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_20250828_171335
0 mt_962_use2020_best_save_rnk500_idxctrl 175.76 108.92 322.21 142.84 322.21 320.30 240.34 152.51 95.88
3 mt_962_use2015_best_save_rnk500_idxctrl 150.55 83.71 297.01 117.63 297.01 295.09 215.14 127.30 70.67
5 mt_962_use2022_best_save_rnk500_idxctrl 148.01 81.17 294.46 115.09 294.46 292.54 212.59 124.76 68.13
6 mt_962_use2021_best_save_rnk500_idxctrl 137.97 71.13 284.42 105.04 284.42 282.50 202.55 114.71 58.09
7 mt_962_use2022_last_save_rnk500_idxctrl 132.12 65.28 278.58 99.20 278.58 276.66 196.71 108.87 52.24
9 mt_962_use2020_last_save_rnk500_idxctrl 125.11 58.27 271.57 92.19 271.56 269.65 189.69 101.86 45.23
11 mt_962_use2013_best_save_rnk500_idxctrl 110.73 43.89 257.19 77.81 257.19 255.27 175.32 87.48 30.85
13 mt_962_use2023_best_save_rnk500_idxctrl 108.30 41.46 254.76 75.38 254.76 252.84 172.89 85.05 28.42
14 mt_962_use2019_best_save_rnk500_idxctrl 107.71 40.87 254.16 74.78 254.16 252.24 172.29 84.45 27.83
16 mt_962_use2012_best_save_rnk500_idxctrl 95.30 28.47 241.76 62.38 241.76 239.84 159.89 72.05 15.43
17 mt_962_use2021_last_save_rnk500_idxctrl 92.86 26.02 239.31 59.93 239.31 237.39 157.44 69.60 12.98
18 mt_962_use2024_last_save_rnk500_idxctrl 85.42 18.58 231.88 52.50 231.87 229.96 150.00 62.17 5.54
19 mt_962_use2013_last_save_rnk500_idxctrl 85.18 18.34 231.64 52.26 231.64 229.72 149.77 61.93 5.31
20 mt_962_use2023_last_save_rnk500_idxctrl 79.15 12.31 225.60 46.22 225.60 223.68 143.73 55.89 -0.73
21 mt_962_use2012_last_save_rnk500_idxctrl 78.77 11.93 225.22 45.85 225.22 223.31 143.35 55.52 -1.11
23 mt_962_use2014_best_save_rnk500_idxctrl 67.26 0.42 213.72 34.34 213.72 211.80 131.84 44.01 -12.62
25 mt_962_use2024_best_save_rnk500_idxctrl 66.13 -0.71 212.59 33.21 212.59 210.67 130.72 42.88 -13.75
26 mt_962_use2017_best_save_rnk500_idxctrl 63.37 -3.47 209.82 30.44 209.82 207.90 127.95 40.11 -16.51
33 mt_962_use2014_last_save_rnk500_idxctrl 54.86 -11.98 201.31 21.93 201.31 199.39 119.44 31.60 -25.02
34 mt_962_use2019_last_save_rnk500_idxctrl 54.76 -12.08 201.21 21.84 201.21 199.30 119.34 31.51 -25.12
38 mt_962_use2017_last_save_rnk500_idxctrl 39.20 -27.64 185.65 6.27 185.65 183.73 103.78 15.94 -40.68
40 mt_961_use2013_best_save_rnk500_idxctrl 36.85 -29.99 183.31 3.93 183.31 181.39 101.44 13.60 -43.03
43 mt_962_use2015_last_save_rnk500_idxctrl 34.64 -32.20 181.09 1.71 181.09 179.17 99.22 11.38 -45.24
47 mt_962_use2018_best_save_rnk500_idxctrl 30.34 -36.50 176.80 -2.58 176.80 174.88 94.93 7.09 -49.54
48 mt_961_use2021_best_save_rnk500_idxctrl 30.29 -36.55 176.75 -2.63 176.75 174.83 94.88 7.04 -49.59
55 mt_961_use2024_last_save_rnk500_idxctrl 16.22 -50.62 162.67 -16.71 162.67 160.75 80.80 -7.04 -63.66
60 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 11.90 -54.94 158.35 -21.02 158.35 156.43 76.48 -11.36 -67.98
62 multin_zz500_61001_idxctrl_zz500_pv 10.19 -56.64 156.65 -22.73 156.65 154.73 74.78 -13.06 -69.68
66 mt_961_use2024_best_save_rnk500_idxctrl 7.09 -59.75 153.55 -25.83 153.55 151.63 71.68 -16.16 -72.79
68 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 6.28 -60.56 152.73 -26.64 152.73 150.81 70.86 -16.98 -73.60
69 mt_962_use2016_last_save_rnk500_idxctrl 5.91 -60.93 152.37 -27.01 152.37 150.45 70.49 -17.34 -73.97
70 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 5.90 -60.94 152.35 -27.02 152.35 150.43 70.48 -17.35 -73.98
73 multin_zz500_61002_idxctrl_zz500_pv 5.02 -61.82 151.47 -27.91 151.47 149.55 69.60 -18.24 -74.86
