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_20250825_151553
6 mt_962_use2020_best_save_rnk500_idxctrl 69.19 34.87 224.99 18.88 224.99 177.65 175.38 254.35 215.67
7 mt_962_use2014_best_save_rnk500_idxctrl 66.78 32.47 222.59 16.47 222.59 175.24 172.98 251.95 213.27
9 mt_962_use2022_best_save_rnk500_idxctrl 62.17 27.86 217.98 11.86 217.98 170.63 168.37 247.34 208.66
10 mt_961_use2014_best_save_rnk500_idxctrl 61.19 26.88 217.00 10.89 217.00 169.65 167.39 246.36 207.68
11 mt_962_use2013_best_save_rnk500_idxctrl 60.28 25.97 216.09 9.97 216.09 168.74 166.48 245.44 206.76
12 mt_962_use2024_last_save_rnk500_idxctrl 59.90 25.59 215.71 9.59 215.71 168.36 166.10 245.07 206.39
13 mt_962_use2014_last_save_rnk500_idxctrl 56.85 22.53 212.65 6.54 212.65 165.30 163.04 242.01 203.33
15 mt_962_use2022_last_save_rnk500_idxctrl 56.05 21.73 211.85 5.74 211.86 164.51 162.24 241.21 202.53
16 mt_961_use2021_best_save_rnk500_idxctrl 50.55 16.23 206.35 0.24 206.35 159.01 156.74 235.71 197.03
19 mt_961_use2015_last_save_rnk500_idxctrl 49.61 15.30 205.42 -0.70 205.42 158.07 155.81 234.78 196.10
24 mt_962_use2024_best_save_rnk500_idxctrl 46.90 12.59 202.71 -3.41 202.71 155.36 153.10 232.06 193.38
27 mt_962_use2012_last_save_rnk500_idxctrl 45.33 11.01 201.13 -4.98 201.13 153.78 151.52 230.49 191.81
28 mt_962_use2023_best_save_rnk500_idxctrl 45.33 11.02 201.13 -4.98 201.14 153.79 151.52 230.49 191.81
29 mt_962_use2021_last_save_rnk500_idxctrl 45.25 10.93 201.05 -5.06 201.05 153.71 151.44 230.41 191.73
31 mt_961_use2019_best_save_rnk500_idxctrl 43.38 9.07 199.19 -6.93 199.19 151.84 149.58 228.55 189.87
32 mt_962_use2020_last_save_rnk500_idxctrl 43.29 8.98 199.10 -7.02 199.10 151.75 149.49 228.46 189.78
37 mt_962_use2012_best_save_rnk500_idxctrl 40.39 6.08 196.20 -9.92 196.20 148.85 146.59 225.56 186.88
38 mt_961_use2015_best_save_rnk500_idxctrl 39.79 5.47 195.59 -10.52 195.59 148.24 145.98 224.95 186.27
39 mt_962_use2021_best_save_rnk500_idxctrl 39.51 5.19 195.31 -10.80 195.31 147.97 145.70 224.67 185.99
41 mt_961_use2014_last_save_rnk500_idxctrl 38.86 4.55 194.67 -11.45 194.67 147.32 145.06 224.03 185.35
43 mt_962_use2023_last_save_rnk500_idxctrl 38.07 3.75 193.87 -12.24 193.87 146.52 144.26 223.23 184.55
45 mt_962_use2013_last_save_rnk500_idxctrl 37.15 2.84 192.96 -13.16 192.96 145.61 143.35 222.31 183.63
52 mt_962_use2017_best_save_rnk500_idxctrl 34.83 0.51 190.63 -15.48 190.63 143.28 141.02 219.99 181.31
53 mt_962_use2015_best_save_rnk500_idxctrl 34.67 0.35 190.47 -15.64 190.47 143.13 140.86 219.83 181.15
69 multin_zz500_61001_idxctrl_zz500_pv 21.00 -13.31 176.81 -29.30 176.81 129.46 127.20 206.17 167.49
72 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 18.85 -15.47 174.65 -31.46 174.65 127.31 125.04 204.01 165.33
73 multin_zz500_61004_idxctrl_zz500_pv 18.67 -15.64 174.48 -31.64 174.48 127.13 124.87 203.83 165.15
74 multin_zz500_61002_idxctrl_zz500_pv 18.25 -16.06 174.06 -32.06 174.06 126.71 124.45 203.42 164.74
76 mt_961_use2024_best_save_rnk500_idxctrl 17.00 -17.31 172.80 -33.31 172.81 125.46 123.19 202.16 163.48
77 mt_962_use2017_last_save_rnk500_idxctrl 16.80 -17.51 172.61 -33.50 172.61 125.26 123.00 201.97 163.29
78 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 16.40 -17.91 172.20 -33.91 172.21 124.86 122.59 201.56 162.88
80 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 15.94 -18.38 171.74 -34.37 171.74 124.39 122.13 201.10 162.42
85 mt_961_use2017_best_save_rnk500_idxctrl 14.20 -20.11 170.01 -36.11 170.01 122.66 120.40 199.36 160.68
