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_20250826_151518
160 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 50.27 34.43 50.34 90.88 50.33 -1.48 7.42 56.12 85.48
161 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 50.27 34.43 50.34 90.88 50.34 -1.48 7.42 56.12 85.48
162 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 50.23 34.39 50.30 90.84 50.30 -1.52 7.38 56.08 85.44
167 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 49.83 33.99 49.90 90.43 49.89 -1.92 6.98 55.68 85.04
174 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 49.20 33.36 49.27 89.81 49.27 -2.54 6.35 55.05 84.42
175 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 49.09 33.25 49.15 89.69 49.15 -2.66 6.24 54.94 84.30
180 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 48.39 32.55 48.46 89.00 48.46 -3.35 5.55 54.25 83.61
182 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 48.33 32.49 48.40 88.94 48.40 -3.42 5.48 54.18 83.54
183 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 48.25 32.41 48.32 88.86 48.32 -3.50 5.40 54.10 83.46
187 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 47.78 31.94 47.84 88.38 47.84 -3.97 4.93 53.63 82.99
194 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 46.13 30.29 46.20 86.74 46.20 -5.62 3.28 51.98 81.34
195 mt_961_use2012_last_save_rnk500_idxctrl 46.07 30.23 46.14 86.68 46.14 -5.68 3.22 51.92 81.28
196 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 46.02 30.18 46.09 86.63 46.09 -5.72 3.17 51.87 81.24
199 mt_961_use2012_best_save_rnk500_idxctrl 45.74 29.90 45.81 86.35 45.81 -6.00 2.89 51.59 80.96
203 mt_961_use2016_best_save_rnk500_idxctrl 44.39 28.55 44.46 85.00 44.46 -7.35 1.54 50.24 79.61
204 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 43.70 27.86 43.77 84.31 43.77 -8.05 0.85 49.55 78.91
208 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 42.62 26.78 42.69 83.23 42.69 -9.12 -0.23 48.47 77.84
209 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 42.62 26.78 42.69 83.23 42.69 -9.13 -0.23 48.47 77.83
211 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 42.49 26.65 42.56 83.10 42.56 -9.25 -0.36 48.34 77.71
214 mt_961_use2018_last_save_rnk500_idxctrl 41.79 25.95 41.86 82.40 41.86 -9.95 -1.06 47.64 77.01
216 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 41.50 25.66 41.57 82.11 41.57 -10.25 -1.35 47.35 76.71
217 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 41.46 25.62 41.52 82.06 41.52 -10.29 -1.39 47.31 76.67
227 mt_961_use2010_best_save_rnk500_idxctrl 39.92 24.08 39.99 80.53 39.99 -11.82 -2.92 45.78 75.14
229 mt_961_use2011_last_save_rnk500_idxctrl 39.35 23.51 39.42 79.96 39.42 -12.39 -3.50 45.20 74.57
235 mt_962_use2009_last_save_rnk500_idxctrl 38.36 22.52 38.43 78.97 38.43 -13.39 -4.49 44.21 73.57
245 mt_962_use2009_best_save_rnk500_idxctrl 37.40 21.56 37.47 78.01 37.47 -14.34 -5.44 43.26 72.62
248 mt_961_use2018_best_save_rnk500_idxctrl 37.03 21.19 37.09 77.63 37.09 -14.72 -5.82 42.88 72.24
255 mt_961_use2010_last_save_rnk500_idxctrl 36.18 20.34 36.25 76.79 36.24 -15.57 -6.67 42.03 71.39
262 mt_961_use2016_last_save_rnk500_idxctrl 35.16 19.32 35.23 75.77 35.23 -16.58 -7.69 41.01 70.38
263 mt_961_use2013_last_save_rnk500_idxctrl 35.15 19.31 35.21 75.75 35.21 -16.60 -7.70 41.00 70.36
264 mt_962_use2016_best_save_rnk500_idxctrl 34.59 18.75 34.65 75.19 34.65 -17.16 -8.26 40.44 69.80
