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_20250821_151527
55 mt_961_use2008_best_save_rnk500_idxctrl 100.99 64.55 29.02 -8.77 29.02 44.45 108.08 56.35 44.73
69 mt_962_use2008_last_save_rnk500_idxctrl 98.21 61.77 26.24 -11.55 26.24 41.67 105.30 53.57 41.95
71 mt_962_use2008_best_save_rnk500_idxctrl 97.70 61.26 25.73 -12.06 25.73 41.17 104.79 53.06 41.45
106 mt_961_use2008_last_save_rnk500_idxctrl 91.18 54.75 19.21 -18.58 19.21 34.65 98.28 46.54 34.93
107 mt_961_use2018_best_save_rnk500_idxctrl 91.13 54.69 19.16 -18.63 19.16 34.60 98.22 46.49 34.88
108 mt_962_use2009_last_save_rnk500_idxctrl 91.07 54.63 19.10 -18.69 19.10 34.53 98.16 46.43 34.81
109 mt_962_use2009_best_save_rnk500_idxctrl 90.83 54.39 18.85 -18.94 18.85 34.29 97.92 46.19 34.57
155 mt_961_use2009_last_save_rnk500_idxctrl 84.49 48.05 12.52 -25.27 12.52 27.95 91.58 39.85 28.23
164 mt_961_use2011_last_save_rnk500_idxctrl 83.55 47.11 11.58 -26.21 11.58 27.01 90.64 38.91 27.29
165 mt_961_use2009_best_save_rnk500_idxctrl 83.35 46.91 11.37 -26.42 11.38 26.81 90.44 38.71 27.09
170 mt_961_use2012_last_save_rnk500_idxctrl 82.62 46.18 10.65 -27.14 10.65 26.09 89.71 37.98 26.37
179 mt_961_use2018_last_save_rnk500_idxctrl 81.16 44.72 9.19 -28.60 9.19 24.62 88.25 36.52 24.90
183 mt_961_use2016_last_save_rnk500_idxctrl 78.71 42.28 6.74 -31.05 6.74 22.18 85.81 34.08 22.46
191 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 76.59 40.16 4.62 -33.17 4.62 20.06 83.69 31.95 20.34
192 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 76.52 40.08 4.55 -33.24 4.55 19.99 83.61 31.88 20.27
193 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 76.50 40.06 4.53 -33.26 4.53 19.97 83.59 31.86 20.24
194 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 76.47 40.03 4.50 -33.29 4.50 19.93 83.56 31.83 20.21
196 mt_962_use2011_best_save_rnk500_idxctrl 75.80 39.36 3.83 -33.96 3.83 19.26 82.89 31.16 19.54
215 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 72.84 36.40 0.87 -36.92 0.87 16.30 79.93 28.20 16.58
216 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 72.80 36.36 0.83 -36.96 0.83 16.26 79.89 28.16 16.54
223 mt_961_use2023_best_save_rnk500_idxctrl 72.00 35.56 0.02 -37.77 0.03 15.46 79.09 27.36 15.74
224 mt_961_use2012_best_save_rnk500_idxctrl 71.12 34.68 -0.85 -38.64 -0.85 14.58 78.21 26.48 14.86
226 multin_zz1000_61004_idxctrl_pv_rm_fnd 70.62 34.19 -1.35 -39.14 -1.35 14.09 77.72 25.99 14.37
227 multin_zz1000_61002_idxctrl_pv_rm_fnd 70.62 34.19 -1.35 -39.14 -1.35 14.09 77.72 25.99 14.37
233 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 69.87 33.43 -2.10 -39.89 -2.10 13.33 76.96 25.23 13.61
234 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 69.87 33.43 -2.10 -39.89 -2.10 13.33 76.96 25.23 13.61
235 mt_961_use2017_last_save_rnk500_idxctrl 69.31 32.87 -2.66 -40.45 -2.66 12.77 76.40 24.67 13.05
238 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 68.85 32.41 -3.12 -40.91 -3.12 12.31 75.94 24.21 12.59
239 mt_961_use2010_best_save_rnk500_idxctrl 68.57 32.13 -3.40 -41.19 -3.40 12.04 75.67 23.93 12.32
240 mt_961_use2017_best_save_rnk500_idxctrl 68.47 32.03 -3.50 -41.29 -3.50 11.94 75.56 23.83 12.21
241 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 68.32 31.88 -3.65 -41.44 -3.65 11.79 75.41 23.68 12.06
243 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 67.90 31.46 -4.08 -41.87 -4.07 11.36 74.99 23.26 11.64
