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_20250820_200518
7 mt_961_use2013_best_save_rnk500_idxctrl 99.56 71.12 151.96 70.13 151.96 80.58 67.63 79.30 115.74
8 mt_961_use2020_last_save_rnk500_idxctrl 94.83 66.39 147.23 65.40 147.23 75.85 62.89 74.57 111.01
9 mt_961_use2020_best_save_rnk500_idxctrl 94.48 66.04 146.88 65.05 146.88 75.50 62.55 74.22 110.66
11 mt_962_use2020_last_save_rnk500_idxctrl 85.85 57.41 138.25 56.42 138.25 66.87 53.91 65.59 102.03
12 mt_961_use2019_last_save_rnk500_idxctrl 85.29 56.85 137.69 55.86 137.69 66.31 53.36 65.03 101.47
13 mt_962_use2024_best_save_rnk500_idxctrl 84.09 55.65 136.49 54.66 136.49 65.11 52.15 63.82 100.27
15 mt_962_use2018_last_save_rnk500_idxctrl 83.23 54.79 135.63 53.80 135.63 64.25 51.29 62.97 99.41
16 mt_962_use2015_best_save_rnk500_idxctrl 81.33 52.90 133.74 51.91 133.74 62.36 49.40 61.07 97.51
17 mt_962_use2019_best_save_rnk500_idxctrl 81.25 52.82 133.66 51.83 133.66 62.28 49.32 60.99 97.43
18 mt_962_use2021_best_save_rnk500_idxctrl 81.02 52.58 133.42 51.59 133.42 62.04 49.08 60.76 97.20
20 mt_962_use2019_last_save_rnk500_idxctrl 80.22 51.79 132.63 50.80 132.63 61.25 48.29 59.96 96.40
21 mt_962_use2024_last_save_rnk500_idxctrl 80.16 51.72 132.56 50.73 132.56 61.18 48.22 59.90 96.34
22 mt_961_use2019_best_save_rnk500_idxctrl 80.14 51.71 132.55 50.72 132.55 61.17 48.21 59.88 96.32
23 mt_962_use2018_best_save_rnk500_idxctrl 79.92 51.48 132.32 50.49 132.32 60.94 47.98 59.65 96.10
24 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 78.52 50.09 130.93 49.10 130.93 59.55 46.59 58.26 94.70
25 mt_961_use2021_best_save_rnk500_idxctrl 78.41 49.98 130.82 48.99 130.82 59.44 46.48 58.15 94.59
27 mt_962_use2015_last_save_rnk500_idxctrl 77.94 49.50 130.34 48.51 130.34 58.96 46.00 57.68 94.12
28 mt_962_use2017_best_save_rnk500_idxctrl 77.85 49.42 130.26 48.43 130.26 58.88 45.92 57.59 94.03
29 mt_961_use2022_best_save_rnk500_idxctrl 77.36 48.93 129.77 47.94 129.77 58.39 45.43 57.10 93.54
30 mt_962_use2022_best_save_rnk500_idxctrl 76.49 48.05 128.89 47.06 128.89 57.51 44.55 56.23 92.67
31 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 76.38 47.95 128.79 46.96 128.79 57.41 44.45 56.12 92.56
32 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 76.32 47.88 128.72 46.89 128.72 57.34 44.38 56.06 92.50
33 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 76.22 47.79 128.63 46.80 128.63 57.25 44.29 55.96 92.40
34 mt_962_use2020_best_save_rnk500_idxctrl 75.94 47.50 128.34 46.51 128.34 56.96 44.00 55.67 92.12
35 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 75.39 46.95 127.79 45.96 127.79 56.41 43.45 55.13 91.57
37 mt_962_use2016_last_save_rnk500_idxctrl 74.33 45.90 126.74 44.91 126.74 55.36 42.40 54.07 90.51
38 multin_zz1000_61001_idxctrl_pv_rm_fnd 74.27 45.83 126.67 44.84 126.67 55.29 42.34 54.01 90.45
39 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 74.20 45.76 126.60 44.77 126.60 55.22 42.26 53.94 90.38
40 mt_962_use2021_last_save_rnk500_idxctrl 74.14 45.70 126.54 44.71 126.54 55.16 42.20 53.87 90.32
41 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 73.98 45.54 126.38 44.55 126.38 55.00 42.04 53.71 90.16
42 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 73.48 45.04 125.88 44.05 125.88 54.50 41.54 53.22 89.66
