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_20250827_151521
0 mt_962_use2020_best_save_rnk500_idxctrl 93.79 52.22 -89.99 56.79 -90.00 219.24 520.38 572.03 635.75
1 mt_962_use2022_best_save_rnk500_idxctrl 87.74 46.17 -96.04 50.74 -96.04 213.19 514.33 565.98 629.70
4 mt_962_use2015_best_save_rnk500_idxctrl 65.08 23.51 -118.70 28.08 -118.70 190.53 491.67 543.32 607.04
6 mt_962_use2022_last_save_rnk500_idxctrl 63.13 21.57 -120.65 26.14 -120.65 188.58 489.73 541.38 605.09
8 mt_962_use2021_best_save_rnk500_idxctrl 57.80 16.23 -125.98 20.80 -125.98 183.25 484.39 536.04 599.76
10 mt_962_use2020_last_save_rnk500_idxctrl 54.35 12.78 -129.44 17.35 -129.44 179.79 480.94 532.59 596.30
15 mt_962_use2021_last_save_rnk500_idxctrl 41.88 0.31 -141.91 4.88 -141.91 167.32 468.47 520.12 583.83
17 mt_962_use2019_best_save_rnk500_idxctrl 39.53 -2.03 -144.25 2.53 -144.25 164.98 466.12 517.78 581.49
21 mt_961_use2020_last_save_rnk500_idxctrl 30.47 -11.10 -153.32 -6.53 -153.32 155.91 457.06 508.71 572.42
23 mt_962_use2019_last_save_rnk500_idxctrl 27.56 -14.01 -156.23 -9.44 -156.23 153.00 454.15 505.80 569.51
24 mt_962_use2024_last_save_rnk500_idxctrl 26.54 -15.02 -157.24 -10.46 -157.24 151.99 453.13 504.79 568.50
25 mt_961_use2020_best_save_rnk500_idxctrl 25.49 -16.07 -158.29 -11.50 -158.29 150.94 452.09 503.74 567.45
26 mt_962_use2023_best_save_rnk500_idxctrl 25.16 -16.40 -158.62 -11.84 -158.62 150.61 451.75 503.40 567.12
27 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 24.89 -16.68 -158.89 -12.11 -158.89 150.34 451.48 503.13 566.85
28 mt_962_use2023_last_save_rnk500_idxctrl 23.33 -18.24 -160.45 -13.67 -160.45 148.78 449.92 501.57 565.29
29 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 21.47 -20.09 -162.31 -15.53 -162.31 146.92 448.06 499.72 563.43
30 mt_962_use2013_best_save_rnk500_idxctrl 21.38 -20.18 -162.40 -15.62 -162.40 146.83 447.97 499.63 563.34
31 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 20.61 -20.95 -163.17 -16.39 -163.17 146.06 447.20 498.86 562.57
32 multin_zz500_61001_idxctrl_zz500_pv 20.58 -20.99 -163.20 -16.42 -163.20 146.03 447.17 498.82 562.54
33 mt_962_use2024_best_save_rnk500_idxctrl 19.38 -22.18 -164.40 -17.61 -164.40 144.83 445.98 497.63 561.34
35 multin_zz500_61002_idxctrl_zz500_pv 17.35 -24.22 -166.43 -19.65 -166.43 142.80 443.94 495.59 559.31
38 multin_zz500_61004_idxctrl_zz500_pv 16.51 -25.06 -167.27 -20.49 -167.27 141.96 443.10 494.75 558.47
43 mt_962_use2012_best_save_rnk500_idxctrl 15.42 -26.14 -168.36 -21.58 -168.36 140.87 442.02 493.67 557.38
45 mt_961_use2024_best_save_rnk500_idxctrl 13.59 -27.98 -170.19 -23.41 -170.19 139.04 440.18 491.83 555.55
47 mt_961_use2024_last_save_rnk500_idxctrl 13.34 -28.23 -170.44 -23.66 -170.45 138.79 439.93 491.58 555.30
48 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 12.75 -28.82 -171.03 -24.25 -171.04 138.20 439.34 490.99 554.71
49 mt_961_use2013_best_save_rnk500_idxctrl 11.71 -29.86 -172.08 -25.29 -172.08 137.15 438.30 489.95 553.66
52 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 8.95 -32.62 -174.83 -28.05 -174.84 134.40 435.54 487.19 550.91
53 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 8.84 -32.72 -174.94 -28.16 -174.94 134.29 435.44 487.09 550.80
54 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 8.41 -33.15 -175.37 -28.58 -175.37 133.86 435.01 486.66 550.37
55 mt_962_use2017_best_save_rnk500_idxctrl 8.17 -33.40 -175.61 -28.83 -175.62 133.62 434.76 486.41 550.13
56 mt_961_use2021_last_save_rnk500_idxctrl 7.93 -33.64 -175.86 -29.07 -175.86 133.37 434.52 486.17 549.88