273 mt_962_use2008_last_save_rnk500_idxctrl 31.59 15.75 31.66 72.20 31.66 -20.16 -11.26 37.44 66.80
274 mt_961_use2008_best_save_rnk500_idxctrl 31.57 15.73 31.64 72.18 31.64 -20.18 -11.28 37.42 66.78
277 mt_961_use2009_last_save_rnk500_idxctrl 30.64 14.80 30.70 71.24 30.70 -21.11 -12.21 36.49 65.85
281 mt_961_use2009_best_save_rnk500_idxctrl 29.78 13.94 29.85 70.39 29.85 -21.96 -13.07 35.63 65.00
282 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 29.67 13.83 29.74 70.28 29.74 -22.08 -13.18 35.52 64.88
283 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 29.67 13.83 29.74 70.28 29.74 -22.08 -13.18 35.52 64.88
284 multin_zz1000_61004_idxctrl_pv_rm_fnd 29.65 13.81 29.72 70.26 29.72 -22.09 -13.20 35.50 64.86
285 multin_zz1000_61002_idxctrl_pv_rm_fnd 29.65 13.81 29.72 70.26 29.72 -22.09 -13.20 35.50 64.86
288 multin_zz1000_61001_idxctrl_pv_rm_fnd 29.50 13.66 29.57 70.11 29.57 -22.25 -13.35 35.35 64.71
289 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 29.36 13.52 29.43 69.97 29.43 -22.38 -13.49 35.21 64.58
294 mt_962_use2008_best_save_rnk500_idxctrl 28.88 13.04 28.94 69.48 28.94 -22.87 -13.97 34.73 64.09
295 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 28.74 12.90 28.81 69.35 28.81 -23.00 -14.11 34.59 63.95
297 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 28.34 12.50 28.41 68.95 28.41 -23.40 -14.51 34.19 63.56
298 mt_961_use2008_last_save_rnk500_idxctrl 28.31 12.47 28.38 68.92 28.38 -23.43 -14.54 34.16 63.53
300 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 27.72 11.88 27.79 68.33 27.78 -24.03 -15.13 33.57 62.93
301 mt_961_use2014_last_save_rnk500_idxctrl 27.69 11.85 27.76 68.30 27.76 -24.05 -15.16 33.54 62.91
302 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 27.37 11.53 27.44 67.98 27.44 -24.38 -15.48 33.22 62.58
303 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 27.28 11.44 27.35 67.89 27.35 -24.47 -15.57 33.13 62.49
304 mt_961_use2021_last_save_rnk500_idxctrl 26.67 10.83 26.74 67.28 26.74 -25.07 -16.17 32.53 61.89
306 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 26.46 10.62 26.53 67.07 26.53 -25.28 -16.38 32.32 61.68
315 multin_zz500_61001_idxctrl_zz500_pv 23.13 7.29 23.19 63.73 23.19 -28.62 -19.72 28.98 58.34
316 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 22.85 7.01 22.92 63.46 22.91 -28.90 -20.00 28.70 58.06
317 multin_zz500_61002_idxctrl_zz500_pv 22.85 7.01 22.92 63.46 22.92 -28.89 -20.00 28.70 58.07
320 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 22.49 6.65 22.56 63.10 22.56 -29.25 -20.36 28.34 57.71
321 multin_zz500_61004_idxctrl_zz500_pv 22.49 6.65 22.56 63.10 22.56 -29.26 -20.36 28.34 57.70
324 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 22.13 6.29 22.20 62.74 22.20 -29.62 -20.72 27.98 57.34
325 mt_961_use2011_best_save_rnk500_idxctrl 22.09 6.25 22.16 62.70 22.16 -29.66 -20.76 27.94 57.30
328 mt_961_use2017_last_save_rnk500_idxctrl 21.92 6.08 21.99 62.53 21.99 -29.83 -20.93 27.77 57.13
334 mt_962_use2018_last_save_rnk500_idxctrl 20.49 4.65 20.56 61.10 20.56 -31.26 -22.36 26.34 55.70
338 mt_962_use2015_last_save_rnk500_idxctrl 20.20 4.36 20.27 60.81 20.27 -31.54 -22.65 26.05 55.42
341 mt_961_use2023_best_save_rnk500_idxctrl 19.46 3.62 19.52 60.06 19.52 -32.29 -23.39 25.31 54.67