43 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 73.26 44.82 125.67 43.83 125.66 54.28 41.33 53.00 89.44
44 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 73.26 44.82 125.67 43.83 125.66 54.28 41.33 53.00 89.44
46 mt_961_use2017_last_save_rnk500_idxctrl 73.08 44.64 125.48 43.65 125.48 54.10 41.14 52.82 89.26
47 mt_962_use2017_last_save_rnk500_idxctrl 72.75 44.31 125.15 43.32 125.15 53.77 40.81 52.49 88.93
49 multin_zz1000_61004_idxctrl_pv_rm_fnd 72.13 43.69 124.54 42.70 124.53 53.15 40.20 51.87 88.31
50 multin_zz1000_61002_idxctrl_pv_rm_fnd 72.13 43.69 124.54 42.70 124.53 53.15 40.20 51.87 88.31
52 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 71.70 43.27 124.11 42.28 124.11 52.73 39.77 51.44 87.88
54 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 71.60 43.16 124.00 42.17 124.00 52.62 39.66 51.34 87.78
55 mt_961_use2012_best_save_rnk500_idxctrl 71.18 42.75 123.59 41.76 123.59 52.21 39.25 50.92 87.36
56 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 71.14 42.71 123.55 41.72 123.55 52.17 39.21 50.88 87.32
57 multin_zz500_61001_idxctrl_zz500_pv 70.97 42.53 123.37 41.54 123.37 51.99 39.04 50.71 87.15
58 mt_962_use2022_last_save_rnk500_idxctrl 70.91 42.47 123.31 41.48 123.31 51.93 38.97 50.65 87.09
59 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 70.79 42.35 123.19 41.36 123.19 51.81 38.86 50.53 86.97
60 mt_962_use2010_last_save_rnk500_idxctrl 70.76 42.32 123.16 41.33 123.16 51.78 38.82 50.50 86.94
66 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 70.07 41.63 122.47 40.64 122.47 51.09 38.13 49.81 86.25
67 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 69.91 41.47 122.31 40.48 122.31 50.93 37.97 49.64 86.09
68 mt_961_use2017_best_save_rnk500_idxctrl 69.27 40.83 121.67 39.84 121.67 50.29 37.33 49.01 85.45
69 multin_zz500_61004_idxctrl_zz500_pv 69.27 40.83 121.67 39.84 121.67 50.29 37.33 49.00 85.45
70 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 69.25 40.82 121.66 39.83 121.66 50.28 37.32 48.99 85.43
71 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 69.06 40.63 121.47 39.64 121.47 50.09 37.13 48.80 85.24
73 multin_zz500_61002_idxctrl_zz500_pv 68.66 40.23 121.07 39.24 121.07 49.69 36.73 48.40 84.84
75 mt_961_use2010_best_save_rnk500_idxctrl 67.71 39.28 120.12 38.29 120.12 48.74 35.78 47.45 83.89
78 mt_962_use2011_best_save_rnk500_idxctrl 67.01 38.57 119.41 37.58 119.41 48.03 35.07 46.74 83.19
79 mt_962_use2016_best_save_rnk500_idxctrl 66.42 37.98 118.82 36.99 118.82 47.44 34.48 46.16 82.60
80 mt_962_use2011_last_save_rnk500_idxctrl 65.11 36.67 117.51 35.68 117.51 46.13 33.17 44.85 81.29
81 mt_961_use2013_last_save_rnk500_idxctrl 64.94 36.50 117.34 35.51 117.34 45.96 33.00 44.68 81.12
82 mt_962_use2023_best_save_rnk500_idxctrl 63.75 35.31 116.15 34.32 116.15 44.77 31.81 43.49 79.93
85 mt_962_use2009_best_save_rnk500_idxctrl 62.56 34.13 114.97 33.14 114.97 43.59 30.63 42.30 78.74
86 mt_961_use2012_last_save_rnk500_idxctrl 61.92 33.48 114.32 32.49 114.32 42.94 29.98 41.65 78.10
89 mt_961_use2008_best_save_rnk500_idxctrl 61.68 33.25 114.09 32.26 114.09 42.71 29.75 41.42 77.86
90 mt_961_use2022_last_save_rnk500_idxctrl 61.43 33.00 113.84 32.01 113.84 42.46 29.50 41.17 77.61
91 mt_962_use2009_last_save_rnk500_idxctrl 61.34 32.90 113.75 31.91 113.74 42.36 29.41 41.08 77.52
