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_20250815_151523
9 mt_962_use2023_best_save_rnk500_idxctrl 66.67 53.43 267.38 188.16 267.38 99.77 -158.35 -188.61 -154.92
10 mt_962_use2012_best_save_rnk500_idxctrl 65.60 52.36 266.31 187.09 266.31 98.70 -159.42 -189.68 -155.98
11 mt_962_use2024_best_save_rnk500_idxctrl 63.06 49.82 263.77 184.55 263.77 96.16 -161.96 -192.22 -158.53
12 mt_962_use2024_last_save_rnk500_idxctrl 61.98 48.74 262.69 183.47 262.69 95.08 -163.04 -193.30 -159.60
15 mt_962_use2021_best_save_rnk500_idxctrl 60.23 46.99 260.94 181.72 260.94 93.33 -164.79 -195.05 -161.36
16 mt_962_use2013_best_save_rnk500_idxctrl 59.96 46.72 260.67 181.45 260.67 93.06 -165.06 -195.32 -161.63
17 mt_962_use2019_best_save_rnk500_idxctrl 59.34 46.10 260.05 180.83 260.05 92.43 -165.68 -195.94 -162.25
18 mt_962_use2020_best_save_rnk500_idxctrl 58.00 44.76 258.71 179.50 258.71 91.10 -167.02 -197.27 -163.58
19 mt_962_use2022_last_save_rnk500_idxctrl 57.86 44.62 258.57 179.35 258.57 90.96 -167.16 -197.42 -163.72
21 mt_962_use2023_last_save_rnk500_idxctrl 56.98 43.74 257.69 178.47 257.69 90.08 -168.04 -198.30 -164.61
23 mt_962_use2020_last_save_rnk500_idxctrl 55.94 42.70 256.65 177.43 256.65 89.04 -169.08 -199.34 -165.64
25 mt_962_use2015_best_save_rnk500_idxctrl 49.01 35.77 249.72 170.50 249.72 82.11 -176.01 -206.27 -172.57
29 mt_962_use2021_last_save_rnk500_idxctrl 44.05 30.81 244.76 165.54 244.76 77.15 -180.97 -211.23 -177.54
30 mt_962_use2019_last_save_rnk500_idxctrl 40.70 27.46 241.41 162.19 241.41 73.80 -184.32 -214.58 -180.89
31 mt_962_use2014_last_save_rnk500_idxctrl 39.36 26.12 240.07 160.85 240.06 72.45 -185.66 -215.92 -182.23
33 mt_962_use2014_best_save_rnk500_idxctrl 38.46 25.22 239.17 159.95 239.17 71.56 -186.56 -216.82 -183.12
34 mt_962_use2013_last_save_rnk500_idxctrl 37.64 24.40 238.35 159.13 238.35 70.74 -187.38 -217.64 -183.95
37 mt_962_use2017_best_save_rnk500_idxctrl 34.10 20.86 234.81 155.59 234.81 67.20 -190.92 -221.18 -187.49
44 mt_962_use2012_last_save_rnk500_idxctrl 29.79 16.55 230.50 151.28 230.50 62.89 -195.23 -225.49 -191.80
45 mt_962_use2015_last_save_rnk500_idxctrl 29.32 16.08 230.03 150.81 230.03 62.42 -195.70 -225.96 -192.27
48 mt_962_use2022_best_save_rnk500_idxctrl 28.82 15.58 229.53 150.32 229.53 61.92 -196.20 -226.46 -192.76
53 mt_961_use2021_best_save_rnk500_idxctrl 21.35 8.11 222.06 142.84 222.06 54.45 -203.67 -233.93 -200.24
58 mt_962_use2017_last_save_rnk500_idxctrl 20.35 7.11 221.06 141.84 221.06 53.45 -204.67 -234.93 -201.23
69 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 15.27 2.03 215.98 136.76 215.98 48.37 -209.75 -240.01 -206.31
70 multin_zz500_61001_idxctrl_zz500_pv 14.81 1.57 215.52 136.30 215.52 47.91 -210.21 -240.47 -206.78
74 mt_961_use2013_best_save_rnk500_idxctrl 12.27 -0.97 212.98 133.76 212.98 45.37 -212.75 -243.01 -209.32
76 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 11.39 -1.85 212.10 132.89 212.10 44.49 -213.63 -243.89 -210.19
79 multin_zz500_61004_idxctrl_zz500_pv 10.84 -2.40 211.55 132.33 211.55 43.94 -214.18 -244.44 -210.75
81 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 10.54 -2.70 211.25 132.03 211.25 43.64 -214.48 -244.74 -211.05
85 multin_zz500_61002_idxctrl_zz500_pv 9.99 -3.25 210.70 131.48 210.70 43.09 -215.03 -245.29 -211.60
92 mt_961_use2022_best_save_rnk500_idxctrl 7.03 -6.21 207.74 128.52 207.74 40.13 -217.99 -248.25 -214.56
95 mt_962_use2016_last_save_rnk500_idxctrl 6.18 -7.06 206.89 127.68 206.89 39.28 -218.84 -249.09 -215.40
97 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 4.96 -8.28 205.67 126.45 205.67 38.06 -220.06 -250.32 -216.63
