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_20250808_151519
20 mt_962_use2009_last_save_rnk500_idxctrl 88.26 75.09 53.06 75.43 53.05 44.93 70.10 55.56 62.49
22 mt_962_use2009_best_save_rnk500_idxctrl 87.28 74.11 52.08 74.44 52.07 43.94 69.12 54.58 61.51
37 mt_962_use2010_best_save_rnk500_idxctrl 82.20 69.03 47.00 69.37 46.99 38.87 64.04 49.50 56.43
38 mt_961_use2014_last_save_rnk500_idxctrl 82.15 68.97 46.94 69.31 46.94 38.81 63.98 49.45 56.38
45 mt_962_use2008_last_save_rnk500_idxctrl 80.92 67.75 45.72 68.09 45.71 37.59 62.76 48.22 55.15
55 mt_962_use2008_best_save_rnk500_idxctrl 78.65 65.47 43.44 65.81 43.44 35.31 60.48 45.95 52.87
69 mt_962_use2011_best_save_rnk500_idxctrl 74.43 61.25 39.22 61.59 39.22 31.09 56.26 41.72 48.65
88 mt_962_use2011_last_save_rnk500_idxctrl 71.04 57.86 35.83 58.20 35.83 27.70 52.87 38.34 45.27
92 mt_961_use2014_best_save_rnk500_idxctrl 69.88 56.70 34.67 57.04 34.67 26.54 51.71 37.18 44.11
100 mt_961_use2008_best_save_rnk500_idxctrl 68.13 54.96 32.93 55.30 32.92 24.79 49.97 35.43 42.36
117 mt_961_use2016_last_save_rnk500_idxctrl 66.17 52.99 30.96 53.33 30.96 22.83 48.00 33.47 40.39
121 mt_961_use2016_best_save_rnk500_idxctrl 65.55 52.38 30.34 52.71 30.34 22.21 47.39 32.85 39.78
131 mt_961_use2018_best_save_rnk500_idxctrl 61.75 48.58 26.54 48.91 26.54 18.41 43.58 29.05 35.98
132 mt_962_use2016_best_save_rnk500_idxctrl 61.60 48.42 26.39 48.76 26.39 18.26 43.43 28.90 35.83
133 mt_961_use2008_last_save_rnk500_idxctrl 61.53 48.35 26.32 48.69 26.32 18.19 43.36 28.83 35.75
148 mt_962_use2010_last_save_rnk500_idxctrl 59.32 46.14 24.11 46.48 24.11 15.98 41.15 26.62 33.54
151 mt_961_use2009_last_save_rnk500_idxctrl 59.18 46.00 23.97 46.34 23.97 15.84 41.01 26.48 33.40
164 mt_962_use2014_best_save_rnk500_idxctrl 58.13 44.95 22.92 45.29 22.92 14.79 39.96 25.42 32.35
172 mt_961_use2023_best_save_rnk500_idxctrl 57.83 44.65 22.62 44.99 22.62 14.49 39.66 25.13 32.05
176 mt_962_use2014_last_save_rnk500_idxctrl 57.60 44.43 22.40 44.77 22.39 14.27 39.44 24.90 31.83
177 mt_961_use2009_best_save_rnk500_idxctrl 57.52 44.34 22.31 44.68 22.31 14.18 39.35 24.81 31.74
178 mt_961_use2015_last_save_rnk500_idxctrl 57.50 44.33 22.30 44.67 22.29 14.16 39.34 24.80 31.73
182 mt_961_use2011_last_save_rnk500_idxctrl 57.21 44.04 22.01 44.37 22.00 13.87 39.05 24.51 31.44
191 mt_961_use2012_best_save_rnk500_idxctrl 56.30 43.12 21.09 43.46 21.09 12.96 38.13 23.59 30.52
203 mt_962_use2012_last_save_rnk500_idxctrl 54.89 41.71 19.68 42.05 19.68 11.55 36.72 22.19 29.11
209 mt_962_use2017_last_save_rnk500_idxctrl 54.46 41.29 19.25 41.62 19.25 11.12 36.30 21.76 28.69
210 mt_961_use2023_last_save_rnk500_idxctrl 54.33 41.16 19.13 41.50 19.12 11.00 36.17 21.63 28.56
216 mt_961_use2012_last_save_rnk500_idxctrl 53.85 40.68 18.64 41.01 18.64 10.51 35.69 21.15 28.08
223 mt_961_use2015_best_save_rnk500_idxctrl 53.23 40.05 18.02 40.39 18.02 9.89 35.06 20.52 27.45
224 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 53.16 39.99 17.96 40.33 17.95 9.83 35.00 20.46 27.39
225 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 52.79 39.61 17.58 39.95 17.58 9.45 34.62 20.09 27.01
234 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 51.03 37.85 15.82 38.19 15.82 7.69 32.86 18.33 25.25
