.98
119 mt_962_use2008_last_save_rnk500_idxctrl -4.89 29.44 -1.47 -7.75 -1.47 -8.32 -3.63 22.31 54.97
120 mt_962_use2014_last_save_rnk500_idxctrl -4.91 29.41 -1.50 -7.78 -1.50 -8.34 -3.66 22.28 54.95
123 mt_961_use2008_last_save_rnk500_idxctrl -5.03 29.29 -1.62 -7.90 -1.62 -8.46 -3.78 22.17 54.83
133 mt_962_use2008_best_save_rnk500_idxctrl -5.68 28.65 -2.27 -8.55 -2.27 -9.11 -4.43 21.52 54.18
160 mt_961_use2014_last_save_rnk500_idxctrl -7.98 26.34 -4.57 -10.85 -4.57 -11.41 -6.73 19.22 51.88
167 mt_962_use2010_best_save_rnk500_idxctrl -8.32 26.00 -4.91 -11.19 -4.91 -11.75 -7.07 18.88 51.54
169 mt_961_use2024_last_save_rnk500_idxctrl -8.43 25.90 -5.02 -11.29 -5.02 -11.86 -7.17 18.77 51.43
170 mt_961_use2012_best_save_rnk500_idxctrl -8.59 25.73 -5.18 -11.46 -5.18 -12.02 -7.34 18.60 51.26
191 mt_962_use2009_best_save_rnk500_idxctrl -10.00 24.32 -6.59 -12.87 -6.59 -13.43 -8.75 17.19 49.86
194 mt_961_use2010_last_save_rnk500_idxctrl -10.13 24.19 -6.72 -13.00 -6.72 -13.56 -8.88 17.07 49.73
195 mt_961_use2018_best_save_rnk500_idxctrl -10.20 24.12 -6.79 -13.07 -6.79 -13.63 -8.95 17.00 49.66
201 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -10.48 23.85 -7.07 -13.35 -7.07 -13.91 -9.23 16.72 49.38
204 multin_zz1000_61001_idxctrl_zz1000_pv -10.58 23.74 -7.17 -13.45 -7.17 -14.01 -9.33 16.62 49.28
205 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -10.61 23.71 -7.20 -13.48 -7.20 -14.04 -9.36 16.58 49.24
206 multin_zz1000_61002_idxctrl_zz1000_pv -10.65 23.68 -7.24 -13.52 -7.24 -14.08 -9.40 16.55 49.21
207 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -10.70 23.62 -7.29 -13.57 -7.29 -14.14 -9.45 16.49 49.15
209 multin_zz1000_61004_idxctrl_zz1000_pv -10.75 23.58 -7.34 -13.62 -7.34 -14.18 -9.50 16.45 49.11
215 mt_962_use2017_last_save_rnk500_idxctrl -11.32 23.01 -7.90 -14.18 -7.91 -14.75 -10.06 15.88 48.54
218 mt_962_use2012_last_save_rnk500_idxctrl -11.45 22.87 -8.04 -14.32 -8.04 -14.88 -10.20 15.74 48.40
227 mt_961_use2011_best_save_rnk500_idxctrl -12.05 22.27 -8.64 -14.92 -8.64 -15.48 -10.80 15.15 47.81
235 mt_961_use2014_best_save_rnk500_idxctrl -12.23 22.10 -8.81 -15.09 -8.81 -15.66 -10.97 14.97 47.63
239 mt_962_use2011_best_save_rnk500_idxctrl -12.44 21.88 -9.03 -15.31 -9.03 -15.88 -11.19 14.75 47.41
240 mt_961_use2009_last_save_rnk500_idxctrl -12.46 21.86 -9.05 -15.33 -9.05 -15.90 -11.21 14.73 47.39
244 mt_961_use2024_best_save_rnk500_idxctrl -12.68 21.65 -9.27 -15.54 -9.27 -16.11 -11.42 14.52 47.18
246 mt_962_use2016_best_save_rnk500_idxctrl -12.83 21.49 -9.42 -15.70 -9.42 -16.26 -11.58 14.36 47.03
251 mt_962_use2009_last_save_rnk500_idxctrl -13.02 21.30 -9.61 -15.89 -9.61 -16.45 -11.77 14.17 46.84
255 mt_962_use2014_best_save_rnk500_idxctrl -13.10 21.22 -9.69 -15.97 -9.69 -16.53 -11.85 14.10 46.76
262 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -14.04 20.28 -10.63 -16.91 -10.63 -17.47 -12.79 13.15 45.82
270 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -14.36 19.97 -10.94 -17.22 -10.94 -17.79 -13.10 12.84 45.50
272 mt_961_use2009_best_save_rnk500_idxctrl -14.54 19.78 -11.13 -17.41 -11.13 -17.98 -13.29 12.65 45.31
276 multin_zz1000_61002_idxctrl_pv -14.74 19.58 -11.33 -17.61 -11.33 -18.17 -13.49 12.45 45.12
278 multin_zz1000_61004_idxctrl_pv -14.74 19.58 -11.33 -17.61 -11.33 -18.17 -13.49 12.45 45.12
