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_20250818_151523
44 mt_962_use2020_best_save_rnk500_idxctrl 53.09 73.37 229.29 126.20 229.30 53.93 -365.72 -364.77 -383.90
53 mt_962_use2015_best_save_rnk500_idxctrl 43.89 64.17 220.09 117.00 220.10 44.73 -374.92 -373.97 -393.10
72 mt_962_use2021_best_save_rnk500_idxctrl 32.21 52.49 208.41 105.31 208.41 33.05 -386.61 -385.66 -404.78
74 mt_962_use2022_best_save_rnk500_idxctrl 31.42 51.70 207.62 104.52 207.62 32.26 -387.40 -386.45 -405.57
80 mt_962_use2022_last_save_rnk500_idxctrl 29.35 49.63 205.55 102.46 205.55 30.19 -389.46 -388.51 -407.64
92 mt_962_use2020_last_save_rnk500_idxctrl 21.47 41.75 197.67 94.58 197.67 22.31 -397.35 -396.40 -415.52
104 mt_962_use2012_best_save_rnk500_idxctrl 16.31 36.59 192.51 89.42 192.51 17.15 -402.50 -401.55 -420.68
106 mt_961_use2013_best_save_rnk500_idxctrl 15.65 35.93 191.85 88.76 191.85 16.49 -403.16 -402.21 -421.34
111 mt_962_use2023_best_save_rnk500_idxctrl 13.71 33.99 189.91 86.82 189.91 14.55 -405.10 -404.15 -423.28
114 mt_962_use2014_best_save_rnk500_idxctrl 11.58 31.86 187.78 84.69 187.79 12.42 -407.23 -406.28 -425.41
117 mt_962_use2013_best_save_rnk500_idxctrl 10.10 30.38 186.31 83.21 186.31 10.94 -408.71 -407.76 -426.89
118 mt_962_use2014_last_save_rnk500_idxctrl 9.11 29.39 185.31 82.21 185.31 9.95 -409.71 -408.76 -427.88
121 mt_962_use2023_last_save_rnk500_idxctrl 8.73 29.01 184.94 81.84 184.94 9.57 -410.08 -409.13 -428.26
123 mt_962_use2017_best_save_rnk500_idxctrl 7.54 27.82 183.74 80.65 183.74 8.38 -411.28 -410.33 -429.45
124 mt_962_use2024_last_save_rnk500_idxctrl 7.29 27.56 183.49 80.39 183.49 8.13 -411.53 -410.58 -429.71
128 mt_962_use2019_best_save_rnk500_idxctrl 5.69 25.97 181.89 78.80 181.89 6.53 -413.13 -412.18 -431.30
143 mt_962_use2021_last_save_rnk500_idxctrl 0.60 20.88 176.80 73.71 176.80 1.44 -418.22 -417.26 -436.39
145 mt_962_use2013_last_save_rnk500_idxctrl -0.17 20.10 176.03 72.93 176.03 0.67 -418.99 -418.04 -437.17
147 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -1.71 18.57 174.49 71.40 174.49 -0.87 -420.52 -419.57 -438.70
148 mt_962_use2012_last_save_rnk500_idxctrl -1.75 18.52 174.45 71.35 174.45 -0.91 -420.57 -419.62 -438.75
150 mt_962_use2024_best_save_rnk500_idxctrl -2.10 18.18 174.10 71.01 174.10 -1.26 -420.91 -419.96 -439.09
152 multin_zz1000_61001_idxctrl_50010002000_pv -2.38 17.90 173.82 70.73 173.82 -1.54 -421.20 -420.25 -439.37
159 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -5.92 14.36 170.28 67.19 170.28 -5.08 -424.73 -423.78 -442.91
161 multin_zz1000_61001_idxctrl_top3800_pv -6.28 14.00 169.93 66.83 169.93 -5.44 -425.09 -424.14 -443.27
168 mt_962_use2019_last_save_rnk500_idxctrl -9.68 10.60 166.52 63.43 166.52 -8.84 -428.50 -427.55 -446.67
170 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -11.16 9.12 165.04 61.94 165.04 -10.32 -429.98 -429.03 -448.16