86 mt_962_use2018_best_save_rnk500_idxctrl 13.80 -20.51 169.61 -36.51 169.61 122.26 120.00 198.97 160.29
94 mt_961_use2013_best_save_rnk500_idxctrl 8.66 -25.65 164.47 -41.65 164.47 117.12 114.85 193.82 155.14
100 mt_962_use2019_last_save_rnk500_idxctrl 7.69 -26.62 163.50 -42.61 163.50 116.15 113.89 192.86 154.18
104 mt_961_use2024_last_save_rnk500_idxctrl 2.68 -31.64 158.48 -47.63 158.48 111.13 108.87 187.84 149.16
105 mt_962_use2019_best_save_rnk500_idxctrl 2.22 -32.09 158.03 -48.09 158.03 110.68 108.42 187.39 148.71
110 mt_961_use2017_last_save_rnk500_idxctrl -0.67 -34.99 155.13 -50.98 155.13 107.78 105.52 184.49 145.81
111 mt_962_use2011_last_save_rnk500_idxctrl -0.77 -35.08 155.04 -51.08 155.04 107.69 105.43 184.39 145.71
112 mt_962_use2015_last_save_rnk500_idxctrl -1.03 -35.34 154.78 -51.34 154.78 107.43 105.17 184.14 145.46
114 multin_zz1000_61001_idxctrl_pv -2.01 -36.32 153.80 -52.32 153.80 106.45 104.19 183.16 144.48
115 mt_961_use2018_last_save_rnk500_idxctrl -2.47 -36.78 153.34 -52.78 153.34 105.99 103.73 182.69 144.01
117 multin_zz1000_61001_idxctrl_pv_rm_blc -3.07 -37.39 152.73 -53.38 152.73 105.38 103.12 182.09 143.41
124 multin_zz1000_61004_idxctrl_pv -5.08 -39.39 150.72 -55.39 150.73 103.38 101.11 180.08 141.40
125 multin_zz1000_61002_idxctrl_pv -5.08 -39.39 150.72 -55.39 150.73 103.38 101.11 180.08 141.40
126 mt_962_use2010_best_save_rnk500_idxctrl -5.99 -40.31 149.81 -56.30 149.81 102.47 100.20 179.17 140.49
128 multin_zz1000_61004_idxctrl_pv_rm_blc -6.21 -40.52 149.60 -56.52 149.60 102.25 99.99 178.96 140.28
129 multin_zz1000_61002_idxctrl_pv_rm_blc -6.21 -40.52 149.60 -56.52 149.60 102.25 99.99 178.96 140.28
131 mt_961_use2019_last_save_rnk500_idxctrl -6.46 -40.78 149.34 -56.77 149.34 102.00 99.73 178.70 140.02
134 mt_961_use2016_best_save_rnk500_idxctrl -7.04 -41.36 148.76 -57.35 148.76 101.42 99.15 178.12 139.44
139 mt_961_use2020_last_save_rnk500_idxctrl -8.63 -42.94 147.18 -58.94 147.18 99.83 97.57 176.54 137.86
143 mt_962_use2016_last_save_rnk500_idxctrl -9.66 -43.98 146.14 -59.97 146.14 98.80 96.53 175.50 136.82
145 mt_961_use2020_best_save_rnk500_idxctrl -9.91 -44.23 145.89 -60.22 145.89 98.54 96.28 175.25 136.57
146 mt_961_use2018_best_save_rnk500_idxctrl -10.05 -44.36 145.76 -60.36 145.76 98.41 96.15 175.12 136.44
149 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -10.68 -45.00 145.12 -60.99 145.12 97.77 95.51 174.48 135.80
151 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -11.36 -45.67 144.45 -61.66 144.45 97.10 94.84 173.81 135.13
152 mt_961_use2021_last_save_rnk500_idxctrl -11.48 -45.79 144.32 -61.79 144.33 96.98 94.71 173.68 135.00
153 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -11.55 -45.86 144.26 -61.85 144.26 96.91 94.65 173.62 134.94
154 mt_961_use2016_last_save_rnk500_idxctrl -11.75 -46.07 144.05 -62.06 144.05 96.71 94.44 173.41 134.73
156 mt_962_use2010_last_save_rnk500_idxctrl -12.18 -46.49 143.63 -62.48 143.63 96.28 94.02 172.99 134.31
157 mt_962_use2011_best_save_rnk500_idxctrl -12.19 -46.50 143.62 -62.50 143.62 96.27 94.01 172.97 134.29
158 mt_961_use2011_best_save_rnk500_idxctrl -13.81 -48.12 141.99 -64.12 142.00 94.65 92.38 171.35 132.67
160 mt_961_use2009_best_save_rnk500_idxctrl -14.51 -48.83 141.29 -64.82 141.29 93.95 91.68 170.65 131.97
162 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -14.67 -48.98 141.14 -64.97 141.14 93.79 91.53 170.50 131.82
164 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -15.44 -49.75 140.37 -65.75 140.37 93.02 90.76 169.73 131.05