286 multin_zz1000_61001_idxctrl_pv -15.37 18.95 -11.96 -18.24 -11.96 -18.80 -14.12 11.83 44.49
287 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -15.44 18.89 -12.03 -18.30 -12.03 -18.87 -14.18 11.76 44.42
297 multin_zz1000_61004_idxctrl_pv_rm_blc -15.66 18.66 -12.25 -18.53 -12.25 -19.09 -14.41 11.54 44.20
298 multin_zz1000_61002_idxctrl_pv_rm_blc -15.66 18.66 -12.25 -18.53 -12.25 -19.09 -14.41 11.54 44.20
300 mt_961_use2023_best_save_rnk500_idxctrl -15.84 18.48 -12.43 -18.71 -12.43 -19.27 -14.59 11.35 44.01
302 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -15.87 18.46 -12.45 -18.73 -12.45 -19.30 -14.61 11.33 43.99
303 multin_zz1000_61004_idxctrl_50010002000_pv -15.90 18.42 -12.49 -18.77 -12.49 -19.33 -14.65 11.30 43.96
311 multin_zz1000_61001_idxctrl_pv_rm_blc -16.27 18.05 -12.86 -19.14 -12.86 -19.70 -15.02 10.92 43.59
314 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -16.55 17.78 -13.13 -19.41 -13.13 -19.98 -15.29 10.65 43.31
315 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -16.56 17.76 -13.15 -19.43 -13.15 -19.99 -15.31 10.64 43.30
316 mt_962_use2018_last_save_rnk500_idxctrl -16.62 17.70 -13.21 -19.49 -13.21 -20.05 -15.37 10.57 43.24
319 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -16.84 17.48 -13.43 -19.71 -13.43 -20.27 -15.59 10.35 43.01
321 multin_zz1000_61002_idxctrl_pv_rm_fnd -16.86 17.46 -13.45 -19.73 -13.45 -20.29 -15.61 10.33 42.99
322 multin_zz1000_61004_idxctrl_pv_rm_fnd -16.86 17.46 -13.45 -19.73 -13.45 -20.29 -15.61 10.33 42.99
323 mt_962_use2021_last_save_rnk500_idxctrl -16.93 17.39 -13.52 -19.80 -13.52 -20.37 -15.68 10.26 42.92
326 multin_zz1000_61002_idxctrl_50010002000_pv -17.06 17.27 -13.64 -19.92 -13.64 -20.49 -15.80 10.14 42.80
327 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -17.17 17.15 -13.76 -20.04 -13.76 -20.60 -15.92 10.02 42.69
328 mt_962_use2024_last_save_rnk500_idxctrl -17.22 17.11 -13.80 -20.08 -13.80 -20.65 -15.96 9.98 42.64
333 mt_961_use2016_last_save_rnk500_idxctrl -17.46 16.86 -14.05 -20.33 -14.05 -20.90 -16.21 9.73 42.39
334 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -17.63 16.69 -14.22 -20.50 -14.22 -21.07 -16.38 9.56 42.22
336 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -17.68 16.64 -14.27 -20.55 -14.27 -21.11 -16.43 9.51 42.17
337 multin_zz1000_61001_idxctrl_pv_rm_fnd -17.73 16.59 -14.32 -20.60 -14.32 -21.16 -16.48 9.46 42.12
338 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -17.74 16.59 -14.33 -20.61 -14.33 -21.17 -16.49 9.46 42.12
339 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -17.74 16.59 -14.33 -20.61 -14.33 -21.17 -16.49 9.46 42.12
340 mt_961_use2016_best_save_rnk500_idxctrl -17.74 16.58 -14.33 -20.61 -14.33 -21.17 -16.49 9.45 42.12
342 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -17.84 16.48 -14.43 -20.71 -14.43 -21.27 -16.59 9.36 42.02
343 mt_961_use2018_last_save_rnk500_idxctrl -17.85 16.47 -14.44 -20.72 -14.44 -21.28 -16.60 9.34 42.01
345 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -18.01 16.32 -14.59 -20.87 -14.59 -21.44 -16.75 9.19 41.85
348 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -18.23 16.10 -14.81 -21.09 -14.81 -21.66 -16.97 8.97 41.63
349 multin_zz1000_61004_idxctrl_top3800_pv -18.29 16.03 -14.88 -21.16 -14.88 -21.72 -17.04 8.90 41.57
