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_20250812_151520
5 mt_962_use2022_best_save_rnk500_idxctrl 39.99 28.76 68.56 16.70 68.56 98.05 176.14 166.07 159.20
10 mt_962_use2024_last_save_rnk500_idxctrl 24.73 13.50 53.30 1.45 53.31 82.80 160.89 150.82 143.95
11 mt_962_use2021_best_save_rnk500_idxctrl 24.69 13.47 53.27 1.41 53.27 82.76 160.85 150.78 143.91
12 mt_962_use2015_best_save_rnk500_idxctrl 24.30 13.07 52.87 1.01 52.87 82.36 160.45 150.38 143.51
15 mt_962_use2020_best_save_rnk500_idxctrl 21.97 10.75 50.55 -1.31 50.55 80.04 158.13 148.06 141.19
22 mt_962_use2024_best_save_rnk500_idxctrl 20.40 9.17 48.97 -2.89 48.97 78.46 156.55 146.48 139.61
23 mt_962_use2022_last_save_rnk500_idxctrl 20.26 9.03 48.83 -3.03 48.83 78.33 156.41 146.35 139.48
25 mt_961_use2024_best_save_rnk500_idxctrl 18.34 7.12 46.92 -4.94 46.92 76.41 154.50 144.43 137.56
30 mt_962_use2023_last_save_rnk500_idxctrl 14.97 3.74 43.54 -8.32 43.54 73.03 151.12 141.06 134.19
31 mt_961_use2024_last_save_rnk500_idxctrl 14.94 3.71 43.51 -8.35 43.51 73.00 151.09 141.03 134.16
33 mt_962_use2021_last_save_rnk500_idxctrl 13.82 2.60 42.40 -9.46 42.40 71.89 149.98 139.91 133.04
35 mt_962_use2023_best_save_rnk500_idxctrl 13.03 1.80 41.60 -10.26 41.60 71.09 149.18 139.12 132.25
37 mt_961_use2019_best_save_rnk500_idxctrl 11.10 -0.13 39.67 -12.19 39.67 69.17 147.25 137.19 130.32
39 mt_962_use2020_last_save_rnk500_idxctrl 10.36 -0.86 38.94 -12.92 38.94 68.43 146.52 136.45 129.58
41 mt_961_use2020_last_save_rnk500_idxctrl 9.98 -1.25 38.55 -13.31 38.56 68.05 146.13 136.07 129.20
43 mt_961_use2020_best_save_rnk500_idxctrl 9.01 -2.21 37.59 -14.27 37.59 67.08 145.17 135.10 128.23
44 mt_962_use2019_best_save_rnk500_idxctrl 7.88 -3.35 36.45 -15.41 36.45 65.95 144.03 133.97 127.10
45 mt_961_use2019_last_save_rnk500_idxctrl 6.18 -5.04 34.76 -17.10 34.76 64.25 142.34 132.27 125.40
48 mt_961_use2013_best_save_rnk500_idxctrl 5.19 -6.03 33.76 -18.09 33.77 63.26 141.35 131.28 124.41
52 mt_961_use2021_best_save_rnk500_idxctrl 4.43 -6.80 33.00 -18.86 33.00 62.49 140.58 130.52 123.65
57 mt_961_use2021_last_save_rnk500_idxctrl 3.15 -8.08 31.72 -20.14 31.72 61.21 139.30 129.24 122.37
61 mt_962_use2019_last_save_rnk500_idxctrl 1.02 -10.20 29.60 -22.26 29.60 59.09 137.18 127.11 120.24
65 mt_961_use2013_last_save_rnk500_idxctrl -0.93 -12.16 27.64 -24.22 27.64 57.13 135.22 125.16 118.29
66 mt_962_use2016_last_save_rnk500_idxctrl -1.00 -12.23 27.57 -24.29 27.57 57.06 135.15 125.09 118.22
68 mt_961_use2022_last_save_rnk500_idxctrl -1.50 -12.73 27.07 -24.79 27.07 56.57 134.65 124.59 117.72
69 mt_961_use2022_best_save_rnk500_idxctrl -1.85 -13.08 26.72 -25.14 26.72 56.21 134.30 124.23 117.36
70 mt_961_use2010_last_save_rnk500_idxctrl -2.13 -13.35 26.45 -25.41 26.45 55.94 134.03 123.96 117.09
71 mt_962_use2015_last_save_rnk500_idxctrl -3.03 -14.25 25.55 -26.31 25.55 55.04 133.13 123.06 116.19
76 multin_zz1000_61001_idxctrl_pv_rm_blc -4.32 -15.54 24.26 -27.60 24.26 53.75 131.84 121.77 114.90
83 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -5.14 -16.37 23.43 -28.43 23.43 52.92 131.01 120.95 114.08
88 mt_962_use2018_best_save_rnk500_idxctrl -5.33 -16.56 23.24 -28.61 23.25 52.74 130.83 120.76 113.89
89 multin_zz1000_61001_idxctrl_pv -5.33 -16.55 23.25 -28.61 23.25 52.74 130.83 120.76 113.89
91 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -5.46 -16.69 23.11 -28.75 23.11 52.61 130.69 120.63 113.76