167 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -15.69 -50.01 140.11 -66.00 140.11 92.77 90.50 169.47 130.79
169 mt_961_use2010_last_save_rnk500_idxctrl -15.83 -50.14 139.98 -66.14 139.98 92.63 90.37 169.34 130.66
170 mt_961_use2009_last_save_rnk500_idxctrl -16.16 -50.47 139.65 -66.47 139.65 92.30 90.04 169.01 130.33
175 mt_961_use2008_last_save_rnk500_idxctrl -18.03 -52.35 137.77 -68.34 137.77 90.42 88.16 167.13 128.45
176 mt_961_use2022_last_save_rnk500_idxctrl -18.36 -52.68 137.44 -68.67 137.44 90.09 87.83 166.80 128.12
183 multin_zz1000_61001_idxctrl_top3800_pv -21.37 -55.69 134.43 -71.68 134.43 87.09 84.82 163.79 125.11
184 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -21.90 -56.21 133.91 -72.21 133.91 86.56 84.30 163.26 124.59
186 mt_961_use2013_last_save_rnk500_idxctrl -23.00 -57.32 132.80 -73.31 132.80 85.46 83.19 162.16 123.48
195 multin_zz1000_61001_idxctrl_zz1000_pv -27.50 -61.81 128.30 -77.81 128.31 80.96 78.69 157.66 118.98
202 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -28.84 -63.16 126.96 -79.15 126.96 79.61 77.35 156.32 117.64
203 mt_961_use2022_best_save_rnk500_idxctrl -28.89 -63.20 126.92 -79.20 126.92 79.57 77.31 156.28 117.60
205 multin_zz1000_61001_idxctrl_50010002000_pv -29.54 -63.85 126.27 -79.85 126.27 78.92 76.66 155.63 116.95
207 multin_zz1000_61002_idxctrl_zz1000_pv -29.80 -64.12 126.00 -80.11 126.00 78.65 76.39 155.36 116.68
208 multin_zz1000_61002_idxctrl_top3800_pv -30.00 -64.31 125.81 -80.31 125.81 78.46 76.20 155.17 116.49
209 multin_zz1000_61004_idxctrl_zz1000_pv -30.01 -64.32 125.79 -80.32 125.80 78.45 76.18 155.15 116.47
211 mt_961_use2010_best_save_rnk500_idxctrl -30.64 -64.95 125.17 -80.95 125.17 77.82 75.56 154.53 115.85
212 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -30.69 -65.01 125.11 -81.00 125.11 77.76 75.50 154.47 115.79
214 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -31.08 -65.39 124.72 -81.39 124.73 77.38 75.11 154.08 115.40
215 mt_961_use2008_best_save_rnk500_idxctrl -31.16 -65.47 124.65 -81.47 124.65 77.30 75.04 154.01 115.33
216 mt_962_use2009_last_save_rnk500_idxctrl -31.32 -65.63 124.49 -81.63 124.49 77.14 74.88 153.84 115.17
217 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -31.33 -65.64 124.48 -81.64 124.48 77.13 74.87 153.84 115.16
220 mt_962_use2009_best_save_rnk500_idxctrl -31.91 -66.23 123.89 -82.22 123.89 76.54 74.28 153.25 114.57
221 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -31.92 -66.23 123.89 -82.23 123.89 76.54 74.28 153.25 114.57
222 multin_zz1000_61004_idxctrl_top3800_pv -32.07 -66.38 123.74 -82.38 123.74 76.39 74.13 153.09 114.41
227 multin_zz1000_61001_idxctrl_pv_rm_fnd -33.03 -67.35 122.77 -83.34 122.77 75.42 73.16 152.13 113.45
231 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -33.57 -67.89 122.23 -83.88 122.24 74.89 72.62 151.59 112.91
232 multin_zz1000_61004_idxctrl_pv_rm_fnd -33.86 -68.17 121.94 -84.17 121.95 74.60 72.33 151.30 112.62
233 multin_zz1000_61002_idxctrl_pv_rm_fnd -33.86 -68.17 121.94 -84.17 121.95 74.60 72.33 151.30 112.62
235 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -34.18 -68.49 121.63 -84.49 121.63 74.28 72.02 150.99 112.31
238 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -35.05 -69.36 120.75 -85.36 120.76 73.41 71.14 150.11 111.43
239 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -35.05 -69.36 120.75 -85.36 120.76 73.41 71.14 150.11 111.43