98 multin_zz1000_61001_idxctrl_zz1000_pv 4.31 -8.93 205.02 125.80 205.02 37.41 -220.71 -250.97 -217.28
102 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 2.02 -11.22 202.73 123.51 202.73 35.11 -223.00 -253.26 -219.57
106 mt_962_use2011_last_save_rnk500_idxctrl 1.75 -11.49 202.46 123.24 202.46 34.85 -223.27 -253.53 -219.83
108 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 1.47 -11.77 202.18 122.97 202.18 34.57 -223.55 -253.81 -220.11
109 multin_zz1000_61004_idxctrl_zz1000_pv 1.45 -11.79 202.16 122.94 202.16 34.55 -223.57 -253.83 -220.14
110 multin_zz1000_61002_idxctrl_zz1000_pv 0.89 -12.35 201.60 122.38 201.60 33.99 -224.13 -254.39 -220.70
113 mt_961_use2021_last_save_rnk500_idxctrl -0.02 -13.26 200.69 121.47 200.69 33.08 -225.04 -255.30 -221.61
120 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -1.90 -15.14 198.81 119.59 198.81 31.19 -226.92 -257.18 -223.49
123 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -2.03 -15.27 198.68 119.46 198.68 31.07 -227.05 -257.31 -223.62
126 mt_962_use2016_best_save_rnk500_idxctrl -3.05 -16.29 197.66 118.44 197.66 30.05 -228.07 -258.33 -224.64
128 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -4.48 -17.72 196.23 117.01 196.23 28.62 -229.50 -259.76 -226.07
129 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -4.50 -17.74 196.21 116.99 196.21 28.60 -229.52 -259.78 -226.09
130 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -4.59 -17.83 196.11 116.90 196.11 28.50 -229.62 -259.87 -226.18
131 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -4.78 -18.01 195.93 116.72 195.93 28.32 -229.80 -260.05 -226.36
132 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -4.79 -18.03 195.92 116.70 195.92 28.31 -229.81 -260.07 -226.38
137 multin_zz1000_61001_idxctrl_pv_rm_blc -6.59 -19.83 194.12 114.90 194.12 26.51 -231.61 -261.87 -228.17
138 multin_zz1000_61001_idxctrl_pv -6.64 -19.88 194.07 114.85 194.06 26.45 -231.66 -261.92 -228.23
141 multin_zz1000_61001_idxctrl_50010002000_pv -7.28 -20.52 193.43 114.21 193.43 25.82 -232.30 -262.56 -228.87
142 multin_zz1000_61004_idxctrl_pv_rm_blc -9.30 -22.54 191.41 112.19 191.41 23.80 -234.32 -264.58 -230.89
143 multin_zz1000_61002_idxctrl_pv_rm_blc -9.30 -22.54 191.41 112.19 191.41 23.80 -234.32 -264.58 -230.89
144 multin_zz1000_61002_idxctrl_pv -9.35 -22.59 191.36 112.15 191.36 23.75 -234.37 -264.62 -230.93
145 multin_zz1000_61004_idxctrl_pv -9.35 -22.59 191.36 112.15 191.36 23.75 -234.37 -264.62 -230.93
148 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -9.65 -22.89 191.06 111.84 191.05 23.44 -234.67 -264.93 -231.24
149 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -10.38 -23.62 190.33 111.11 190.33 22.72 -235.40 -265.66 -231.97
151 mt_961_use2010_last_save_rnk500_idxctrl -11.18 -24.42 189.53 110.31 189.53 21.92 -236.20 -266.46 -232.77
154 multin_zz1000_61001_idxctrl_top3800_pv -11.78 -25.02 188.93 109.71 188.93 21.32 -236.80 -267.06 -233.37
157 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -12.67 -25.91 188.04 108.83 188.04 20.43 -237.69 -267.95 -234.25
158 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -13.50 -26.74 187.21 107.99 187.21 19.60 -238.52 -268.78 -235.08
161 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -14.37 -27.61 186.34 107.12 186.34 18.73 -239.39 -269.65 -235.96
162 multin_zz1000_61001_idxctrl_pv_rm_fnd -14.41 -27.65 186.30 107.09 186.30 18.69 -239.43 -269.68 -235.99
164 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -14.43 -27.67 186.28 107.06 186.28 18.67 -239.45 -269.71 -236.02