92 mt_962_use2013_last_save_rnk500_idxctrl 61.29 32.85 113.69 31.86 113.69 42.31 29.35 41.03 77.47
93 mt_962_use2008_best_save_rnk500_idxctrl 60.98 32.54 113.38 31.55 113.38 42.00 29.04 40.72 77.16
94 mt_961_use2018_last_save_rnk500_idxctrl 60.93 32.49 113.33 31.50 113.33 41.95 28.99 40.67 77.11
95 multin_zz1000_61001_idxctrl_pv_rm_blc 60.58 32.14 112.98 31.15 112.98 41.60 28.64 40.32 76.76
96 mt_961_use2009_best_save_rnk500_idxctrl 60.46 32.03 112.87 31.04 112.87 41.49 28.53 40.20 76.64
97 mt_961_use2010_last_save_rnk500_idxctrl 60.39 31.96 112.80 30.97 112.80 41.42 28.46 40.13 76.57
98 mt_961_use2008_last_save_rnk500_idxctrl 60.32 31.88 112.72 30.89 112.72 41.34 28.38 40.06 76.50
99 mt_961_use2011_last_save_rnk500_idxctrl 60.05 31.61 112.45 30.62 112.45 41.07 28.11 39.79 76.23
100 multin_zz1000_61001_idxctrl_pv 59.99 31.56 112.40 30.57 112.40 41.02 28.06 39.73 76.17
101 mt_961_use2009_last_save_rnk500_idxctrl 59.99 31.55 112.39 30.56 112.39 41.01 28.05 39.73 76.17
102 multin_zz1000_61002_idxctrl_pv_rm_blc 59.49 31.05 111.89 30.06 111.89 40.51 27.55 39.23 75.67
103 multin_zz1000_61004_idxctrl_pv_rm_blc 59.49 31.05 111.89 30.06 111.89 40.51 27.55 39.23 75.67
104 mt_961_use2021_last_save_rnk500_idxctrl 59.41 30.97 111.81 29.98 111.81 40.43 27.47 39.15 75.59
105 mt_962_use2023_last_save_rnk500_idxctrl 59.09 30.65 111.49 29.66 111.49 40.11 27.15 38.83 75.27
107 multin_zz1000_61002_idxctrl_pv 58.83 30.40 111.24 29.41 111.24 39.86 26.90 38.57 75.01
108 multin_zz1000_61004_idxctrl_pv 58.83 30.40 111.24 29.41 111.24 39.86 26.90 38.57 75.01
109 mt_961_use2018_best_save_rnk500_idxctrl 58.47 30.03 110.87 29.04 110.87 39.49 26.53 38.21 74.65
112 mt_961_use2016_last_save_rnk500_idxctrl 57.69 29.26 110.10 28.27 110.10 38.72 25.76 37.43 73.87
113 mt_962_use2008_last_save_rnk500_idxctrl 57.57 29.13 109.97 28.14 109.97 38.59 25.63 37.31 73.75
118 mt_961_use2016_best_save_rnk500_idxctrl 56.72 28.28 109.12 27.29 109.12 37.74 24.78 36.45 72.90
129 mt_961_use2024_last_save_rnk500_idxctrl 53.88 25.45 106.29 24.46 106.29 34.91 21.95 33.62 70.06
131 mt_962_use2012_last_save_rnk500_idxctrl 53.69 25.25 106.09 24.26 106.09 34.71 21.75 33.42 69.87
133 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 53.09 24.65 105.49 23.66 105.49 34.11 21.15 32.83 69.27
134 multin_zz1000_61002_idxctrl_zz1000_pv 52.94 24.50 105.34 23.51 105.34 33.96 21.00 32.67 69.12
135 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 52.74 24.30 105.15 23.31 105.14 33.77 20.81 32.48 68.92
136 multin_zz1000_61001_idxctrl_zz1000_pv 52.73 24.30 105.14 23.31 105.14 33.76 20.80 32.47 68.91
137 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 52.69 24.26 105.10 23.26 105.10 33.72 20.76 32.43 68.87
139 multin_zz1000_61004_idxctrl_zz1000_pv 52.53 24.10 104.94 23.11 104.94 33.56 20.60 32.27 68.71
141 mt_961_use2024_best_save_rnk500_idxctrl 52.32 23.88 104.72 22.89 104.72 33.34 20.38 32.06 68.50
142 mt_962_use2010_best_save_rnk500_idxctrl 51.75 23.31 104.16 22.32 104.15 32.77 19.82 31.49 67.93
148 mt_961_use2011_best_save_rnk500_idxctrl 49.64 21.20 102.04 20.21 102.04 30.66 17.71 29.38 65.82
157 mt_962_use2013_best_save_rnk500_idxctrl 46.07 17.64 98.48 16.65 98.48 27.10 14.14 25.81 62.25
161 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 44.89 16.46 97.30 15.47 97.30 25.92 12.96 24.63 61.07
