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_20250813_151524
0 mt_962_use2021_best_save_rnk500_idxctrl 99.69 104.27 242.90 159.84 242.90 232.17 292.01 308.62 365.76
1 mt_962_use2022_last_save_rnk500_idxctrl 88.08 92.66 231.29 148.22 231.29 220.56 280.39 297.00 354.15
2 mt_962_use2020_best_save_rnk500_idxctrl 87.24 91.81 230.44 147.38 230.44 219.72 279.55 296.16 353.31
4 mt_962_use2022_best_save_rnk500_idxctrl 80.14 84.72 223.35 140.28 223.34 212.62 272.45 289.06 346.21
5 mt_962_use2021_last_save_rnk500_idxctrl 79.23 83.81 222.44 139.37 222.43 211.71 271.54 288.15 345.30
7 mt_962_use2015_best_save_rnk500_idxctrl 75.04 79.62 218.25 135.19 218.25 207.52 267.36 283.97 341.11
8 mt_962_use2023_best_save_rnk500_idxctrl 71.19 75.77 214.40 131.34 214.40 203.67 263.51 280.12 337.27
9 mt_962_use2020_last_save_rnk500_idxctrl 69.31 73.89 212.52 129.46 212.52 201.79 261.63 278.23 335.38
12 mt_962_use2024_last_save_rnk500_idxctrl 56.49 61.07 199.70 116.63 199.69 188.97 248.80 265.41 322.56
13 mt_962_use2023_last_save_rnk500_idxctrl 54.89 59.47 198.10 115.04 198.10 187.37 247.21 263.82 320.96
16 mt_962_use2024_best_save_rnk500_idxctrl 50.87 55.45 194.07 111.01 194.07 183.35 243.18 259.79 316.94
17 mt_961_use2021_best_save_rnk500_idxctrl 48.20 52.78 191.41 108.34 191.41 180.68 240.52 257.12 314.27
18 mt_962_use2019_best_save_rnk500_idxctrl 47.99 52.57 191.20 108.13 191.20 180.47 240.31 256.91 314.06
20 mt_962_use2013_best_save_rnk500_idxctrl 46.46 51.04 189.67 106.60 189.66 178.94 238.77 255.38 312.53
21 mt_962_use2019_last_save_rnk500_idxctrl 44.21 48.79 187.42 104.36 187.42 176.69 236.53 253.13 310.28
24 mt_962_use2014_best_save_rnk500_idxctrl 40.36 44.94 183.57 100.51 183.57 172.84 232.68 249.29 306.43
25 mt_962_use2017_best_save_rnk500_idxctrl 39.69 44.27 182.90 99.83 182.90 172.17 232.01 248.61 305.76
28 mt_962_use2014_last_save_rnk500_idxctrl 25.44 30.02 168.65 85.59 168.65 157.92 217.76 234.36 291.51
29 mt_962_use2013_last_save_rnk500_idxctrl 24.72 29.30 167.92 84.86 167.92 157.20 217.03 233.64 290.79
30 mt_961_use2014_best_save_rnk500_idxctrl 22.10 26.68 165.31 82.25 165.31 154.58 214.42 231.03 288.17
35 mt_961_use2013_best_save_rnk500_idxctrl 17.38 21.96 160.59 77.52 160.59 149.86 209.70 226.30 283.45
36 mt_961_use2022_last_save_rnk500_idxctrl 16.45 21.03 159.66 76.59 159.65 148.93 208.76 225.37 282.52
40 mt_962_use2015_last_save_rnk500_idxctrl 13.13 17.71 156.34 73.27 156.34 145.61 205.45 222.05 279.20
42 mt_961_use2010_last_save_rnk500_idxctrl 11.79 16.37 155.00 71.94 155.00 144.27 204.11 220.72 277.87
43 mt_962_use2012_best_save_rnk500_idxctrl 9.62 14.20 152.83 69.76 152.82 142.10 201.93 218.54 275.69
45 mt_962_use2012_last_save_rnk500_idxctrl 7.82 12.40 151.03 67.97 151.03 140.30 200.14 216.75 273.89
47 mt_961_use2021_last_save_rnk500_idxctrl 7.35 11.93 150.56 67.50 150.56 139.83 199.67 216.28 273.42
50 mt_962_use2017_last_save_rnk500_idxctrl 3.02 7.60 146.23 63.16 146.23 135.50 195.34 211.94 269.09
51 mt_961_use2022_best_save_rnk500_idxctrl 2.89 7.47 146.10 63.03 146.09 135.37 195.20 211.81 268.96
56 mt_962_use2018_best_save_rnk500_idxctrl -2.94 1.64 140.27 57.21 140.27 129.54 189.38 205.98 263.13
59 mt_961_use2014_last_save_rnk500_idxctrl -3.91 0.67 139.30 56.24 139.30 128.57 188.41 205.02 262.16
62 mt_961_use2010_best_save_rnk500_idxctrl -5.02 -0.45 138.18 55.12 138.18 127.46 187.29 203.90 261.05
68 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -11.09 -6.51 132.12 49.05 132.11 121.39 181.22 197.83 254.98