94 multin_zz500_61001_idxctrl_zz500_pv -5.69 -16.92 22.88 -28.98 22.88 52.37 130.46 120.40 113.52
95 multin_zz1000_61002_idxctrl_pv_rm_blc -5.72 -16.94 22.86 -29.00 22.86 52.35 130.44 120.37 113.50
96 multin_zz1000_61004_idxctrl_pv_rm_blc -5.72 -16.94 22.86 -29.00 22.86 52.35 130.44 120.37 113.50
99 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -5.95 -17.17 22.63 -29.23 22.63 52.12 130.21 120.14 113.27
100 multin_zz500_61004_idxctrl_zz500_pv -6.06 -17.28 22.52 -29.34 22.52 52.01 130.10 120.03 113.16
104 multin_zz500_61002_idxctrl_zz500_pv -6.53 -17.76 22.04 -29.82 22.04 51.53 129.62 119.56 112.69
108 mt_961_use2010_best_save_rnk500_idxctrl -6.69 -17.92 21.88 -29.98 21.88 51.37 129.46 119.40 112.53
109 multin_zz1000_61002_idxctrl_pv -6.73 -17.95 21.85 -30.01 21.85 51.34 129.43 119.36 112.49
110 multin_zz1000_61004_idxctrl_pv -6.73 -17.95 21.85 -30.01 21.85 51.34 129.43 119.36 112.49
118 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -8.10 -19.32 20.48 -31.38 20.48 49.97 128.06 117.99 111.12
125 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -9.09 -20.32 19.48 -32.38 19.48 48.98 127.06 117.00 110.13
126 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -9.17 -20.39 19.41 -32.45 19.41 48.90 126.99 116.92 110.05
127 multin_zz1000_61001_idxctrl_zz1000_pv -9.42 -20.65 19.15 -32.71 19.15 48.65 126.73 116.67 109.80
133 mt_962_use2017_best_save_rnk500_idxctrl -10.22 -21.45 18.35 -33.51 18.35 47.84 125.93 115.87 108.99
136 multin_zz1000_61002_idxctrl_zz1000_pv -10.37 -21.59 18.20 -33.65 18.21 47.70 125.79 115.72 108.85
137 multin_zz1000_61004_idxctrl_zz1000_pv -10.46 -21.69 18.11 -33.75 18.11 47.60 125.69 115.63 108.76
145 mt_962_use2013_last_save_rnk500_idxctrl -11.38 -22.61 17.19 -34.67 17.19 46.68 124.77 114.71 107.84
147 mt_962_use2013_best_save_rnk500_idxctrl -11.86 -23.08 16.72 -35.14 16.72 46.21 124.30 114.23 107.36
153 mt_961_use2018_last_save_rnk500_idxctrl -13.07 -24.29 15.51 -36.35 15.51 45.00 123.09 113.02 106.15
155 mt_962_use2018_last_save_rnk500_idxctrl -13.36 -24.59 15.21 -36.65 15.21 44.70 122.79 112.73 105.86
157 mt_962_use2010_last_save_rnk500_idxctrl -13.83 -25.05 14.75 -37.11 14.75 44.24 122.33 112.26 105.39
164 mt_962_use2016_best_save_rnk500_idxctrl -14.64 -25.86 13.94 -37.92 13.94 43.43 121.52 111.45 104.58
173 mt_961_use2017_best_save_rnk500_idxctrl -15.28 -26.51 13.29 -38.57 13.29 42.78 120.87 110.81 103.94
174 mt_961_use2011_last_save_rnk500_idxctrl -15.30 -26.53 13.27 -38.59 13.27 42.76 120.85 110.78 103.91
180 mt_962_use2012_best_save_rnk500_idxctrl -15.74 -26.96 12.84 -39.02 12.84 42.33 120.42 110.35 103.48
184 mt_962_use2012_last_save_rnk500_idxctrl -16.33 -27.55 12.25 -39.61 12.25 41.74 119.83 109.76 102.89
187 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -16.41 -27.63 12.17 -39.69 12.17 41.66 119.75 109.68 102.81
188 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -16.52 -27.75 12.05 -39.81 12.05 41.54 119.63 109.57 102.70
189 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -16.55 -27.78 12.02 -39.84 12.02 41.51 119.60 109.53 102.66
190 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -16.67 -27.89 11.91 -39.95 11.91 41.40 119.49 109.42 102.55
191 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -16.69 -27.92 11.88 -39.98 11.89 41.38 119.46 109.40 102.53
192 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -16.70 -27.92 11.88 -39.98 11.88 41.37 119.46 109.39 102.52