352 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -18.60 15.72 -15.19 -21.47 -15.19 -22.03 -17.35 8.59 41.26
354 mt_961_use2023_last_save_rnk500_idxctrl -18.74 15.58 -15.33 -21.61 -15.33 -22.17 -17.49 8.46 41.12
357 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -19.01 15.31 -15.60 -21.88 -15.60 -22.45 -17.76 8.18 40.84
358 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -19.04 15.29 -15.62 -21.90 -15.62 -22.47 -17.78 8.16 40.82
364 multin_zz1000_61002_idxctrl_top3800_pv -19.28 15.04 -15.87 -22.15 -15.87 -22.71 -18.03 7.91 40.58
366 mt_962_use2024_best_save_rnk500_idxctrl -19.54 14.78 -16.13 -22.41 -16.13 -22.97 -18.29 7.65 40.31
367 multin_zz1000_61001_idxctrl_50010002000_pv -19.57 14.76 -16.15 -22.43 -16.15 -23.00 -18.31 7.63 40.29
369 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -19.61 14.72 -16.20 -22.47 -16.20 -23.04 -18.35 7.59 40.25
372 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -20.07 14.25 -16.66 -22.94 -16.66 -23.50 -18.82 7.12 39.79
374 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -20.16 14.16 -16.75 -23.03 -16.75 -23.59 -18.91 7.04 39.70
376 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -20.21 14.11 -16.80 -23.08 -16.80 -23.65 -18.96 6.98 39.64
378 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -20.24 14.09 -16.83 -23.10 -16.83 -23.67 -18.98 6.96 39.62
380 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -20.32 14.00 -16.91 -23.19 -16.91 -23.76 -19.07 6.87 39.53
381 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -20.33 14.00 -16.91 -23.19 -16.91 -23.76 -19.07 6.87 39.53
382 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -20.37 13.95 -16.96 -23.24 -16.96 -23.80 -19.12 6.82 39.49
383 multin_zz1000_61001_idxctrl_top3800_pv -20.43 13.89 -17.02 -23.30 -17.02 -23.86 -19.18 6.76 39.43
385 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -20.63 13.70 -17.21 -23.49 -17.21 -24.06 -19.37 6.57 39.23
388 mt_962_use2016_last_save_rnk500_idxctrl -20.69 13.63 -17.28 -23.56 -17.28 -24.12 -19.44 6.50 39.16
389 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -20.81 13.52 -17.40 -23.68 -17.40 -24.24 -19.56 6.39 39.05
391 mt_962_use2010_last_save_rnk500_idxctrl -20.94 13.38 -17.53 -23.81 -17.53 -24.38 -19.69 6.25 38.91
392 mt_961_use2017_last_save_rnk500_idxctrl -20.94 13.38 -17.53 -23.81 -17.53 -24.37 -19.69 6.25 38.92
393 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -21.06 13.26 -17.65 -23.93 -17.65 -24.49 -19.81 6.13 38.79
396 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -21.14 13.19 -17.72 -24.00 -17.72 -24.57 -19.88 6.06 38.72
397 mt_962_use2017_best_save_rnk500_idxctrl -21.26 13.06 -17.85 -24.13 -17.85 -24.69 -20.01 5.94 38.60
398 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -21.55 12.77 -18.14 -24.42 -18.14 -24.98 -20.30 5.64 38.31
407 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -22.24 12.08 -18.83 -25.11 -18.83 -25.67 -20.99 4.95 37.62
415 mt_962_use2011_last_save_rnk500_idxctrl -23.36 10.96 -19.95 -26.23 -19.95 -26.79 -22.11 3.84 36.50
417 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -23.57 10.75 -20.16 -26.44 -20.16 -27.00 -22.32 3.62 36.29
420 mt_962_use2022_best_save_rnk500_idxctrl -24.01 10.31 -20.60 -26.88 -20.60 -27.45 -22.76 3.18 35.84
423 mt_961_use2017_best_save_rnk500_idxctrl -24.24 10.09 -20.82 -27.10 -20.82 -27.67 -22.98 2.96 35.62