57 mt_961_use2022_last_save_rnk500_idxctrl 7.11 -34.45 -176.67 -29.88 -176.67 132.56 433.71 485.36 549.07
59 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 5.20 -36.37 -178.59 -31.80 -178.59 130.64 431.79 483.44 547.15
60 mt_962_use2013_last_save_rnk500_idxctrl 5.15 -36.42 -178.63 -31.85 -178.64 130.59 431.74 483.39 547.10
61 mt_961_use2022_best_save_rnk500_idxctrl 5.01 -36.56 -178.77 -31.99 -178.78 130.46 431.60 483.25 546.97
62 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 4.79 -36.78 -178.99 -32.21 -178.99 130.24 431.38 483.03 546.75
63 mt_962_use2012_last_save_rnk500_idxctrl 3.95 -37.61 -179.83 -33.04 -179.83 129.40 430.55 482.20 545.91
64 mt_961_use2021_best_save_rnk500_idxctrl 3.80 -37.77 -179.99 -33.20 -179.99 129.24 430.39 482.04 545.75
66 mt_962_use2017_last_save_rnk500_idxctrl 2.11 -39.46 -181.68 -34.89 -181.68 127.55 428.70 480.35 544.06
67 mt_962_use2018_best_save_rnk500_idxctrl 1.53 -40.04 -182.25 -35.47 -182.25 126.98 428.12 479.77 543.49
69 mt_962_use2014_best_save_rnk500_idxctrl -0.61 -42.18 -184.39 -37.61 -184.40 124.83 425.98 477.63 541.34
70 multin_zz1000_61001_idxctrl_pv_rm_blc -0.93 -42.49 -184.71 -37.93 -184.71 124.52 425.66 477.32 541.03
73 mt_962_use2014_last_save_rnk500_idxctrl -2.08 -43.64 -185.86 -39.08 -185.86 123.37 424.51 476.17 539.88
75 multin_zz1000_61001_idxctrl_pv -3.14 -44.70 -186.92 -40.14 -186.92 122.31 423.46 475.11 538.82
76 multin_zz1000_61004_idxctrl_pv_rm_blc -4.17 -45.74 -187.95 -41.17 -187.95 121.28 422.42 474.07 537.79
77 multin_zz1000_61002_idxctrl_pv_rm_blc -4.17 -45.74 -187.95 -41.17 -187.95 121.28 422.42 474.07 537.79
78 multin_zz1000_61004_idxctrl_pv -6.18 -47.75 -189.96 -43.18 -189.96 119.27 420.41 472.06 535.78
79 multin_zz1000_61002_idxctrl_pv -6.18 -47.75 -189.96 -43.18 -189.96 119.27 420.41 472.06 535.78
81 mt_961_use2014_best_save_rnk500_idxctrl -8.57 -50.14 -192.36 -45.57 -192.36 116.87 418.02 469.67 533.38
86 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -10.06 -51.62 -193.84 -47.06 -193.84 115.39 416.54 468.19 531.90
88 mt_962_use2015_last_save_rnk500_idxctrl -10.50 -52.06 -194.28 -47.49 -194.28 114.95 416.10 467.75 531.46
90 multin_zz1000_61001_idxctrl_pv_rm_fnd -11.12 -52.68 -194.90 -48.11 -194.90 114.33 415.48 467.13 530.84
93 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -12.47 -54.04 -196.25 -49.47 -196.26 112.98 414.12 465.77 529.49
94 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -12.47 -54.04 -196.25 -49.47 -196.26 112.98 414.12 465.77 529.49
97 mt_961_use2019_last_save_rnk500_idxctrl -13.31 -54.88 -197.10 -50.31 -197.10 112.13 413.28 464.93 528.64
98 multin_zz1000_61004_idxctrl_pv_rm_fnd -13.49 -55.06 -197.27 -50.49 -197.27 111.96 413.10 464.75 528.47
99 multin_zz1000_61002_idxctrl_pv_rm_fnd -13.49 -55.06 -197.27 -50.49 -197.27 111.96 413.10 464.75 528.47
105 mt_961_use2014_last_save_rnk500_idxctrl -17.35 -58.92 -201.13 -54.35 -201.13 108.10 409.24 460.89 524.61
106 mt_961_use2019_best_save_rnk500_idxctrl -17.61 -59.17 -201.39 -54.61 -201.39 107.84 408.98 460.64 524.35
108 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -19.25 -60.81 -203.03 -56.25 -203.03 106.20 407.34 459.00 522.71
110 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -19.69 -61.26 -203.47 -56.69 -203.47 105.76 406.90 458.55 522.27
112 mt_961_use2023_best_save_rnk500_idxctrl -19.87 -61.44 -203.65 -56.87 -203.66 105.58 406.72 458.37 522.08
113 mt_961_use2015_last_save_rnk500_idxctrl -20.10 -61.67 -203.88 -57.10 -203.89 105.34 406.49 458.14 521.85
114 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -20.34 -61.91 -204.12 -57.34 -204.13 105.11 406.25 457.90 521.62