235 mt_962_use2018_last_save_rnk500_idxctrl 50.95 37.77 15.74 38.11 15.74 7.61 32.78 18.25 25.17
241 mt_961_use2011_best_save_rnk500_idxctrl 50.16 36.98 14.95 37.32 14.95 6.82 31.99 17.46 24.38
242 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 49.98 36.80 14.77 37.14 14.77 6.64 31.81 17.27 24.20
244 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 49.63 36.45 14.42 36.79 14.42 6.29 31.46 16.93 23.85
249 mt_961_use2018_last_save_rnk500_idxctrl 48.78 35.61 13.57 35.94 13.57 5.44 30.61 16.08 23.01
250 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 48.76 35.58 13.55 35.92 13.55 5.42 30.59 16.05 22.98
251 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 48.66 35.48 13.45 35.82 13.45 5.32 30.49 15.96 22.88
253 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 48.50 35.32 13.29 35.66 13.29 5.16 30.33 15.80 22.72
255 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 48.41 35.23 13.20 35.57 13.20 5.07 30.24 15.71 22.63
260 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 47.73 34.55 12.52 34.89 12.52 4.39 29.56 15.03 21.95
261 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 47.47 34.29 12.26 34.63 12.26 4.13 29.30 14.77 21.69
262 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 47.44 34.26 12.23 34.60 12.23 4.10 29.27 14.74 21.66
265 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 47.28 34.10 12.07 34.44 12.07 3.94 29.11 14.58 21.50
267 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 46.94 33.77 11.74 34.11 11.73 3.61 28.78 14.24 21.17
268 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 46.77 33.60 11.56 33.93 11.56 3.43 28.61 14.07 21.00
272 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 46.63 33.46 11.42 33.79 11.42 3.29 28.47 13.93 20.86
276 mt_962_use2016_last_save_rnk500_idxctrl 46.42 33.24 11.21 33.58 11.21 3.08 28.25 13.72 20.64
277 mt_962_use2013_last_save_rnk500_idxctrl 46.28 33.10 11.07 33.44 11.07 2.94 28.11 13.57 20.50
283 mt_961_use2017_best_save_rnk500_idxctrl 45.70 32.52 10.49 32.86 10.49 2.36 27.53 13.00 19.92
284 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 45.44 32.26 10.23 32.60 10.23 2.10 27.27 12.74 19.66
285 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 45.44 32.26 10.23 32.60 10.23 2.10 27.27 12.74 19.66
286 mt_961_use2024_last_save_rnk500_idxctrl 45.37 32.20 10.16 32.53 10.16 2.03 27.21 12.67 19.60
287 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 45.13 31.95 9.92 32.29 9.92 1.79 26.96 12.43 19.35
288 multin_zz500_61004_idxctrl_zz500_pv 44.89 31.71 9.68 32.05 9.68 1.55 26.72 12.19 19.12
294 multin_zz500_61002_idxctrl_zz500_pv 44.05 30.88 8.85 31.21 8.84 0.71 25.89 11.35 18.28
296 multin_zz1000_61002_idxctrl_pv_rm_fnd 44.03 30.85 8.82 31.19 8.82 0.69 25.86 11.33 18.25
297 multin_zz1000_61004_idxctrl_pv_rm_fnd 44.03 30.85 8.82 31.19 8.82 0.69 25.86 11.33 18.25
306 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 43.32 30.14 8.11 30.48 8.11 -0.02 25.15 10.62 17.54
307 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 43.29 30.12 8.08 30.45 8.08 -0.05 25.12 10.59 17.52
308 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 43.15 29.97 7.94 30.31 7.94 -0.19 24.98 10.45 17.37
309 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 43.05 29.87 7.84 30.21 7.84 -0.29 24.88 10.35 17.27