69 mt_961_use2015_last_save_rnk500_idxctrl -11.49 -6.91 131.72 48.65 131.71 120.99 180.82 197.43 254.58
71 mt_961_use2020_last_save_rnk500_idxctrl -11.88 -7.30 131.33 48.26 131.33 120.60 180.44 197.04 254.19
72 multin_zz1000_61001_idxctrl_zz1000_pv -11.96 -7.39 131.24 48.18 131.24 120.52 180.35 196.96 254.11
75 mt_961_use2015_best_save_rnk500_idxctrl -13.49 -8.91 129.72 46.65 129.71 118.99 178.82 195.43 252.58
76 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -14.12 -9.54 129.09 46.02 129.08 118.36 178.19 194.80 251.95
77 mt_961_use2020_best_save_rnk500_idxctrl -14.60 -10.03 128.60 45.54 128.60 117.88 177.71 194.32 251.47
78 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -14.76 -10.19 128.44 45.38 128.44 117.72 177.55 194.16 251.31
79 mt_962_use2016_last_save_rnk500_idxctrl -14.87 -10.30 128.33 45.27 128.33 117.60 177.44 194.05 251.20
80 multin_zz1000_61004_idxctrl_zz1000_pv -15.05 -10.47 128.16 45.09 128.16 117.43 177.27 193.87 251.02
81 multin_zz1000_61002_idxctrl_zz1000_pv -15.65 -11.07 127.56 44.49 127.56 116.83 176.67 193.27 250.42
86 mt_961_use2011_best_save_rnk500_idxctrl -20.68 -16.10 122.53 39.46 122.53 111.80 171.64 188.24 245.39
87 mt_961_use2024_best_save_rnk500_idxctrl -21.57 -16.99 121.64 38.58 121.64 110.91 170.75 187.36 244.51
92 multin_zz1000_61001_idxctrl_pv_rm_blc -24.36 -19.78 118.85 35.78 118.84 108.12 167.95 184.56 241.71
93 mt_961_use2013_last_save_rnk500_idxctrl -24.79 -20.21 118.41 35.35 118.41 107.69 167.52 184.13 241.28
94 multin_zz1000_61001_idxctrl_pv -24.84 -20.27 118.36 35.30 118.36 107.63 167.47 184.08 241.23
96 mt_961_use2023_last_save_rnk500_idxctrl -26.78 -22.21 116.42 33.36 116.42 105.70 165.53 182.14 239.29
97 multin_zz1000_61004_idxctrl_pv_rm_blc -26.88 -22.30 116.33 33.27 116.33 105.60 165.44 182.04 239.19
98 multin_zz1000_61002_idxctrl_pv_rm_blc -26.88 -22.30 116.33 33.27 116.33 105.60 165.44 182.04 239.19
100 multin_zz1000_61002_idxctrl_pv -27.44 -22.87 115.76 32.70 115.76 105.03 164.87 181.48 238.63
101 multin_zz1000_61004_idxctrl_pv -27.44 -22.87 115.76 32.70 115.76 105.03 164.87 181.48 238.63
104 mt_961_use2024_last_save_rnk500_idxctrl -28.26 -23.69 114.94 31.88 114.94 104.22 164.05 180.66 237.81
105 mt_962_use2010_last_save_rnk500_idxctrl -28.46 -23.88 114.75 31.69 114.75 104.02 163.86 180.46 237.61
107 mt_962_use2011_last_save_rnk500_idxctrl -31.00 -26.42 112.21 29.15 112.21 101.48 161.32 177.92 235.07
114 mt_961_use2019_best_save_rnk500_idxctrl -31.91 -27.34 111.29 28.23 111.29 100.56 160.40 177.01 234.16
118 multin_zz500_61001_idxctrl_zz500_pv -36.31 -31.73 106.90 23.84 106.90 96.17 156.01 172.61 229.76
119 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -36.41 -31.83 106.80 23.73 106.80 96.07 155.91 172.51 229.66
123 mt_961_use2017_last_save_rnk500_idxctrl -37.28 -32.70 105.93 22.87 105.93 95.20 155.04 171.65 228.79
124 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -37.89 -33.31 105.32 22.26 105.32 94.59 154.43 171.03 228.18
125 multin_zz500_61004_idxctrl_zz500_pv -38.06 -33.48 105.15 22.09 105.15 94.42 154.26 170.86 228.01
126 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -38.34 -33.76 104.87 21.81 104.87 94.14 153.98 170.59 227.73
127 multin_zz500_61002_idxctrl_zz500_pv -38.48 -33.90 104.73 21.66 104.73 94.00 153.84 170.44 227.59
129 multin_zz1000_61001_idxctrl_top3800_pv -40.37 -35.79 102.84 19.78 102.84 92.11 151.95 168.56 225.70