172 mt_961_use2021_best_save_rnk500_idxctrl -12.28 7.99 163.92 60.82 163.92 -11.44 -431.10 -430.15 -449.28
175 multin_zz1000_61002_idxctrl_50010002000_pv -12.87 7.41 163.33 60.24 163.33 -12.03 -431.69 -430.73 -449.86
178 mt_962_use2015_last_save_rnk500_idxctrl -14.60 5.67 161.60 58.50 161.60 -13.76 -433.42 -432.47 -451.60
182 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -14.97 5.31 161.24 58.14 161.24 -14.13 -433.78 -432.83 -451.96
184 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -15.18 5.10 161.02 57.93 161.02 -14.34 -434.00 -433.04 -452.17
188 multin_zz1000_61004_idxctrl_50010002000_pv -16.22 4.06 159.98 56.89 159.98 -15.38 -435.03 -434.08 -453.21
190 multin_zz1000_61002_idxctrl_top3800_pv -16.53 3.75 159.67 56.57 159.67 -15.69 -435.35 -434.40 -453.52
191 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -16.70 3.58 159.50 56.41 159.50 -15.86 -435.52 -434.57 -453.69
192 mt_962_use2017_last_save_rnk500_idxctrl -16.91 3.37 159.30 56.20 159.30 -16.07 -435.72 -434.77 -453.90
197 multin_zz1000_61004_idxctrl_top3800_pv -17.88 2.40 158.32 55.22 158.32 -17.04 -436.70 -435.75 -454.87
205 mt_961_use2014_best_save_rnk500_idxctrl -20.04 0.24 156.16 53.07 156.16 -19.20 -438.86 -437.91 -457.03
220 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -24.53 -4.26 151.67 48.57 151.67 -23.69 -443.35 -442.40 -461.53
222 multin_zz1000_61001_idxctrl_zz1000_pv -25.59 -5.31 150.61 47.52 150.61 -24.75 -444.40 -443.45 -462.58
225 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -26.25 -5.97 149.95 46.86 149.95 -25.41 -445.07 -444.12 -463.24
226 mt_961_use2015_best_save_rnk500_idxctrl -26.29 -6.01 149.91 46.81 149.91 -25.45 -445.11 -444.16 -463.29
227 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -26.34 -6.06 149.86 46.76 149.86 -25.50 -445.16 -444.21 -463.33
235 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -27.37 -7.09 148.84 45.74 148.84 -26.53 -446.18 -445.23 -464.36
236 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -27.66 -7.38 148.54 45.45 148.54 -26.82 -446.48 -445.53 -464.65
239 multin_zz1000_61002_idxctrl_zz1000_pv -28.38 -8.10 147.82 44.73 147.82 -27.54 -447.19 -446.24 -465.37
240 multin_zz1000_61004_idxctrl_zz1000_pv -28.72 -8.44 147.48 44.39 147.48 -27.88 -447.53 -446.58 -465.71
244 mt_961_use2010_last_save_rnk500_idxctrl -29.60 -9.32 146.60 43.51 146.60 -28.76 -448.41 -447.46 -466.59
247 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -30.31 -10.03 145.89 42.79 145.89 -29.47 -449.13 -448.18 -467.30
249 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -30.45 -10.17 145.75 42.66 145.76 -29.61 -449.26 -448.31 -467.44
252 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -31.79 -11.51 144.41 41.32 144.41 -30.95 -450.60 -449.65 -468.78
256 mt_962_use2018_best_save_rnk500_idxctrl -32.43 -12.15 143.78 40.68 143.78 -31.59 -451.24 -450.29 -469.42