242 mt_961_use2011_last_save_rnk500_idxctrl -35.39 -69.71 120.41 -85.70 120.41 73.07 70.80 149.77 111.09
244 mt_961_use2023_last_save_rnk500_idxctrl -36.26 -70.57 119.54 -86.57 119.55 72.20 69.93 148.90 110.22
249 multin_zz1000_61002_idxctrl_50010002000_pv -37.09 -71.40 118.71 -87.40 118.72 71.37 69.10 148.07 109.39
250 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -37.18 -71.50 118.62 -87.49 118.62 71.27 69.01 147.98 109.30
252 mt_961_use2012_best_save_rnk500_idxctrl -37.62 -71.94 118.18 -87.93 118.18 70.83 68.57 147.54 108.86
253 mt_962_use2008_last_save_rnk500_idxctrl -37.83 -72.15 117.97 -88.14 117.97 70.63 68.36 147.33 108.65
254 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -37.93 -72.24 117.88 -88.24 117.88 70.53 68.27 147.24 108.56
261 mt_962_use2008_best_save_rnk500_idxctrl -38.68 -72.99 117.13 -88.99 117.13 69.78 67.52 146.49 107.81
262 multin_zz1000_61004_idxctrl_50010002000_pv -38.85 -73.16 116.95 -89.16 116.96 69.61 67.34 146.31 107.63
263 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -39.03 -73.34 116.78 -89.33 116.78 69.43 67.17 146.14 107.46
268 mt_961_use2012_last_save_rnk500_idxctrl -39.39 -73.71 116.41 -89.70 116.41 69.07 66.80 145.77 107.09
272 mt_962_use2016_best_save_rnk500_idxctrl -40.50 -74.81 115.31 -90.80 115.31 67.96 65.70 144.67 105.99
274 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -40.86 -75.17 114.95 -91.17 114.95 67.60 65.34 144.31 105.63
276 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -41.03 -75.34 114.78 -91.34 114.78 67.43 65.17 144.14 105.46
278 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -41.44 -75.75 114.37 -91.74 114.37 67.02 64.76 143.73 105.05
280 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -41.84 -76.16 113.96 -92.15 113.96 66.61 64.35 143.32 104.64
285 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -42.51 -76.83 113.29 -92.82 113.29 65.94 63.68 142.65 103.97
286 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -42.60 -76.91 113.21 -92.90 113.21 65.86 63.60 142.57 103.89
291 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -43.42 -77.74 112.38 -93.73 112.38 65.03 62.77 141.74 103.06
293 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -44.01 -78.32 111.80 -94.32 111.80 64.45 62.19 141.16 102.48
297 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -45.27 -79.58 110.54 -95.58 110.54 63.19 60.93 139.90 101.22
298 mt_962_use2018_last_save_rnk500_idxctrl -45.46 -79.78 110.34 -95.77 110.34 62.99 60.73 139.70 101.02
301 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -46.36 -80.68 109.44 -96.67 109.44 62.09 59.83 138.80 100.12
302 mt_961_use2023_best_save_rnk500_idxctrl -46.60 -80.91 109.21 -96.90 109.21 61.86 59.60 138.57 99.89
305 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -47.71 -82.02 108.10 -98.02 108.10 60.75 58.49 137.46 98.78
316 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -52.09 -86.41 103.71 -102.40 103.71 56.37 54.10 133.07 94.39
317 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -52.34 -86.66 103.46 -102.65 103.46 56.11 53.85 132.82 94.14
318 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -52.57 -86.89 103.23 -102.88 103.23 55.88 53.62 132.59 93.91
319 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -52.77 -87.08 103.03 -103.08 103.04 55.69 53.42 132.39 93.71
320 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -52.80 -87.11 103.01 -103.11 103.01 55.66 53.40 132.37 93.69
322 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -53.03 -87.34 102.78 -103.33 102.78 55.43 53.17 132.14 93.46