132 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -41.31 -36.73 101.90 18.84 101.90 91.17 151.01 167.61 224.76
136 multin_zz1000_61004_idxctrl_top3800_pv -43.96 -39.38 99.25 16.19 99.25 88.52 148.36 164.97 222.11
137 multin_zz1000_61001_idxctrl_50010002000_pv -44.23 -39.65 98.98 15.91 98.98 88.25 148.09 164.69 221.84
138 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -44.69 -40.11 98.52 15.46 98.52 87.79 147.63 164.24 221.38
140 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -45.35 -40.78 97.85 14.79 97.85 87.13 146.96 163.57 220.72
145 mt_962_use2016_best_save_rnk500_idxctrl -47.85 -43.27 95.36 12.30 95.36 84.63 144.47 161.08 218.23
146 multin_zz1000_61002_idxctrl_top3800_pv -47.86 -43.28 95.35 12.28 95.35 84.62 144.46 161.06 218.21
148 multin_zz1000_61004_idxctrl_50010002000_pv -48.40 -43.82 94.81 11.75 94.81 84.08 143.92 160.53 217.67
149 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -48.72 -44.14 94.49 11.43 94.49 83.76 143.60 160.21 217.35
151 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -48.85 -44.27 94.36 11.29 94.36 83.63 143.47 160.07 217.22
152 mt_961_use2017_best_save_rnk500_idxctrl -49.05 -44.47 94.16 11.10 94.16 83.43 143.27 159.88 217.02
153 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -49.32 -44.75 93.88 10.82 93.88 83.16 142.99 159.60 216.75
156 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -50.09 -45.51 93.12 10.06 93.12 82.39 142.23 158.84 215.99
157 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -50.79 -46.21 92.42 9.36 92.42 81.69 141.53 158.13 215.28
158 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -51.01 -46.44 92.19 9.13 92.19 81.46 141.30 157.91 215.06
159 multin_zz1000_61002_idxctrl_50010002000_pv -51.73 -47.15 91.48 8.41 91.48 80.75 140.59 157.19 214.34
160 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -51.95 -47.37 91.26 8.20 91.26 80.53 140.37 156.98 214.12
161 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -52.15 -47.57 91.06 7.99 91.06 80.33 140.17 156.77 213.92
162 mt_962_use2010_best_save_rnk500_idxctrl -52.22 -47.65 90.98 7.92 90.98 80.25 140.09 156.70 213.85
165 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -52.91 -48.34 90.29 7.23 90.29 79.56 139.40 156.01 213.16
168 mt_961_use2023_best_save_rnk500_idxctrl -53.97 -49.39 89.24 6.18 89.24 78.51 138.35 154.96 212.10
195 multin_zz1000_61001_idxctrl_pv_rm_fnd -61.28 -56.71 81.92 -1.14 81.92 71.19 131.03 147.64 204.79
198 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -62.43 -57.86 80.77 -2.29 80.77 70.04 129.88 146.49 203.64
199 multin_zz1000_61004_idxctrl_pv_rm_fnd -62.44 -57.86 80.77 -2.30 80.77 70.04 129.88 146.48 203.63
200 multin_zz1000_61002_idxctrl_pv_rm_fnd -62.44 -57.86 80.77 -2.30 80.77 70.04 129.88 146.48 203.63
204 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -63.43 -58.85 79.78 -3.28 79.78 69.05 128.89 145.50 202.64
205 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -63.43 -58.85 79.78 -3.28 79.78 69.05 128.89 145.50 202.64
213 mt_961_use2019_last_save_rnk500_idxctrl -66.82 -62.25 76.38 -6.68 76.38 65.65 125.49 142.10 199.25
215 mt_961_use2012_last_save_rnk500_idxctrl -67.79 -63.21 75.42 -7.65 75.41 64.69 124.52 141.13 198.28
216 mt_962_use2011_best_save_rnk500_idxctrl -67.91 -63.33 75.30 -7.77 75.30 64.57 124.40 141.01 198.16
217 mt_961_use2012_best_save_rnk500_idxctrl -68.34 -63.76 74.87 -8.20 74.86 64.14 123.97 140.58 197.73
223 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -70.00 -65.42 73.20 -9.86 73.20 62.48 122.31 138.92 196.07