74 multin_zz500_61004_idxctrl_zz500_pv 4.81 -62.03 151.26 -28.11 151.26 149.35 69.39 -18.44 -75.07
77 mt_961_use2020_last_save_rnk500_idxctrl 1.58 -65.26 148.03 -31.34 148.03 146.11 66.16 -21.67 -78.30
80 mt_961_use2014_best_save_rnk500_idxctrl -1.91 -68.75 144.55 -34.83 144.55 142.63 62.68 -25.16 -81.79
83 mt_961_use2020_best_save_rnk500_idxctrl -2.19 -69.03 144.27 -35.11 144.27 142.35 62.40 -25.44 -82.07
84 mt_962_use2011_best_save_rnk500_idxctrl -3.29 -70.13 143.17 -36.21 143.17 141.25 61.30 -26.54 -83.17
89 mt_962_use2011_last_save_rnk500_idxctrl -7.16 -74.00 139.29 -40.08 139.29 137.37 57.42 -30.42 -87.04
90 mt_961_use2015_last_save_rnk500_idxctrl -7.76 -74.60 138.70 -40.68 138.70 136.78 56.83 -31.01 -87.64
91 multin_zz1000_61001_idxctrl_pv_rm_blc -8.10 -74.94 138.35 -41.02 138.35 136.44 56.48 -31.35 -87.98
97 multin_zz1000_61001_idxctrl_pv -11.26 -78.10 135.19 -44.19 135.19 133.27 53.32 -34.52 -91.14
100 mt_961_use2021_last_save_rnk500_idxctrl -11.76 -78.60 134.70 -44.68 134.70 132.78 52.82 -35.01 -91.64
106 mt_961_use2015_best_save_rnk500_idxctrl -14.82 -81.66 131.64 -47.74 131.64 129.72 49.77 -38.07 -94.70
109 multin_zz1000_61004_idxctrl_pv_rm_blc -15.41 -82.25 131.05 -48.33 131.05 129.13 49.18 -38.66 -95.29
110 multin_zz1000_61002_idxctrl_pv_rm_blc -15.41 -82.25 131.05 -48.33 131.05 129.13 49.18 -38.66 -95.29
116 multin_zz1000_61002_idxctrl_pv -18.37 -85.21 128.09 -51.29 128.09 126.17 46.22 -41.62 -98.25
117 multin_zz1000_61004_idxctrl_pv -18.37 -85.21 128.09 -51.29 128.09 126.17 46.22 -41.62 -98.25
124 mt_961_use2019_best_save_rnk500_idxctrl -23.08 -89.92 123.38 -56.00 123.38 121.46 41.51 -46.33 -102.96
125 mt_961_use2014_last_save_rnk500_idxctrl -23.46 -90.30 123.00 -56.38 123.00 121.08 41.13 -46.71 -103.34
126 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -25.14 -91.97 121.32 -58.06 121.32 119.40 39.45 -48.39 -105.01
127 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -25.63 -92.47 120.82 -58.56 120.82 118.90 38.95 -48.89 -105.51
131 mt_962_use2010_last_save_rnk500_idxctrl -27.64 -94.48 118.81 -60.56 118.81 116.89 36.94 -50.89 -107.52
132 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -27.86 -94.70 118.59 -60.78 118.59 116.68 36.72 -51.11 -107.74
137 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -29.61 -96.45 116.84 -62.53 116.84 114.92 34.97 -52.87 -109.49
139 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -30.00 -96.84 116.45 -62.92 116.45 114.53 34.58 -53.25 -109.88
141 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -30.23 -97.07 116.23 -63.15 116.23 114.31 34.36 -53.48 -110.11
142 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -30.70 -97.54 115.75 -63.62 115.75 113.83 33.88 -53.95 -110.58
144 multin_zz1000_61001_idxctrl_zz1000_pv -32.17 -99.01 114.28 -65.09 114.28 112.37 32.41 -55.42 -112.05
150 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -34.66 -101.49 111.80 -67.58 111.80 109.88 29.93 -57.91 -114.53
154 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -35.31 -102.15 111.14 -68.23 111.14 109.23 29.27 -58.56 -115.19
156 mt_962_use2016_best_save_rnk500_idxctrl -36.86 -103.70 109.59 -69.79 109.59 107.67 27.72 -60.12 -116.74
161 multin_zz1000_61004_idxctrl_zz1000_pv -38.84 -105.68 107.61 -71.76 107.61 105.70 25.74 -62.09 -118.72
164 multin_zz1000_61002_idxctrl_zz1000_pv -39.42 -106.26 107.04 -72.34 107.04 105.12 25.17 -62.67 -119.30
168 mt_961_use2022_best_save_rnk500_idxctrl -40.60 -107.44 105.85 -73.53 105.85 103.93 23.98 -63.86 -120.48
169 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -40.78 -107.62 105.68 -73.70 105.68 103.76 23.81 -64.03 -120.66