246 multin_zz1000_61001_idxctrl_pv_rm_fnd 67.61 31.17 -4.37 -42.16 -4.37 11.07 74.70 22.97 11.35
247 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 67.41 30.97 -4.56 -42.35 -4.56 10.88 74.50 22.77 11.15
250 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 67.13 30.69 -4.84 -42.63 -4.84 10.59 74.22 22.49 10.87
251 mt_961_use2019_last_save_rnk500_idxctrl 66.92 30.48 -5.06 -42.85 -5.05 10.38 74.01 22.28 10.66
252 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 66.89 30.45 -5.08 -42.87 -5.08 10.35 73.98 22.25 10.63
255 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 66.78 30.34 -5.19 -42.98 -5.19 10.25 73.87 22.14 10.52
256 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 66.68 30.24 -5.29 -43.08 -5.29 10.14 73.77 22.04 10.42
258 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 66.34 29.91 -5.63 -43.42 -5.63 9.81 73.44 21.70 10.09
263 mt_961_use2016_best_save_rnk500_idxctrl 64.79 28.35 -7.18 -44.97 -7.18 8.25 71.88 20.15 8.53
265 mt_961_use2019_best_save_rnk500_idxctrl 64.40 27.96 -7.57 -45.36 -7.57 7.86 71.49 19.76 8.14
276 mt_961_use2011_best_save_rnk500_idxctrl 63.26 26.82 -8.71 -46.50 -8.71 6.73 70.35 18.62 7.00
279 mt_961_use2022_last_save_rnk500_idxctrl 62.75 26.31 -9.22 -47.01 -9.22 6.21 69.84 18.11 6.49
284 multin_zz500_61004_idxctrl_zz500_pv 61.64 25.20 -10.34 -48.13 -10.34 5.10 68.73 17.00 5.38
285 multin_zz500_61002_idxctrl_zz500_pv 61.52 25.08 -10.46 -48.25 -10.45 4.98 68.61 16.88 5.26
286 mt_962_use2010_best_save_rnk500_idxctrl 61.41 24.97 -10.56 -48.35 -10.56 4.87 68.50 16.77 5.15
296 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 60.31 23.87 -11.66 -49.45 -11.66 3.78 67.40 15.67 4.05
299 mt_961_use2024_last_save_rnk500_idxctrl 60.18 23.74 -11.79 -49.58 -11.79 3.64 67.27 15.54 3.92
300 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 60.12 23.68 -11.85 -49.64 -11.85 3.59 67.22 15.48 3.87
305 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 59.81 23.37 -12.16 -49.95 -12.16 3.27 66.90 15.17 3.55
306 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 59.79 23.35 -12.18 -49.97 -12.18 3.25 66.88 15.15 3.53
308 mt_962_use2016_best_save_rnk500_idxctrl 58.94 22.50 -13.04 -50.83 -13.04 2.40 66.03 14.30 2.68
309 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 58.91 22.47 -13.06 -50.85 -13.06 2.38 66.00 14.27 2.65
311 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 58.86 22.42 -13.11 -50.90 -13.11 2.33 65.95 14.22 2.61
315 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 58.37 21.93 -13.61 -51.40 -13.60 1.83 65.46 13.73 2.11
319 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 57.97 21.53 -14.00 -51.79 -14.00 1.44 65.06 13.33 1.71
323 multin_zz500_61001_idxctrl_zz500_pv 57.67 21.23 -14.30 -52.09 -14.30 1.14 64.76 13.03 1.41
324 mt_961_use2024_best_save_rnk500_idxctrl 57.58 21.14 -14.39 -52.18 -14.39 1.04 64.67 12.94 1.32
325 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 57.26 20.82 -14.72 -52.51 -14.71 0.72 64.35 12.62 1.00
326 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 56.82 20.39 -15.15 -52.94 -15.15 0.29 63.92 12.18 0.57
327 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 56.35 19.91 -15.63 -53.42 -15.63 -0.19 63.44 11.71 0.09
328 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 56.30 19.86 -15.68 -53.47 -15.68 -0.24 63.39 11.66 0.04
330 mt_961_use2010_last_save_rnk500_idxctrl 55.33 18.89 -16.65 -54.44 -16.64 -1.21 62.42 10.69 -0.93