224 mt_961_use2009_best_save_rnk500_idxctrl -70.74 -66.16 72.47 -10.59 72.47 61.74 121.58 138.19 195.33
225 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -70.91 -66.33 72.30 -10.77 72.29 61.57 121.40 138.01 195.16
228 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -71.22 -66.64 71.99 -11.07 71.99 61.26 121.10 137.71 194.85
229 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -71.46 -66.88 71.75 -11.32 71.75 61.02 120.86 137.46 194.61
232 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -71.97 -67.39 71.24 -11.82 71.24 60.51 120.35 136.96 194.11
233 mt_962_use2018_last_save_rnk500_idxctrl -72.09 -67.52 71.11 -11.95 71.11 60.39 120.22 136.83 193.98
234 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -72.24 -67.66 70.97 -12.10 70.97 60.24 120.08 136.68 193.83
238 mt_961_use2011_last_save_rnk500_idxctrl -74.27 -69.69 68.94 -14.13 68.94 58.21 118.05 134.65 191.80
239 mt_961_use2009_last_save_rnk500_idxctrl -74.47 -69.89 68.73 -14.33 68.73 58.01 117.84 134.45 191.60
241 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -75.45 -70.87 67.75 -15.31 67.75 57.03 116.86 133.47 190.62
244 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -76.69 -72.11 66.52 -16.55 66.51 55.79 115.62 132.23 189.38
245 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -76.77 -72.19 66.43 -16.63 66.43 55.71 115.54 132.15 189.30
249 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -78.07 -73.50 65.13 -17.93 65.13 54.40 114.24 130.85 188.00
251 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -78.43 -73.85 64.78 -18.28 64.78 54.05 113.89 130.50 187.64
253 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -79.01 -74.43 64.20 -18.87 64.20 53.47 113.31 129.91 187.06
256 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -79.31 -74.73 63.89 -19.17 63.89 53.17 113.00 129.61 186.76
257 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -79.37 -74.79 63.84 -19.22 63.84 53.11 112.95 129.56 186.71
258 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -79.91 -75.33 63.30 -19.77 63.30 52.57 112.41 129.01 186.16
259 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -79.98 -75.40 63.23 -19.83 63.23 52.50 112.34 128.95 186.09
260 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -80.30 -75.72 62.91 -20.15 62.91 52.18 112.02 128.63 185.78
262 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -81.20 -76.62 62.01 -21.06 62.01 51.28 111.12 127.72 184.87
267 mt_961_use2008_last_save_rnk500_idxctrl -82.84 -78.26 60.37 -22.70 60.36 49.64 109.47 126.08 183.23
276 mt_961_use2018_last_save_rnk500_idxctrl -86.38 -81.80 56.83 -26.24 56.83 46.10 105.94 122.54 179.69
306 mt_961_use2016_best_save_rnk500_idxctrl -91.44 -86.86 51.77 -31.30 51.76 41.04 100.87 117.48 174.63
311 mt_961_use2008_best_save_rnk500_idxctrl -93.94 -89.36 49.27 -33.80 49.26 38.54 98.37 114.98 172.13
317 mt_961_use2016_last_save_rnk500_idxctrl -94.64 -90.06 48.57 -34.50 48.57 37.84 97.68 114.28 171.43
323 mt_962_use2009_last_save_rnk500_idxctrl -95.99 -91.41 47.22 -35.85 47.22 36.49 96.33 112.93 170.08
325 mt_962_use2009_best_save_rnk500_idxctrl -96.31 -91.73 46.90 -36.16 46.90 36.17 96.01 112.62 169.76
335 mt_961_use2018_best_save_rnk500_idxctrl -100.73 -96.15 42.47 -40.59 42.47 31.75 91.58 108.19 165.34
348 mt_962_use2008_best_save_rnk500_idxctrl -104.04 -99.46 39.17 -43.90 39.17 28.44 88.28 104.88 162.03
366 mt_962_use2008_last_save_rnk500_idxctrl -106.91 -102.34 36.29 -46.77 36.29 25.56 85.40 102.01 159.16