172 multin_zz1000_61001_idxctrl_pv_rm_fnd -42.63 -109.47 103.83 -75.55 103.83 101.91 21.95 -65.88 -122.51
176 mt_962_use2010_best_save_rnk500_idxctrl -44.82 -111.66 101.63 -77.74 101.63 99.71 19.76 -68.07 -124.70
178 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -46.64 -113.48 99.81 -79.56 99.81 97.89 17.94 -69.90 -126.52
179 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -46.64 -113.48 99.81 -79.56 99.81 97.89 17.94 -69.90 -126.52
182 multin_zz1000_61002_idxctrl_pv_rm_fnd -48.37 -115.21 98.08 -81.29 98.08 96.16 16.21 -71.62 -128.25
183 multin_zz1000_61004_idxctrl_pv_rm_fnd -48.37 -115.21 98.08 -81.29 98.08 96.16 16.21 -71.62 -128.25
191 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -51.78 -118.62 94.67 -84.70 94.67 92.75 12.80 -75.03 -131.66
192 mt_961_use2013_last_save_rnk500_idxctrl -52.03 -118.87 94.42 -84.96 94.42 92.50 12.55 -75.29 -131.91
194 mt_961_use2017_best_save_rnk500_idxctrl -52.20 -119.04 94.25 -85.12 94.25 92.34 12.38 -75.45 -132.08
196 mt_962_use2018_last_save_rnk500_idxctrl -52.51 -119.35 93.94 -85.43 93.94 92.02 12.07 -75.76 -132.39
200 mt_961_use2019_last_save_rnk500_idxctrl -53.42 -120.26 93.04 -86.34 93.03 91.12 11.16 -76.67 -133.30
203 mt_961_use2022_last_save_rnk500_idxctrl -54.85 -121.69 91.60 -87.77 91.60 89.69 9.73 -78.10 -134.73
204 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -54.86 -121.70 91.60 -87.78 91.60 89.68 9.73 -78.11 -134.74
208 mt_961_use2011_best_save_rnk500_idxctrl -56.31 -123.15 90.15 -89.23 90.15 88.23 8.28 -79.56 -136.19
213 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -57.73 -124.57 88.72 -90.65 88.72 86.80 6.85 -80.99 -137.61
216 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -58.25 -125.09 88.20 -91.17 88.20 86.28 6.33 -81.50 -138.13
221 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -59.56 -126.40 86.89 -92.48 86.89 84.97 5.02 -82.81 -139.44
223 multin_zz1000_61001_idxctrl_top3800_pv -59.75 -126.59 86.70 -92.68 86.70 84.78 4.83 -83.01 -139.63
226 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -60.72 -127.56 85.74 -93.64 85.73 83.82 3.86 -83.97 -140.60
227 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -61.15 -127.99 85.30 -94.07 85.30 83.39 3.43 -84.40 -141.03
230 mt_961_use2023_last_save_rnk500_idxctrl -62.53 -129.37 83.92 -95.45 83.92 82.00 2.05 -85.79 -142.41
238 multin_zz1000_61001_idxctrl_50010002000_pv -67.93 -134.77 78.52 -100.85 78.52 76.61 -3.35 -91.18 -147.81
239 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -67.97 -134.81 78.49 -100.89 78.49 76.57 -3.38 -91.22 -147.85
244 mt_961_use2009_best_save_rnk500_idxctrl -70.63 -137.47 75.82 -103.56 75.82 73.90 -6.05 -93.89 -150.51
248 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -72.32 -139.16 74.13 -105.24 74.13 72.21 -7.74 -95.57 -152.20
249 mt_961_use2016_best_save_rnk500_idxctrl -72.42 -139.25 74.04 -105.34 74.04 72.12 -7.83 -95.67 -152.29
250 multin_zz1000_61002_idxctrl_top3800_pv -72.58 -139.42 73.88 -105.50 73.87 71.96 -8.00 -95.83 -152.46
255 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -74.47 -141.31 71.98 -107.39 71.98 70.06 -9.89 -97.73 -154.35
256 mt_961_use2012_best_save_rnk500_idxctrl -74.56 -141.40 71.89 -107.48 71.89 69.98 -9.98 -97.81 -154.44
257 multin_zz1000_61004_idxctrl_top3800_pv -74.66 -141.50 71.79 -107.58 71.79 69.88 -10.08 -97.91 -154.54
259 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -74.94 -141.78 71.51 -107.86 71.51 69.60 -10.36 -98.19 -154.82