193 multin_zz1000_61001_idxctrl_pv_rm_fnd -16.72 -27.94 11.86 -40.00 11.86 41.35 119.44 109.37 102.50
194 mt_961_use2018_best_save_rnk500_idxctrl -16.72 -27.94 11.86 -40.00 11.86 41.35 119.44 109.37 102.50
196 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -16.81 -28.03 11.77 -40.09 11.77 41.26 119.35 109.28 102.41
197 mt_961_use2012_last_save_rnk500_idxctrl -16.98 -28.20 11.60 -40.26 11.60 41.09 119.18 109.11 102.24
198 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -17.11 -28.34 11.46 -40.40 11.46 40.95 119.04 108.98 102.11
199 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -17.11 -28.34 11.46 -40.40 11.46 40.95 119.04 108.98 102.11
204 multin_zz1000_61002_idxctrl_pv_rm_fnd -17.41 -28.64 11.16 -40.70 11.16 40.65 118.74 108.67 101.80
205 multin_zz1000_61004_idxctrl_pv_rm_fnd -17.41 -28.64 11.16 -40.70 11.16 40.65 118.74 108.67 101.80
210 mt_961_use2015_last_save_rnk500_idxctrl -18.51 -29.74 10.06 -41.80 10.06 39.55 117.64 107.58 100.71
211 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -18.85 -30.08 9.72 -42.14 9.72 39.22 117.30 107.24 100.37
212 mt_961_use2012_best_save_rnk500_idxctrl -19.00 -30.23 9.57 -42.29 9.57 39.07 117.15 107.09 100.22
213 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -19.19 -30.42 9.38 -42.47 9.39 38.88 116.97 106.90 100.03
217 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -19.81 -31.04 8.76 -43.10 8.76 38.25 116.34 106.27 99.40
218 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -20.06 -31.28 8.52 -43.34 8.52 38.01 116.10 106.03 99.16
219 mt_962_use2017_last_save_rnk500_idxctrl -20.13 -31.36 8.44 -43.42 8.44 37.93 116.02 105.96 99.09
220 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -20.19 -31.41 8.39 -43.47 8.39 37.88 115.97 105.90 99.03
223 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -20.42 -31.64 8.16 -43.70 8.16 37.65 115.74 105.67 98.80
225 mt_961_use2017_last_save_rnk500_idxctrl -20.67 -31.90 7.90 -43.96 7.90 37.40 115.48 105.42 98.55
230 mt_961_use2015_best_save_rnk500_idxctrl -21.55 -32.77 7.03 -44.83 7.03 36.52 114.61 104.54 97.67
234 mt_961_use2011_best_save_rnk500_idxctrl -22.56 -33.78 6.02 -45.84 6.02 35.51 113.60 103.53 96.66
235 mt_962_use2011_last_save_rnk500_idxctrl -22.82 -34.05 5.75 -46.11 5.75 35.24 113.33 103.27 96.40
237 mt_962_use2014_best_save_rnk500_idxctrl -23.46 -34.68 5.12 -46.74 5.12 34.61 112.70 102.63 95.76
241 mt_962_use2014_last_save_rnk500_idxctrl -23.82 -35.05 4.75 -47.11 4.75 34.24 112.33 102.27 95.39
242 mt_962_use2008_best_save_rnk500_idxctrl -23.96 -35.19 4.61 -47.25 4.61 34.10 112.19 102.13 95.26
244 mt_961_use2009_best_save_rnk500_idxctrl -24.13 -35.36 4.44 -47.42 4.44 33.93 112.02 101.96 95.09
246 mt_961_use2023_best_save_rnk500_idxctrl -24.32 -35.54 4.26 -47.60 4.26 33.75 111.84 101.77 94.90
248 mt_961_use2023_last_save_rnk500_idxctrl -24.66 -35.88 3.92 -47.94 3.92 33.41 111.50 101.43 94.56
250 mt_961_use2014_last_save_rnk500_idxctrl -24.86 -36.08 3.72 -48.14 3.72 33.21 111.30 101.23 94.36
251 mt_962_use2009_best_save_rnk500_idxctrl -25.32 -36.54 3.26 -48.60 3.26 32.75 110.84 100.77 93.90
252 mt_962_use2008_last_save_rnk500_idxctrl -25.33 -36.56 3.24 -48.62 3.24 32.73 110.82 100.76 93.89
253 mt_962_use2009_last_save_rnk500_idxctrl -25.44 -36.67 3.13 -48.73 3.13 32.62 110.71 100.65 93.78
254 mt_961_use2009_last_save_rnk500_idxctrl -25.48 -36.71 3.09 -48.77 3.09 32.58 110.67 100.61 93.74