331 mt_961_use2023_last_save_rnk500_idxctrl 55.20 18.77 -16.77 -54.56 -16.77 -1.33 62.30 10.56 -1.05
332 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 55.14 18.70 -16.83 -54.62 -16.83 -1.39 62.23 10.50 -1.12
336 mt_961_use2020_best_save_rnk500_idxctrl 54.56 18.12 -17.42 -55.21 -17.41 -1.98 61.65 9.92 -1.70
339 mt_961_use2013_last_save_rnk500_idxctrl 53.10 16.66 -18.87 -56.66 -18.87 -3.43 60.19 8.46 -3.16
342 mt_961_use2020_last_save_rnk500_idxctrl 52.22 15.78 -19.75 -57.54 -19.75 -4.31 59.31 7.58 -4.03
348 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 47.98 11.54 -23.99 -61.78 -23.99 -8.56 55.07 3.34 -8.28
349 multin_zz1000_61002_idxctrl_top3800_pv 47.94 11.50 -24.03 -61.82 -24.03 -8.60 55.03 3.30 -8.32
351 multin_zz1000_61004_idxctrl_pv 46.79 10.35 -25.18 -62.97 -25.18 -9.74 53.88 2.15 -9.47
352 multin_zz1000_61002_idxctrl_pv 46.79 10.35 -25.18 -62.97 -25.18 -9.74 53.88 2.15 -9.47
353 multin_zz1000_61004_idxctrl_top3800_pv 46.63 10.19 -25.34 -63.13 -25.34 -9.90 53.72 1.99 -9.63
354 multin_zz1000_61002_idxctrl_50010002000_pv 46.60 10.16 -25.37 -63.16 -25.37 -9.93 53.69 1.96 -9.65
355 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 46.58 10.14 -25.39 -63.18 -25.39 -9.96 53.67 1.94 -9.68
356 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 46.58 10.14 -25.40 -63.19 -25.39 -9.96 53.67 1.94 -9.68
358 multin_zz1000_61002_idxctrl_pv_rm_blc 45.77 9.33 -26.20 -63.99 -26.20 -10.77 52.86 1.13 -10.49
359 multin_zz1000_61004_idxctrl_pv_rm_blc 45.77 9.33 -26.20 -63.99 -26.20 -10.77 52.86 1.13 -10.49
360 multin_zz1000_61004_idxctrl_50010002000_pv 45.42 8.98 -26.55 -64.34 -26.55 -11.11 52.51 0.78 -10.84
361 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 45.42 8.98 -26.56 -64.35 -26.56 -11.12 52.51 0.78 -10.84
362 mt_962_use2018_last_save_rnk500_idxctrl 45.22 8.78 -26.75 -64.54 -26.75 -11.31 52.32 0.58 -11.03
364 mt_961_use2021_last_save_rnk500_idxctrl 44.81 8.37 -27.17 -64.96 -27.17 -11.73 51.90 0.17 -11.45
365 mt_962_use2010_last_save_rnk500_idxctrl 44.06 7.62 -27.91 -65.70 -27.91 -12.47 51.15 -0.58 -12.20
366 mt_961_use2014_last_save_rnk500_idxctrl 43.96 7.52 -28.01 -65.80 -28.01 -12.58 51.05 -0.68 -12.30
369 multin_zz1000_61001_idxctrl_pv 42.99 6.55 -28.98 -66.77 -28.98 -13.55 50.08 -1.65 -13.27
371 mt_961_use2022_best_save_rnk500_idxctrl 41.99 5.55 -29.98 -67.77 -29.98 -14.54 49.09 -2.65 -14.26
372 multin_zz1000_61001_idxctrl_pv_rm_blc 41.85 5.41 -30.12 -67.91 -30.12 -14.68 48.94 -2.79 -14.41
384 mt_962_use2011_last_save_rnk500_idxctrl 36.57 0.13 -35.40 -73.19 -35.40 -19.97 43.66 -8.07 -19.69
394 multin_zz1000_61001_idxctrl_50010002000_pv 33.02 -3.42 -38.96 -76.75 -38.95 -23.52 40.11 -11.62 -23.24
395 multin_zz1000_61001_idxctrl_top3800_pv 32.79 -3.65 -39.19 -76.97 -39.18 -23.75 39.88 -11.85 -23.47
399 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 31.82 -4.62 -40.16 -77.95 -40.15 -24.72 38.91 -12.82 -24.44
400 mt_961_use2014_best_save_rnk500_idxctrl 31.77 -4.67 -40.20 -77.99 -40.20 -24.77 38.86 -12.87 -24.49
401 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 31.61 -4.83 -40.36 -78.15 -40.36 -24.93 38.70 -13.03 -24.65
403 mt_962_use2016_last_save_rnk500_idxctrl 29.40 -7.04 -42.58 -80.37 -42.58 -27.14 36.49 -15.24 -26.86
408 multin_zz1000_61002_idxctrl_zz1000_pv 28.25 -8.19 -43.72 -81.51 -43.72 -28.28 35.34 -16.39 -28.01