427 mt_962_use2018_best_save_rnk500_idxctrl -24.62 9.70 -21.21 -27.49 -21.21 -28.05 -23.37 2.57 35.24
438 mt_962_use2013_last_save_rnk500_idxctrl -27.14 7.18 -23.73 -30.01 -23.73 -30.57 -25.89 0.05 32.71
443 mt_961_use2019_best_save_rnk500_idxctrl -27.52 6.80 -24.11 -30.39 -24.11 -30.95 -26.27 -0.33 32.34
446 mt_961_use2019_last_save_rnk500_idxctrl -27.87 6.45 -24.46 -30.74 -24.46 -31.30 -26.62 -0.68 31.99
448 mt_961_use2013_last_save_rnk500_idxctrl -28.07 6.26 -24.65 -30.93 -24.65 -31.50 -26.81 -0.87 31.79
450 mt_962_use2023_best_save_rnk500_idxctrl -28.79 5.53 -25.38 -31.66 -25.38 -32.22 -27.54 -1.60 31.07
451 mt_962_use2019_last_save_rnk500_idxctrl -28.80 5.53 -25.39 -31.67 -25.39 -32.23 -27.55 -1.60 31.06
452 mt_961_use2015_last_save_rnk500_idxctrl -29.05 5.28 -25.63 -31.91 -25.63 -32.48 -27.79 -1.85 30.81
454 mt_962_use2020_last_save_rnk500_idxctrl -29.63 4.69 -26.22 -32.50 -26.22 -33.06 -28.38 -2.43 30.23
455 mt_962_use2023_last_save_rnk500_idxctrl -29.66 4.67 -26.25 -32.53 -26.25 -33.09 -28.41 -2.46 30.20
457 mt_962_use2021_best_save_rnk500_idxctrl -30.17 4.16 -26.75 -33.03 -26.75 -33.60 -28.91 -2.97 29.69
459 mt_962_use2019_best_save_rnk500_idxctrl -30.59 3.73 -27.18 -33.46 -27.18 -34.03 -29.34 -3.40 29.26
460 mt_962_use2012_best_save_rnk500_idxctrl -31.11 3.21 -27.70 -33.98 -27.70 -34.54 -29.86 -3.92 28.75
461 multin_zz500_61002_idxctrl_zz500_pv -31.26 3.07 -27.84 -34.12 -27.84 -34.69 -30.00 -4.06 28.60
463 mt_961_use2022_last_save_rnk500_idxctrl -31.71 2.61 -28.30 -34.58 -28.30 -35.14 -30.46 -4.51 28.15
464 multin_zz500_61004_idxctrl_zz500_pv -31.78 2.54 -28.37 -34.65 -28.37 -35.21 -30.53 -4.58 28.08
466 mt_962_use2015_last_save_rnk500_idxctrl -32.21 2.11 -28.80 -35.08 -28.80 -35.64 -30.96 -5.02 27.65
468 mt_962_use2022_last_save_rnk500_idxctrl -32.58 1.74 -29.17 -35.45 -29.17 -36.01 -31.33 -5.39 27.27
474 mt_961_use2022_best_save_rnk500_idxctrl -33.46 0.86 -30.05 -36.33 -30.05 -36.89 -32.21 -6.27 26.40
475 mt_962_use2015_best_save_rnk500_idxctrl -33.59 0.73 -30.18 -36.46 -30.18 -37.03 -32.34 -6.40 26.26
480 multin_zz500_61001_idxctrl_zz500_pv -34.02 0.30 -30.61 -36.89 -30.61 -37.45 -32.77 -6.82 25.84
481 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -34.11 0.21 -30.70 -36.98 -30.70 -37.54 -32.86 -6.92 25.75
483 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -34.57 -0.24 -31.15 -37.43 -31.15 -38.00 -33.31 -7.37 25.29
484 mt_961_use2013_best_save_rnk500_idxctrl -35.22 -0.89 -31.80 -38.08 -31.80 -38.65 -33.96 -8.02 24.64
486 mt_962_use2013_best_save_rnk500_idxctrl -35.29 -0.97 -31.88 -38.16 -31.88 -38.72 -34.04 -8.09 24.57
487 mt_961_use2015_best_save_rnk500_idxctrl -35.33 -1.01 -31.92 -38.20 -31.92 -38.76 -34.08 -8.14 24.53
489 mt_962_use2020_best_save_rnk500_idxctrl -35.65 -1.33 -32.24 -38.52 -32.24 -39.08 -34.40 -8.46 24.21
493 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -36.98 -2.66 -33.57 -39.85 -33.57 -40.41 -35.73 -9.79 22.88
509 mt_961_use2021_last_save_rnk500_idxctrl -40.95 -6.63 -37.54 -43.82 -37.54 -44.39 -39.70 -13.76 18.90
513 mt_961_use2020_best_save_rnk500_idxctrl -42.10 -7.77 -38.69 -44.96 -38.69 -45.53 -40.84 -14.90 17.76
514 mt_961_use2020_last_save_rnk500_idxctrl -42.65 -8.33 -39.24 -45.52 -39.24 -46.09 -41.40 -15.46 17.20
521 mt_961_use2021_best_save_rnk500_idxctrl -52.46 -18.14 -49.05 -55.33 -49.05 -55.89 -51.21 -25.26 7.40