255 mt_961_use2008_best_save_rnk500_idxctrl -25.61 -36.83 2.97 -48.89 2.97 32.46 110.55 100.48 93.61
256 multin_zz1000_61001_idxctrl_top3800_pv -25.70 -36.93 2.87 -48.99 2.87 32.36 110.45 100.38 93.51
258 multin_zz1000_61004_idxctrl_50010002000_pv -25.79 -37.02 2.78 -49.08 2.78 32.27 110.36 100.29 93.42
260 mt_961_use2016_last_save_rnk500_idxctrl -25.94 -37.17 2.63 -49.23 2.63 32.12 110.21 100.15 93.28
261 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -26.04 -37.26 2.54 -49.32 2.54 32.03 110.12 100.05 93.18
262 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -26.05 -37.28 2.52 -49.34 2.52 32.01 110.10 100.04 93.17
265 multin_zz1000_61004_idxctrl_top3800_pv -26.61 -37.84 1.96 -49.90 1.96 31.45 109.54 99.47 92.60
267 mt_961_use2014_best_save_rnk500_idxctrl -26.84 -38.06 1.73 -50.12 1.74 31.23 109.32 99.25 92.38
269 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -26.91 -38.14 1.66 -50.20 1.66 31.15 109.24 99.18 92.31
270 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -26.96 -38.18 1.62 -50.24 1.62 31.11 109.20 99.13 92.26
271 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -27.02 -38.24 1.56 -50.30 1.56 31.05 109.14 99.07 92.20
272 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -27.16 -38.39 1.41 -50.45 1.41 30.90 108.99 98.93 92.05
273 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -27.16 -38.39 1.41 -50.45 1.41 30.90 108.99 98.93 92.06
274 mt_962_use2011_best_save_rnk500_idxctrl -27.18 -38.40 1.40 -50.46 1.40 30.89 108.98 98.91 92.04
275 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -27.24 -38.46 1.34 -50.52 1.34 30.83 108.92 98.85 91.98
276 mt_961_use2008_last_save_rnk500_idxctrl -27.29 -38.52 1.28 -50.58 1.28 30.77 108.86 98.80 91.93
277 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -27.37 -38.60 1.20 -50.66 1.20 30.69 108.78 98.72 91.84
278 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -27.41 -38.64 1.16 -50.70 1.16 30.65 108.74 98.68 91.81
280 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -27.66 -38.88 0.92 -50.94 0.92 30.41 108.50 98.43 91.56
281 mt_961_use2016_best_save_rnk500_idxctrl -27.71 -38.93 0.87 -50.99 0.87 30.36 108.45 98.38 91.51
284 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -28.08 -39.31 0.49 -51.37 0.49 29.99 108.07 98.01 91.14
285 multin_zz1000_61001_idxctrl_50010002000_pv -28.08 -39.31 0.49 -51.37 0.49 29.98 108.07 98.01 91.14
286 multin_zz1000_61002_idxctrl_50010002000_pv -28.45 -39.67 0.13 -51.73 0.13 29.62 107.71 97.64 90.77
287 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -28.45 -39.67 0.13 -51.73 0.13 29.62 107.71 97.64 90.77
288 mt_962_use2010_best_save_rnk500_idxctrl -28.78 -40.00 -0.20 -52.06 -0.20 29.29 107.38 97.31 90.44
289 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -28.95 -40.17 -0.37 -52.23 -0.37 29.12 107.21 97.14 90.27
290 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -28.99 -40.21 -0.41 -52.27 -0.41 29.08 107.17 97.10 90.23
292 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -29.29 -40.52 -0.72 -52.58 -0.72 28.78 106.86 96.80 89.93
293 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -29.31 -40.53 -0.73 -52.59 -0.73 28.76 106.85 96.78 89.91
294 multin_zz1000_61002_idxctrl_top3800_pv -29.33 -40.55 -0.76 -52.61 -0.75 28.74 106.83 96.76 89.89
297 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -29.67 -40.89 -1.09 -52.95 -1.09 28.40 106.49 96.42 89.55