118 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -21.36 -62.92 -205.14 -58.36 -205.14 104.09 405.23 456.89 520.60
123 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -21.71 -63.28 -205.50 -58.71 -205.50 103.73 404.88 456.53 520.24
124 mt_962_use2016_last_save_rnk500_idxctrl -21.75 -63.31 -205.53 -58.75 -205.53 103.70 404.84 456.50 520.21
126 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -21.89 -63.46 -205.67 -58.89 -205.68 103.56 404.70 456.35 520.07
128 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -22.19 -63.75 -205.97 -59.18 -205.97 103.26 404.41 456.06 519.77
129 mt_961_use2015_best_save_rnk500_idxctrl -22.29 -63.86 -206.07 -59.29 -206.07 103.16 404.30 455.95 519.67
130 multin_zz1000_61001_idxctrl_zz1000_pv -22.40 -63.96 -206.18 -59.40 -206.18 103.05 404.19 455.85 519.56
132 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -23.21 -64.78 -206.99 -60.21 -206.99 102.24 403.38 455.03 518.75
133 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -23.47 -65.03 -207.25 -60.46 -207.25 101.98 403.13 454.78 518.49
138 mt_962_use2011_best_save_rnk500_idxctrl -24.90 -66.46 -208.68 -61.89 -208.68 100.55 401.70 453.35 517.06
139 multin_zz1000_61002_idxctrl_zz1000_pv -24.94 -66.51 -208.73 -61.94 -208.73 100.50 401.65 453.30 517.01
142 multin_zz1000_61004_idxctrl_zz1000_pv -25.11 -66.68 -208.89 -62.11 -208.89 100.34 401.48 453.13 516.85
144 mt_961_use2023_last_save_rnk500_idxctrl -25.16 -66.73 -208.95 -62.16 -208.95 100.28 401.43 453.08 516.79
146 mt_962_use2011_last_save_rnk500_idxctrl -25.59 -67.16 -209.37 -62.59 -209.38 99.86 401.00 452.65 516.37
155 mt_962_use2010_last_save_rnk500_idxctrl -28.90 -70.47 -212.68 -65.90 -212.68 96.55 397.69 449.34 513.06
161 mt_961_use2011_best_save_rnk500_idxctrl -30.03 -71.59 -213.81 -67.02 -213.81 95.42 396.57 448.22 511.93
164 mt_961_use2016_best_save_rnk500_idxctrl -31.71 -73.28 -215.50 -68.71 -215.50 93.73 394.88 446.53 510.24
175 mt_961_use2016_last_save_rnk500_idxctrl -34.35 -75.91 -218.13 -71.34 -218.13 91.10 392.25 443.90 507.61
177 mt_961_use2017_best_save_rnk500_idxctrl -34.63 -76.19 -218.41 -71.63 -218.41 90.82 391.96 443.62 507.33
179 mt_961_use2018_last_save_rnk500_idxctrl -34.79 -76.36 -218.58 -71.79 -218.58 90.65 391.80 443.45 507.16
195 mt_962_use2018_last_save_rnk500_idxctrl -38.37 -79.94 -222.16 -75.37 -222.16 87.07 388.22 439.87 503.58
200 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -39.69 -81.26 -223.48 -76.69 -223.48 85.75 386.90 438.55 502.26
210 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -40.89 -82.45 -224.67 -77.88 -224.67 84.56 385.71 437.36 501.07
211 mt_961_use2017_last_save_rnk500_idxctrl -40.91 -82.47 -224.69 -77.90 -224.69 84.54 385.69 437.34 501.05
212 multin_zz1000_61001_idxctrl_top3800_pv -41.00 -82.56 -224.78 -78.00 -224.78 84.45 385.59 437.25 500.96
213 mt_961_use2009_last_save_rnk500_idxctrl -41.18 -82.74 -224.96 -78.18 -224.96 84.27 385.41 437.07 500.78
214 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -41.23 -82.80 -225.01 -78.23 -225.02 84.22 385.36 437.01 500.73
216 mt_961_use2009_best_save_rnk500_idxctrl -41.68 -83.25 -225.47 -78.68 -225.47 83.76 384.91 436.56 500.27
217 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -42.04 -83.61 -225.82 -79.04 -225.82 83.41 384.55 436.20 499.92
218 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -42.35 -83.92 -226.14 -79.35 -226.14 83.09 384.24 435.89 499.60
219 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -42.50 -84.07 -226.28 -79.50 -226.28 82.95 384.09 435.74 499.46