162 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 44.87 16.43 97.27 15.44 97.27 25.89 12.93 24.60 61.05
170 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 43.81 15.38 96.22 14.39 96.22 24.84 11.88 23.55 59.99
172 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 43.60 15.17 96.01 14.18 96.01 24.63 11.67 23.34 59.78
174 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 43.50 15.07 95.91 14.08 95.91 24.53 11.57 23.24 59.68
175 mt_961_use2014_last_save_rnk500_idxctrl 43.49 15.06 95.90 14.07 95.90 24.52 11.56 23.23 59.67
177 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 43.24 14.81 95.65 13.82 95.65 24.27 11.31 22.98 59.42
178 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 43.22 14.79 95.63 13.80 95.63 24.25 11.29 22.96 59.40
181 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 42.75 14.31 95.15 13.32 95.15 23.77 10.82 22.49 58.93
185 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 42.54 14.10 94.94 13.11 94.94 23.56 10.60 22.28 58.72
187 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 42.51 14.07 94.91 13.08 94.91 23.53 10.57 22.25 58.69
189 mt_962_use2014_last_save_rnk500_idxctrl 42.48 14.04 94.88 13.05 94.88 23.50 10.54 22.21 58.66
195 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 41.53 13.10 93.94 12.11 93.94 22.56 9.60 21.27 57.71
198 mt_962_use2012_best_save_rnk500_idxctrl 41.01 12.57 93.41 11.58 93.41 22.03 9.07 20.75 57.19
200 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 40.68 12.24 93.08 11.25 93.08 21.70 8.74 20.42 56.86
201 mt_961_use2014_best_save_rnk500_idxctrl 40.62 12.18 93.02 11.19 93.02 21.64 8.68 20.35 56.80
210 mt_961_use2015_best_save_rnk500_idxctrl 38.78 10.34 91.18 9.35 91.18 19.80 6.84 18.52 54.96
223 mt_961_use2015_last_save_rnk500_idxctrl 37.07 8.63 89.47 7.64 89.47 18.09 5.13 16.81 53.25
266 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 33.28 4.84 85.68 3.85 85.68 14.30 1.34 13.02 49.46
284 multin_zz1000_61001_idxctrl_50010002000_pv 31.77 3.34 84.18 2.35 84.18 12.80 -0.16 11.51 47.95
303 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 29.92 1.48 82.32 0.49 82.32 10.94 -2.01 9.66 46.10
305 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 29.53 1.09 81.93 0.10 81.93 10.55 -2.40 9.27 45.71
307 multin_zz1000_61002_idxctrl_50010002000_pv 29.08 0.64 81.48 -0.35 81.48 10.10 -2.86 8.82 45.26
311 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 28.41 -0.02 80.82 -1.01 80.82 9.44 -3.52 8.15 44.59
313 multin_zz1000_61001_idxctrl_top3800_pv 28.31 -0.13 80.71 -1.12 80.71 9.33 -3.62 8.05 44.49
318 mt_962_use2014_best_save_rnk500_idxctrl 27.77 -0.66 80.18 -1.65 80.18 8.80 -4.16 7.51 43.95
319 multin_zz1000_61004_idxctrl_50010002000_pv 27.64 -0.80 80.04 -1.79 80.04 8.66 -4.30 7.38 43.82
328 mt_961_use2023_last_save_rnk500_idxctrl 27.07 -1.37 79.47 -2.36 79.47 8.09 -4.86 6.81 43.25
331 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 26.58 -1.86 78.98 -2.85 78.98 7.60 -5.36 6.32 42.76
332 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 26.57 -1.86 78.98 -2.85 78.98 7.60 -5.36 6.31 42.75
337 multin_zz1000_61004_idxctrl_top3800_pv 25.89 -2.54 78.30 -3.53 78.30 6.92 -6.04 5.63 42.07
338 mt_961_use2023_best_save_rnk500_idxctrl 25.85 -2.58 78.26 -3.57 78.26 6.88 -6.08 5.59 42.03
342 multin_zz1000_61002_idxctrl_top3800_pv 25.75 -2.68 78.16 -3.67 78.16 6.78 -6.18 5.49 41.93