262 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -33.63 -13.35 142.57 39.48 142.57 -32.79 -452.44 -451.49 -470.62
267 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -34.43 -14.15 141.77 38.68 141.78 -33.59 -453.24 -452.29 -471.42
272 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -35.35 -15.07 140.85 37.75 140.85 -34.51 -454.17 -453.22 -472.34
274 mt_961_use2013_last_save_rnk500_idxctrl -35.75 -15.47 140.45 37.36 140.45 -34.91 -454.56 -453.61 -472.74
276 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -35.88 -15.61 140.32 37.22 140.32 -35.05 -454.70 -453.75 -472.88
278 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -36.27 -15.99 139.93 36.84 139.93 -35.43 -455.08 -454.13 -473.26
280 mt_961_use2020_last_save_rnk500_idxctrl -36.43 -16.15 139.77 36.68 139.77 -35.59 -455.24 -454.29 -473.42
281 mt_961_use2022_best_save_rnk500_idxctrl -36.56 -16.28 139.64 36.54 139.64 -35.72 -455.38 -454.43 -473.55
282 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -36.62 -16.34 139.58 36.48 139.58 -35.78 -455.44 -454.49 -473.61
286 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -37.54 -17.27 138.66 35.56 138.66 -36.70 -456.36 -455.41 -474.54
287 multin_zz1000_61001_idxctrl_pv_rm_blc -38.19 -17.91 138.01 34.92 138.01 -37.35 -457.01 -456.06 -475.18
288 mt_962_use2016_last_save_rnk500_idxctrl -38.65 -18.37 137.55 34.46 137.55 -37.81 -457.47 -456.52 -475.64
290 multin_zz1000_61001_idxctrl_pv -39.01 -18.73 137.19 34.10 137.20 -38.17 -457.82 -456.87 -476.00
291 mt_961_use2020_best_save_rnk500_idxctrl -39.66 -19.38 136.54 33.45 136.54 -38.82 -458.47 -457.52 -476.65
294 multin_zz1000_61004_idxctrl_pv_rm_blc -40.53 -20.25 135.67 32.58 135.68 -39.69 -459.34 -458.39 -477.52
295 multin_zz1000_61002_idxctrl_pv_rm_blc -40.53 -20.25 135.67 32.58 135.68 -39.69 -459.34 -458.39 -477.52
297 multin_zz1000_61002_idxctrl_pv -41.29 -21.01 134.91 31.82 134.91 -40.45 -460.10 -459.15 -478.28
298 multin_zz1000_61004_idxctrl_pv -41.29 -21.01 134.91 31.82 134.91 -40.45 -460.10 -459.15 -478.28
301 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -42.38 -22.10 133.82 30.73 133.82 -41.54 -461.20 -460.25 -479.37
303 mt_961_use2011_best_save_rnk500_idxctrl -43.14 -22.86 133.06 29.97 133.07 -42.30 -461.95 -461.00 -480.13
312 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -44.56 -24.29 131.64 28.54 131.64 -43.72 -463.38 -462.43 -481.56
318 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -45.18 -24.91 131.02 27.92 131.02 -44.35 -464.00 -463.05 -482.18
322 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -45.60 -25.33 130.60 27.50 130.60 -44.76 -464.42 -463.47 -482.60
326 mt_961_use2014_last_save_rnk500_idxctrl -46.71 -26.43 129.49 26.40 129.50 -45.87 -465.52 -464.57 -483.70
328 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -47.15 -26.87 129.05 25.96 129.05 -46.31 -465.96 -465.01 -484.14
330 mt_961_use2010_best_save_rnk500_idxctrl -47.38 -27.10 128.83 25.73 128.83 -46.54 -466.19 -465.24 -484.37