170 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -15.22 -28.46 185.49 106.27 185.49 17.88 -240.24 -270.50 -236.81
171 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -15.49 -28.73 185.22 106.00 185.22 17.61 -240.51 -270.77 -237.07
174 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -16.20 -29.44 184.51 105.29 184.51 16.90 -241.22 -271.48 -237.79
175 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -16.20 -29.44 184.51 105.29 184.51 16.90 -241.22 -271.48 -237.79
176 mt_961_use2020_last_save_rnk500_idxctrl -16.48 -29.72 184.23 105.01 184.23 16.62 -241.50 -271.76 -238.07
177 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -16.52 -29.76 184.19 104.97 184.19 16.58 -241.54 -271.80 -238.11
178 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -16.57 -29.81 184.14 104.93 184.14 16.53 -241.59 -271.84 -238.15
180 multin_zz1000_61004_idxctrl_pv_rm_fnd -17.09 -30.33 183.62 104.40 183.62 16.01 -242.11 -272.37 -238.68
181 multin_zz1000_61002_idxctrl_pv_rm_fnd -17.09 -30.33 183.62 104.40 183.62 16.01 -242.11 -272.37 -238.68
184 multin_zz1000_61004_idxctrl_50010002000_pv -17.67 -30.91 183.04 103.82 183.04 15.43 -242.69 -272.95 -239.25
186 mt_961_use2023_last_save_rnk500_idxctrl -17.80 -31.04 182.91 103.70 182.91 15.30 -242.82 -273.07 -239.38
187 mt_962_use2018_best_save_rnk500_idxctrl -17.84 -31.08 182.87 103.65 182.87 15.26 -242.86 -273.12 -239.43
188 multin_zz1000_61002_idxctrl_50010002000_pv -17.87 -31.11 182.84 103.62 182.84 15.23 -242.89 -273.15 -239.45
190 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -18.23 -31.47 182.47 103.26 182.47 14.86 -243.26 -273.51 -239.82
192 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -18.39 -31.63 182.32 103.10 182.32 14.71 -243.41 -273.67 -239.98
194 mt_962_use2010_last_save_rnk500_idxctrl -19.20 -32.44 181.51 102.29 181.51 13.90 -244.22 -274.48 -240.79
199 mt_961_use2020_best_save_rnk500_idxctrl -20.28 -33.52 180.43 101.21 180.43 12.82 -245.30 -275.56 -241.87
200 multin_zz1000_61004_idxctrl_top3800_pv -20.48 -33.72 180.23 101.01 180.23 12.62 -245.50 -275.76 -242.07
201 multin_zz1000_61002_idxctrl_top3800_pv -20.53 -33.77 180.18 100.96 180.18 12.57 -245.55 -275.81 -242.12
204 mt_961_use2022_last_save_rnk500_idxctrl -21.08 -34.32 179.63 100.41 179.63 12.02 -246.10 -276.36 -242.67
212 mt_961_use2014_best_save_rnk500_idxctrl -23.24 -36.48 177.47 98.26 177.47 9.86 -248.26 -278.51 -244.82
214 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -24.67 -37.91 176.04 96.82 176.04 8.43 -249.69 -279.95 -246.26
217 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -26.02 -39.26 174.69 95.48 174.69 7.08 -251.04 -281.29 -247.60
228 mt_961_use2010_best_save_rnk500_idxctrl -27.33 -40.57 173.38 94.16 173.38 5.77 -252.35 -282.61 -248.92
229 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -27.68 -40.92 173.03 93.81 173.03 5.42 -252.70 -282.96 -249.27
234 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -28.91 -42.15 171.80 92.59 171.80 4.19 -253.93 -284.18 -250.49
244 mt_961_use2015_last_save_rnk500_idxctrl -31.77 -45.01 168.94 89.72 168.94 1.33 -256.79 -287.05 -253.35
246 mt_961_use2015_best_save_rnk500_idxctrl -32.38 -45.62 168.33 89.11 168.33 0.72 -257.40 -287.66 -253.97
248 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -32.60 -45.84 168.11 88.90 168.11 0.50 -257.62 -287.87 -254.18
249 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -32.79 -46.03 167.92 88.70 167.92 0.31 -257.81 -288.07 -254.38
253 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -34.08 -47.32 166.63 87.41 166.63 -0.98 -259.10 -289.36 -255.66
254 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -34.38 -47.61 166.33 87.12 166.33 -1.28 -259.40 -289.65 -255.96