224 multin_zz1000_61001_idxctrl_50010002000_pv -43.67 -85.23 -227.45 -80.66 -227.45 81.78 382.93 434.58 498.29
225 mt_961_use2008_last_save_rnk500_idxctrl -43.84 -85.41 -227.63 -80.84 -227.63 81.60 382.75 434.40 498.11
226 mt_961_use2018_best_save_rnk500_idxctrl -44.20 -85.77 -227.98 -81.20 -227.98 81.25 382.39 434.04 497.76
227 mt_962_use2010_best_save_rnk500_idxctrl -44.35 -85.92 -228.14 -81.35 -228.14 81.09 382.24 433.89 497.60
230 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -45.50 -87.06 -229.28 -82.49 -229.28 79.95 381.10 432.75 496.46
233 mt_961_use2011_last_save_rnk500_idxctrl -45.75 -87.31 -229.53 -82.75 -229.53 79.70 380.84 432.50 496.21
236 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -45.92 -87.48 -229.70 -82.91 -229.70 79.53 380.68 432.33 496.04
238 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -45.98 -87.54 -229.76 -82.97 -229.76 79.47 380.62 432.27 495.98
239 mt_961_use2013_last_save_rnk500_idxctrl -46.07 -87.64 -229.86 -83.07 -229.86 79.37 380.52 432.17 495.88
240 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -46.16 -87.72 -229.94 -83.15 -229.94 79.29 380.44 432.09 495.80
242 multin_zz1000_61004_idxctrl_top3800_pv -46.50 -88.06 -230.28 -83.49 -230.28 78.95 380.10 431.75 495.46
244 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -46.53 -88.09 -230.31 -83.52 -230.31 78.92 380.07 431.72 495.43
246 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -46.71 -88.27 -230.49 -83.71 -230.49 78.74 379.89 431.54 495.25
247 multin_zz1000_61002_idxctrl_top3800_pv -46.73 -88.29 -230.51 -83.73 -230.51 78.72 379.86 431.52 495.23
248 mt_962_use2008_last_save_rnk500_idxctrl -46.80 -88.37 -230.59 -83.80 -230.59 78.64 379.79 431.44 495.15
251 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -47.10 -88.67 -230.88 -84.10 -230.88 78.35 379.49 431.14 494.86
252 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -47.13 -88.70 -230.91 -84.13 -230.92 78.31 379.46 431.11 494.82
256 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -47.37 -88.94 -231.15 -84.37 -231.15 78.08 379.22 430.87 494.59
257 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -47.69 -89.25 -231.47 -84.69 -231.47 77.76 378.90 430.56 494.27
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -48.05 -89.62 -231.84 -85.05 -231.84 77.39 378.54 430.19 493.90
260 multin_zz1000_61004_idxctrl_50010002000_pv -48.30 -89.86 -232.08 -85.29 -232.08 77.15 378.30 429.95 493.66
263 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -48.99 -90.55 -232.77 -85.98 -232.77 76.46 377.61 429.26 492.97
266 multin_zz1000_61002_idxctrl_50010002000_pv -49.85 -91.42 -233.63 -86.85 -233.64 75.59 376.74 428.39 492.10
267 mt_961_use2012_last_save_rnk500_idxctrl -50.07 -91.63 -233.85 -87.06 -233.85 75.38 376.53 428.18 491.89
269 mt_961_use2012_best_save_rnk500_idxctrl -50.13 -91.70 -233.91 -87.13 -233.91 75.32 376.46 428.11 491.83
271 mt_961_use2008_best_save_rnk500_idxctrl -50.69 -92.25 -234.47 -87.68 -234.47 74.76 375.91 427.56 491.27
274 mt_962_use2008_best_save_rnk500_idxctrl -52.06 -93.63 -235.84 -89.06 -235.85 73.39 374.53 426.18 489.90
275 mt_962_use2016_best_save_rnk500_idxctrl -52.24 -93.80 -236.02 -89.23 -236.02 73.21 374.36 426.01 489.72
281 mt_961_use2010_best_save_rnk500_idxctrl -55.09 -96.66 -238.87 -92.09 -238.87 70.36 371.50 423.15 486.87
285 mt_961_use2010_last_save_rnk500_idxctrl -57.29 -98.86 -241.07 -94.29 -241.07 68.16 369.30 420.95 484.67
292 mt_962_use2009_last_save_rnk500_idxctrl -60.17 -101.74 -243.95 -97.17 -243.95 65.28 366.42 418.07 481.79
297 mt_962_use2009_best_save_rnk500_idxctrl -61.92 -103.48 -245.70 -98.91 -245.70 63.53 364.68 416.33 480.04