331 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -47.53 -27.25 128.67 25.57 128.67 -46.69 -466.35 -465.40 -484.53
333 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -48.16 -27.88 128.04 24.95 128.05 -47.32 -466.97 -466.02 -485.15
337 multin_zz500_61001_idxctrl_zz500_pv -49.71 -29.44 126.49 23.39 126.49 -48.87 -468.53 -467.58 -486.71
341 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -51.10 -30.82 125.10 22.01 125.10 -50.26 -469.91 -468.96 -488.09
342 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -51.13 -30.85 125.07 21.97 125.07 -50.29 -469.95 -469.00 -488.13
348 multin_zz500_61004_idxctrl_zz500_pv -52.53 -32.26 123.67 20.57 123.67 -51.69 -471.35 -470.40 -489.53
349 multin_zz500_61002_idxctrl_zz500_pv -52.57 -32.29 123.63 20.54 123.63 -51.73 -471.38 -470.43 -489.56
350 mt_961_use2022_last_save_rnk500_idxctrl -52.96 -32.68 123.24 20.15 123.24 -52.12 -471.78 -470.82 -489.95
357 mt_961_use2015_last_save_rnk500_idxctrl -55.13 -34.85 121.08 17.98 121.08 -54.29 -473.94 -472.99 -492.12
374 multin_zz1000_61001_idxctrl_pv_rm_fnd -59.75 -39.47 116.45 13.36 116.45 -58.91 -478.56 -477.61 -496.74
375 mt_961_use2021_last_save_rnk500_idxctrl -59.95 -39.67 116.25 13.15 116.25 -59.11 -478.77 -477.82 -496.95
377 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -61.02 -40.74 115.18 12.08 115.18 -60.18 -479.84 -478.89 -498.01
379 multin_zz1000_61002_idxctrl_pv_rm_fnd -61.47 -41.20 114.73 11.63 114.73 -60.63 -480.29 -479.34 -498.47
380 multin_zz1000_61004_idxctrl_pv_rm_fnd -61.47 -41.20 114.73 11.63 114.73 -60.63 -480.29 -479.34 -498.47
382 mt_962_use2016_best_save_rnk500_idxctrl -62.12 -41.85 114.08 10.98 114.08 -61.28 -480.94 -479.99 -499.12
387 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -62.65 -42.37 113.55 10.46 113.55 -61.81 -481.47 -480.52 -499.64
388 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -62.65 -42.37 113.55 10.46 113.55 -61.81 -481.47 -480.52 -499.64
389 mt_961_use2019_last_save_rnk500_idxctrl -63.00 -42.72 113.20 10.10 113.20 -62.16 -481.82 -480.87 -499.99
391 mt_962_use2010_last_save_rnk500_idxctrl -63.80 -43.52 112.40 9.30 112.40 -62.96 -482.62 -481.67 -500.79
397 mt_961_use2023_last_save_rnk500_idxctrl -68.22 -47.94 107.98 4.89 107.98 -67.38 -487.04 -486.09 -505.21
399 mt_961_use2019_best_save_rnk500_idxctrl -68.53 -48.25 107.67 4.57 107.67 -67.69 -487.35 -486.40 -505.52
401 mt_962_use2018_last_save_rnk500_idxctrl -68.91 -48.63 107.30 4.20 107.30 -68.07 -487.72 -486.77 -505.90
402 mt_961_use2024_last_save_rnk500_idxctrl -69.10 -48.82 107.10 4.01 107.10 -68.26 -487.92 -486.97 -506.09
403 mt_961_use2024_best_save_rnk500_idxctrl -69.18 -48.90 107.02 3.93 107.02 -68.34 -487.99 -487.04 -506.17
419 mt_962_use2011_last_save_rnk500_idxctrl -74.53 -54.25 101.67 -1.42 101.68 -73.69 -493.34 -492.39 -511.52