255 mt_961_use2014_last_save_rnk500_idxctrl -34.66 -47.90 166.05 86.83 166.05 -1.56 -259.68 -289.94 -256.24
257 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -35.13 -48.37 165.58 86.36 165.58 -2.03 -260.15 -290.41 -256.71
260 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -35.42 -48.66 165.29 86.07 165.29 -2.32 -260.44 -290.70 -257.00
269 mt_962_use2010_best_save_rnk500_idxctrl -36.45 -49.69 164.26 85.04 164.26 -3.35 -261.47 -291.73 -258.04
274 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -36.65 -49.89 164.06 84.85 164.06 -3.55 -261.67 -291.92 -258.23
277 mt_961_use2011_best_save_rnk500_idxctrl -36.78 -50.02 163.93 84.71 163.93 -3.68 -261.80 -292.06 -258.37
278 mt_961_use2024_best_save_rnk500_idxctrl -36.79 -50.03 163.92 84.71 163.92 -3.69 -261.81 -292.07 -258.37
283 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -37.04 -50.28 163.67 84.45 163.67 -3.94 -262.06 -292.32 -258.63
286 mt_962_use2011_best_save_rnk500_idxctrl -37.31 -50.55 163.39 84.18 163.39 -4.22 -262.34 -292.59 -258.90
291 mt_961_use2024_last_save_rnk500_idxctrl -38.11 -51.35 162.60 83.38 162.60 -5.01 -263.13 -293.39 -259.70
294 mt_962_use2018_last_save_rnk500_idxctrl -38.47 -51.71 162.24 83.02 162.24 -5.37 -263.49 -293.75 -260.06
306 mt_961_use2013_last_save_rnk500_idxctrl -39.79 -53.03 160.92 81.70 160.92 -6.70 -264.81 -295.07 -261.38
348 mt_961_use2012_last_save_rnk500_idxctrl -46.44 -59.68 154.27 75.05 154.27 -13.34 -271.46 -301.72 -268.03
360 mt_961_use2012_best_save_rnk500_idxctrl -50.63 -63.87 150.08 70.87 150.08 -17.53 -275.65 -305.90 -272.21
367 mt_961_use2011_last_save_rnk500_idxctrl -52.07 -65.31 148.64 69.42 148.64 -18.97 -277.09 -307.35 -273.66
377 mt_961_use2023_best_save_rnk500_idxctrl -54.72 -67.96 145.99 66.78 145.99 -21.62 -279.74 -309.99 -276.30
384 mt_961_use2009_best_save_rnk500_idxctrl -56.60 -69.84 144.10 64.89 144.10 -23.51 -281.63 -311.88 -278.19
385 mt_962_use2009_best_save_rnk500_idxctrl -57.04 -70.28 143.67 64.45 143.67 -23.94 -282.06 -312.32 -278.63
387 mt_962_use2009_last_save_rnk500_idxctrl -57.11 -70.35 143.60 64.38 143.60 -24.01 -282.13 -312.39 -278.69
400 mt_961_use2019_last_save_rnk500_idxctrl -60.66 -73.90 140.05 60.83 140.05 -27.56 -285.68 -315.94 -282.24
407 mt_961_use2009_last_save_rnk500_idxctrl -61.76 -75.00 138.95 59.74 138.95 -28.66 -286.78 -317.03 -283.34
410 mt_961_use2017_last_save_rnk500_idxctrl -62.54 -75.78 138.17 58.95 138.17 -29.44 -287.56 -317.82 -284.13
414 mt_961_use2016_best_save_rnk500_idxctrl -63.09 -76.33 137.62 58.40 137.62 -29.99 -288.11 -318.37 -284.68
429 mt_961_use2008_last_save_rnk500_idxctrl -67.36 -80.60 133.35 54.14 133.35 -34.26 -292.38 -322.64 -288.94
431 mt_961_use2017_best_save_rnk500_idxctrl -67.49 -80.73 133.22 54.00 133.22 -34.39 -292.51 -322.77 -289.08
433 mt_962_use2008_best_save_rnk500_idxctrl -68.00 -81.24 132.71 53.50 132.71 -34.90 -293.02 -323.27 -289.58
442 mt_961_use2019_best_save_rnk500_idxctrl -70.01 -83.25 130.70 51.48 130.70 -36.91 -295.03 -325.29 -291.60
443 mt_961_use2016_last_save_rnk500_idxctrl -70.47 -83.71 130.24 51.03 130.24 -37.37 -295.49 -325.74 -292.05
455 mt_962_use2008_last_save_rnk500_idxctrl -74.00 -87.24 126.71 47.49 126.71 -40.90 -299.02 -329.28 -295.59
457 mt_961_use2008_best_save_rnk500_idxctrl -74.50 -87.74 126.21 46.99 126.21 -41.40 -299.52 -329.78 -296.08
490 mt_961_use2018_last_save_rnk500_idxctrl -87.97 -101.21 112.74 33.52 112.74 -54.87 -312.99 -343.25 -309.55
502 mt_961_use2018_best_save_rnk500_idxctrl -96.81 -110.05 103.90 24.68 103.90 -63.71 -321.83 -352.09 -318.39