265 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -75.25 -142.09 71.21 -108.17 71.21 69.29 -10.66 -98.50 -155.13
266 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -75.31 -142.15 71.15 -108.23 71.14 69.23 -10.73 -98.56 -155.19
267 mt_961_use2009_last_save_rnk500_idxctrl -75.34 -142.17 71.12 -108.26 71.12 69.20 -10.75 -98.59 -155.21
268 multin_zz1000_61002_idxctrl_50010002000_pv -75.55 -142.39 70.91 -108.47 70.90 68.99 -10.97 -98.80 -155.43
269 mt_961_use2017_last_save_rnk500_idxctrl -76.04 -142.88 70.41 -108.97 70.41 68.49 -11.46 -99.30 -155.92
271 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -77.48 -144.32 68.98 -110.40 68.98 67.06 -12.90 -100.73 -157.36
272 multin_zz1000_61004_idxctrl_50010002000_pv -77.70 -144.54 68.75 -110.62 68.75 66.83 -13.12 -100.95 -157.58
274 mt_961_use2023_best_save_rnk500_idxctrl -78.83 -145.67 67.63 -111.75 67.63 65.71 -14.24 -102.08 -158.71
278 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -79.89 -146.73 66.56 -112.81 66.56 64.65 -15.31 -103.14 -159.77
279 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -80.16 -147.00 66.29 -113.09 66.29 64.37 -15.58 -103.42 -160.04
293 mt_961_use2008_last_save_rnk500_idxctrl -84.27 -151.11 62.18 -117.19 62.18 60.27 -19.69 -107.52 -164.15
295 mt_961_use2010_best_save_rnk500_idxctrl -85.63 -152.47 60.83 -118.55 60.83 58.91 -21.04 -108.88 -165.51
296 mt_961_use2010_last_save_rnk500_idxctrl -85.88 -152.72 60.57 -118.80 60.57 58.65 -21.30 -109.13 -165.76
298 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -86.54 -153.38 59.92 -119.46 59.91 58.00 -21.96 -109.79 -166.42
301 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -87.09 -153.93 59.37 -120.01 59.37 57.45 -22.50 -110.34 -166.96
304 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -87.34 -154.18 59.12 -120.26 59.11 57.20 -22.76 -110.59 -167.22
306 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -87.55 -154.39 58.91 -120.47 58.91 56.99 -22.96 -110.80 -167.43
309 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -88.13 -154.97 58.32 -121.05 58.32 56.40 -23.55 -111.38 -168.01
311 mt_961_use2016_last_save_rnk500_idxctrl -88.33 -155.17 58.13 -121.25 58.13 56.21 -23.74 -111.58 -168.21
312 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -88.37 -155.21 58.08 -121.30 58.08 56.16 -23.79 -111.63 -168.25
316 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -88.69 -155.53 57.76 -121.61 57.76 55.84 -24.11 -111.94 -168.57
317 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -88.76 -155.60 57.70 -121.68 57.70 55.78 -24.17 -112.01 -168.64
323 mt_961_use2012_last_save_rnk500_idxctrl -89.79 -156.63 56.66 -122.72 56.66 54.74 -25.21 -113.05 -169.67
336 mt_961_use2011_last_save_rnk500_idxctrl -92.90 -159.74 53.56 -125.82 53.56 51.64 -28.31 -116.15 -172.78
337 mt_962_use2009_best_save_rnk500_idxctrl -92.91 -159.75 53.54 -125.84 53.54 51.62 -28.33 -116.17 -172.79
340 mt_962_use2009_last_save_rnk500_idxctrl -93.12 -159.96 53.33 -126.05 53.33 51.41 -28.54 -116.38 -173.00
342 mt_961_use2018_last_save_rnk500_idxctrl -94.01 -160.85 52.44 -126.94 52.44 50.52 -29.43 -117.27 -173.89
361 mt_961_use2018_best_save_rnk500_idxctrl -100.39 -167.23 46.07 -133.31 46.06 44.15 -35.81 -123.64 -180.27
365 mt_962_use2008_last_save_rnk500_idxctrl -102.62 -169.46 43.84 -135.54 43.84 41.92 -38.03 -125.87 -182.50
372 mt_962_use2008_best_save_rnk500_idxctrl -105.25 -172.09 41.21 -138.17 41.21 39.29 -40.66 -128.50 -185.13
375 mt_961_use2008_best_save_rnk500_idxctrl -106.41 -173.25 40.04 -139.34 40.04 38.12 -41.83 -129.67 -186.29