343 multin_zz1000_61002_idxctrl_zz1000_pv 18.99 3.15 19.06 59.60 19.06 -32.76 -23.86 24.84 54.20
346 multin_zz1000_61004_idxctrl_zz1000_pv 18.69 2.85 18.76 59.30 18.76 -33.05 -24.16 24.54 53.91
347 mt_962_use2011_last_save_rnk500_idxctrl 18.45 2.61 18.52 59.06 18.52 -33.29 -24.39 24.31 53.67
348 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 18.43 2.59 18.50 59.04 18.50 -33.31 -24.41 24.29 53.65
351 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 18.12 2.28 18.19 58.73 18.18 -33.63 -24.73 23.97 53.33
358 mt_962_use2010_best_save_rnk500_idxctrl 17.37 1.53 17.44 57.98 17.44 -34.37 -25.48 23.22 52.59
359 mt_961_use2017_best_save_rnk500_idxctrl 17.23 1.39 17.30 57.84 17.30 -34.51 -25.62 23.08 52.44
363 multin_zz1000_61001_idxctrl_zz1000_pv 16.54 0.70 16.61 57.15 16.60 -35.21 -26.31 22.39 51.75
365 multin_zz1000_61002_idxctrl_top3800_pv 16.24 0.40 16.31 56.85 16.31 -35.51 -26.61 22.09 51.45
366 multin_zz1000_61002_idxctrl_50010002000_pv 16.04 0.20 16.10 56.64 16.10 -35.71 -26.81 21.89 51.25
367 mt_961_use2020_best_save_rnk500_idxctrl 16.01 0.17 16.07 56.61 16.07 -35.74 -26.84 21.86 51.22
369 multin_zz1000_61004_idxctrl_50010002000_pv 15.79 -0.05 15.86 56.40 15.85 -35.96 -27.06 21.64 51.00
370 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 15.71 -0.13 15.78 56.32 15.78 -36.03 -27.13 21.57 50.93
371 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 15.61 -0.23 15.67 56.21 15.67 -36.14 -27.24 21.46 50.82
374 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 15.41 -0.43 15.47 56.01 15.47 -36.34 -27.44 21.26 50.62
376 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 15.16 -0.68 15.23 55.77 15.23 -36.59 -27.69 21.01 50.37
377 multin_zz1000_61004_idxctrl_pv 15.08 -0.76 15.15 55.69 15.15 -36.66 -27.77 20.94 50.30
378 multin_zz1000_61002_idxctrl_pv 15.08 -0.76 15.15 55.69 15.15 -36.66 -27.77 20.94 50.30
379 mt_961_use2015_best_save_rnk500_idxctrl 14.77 -1.07 14.83 55.37 14.83 -36.98 -28.08 20.62 49.98
380 multin_zz1000_61004_idxctrl_top3800_pv 14.49 -1.35 14.56 55.10 14.56 -37.25 -28.36 20.34 49.71
383 multin_zz1000_61002_idxctrl_pv_rm_blc 14.32 -1.52 14.39 54.93 14.38 -37.43 -28.53 20.17 49.53
384 multin_zz1000_61004_idxctrl_pv_rm_blc 14.32 -1.52 14.39 54.93 14.38 -37.43 -28.53 20.17 49.53
385 mt_961_use2020_last_save_rnk500_idxctrl 14.23 -1.61 14.30 54.84 14.30 -37.51 -28.62 20.08 49.45
386 mt_961_use2023_last_save_rnk500_idxctrl 14.14 -1.70 14.21 54.75 14.21 -37.60 -28.71 19.99 49.35
389 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 13.79 -2.05 13.86 54.40 13.86 -37.95 -29.06 19.64 49.01
391 multin_zz1000_61001_idxctrl_pv 13.64 -2.20 13.71 54.25 13.71 -38.10 -29.21 19.49 48.86
393 mt_961_use2019_last_save_rnk500_idxctrl 13.31 -2.53 13.38 53.92 13.38 -38.43 -29.54 19.16 48.53
394 multin_zz1000_61001_idxctrl_pv_rm_blc 12.73 -3.12 12.79 53.33 12.79 -39.02 -30.12 18.58 47.94
398 mt_962_use2010_last_save_rnk500_idxctrl 12.11 -3.73 12.18 52.72 12.18 -39.64 -30.74 17.96 47.32
400 mt_961_use2015_last_save_rnk500_idxctrl 11.72 -4.12 11.79 52.33 11.78 -40.03 -31.13 17.57 46.93
401 mt_961_use2024_best_save_rnk500_idxctrl 10.62 -5.22 10.69 51.23 10.69 -41.13 -32.23 16.47 45.83
402 mt_961_use2022_best_save_rnk500_idxctrl 10.54 -5.30 10.60 51.14 10.60 -41.21 -32.31 16.39 45.75
403 mt_962_use2024_last_save_rnk500_idxctrl 9.63 -6.22 9.69 50.23 9.69 -42.12 -33.22 15.48 44.84