436 mt_961_use2011_last_save_rnk500_idxctrl -78.15 -57.87 98.05 -5.05 98.05 -77.31 -496.97 -496.02 -515.14
437 mt_961_use2012_best_save_rnk500_idxctrl -78.47 -58.19 97.73 -5.36 97.73 -77.63 -497.28 -496.33 -515.46
440 mt_962_use2011_best_save_rnk500_idxctrl -79.52 -59.24 96.69 -6.41 96.69 -78.68 -498.33 -497.38 -516.51
443 mt_961_use2008_last_save_rnk500_idxctrl -79.60 -59.32 96.60 -6.49 96.60 -78.76 -498.41 -497.46 -516.59
448 mt_961_use2009_best_save_rnk500_idxctrl -80.76 -60.49 95.44 -7.66 95.44 -79.92 -499.58 -498.63 -517.76
452 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -82.90 -62.63 93.30 -9.80 93.30 -82.06 -501.72 -500.77 -519.90
454 mt_961_use2012_last_save_rnk500_idxctrl -83.77 -63.50 92.43 -10.67 92.43 -82.93 -502.59 -501.64 -520.77
455 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -84.01 -63.74 92.19 -10.91 92.19 -83.17 -502.83 -501.88 -521.01
456 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -84.49 -64.22 91.71 -11.39 91.71 -83.65 -503.31 -502.36 -521.49
462 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -85.40 -65.12 90.80 -12.29 90.80 -84.56 -504.22 -503.26 -522.39
464 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -85.57 -65.30 90.63 -12.47 90.63 -84.73 -504.39 -503.44 -522.57
468 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -86.43 -66.15 89.77 -13.32 89.77 -85.59 -505.24 -504.29 -523.42
471 mt_962_use2010_best_save_rnk500_idxctrl -86.61 -66.33 89.59 -13.51 89.59 -85.77 -505.43 -504.48 -523.61
472 mt_961_use2009_last_save_rnk500_idxctrl -86.89 -66.62 89.31 -13.79 89.31 -86.06 -505.71 -504.76 -523.89
473 mt_961_use2023_best_save_rnk500_idxctrl -88.20 -67.92 88.00 -15.10 88.00 -87.36 -507.02 -506.07 -525.19
480 mt_961_use2017_last_save_rnk500_idxctrl -91.10 -70.82 85.10 -17.99 85.10 -90.26 -509.91 -508.96 -528.09
482 mt_961_use2008_best_save_rnk500_idxctrl -91.55 -71.27 84.66 -18.44 84.66 -90.71 -510.36 -509.41 -528.54
486 mt_961_use2016_best_save_rnk500_idxctrl -93.46 -73.18 82.74 -20.35 82.75 -92.62 -512.27 -511.32 -530.45
498 mt_961_use2017_best_save_rnk500_idxctrl -97.03 -76.75 79.18 -23.92 79.18 -96.19 -515.84 -514.89 -534.02
506 mt_961_use2016_last_save_rnk500_idxctrl -101.30 -81.02 74.90 -28.19 74.90 -100.46 -520.11 -519.16 -538.29
507 mt_962_use2008_last_save_rnk500_idxctrl -101.43 -81.15 74.77 -28.33 74.77 -100.59 -520.25 -519.30 -538.42
508 mt_962_use2009_best_save_rnk500_idxctrl -102.62 -82.34 73.58 -29.52 73.58 -101.78 -521.44 -520.49 -539.62
509 mt_962_use2008_best_save_rnk500_idxctrl -103.21 -82.93 72.99 -30.11 72.99 -102.37 -522.03 -521.08 -540.21
510 mt_962_use2009_last_save_rnk500_idxctrl -103.65 -83.37 72.56 -30.54 72.56 -102.81 -522.46 -521.51 -540.64
520 mt_961_use2018_last_save_rnk500_idxctrl -129.12 -108.84 47.08 -56.02 47.08 -128.28 -547.94 -546.99 -566.12
522 mt_961_use2018_best_save_rnk500_idxctrl -131.81 -111.53 44.39 -58.70 44.39 -130.97 -550.62 -549.67 -568.80