411 multin_zz1000_61004_idxctrl_zz1000_pv 27.79 -8.65 -44.18 -81.97 -44.18 -28.74 34.88 -16.85 -28.47
412 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 27.30 -9.14 -44.68 -82.47 -44.68 -29.24 34.39 -17.34 -28.96
413 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 26.81 -9.63 -45.17 -82.96 -45.16 -29.73 33.90 -17.83 -29.45
414 mt_961_use2015_last_save_rnk500_idxctrl 26.55 -9.89 -45.43 -83.22 -45.43 -29.99 33.64 -18.09 -29.71
422 mt_961_use2015_best_save_rnk500_idxctrl 23.93 -12.51 -48.04 -85.83 -48.04 -32.61 31.02 -20.71 -32.33
424 multin_zz1000_61001_idxctrl_zz1000_pv 23.04 -13.40 -48.93 -86.72 -48.93 -33.49 30.13 -21.60 -33.22
425 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 21.84 -14.60 -50.13 -87.92 -50.13 -34.70 28.93 -22.80 -34.42
430 mt_961_use2021_best_save_rnk500_idxctrl 18.66 -17.78 -53.32 -91.11 -53.31 -37.88 25.75 -25.98 -37.60
431 mt_962_use2018_best_save_rnk500_idxctrl 18.63 -17.81 -53.34 -91.13 -53.34 -37.90 25.72 -26.01 -37.63
436 mt_961_use2013_best_save_rnk500_idxctrl 14.74 -21.70 -57.24 -95.02 -57.23 -41.80 21.83 -29.90 -41.52
441 mt_962_use2014_last_save_rnk500_idxctrl 11.33 -25.11 -60.65 -98.44 -60.65 -45.21 18.42 -33.31 -44.93
442 mt_962_use2019_last_save_rnk500_idxctrl 10.93 -25.51 -61.04 -98.83 -61.04 -45.60 18.02 -33.71 -45.32
444 mt_962_use2015_last_save_rnk500_idxctrl 9.50 -26.94 -62.47 -100.26 -62.47 -47.03 16.60 -35.14 -46.75
451 mt_962_use2017_best_save_rnk500_idxctrl 5.56 -30.88 -66.42 -104.21 -66.41 -50.98 12.65 -39.08 -50.70
452 mt_962_use2017_last_save_rnk500_idxctrl 5.55 -30.89 -66.42 -104.21 -66.42 -50.98 12.65 -39.09 -50.70
453 mt_962_use2019_best_save_rnk500_idxctrl 3.26 -33.18 -68.71 -106.50 -68.71 -53.27 10.35 -41.38 -53.00
459 mt_962_use2022_best_save_rnk500_idxctrl -2.75 -39.19 -74.72 -112.51 -74.72 -59.29 4.34 -47.39 -59.01
462 mt_962_use2024_best_save_rnk500_idxctrl -5.73 -42.17 -77.71 -115.50 -77.71 -62.27 1.36 -50.37 -61.99
463 mt_962_use2012_last_save_rnk500_idxctrl -6.05 -42.49 -78.03 -115.82 -78.03 -62.59 1.04 -50.69 -62.31
465 mt_962_use2023_last_save_rnk500_idxctrl -6.49 -42.93 -78.46 -116.25 -78.46 -63.02 0.61 -51.13 -62.74
467 mt_962_use2014_best_save_rnk500_idxctrl -6.71 -43.15 -78.68 -116.47 -78.68 -63.24 0.39 -51.35 -62.96
469 mt_962_use2020_last_save_rnk500_idxctrl -7.24 -43.68 -79.21 -117.00 -79.21 -63.77 -0.15 -51.88 -63.50
471 mt_962_use2012_best_save_rnk500_idxctrl -7.65 -44.09 -79.62 -117.41 -79.62 -64.18 -0.56 -52.29 -63.91
474 mt_962_use2021_best_save_rnk500_idxctrl -11.12 -47.56 -83.09 -120.88 -83.09 -67.65 -4.03 -55.76 -67.38
476 mt_962_use2015_best_save_rnk500_idxctrl -11.37 -47.81 -83.34 -121.13 -83.34 -67.91 -4.28 -56.01 -67.63
479 mt_962_use2013_last_save_rnk500_idxctrl -13.90 -50.34 -85.87 -123.66 -85.87 -70.43 -6.81 -58.54 -70.16
480 mt_962_use2022_last_save_rnk500_idxctrl -13.95 -50.39 -85.92 -123.71 -85.92 -70.49 -6.86 -58.59 -70.21
481 mt_962_use2024_last_save_rnk500_idxctrl -14.68 -51.12 -86.65 -124.44 -86.65 -71.21 -7.59 -59.32 -70.94
482 mt_962_use2023_best_save_rnk500_idxctrl -14.76 -51.20 -86.73 -124.52 -86.73 -71.30 -7.67 -59.40 -71.02
483 mt_962_use2020_best_save_rnk500_idxctrl -15.29 -51.73 -87.26 -125.05 -87.26 -71.83 -8.20 -59.93 -71.55
484 mt_962_use2021_last_save_rnk500_idxctrl -15.52 -51.96 -87.50 -125.29 -87.49 -72.06 -8.43 -60.16 -71.78
489 mt_962_use2013_best_save_rnk500_idxctrl -32.45 -68.89 -104.42 -142.21 -104.42 -88.98 -25.36 -77.09 -88.71