310 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 42.96 29.79 7.76 30.13 7.75 -0.38 24.80 10.26 17.19
311 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 42.96 29.79 7.75 30.12 7.75 -0.38 24.80 10.26 17.19
312 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 42.89 29.71 7.68 30.05 7.68 -0.45 24.72 10.19 17.11
314 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 42.57 29.39 7.36 29.73 7.36 -0.77 24.40 9.87 16.79
315 multin_zz500_61001_idxctrl_zz500_pv 42.47 29.30 7.26 29.63 7.26 -0.87 24.31 9.77 16.70
317 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 42.18 29.00 6.97 29.34 6.97 -1.16 24.01 9.48 16.40
318 multin_zz1000_61004_idxctrl_50010002000_pv 41.88 28.71 6.68 29.05 6.67 -1.45 23.72 9.18 16.11
319 multin_zz1000_61001_idxctrl_pv_rm_fnd 41.88 28.70 6.67 29.04 6.67 -1.46 23.71 9.18 16.11
321 multin_zz1000_61002_idxctrl_50010002000_pv 41.75 28.58 6.55 28.92 6.54 -1.58 23.59 9.05 15.98
324 multin_zz1000_61004_idxctrl_top3800_pv 41.23 28.05 6.02 28.39 6.02 -2.11 23.06 8.53 15.45
326 multin_zz1000_61002_idxctrl_top3800_pv 41.03 27.85 5.82 28.19 5.82 -2.31 22.86 8.33 15.25
329 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 40.55 27.37 5.34 27.71 5.34 -2.79 22.38 7.85 14.77
330 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 40.41 27.23 5.20 27.57 5.20 -2.93 22.24 7.71 14.63
331 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 40.41 27.24 5.20 27.57 5.20 -2.93 22.25 7.71 14.64
333 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 39.87 26.70 4.67 27.04 4.66 -3.46 21.71 7.17 14.10
334 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 39.67 26.49 4.46 26.83 4.46 -3.67 21.50 6.97 13.89
335 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 39.66 26.49 4.46 26.83 4.45 -3.68 21.50 6.96 13.89
348 mt_961_use2017_last_save_rnk500_idxctrl 37.83 24.65 2.62 24.99 2.62 -5.51 19.66 5.13 12.06
353 mt_961_use2013_last_save_rnk500_idxctrl 37.59 24.42 2.39 24.76 2.38 -5.74 19.43 4.89 11.82
354 mt_961_use2024_best_save_rnk500_idxctrl 37.36 24.18 2.15 24.52 2.15 -5.98 19.19 4.66 11.58
355 multin_zz1000_61004_idxctrl_pv_rm_blc 37.15 23.97 1.94 24.31 1.94 -6.19 18.98 4.45 11.37
356 multin_zz1000_61002_idxctrl_pv_rm_blc 37.15 23.97 1.94 24.31 1.94 -6.19 18.98 4.45 11.37
359 mt_962_use2012_best_save_rnk500_idxctrl 36.46 23.28 1.25 23.62 1.25 -6.88 18.29 3.76 10.68
362 multin_zz1000_61002_idxctrl_pv 36.39 23.21 1.18 23.55 1.18 -6.95 18.22 3.69 10.61
363 multin_zz1000_61004_idxctrl_pv 36.39 23.21 1.18 23.55 1.18 -6.95 18.22 3.69 10.61
369 mt_962_use2024_best_save_rnk500_idxctrl 35.42 22.24 0.21 22.58 0.21 -7.92 17.25 2.72 9.64
375 multin_zz1000_61001_idxctrl_pv_rm_blc 34.85 21.67 -0.36 22.01 -0.36 -8.49 16.68 2.15 9.07
378 multin_zz1000_61004_idxctrl_zz1000_pv 34.31 21.13 -0.90 21.47 -0.90 -9.03 16.14 1.61 8.53
379 mt_961_use2010_best_save_rnk500_idxctrl 34.30 21.12 -0.91 21.46 -0.91 -9.04 16.13 1.60 8.52
380 mt_962_use2013_best_save_rnk500_idxctrl 34.17 20.99 -1.04 21.33 -1.04 -9.17 16.00 1.47 8.39
381 multin_zz1000_61002_idxctrl_zz1000_pv 34.10 20.93 -1.10 21.27 -1.11 -9.24 15.94 1.40 8.33
382 multin_zz1000_61001_idxctrl_pv 34.09 20.92 -1.11 21.26 -1.12 -9.24 15.93 1.39 8.32
383 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 33.93 20.75 -1.28 21.09 -1.28 -9.41 15.76 1.22 8.15