404 mt_962_use2024_best_save_rnk500_idxctrl 9.60 -6.24 9.67 50.21 9.67 -42.14 -33.25 15.45 44.82
405 mt_961_use2014_best_save_rnk500_idxctrl 9.56 -6.28 9.63 50.17 9.63 -42.18 -33.29 15.41 44.77
408 mt_961_use2021_best_save_rnk500_idxctrl 8.76 -7.08 8.83 49.37 8.83 -42.98 -34.09 14.61 43.97
409 multin_zz1000_61001_idxctrl_50010002000_pv 8.66 -7.18 8.72 49.26 8.72 -43.09 -34.19 14.51 43.87
411 mt_961_use2024_last_save_rnk500_idxctrl 8.59 -7.25 8.66 49.20 8.65 -43.16 -34.26 14.44 43.80
414 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 8.18 -7.66 8.25 48.79 8.25 -43.56 -34.67 14.03 43.40
417 mt_961_use2013_best_save_rnk500_idxctrl 7.70 -8.14 7.77 48.31 7.76 -44.05 -35.15 13.55 42.91
420 multin_zz1000_61001_idxctrl_top3800_pv 7.52 -8.32 7.59 48.13 7.58 -44.23 -35.33 13.37 42.73
422 mt_962_use2013_last_save_rnk500_idxctrl 7.36 -8.48 7.43 47.97 7.43 -44.39 -35.49 13.21 42.57
423 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 6.74 -9.10 6.81 47.35 6.80 -45.01 -36.11 12.59 41.95
434 mt_962_use2011_best_save_rnk500_idxctrl 3.23 -12.61 3.30 43.84 3.29 -48.52 -39.62 9.08 38.44
436 mt_962_use2016_last_save_rnk500_idxctrl 2.44 -13.40 2.51 43.05 2.51 -49.31 -40.41 8.29 37.65
437 mt_962_use2019_best_save_rnk500_idxctrl 1.92 -13.92 1.99 42.53 1.99 -49.82 -40.93 7.77 37.14
438 mt_961_use2019_best_save_rnk500_idxctrl 1.58 -14.26 1.65 42.19 1.65 -50.17 -41.27 7.43 36.79
441 mt_962_use2014_last_save_rnk500_idxctrl 0.32 -15.52 0.38 40.92 0.38 -51.43 -42.53 6.17 35.53
442 mt_962_use2017_last_save_rnk500_idxctrl -0.07 -15.92 -0.01 40.53 -0.01 -51.82 -42.92 5.78 35.14
443 mt_961_use2022_last_save_rnk500_idxctrl -1.43 -17.27 -1.36 39.18 -1.37 -53.18 -44.28 4.42 33.78
446 mt_962_use2019_last_save_rnk500_idxctrl -2.70 -18.54 -2.63 37.91 -2.63 -54.44 -45.55 3.15 32.51
454 mt_962_use2017_best_save_rnk500_idxctrl -5.62 -21.46 -5.55 34.99 -5.55 -57.36 -48.46 0.24 29.60
458 mt_962_use2018_best_save_rnk500_idxctrl -7.19 -23.03 -7.12 33.42 -7.12 -58.93 -50.04 -1.34 28.03
459 mt_962_use2023_best_save_rnk500_idxctrl -8.46 -24.30 -8.40 32.14 -8.40 -60.21 -51.31 -2.61 26.75
462 mt_962_use2012_last_save_rnk500_idxctrl -10.88 -26.72 -10.81 29.73 -10.81 -62.62 -53.73 -5.03 24.34
463 mt_962_use2023_last_save_rnk500_idxctrl -11.11 -26.95 -11.04 29.50 -11.04 -62.85 -53.96 -5.26 24.11
466 mt_962_use2013_best_save_rnk500_idxctrl -12.89 -28.73 -12.82 27.72 -12.82 -64.63 -55.74 -7.04 22.33
467 mt_962_use2014_best_save_rnk500_idxctrl -12.97 -28.81 -12.90 27.64 -12.90 -64.71 -55.82 -7.12 22.25
471 mt_962_use2012_best_save_rnk500_idxctrl -14.95 -30.79 -14.88 25.66 -14.88 -66.69 -57.80 -9.10 20.27
486 mt_962_use2020_last_save_rnk500_idxctrl -23.83 -39.67 -23.77 16.77 -23.77 -75.58 -66.68 -17.98 11.38
487 mt_962_use2022_last_save_rnk500_idxctrl -24.61 -40.45 -24.54 16.00 -24.54 -76.35 -67.46 -18.76 10.61
492 mt_962_use2021_last_save_rnk500_idxctrl -28.27 -44.12 -28.21 12.33 -28.21 -80.02 -71.12 -22.42 6.94
494 mt_962_use2021_best_save_rnk500_idxctrl -29.62 -45.46 -29.55 10.99 -29.55 -81.36 -72.47 -23.77 5.60
495 mt_962_use2015_best_save_rnk500_idxctrl -29.87 -45.71 -29.80 10.74 -29.80 -81.62 -72.72 -24.02 5.34
500 mt_962_use2020_best_save_rnk500_idxctrl -36.14 -51.98 -36.07 4.47 -36.07 -87.89 -78.99 -30.29 -0.93
505 mt_962_use2022_best_save_rnk500_idxctrl -42.85 -58.69 -42.78 -2.24 -42.78 -94.59 -85.70 -37.00 -7.63