385 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 33.71 20.53 -1.50 20.87 -1.50 -9.63 15.54 1.01 7.93
388 mt_962_use2015_last_save_rnk500_idxctrl 32.72 19.54 -2.49 19.88 -2.49 -10.62 14.55 0.02 6.94
389 mt_962_use2024_last_save_rnk500_idxctrl 32.65 19.48 -2.55 19.82 -2.56 -10.68 14.49 -0.05 6.88
390 mt_961_use2010_last_save_rnk500_idxctrl 32.62 19.44 -2.59 19.78 -2.59 -10.72 14.45 -0.08 6.84
395 multin_zz1000_61001_idxctrl_top3800_pv 31.67 18.49 -3.54 18.83 -3.54 -11.67 13.50 -1.03 5.89
398 mt_962_use2018_best_save_rnk500_idxctrl 31.52 18.34 -3.69 18.68 -3.69 -11.82 13.35 -1.18 5.74
401 multin_zz1000_61001_idxctrl_zz1000_pv 31.04 17.86 -4.17 18.20 -4.17 -12.30 12.87 -1.66 5.26
404 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 30.60 17.42 -4.61 17.76 -4.61 -12.74 12.43 -2.10 4.82
406 multin_zz1000_61001_idxctrl_50010002000_pv 30.35 17.18 -4.86 17.51 -4.86 -12.99 12.19 -2.35 4.58
407 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 30.11 16.93 -5.10 17.27 -5.10 -13.23 11.94 -2.60 4.33
408 mt_962_use2023_best_save_rnk500_idxctrl 30.00 16.83 -5.20 17.17 -5.21 -13.33 11.84 -2.70 4.23
409 mt_962_use2023_last_save_rnk500_idxctrl 29.74 16.56 -5.47 16.90 -5.47 -13.60 11.57 -2.96 3.97
411 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 28.62 15.45 -6.58 15.79 -6.59 -14.71 10.46 -4.08 2.85
414 mt_962_use2017_best_save_rnk500_idxctrl 28.39 15.21 -6.82 15.55 -6.82 -14.95 10.22 -4.31 2.62
453 mt_961_use2019_best_save_rnk500_idxctrl 14.38 1.21 -20.83 1.54 -20.83 -28.96 -3.79 -18.32 -11.39
462 mt_961_use2019_last_save_rnk500_idxctrl 10.04 -3.14 -25.17 -2.80 -25.17 -33.30 -8.13 -22.66 -15.74
464 mt_962_use2021_last_save_rnk500_idxctrl 9.16 -4.02 -26.05 -3.68 -26.05 -34.18 -9.01 -23.54 -16.62
465 mt_961_use2022_best_save_rnk500_idxctrl 9.09 -4.09 -26.12 -3.75 -26.12 -34.25 -9.08 -23.61 -16.69
466 mt_961_use2022_last_save_rnk500_idxctrl 8.55 -4.63 -26.66 -4.29 -26.66 -34.79 -9.62 -24.15 -17.22
480 mt_961_use2021_last_save_rnk500_idxctrl 2.82 -10.36 -32.39 -10.02 -32.39 -40.52 -15.35 -29.89 -22.96
489 mt_962_use2019_last_save_rnk500_idxctrl -1.61 -14.78 -36.82 -14.45 -36.82 -44.95 -19.78 -34.31 -27.38
491 mt_961_use2021_best_save_rnk500_idxctrl -2.42 -15.60 -37.63 -15.26 -37.63 -45.76 -20.59 -35.12 -28.20
494 mt_962_use2022_last_save_rnk500_idxctrl -4.38 -17.56 -39.59 -17.22 -39.59 -47.72 -22.55 -37.08 -30.16
496 mt_961_use2013_best_save_rnk500_idxctrl -6.96 -20.14 -42.17 -19.80 -42.17 -50.30 -25.13 -39.66 -32.74
498 mt_962_use2019_best_save_rnk500_idxctrl -9.80 -22.98 -45.01 -22.64 -45.01 -53.14 -27.97 -42.50 -35.58
501 mt_961_use2020_best_save_rnk500_idxctrl -13.99 -27.17 -49.20 -26.83 -49.20 -57.33 -32.16 -46.69 -39.77
502 mt_961_use2020_last_save_rnk500_idxctrl -14.56 -27.74 -49.77 -27.40 -49.77 -57.90 -32.73 -47.26 -40.34
503 mt_962_use2021_best_save_rnk500_idxctrl -15.77 -28.95 -50.98 -28.61 -50.98 -59.11 -33.94 -48.48 -41.55
506 mt_962_use2020_last_save_rnk500_idxctrl -20.41 -33.59 -55.62 -33.25 -55.62 -63.75 -38.58 -53.11 -46.19
516 mt_962_use2015_best_save_rnk500_idxctrl -40.72 -53.90 -75.93 -53.56 -75.93 -84.06 -58.89 -73.42 -66.50
517 mt_962_use2022_best_save_rnk500_idxctrl -44.20 -57.37 -79.41 -57.04 -79.41 -87.54 -62.37 -76.90 -69.97
518 mt_962_use2020_best_save_rnk500_idxctrl -51.31 -64.49 -86.52 -64.15 -86.52 -94.65 -69.48 -84.01 -77.08