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_20250829_151542
16 mt_961_use2019_last_save_rnk500_idxctrl 73.41 14.78 62.56 -20.01 62.56 112.70 139.25 152.19 119.84
20 mt_962_use2023_best_save_rnk500_idxctrl 64.09 5.47 53.24 -29.32 53.24 103.38 129.94 142.87 110.53
21 mt_961_use2019_best_save_rnk500_idxctrl 63.63 5.00 52.77 -29.79 52.77 102.92 129.47 142.41 110.06
23 mt_962_use2021_last_save_rnk500_idxctrl 63.00 4.37 52.14 -30.42 52.14 102.29 128.84 141.77 109.43
28 mt_962_use2023_last_save_rnk500_idxctrl 57.93 -0.69 47.08 -35.48 47.08 97.22 123.78 136.71 104.36
32 mt_961_use2021_best_save_rnk500_idxctrl 56.00 -2.62 45.15 -37.42 45.15 95.29 121.85 134.78 102.43
36 mt_961_use2020_best_save_rnk500_idxctrl 51.54 -7.08 40.69 -41.87 40.69 90.83 117.39 130.32 97.97
37 mt_961_use2021_last_save_rnk500_idxctrl 51.36 -7.27 40.50 -42.06 40.50 90.65 117.20 130.13 97.79
40 mt_961_use2020_last_save_rnk500_idxctrl 49.67 -8.96 38.82 -43.75 38.82 88.96 115.51 128.45 96.10
43 mt_962_use2019_last_save_rnk500_idxctrl 47.48 -11.15 36.63 -45.94 36.63 86.77 113.32 126.26 93.91
44 mt_962_use2024_last_save_rnk500_idxctrl 47.48 -11.15 36.62 -45.94 36.62 86.77 113.32 126.25 93.91
48 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 45.76 -12.87 34.91 -47.66 34.91 85.05 111.60 124.54 92.19
49 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 45.70 -12.93 34.85 -47.72 34.84 84.99 111.54 124.48 92.13
50 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 44.55 -14.08 33.69 -48.87 33.69 83.84 110.39 123.33 90.98
51 mt_962_use2021_best_save_rnk500_idxctrl 44.47 -14.16 33.61 -48.95 33.61 83.76 110.31 123.24 90.90
52 mt_962_use2020_last_save_rnk500_idxctrl 44.34 -14.29 33.49 -49.08 33.49 83.63 110.18 123.12 90.77
53 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 42.90 -15.72 32.05 -50.52 32.05 82.19 108.75 121.68 89.33
54 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 42.25 -16.38 31.40 -51.17 31.39 81.54 108.09 121.03 88.68
55 mt_961_use2013_best_save_rnk500_idxctrl 41.84 -16.79 30.98 -51.58 30.98 81.13 107.68 120.61 88.27
56 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 41.73 -16.90 30.88 -51.69 30.88 81.02 107.57 120.51 88.16
57 mt_962_use2020_best_save_rnk500_idxctrl 41.71 -16.91 30.86 -51.71 30.86 81.00 107.56 120.49 88.14
58 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 41.70 -16.93 30.85 -51.72 30.84 80.99 107.54 120.48 88.13
59 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 41.56 -17.07 30.70 -51.86 30.70 80.85 107.40 120.33 87.99
62 mt_962_use2022_last_save_rnk500_idxctrl 40.63 -17.99 29.78 -52.79 29.78 79.92 106.47 119.41 87.06
63 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 40.46 -18.16 29.61 -52.95 29.61 79.75 106.31 119.24 86.90
67 multin_zz500_61004_idxctrl_zz500_pv 38.12 -20.50 27.27 -55.29 27.27 77.41 103.97 116.90 84.55
68 multin_zz500_61001_idxctrl_zz500_pv 37.89 -20.73 27.04 -55.53 27.04 77.18 103.73 116.67 84.32
70 multin_zz500_61002_idxctrl_zz500_pv 36.88 -21.75 26.03 -56.54 26.02 76.17 102.72 115.66 83.31
79 mt_961_use2024_best_save_rnk500_idxctrl 32.56 -26.06 21.71 -60.86 21.71 71.85 98.41 111.34 78.99
83 mt_961_use2022_best_save_rnk500_idxctrl 30.72 -27.90 19.87 -62.69 19.87 70.01 96.57 109.50 77.16
86 mt_961_use2018_last_save_rnk500_idxctrl 29.75 -28.87 18.90 -63.66 18.90 69.04 95.60 108.53 76.18
87 mt_962_use2024_best_save_rnk500_idxctrl 29.40 -29.22 18.55 -64.01 18.55 68.69 95.25 108.18 75.84
92 mt_962_use2022_best_save_rnk500_idxctrl 29.13 -29.49 18.28 -64.28 18.28 68.42 94.98 107.91 75.56
94 mt_962_use2019_best_save_rnk500_idxctrl 28.59 -30.03 17.74 -64.83 17.74 67.88 94.43 107.37 75.02
99 mt_961_use2024_last_save_rnk500_idxctrl 26.04 -32.59 15.18 -67.38 15.18 65.33 91.88 104.81 72.47
106 mt_962_use2012_best_save_rnk500_idxctrl 24.16 -34.46 13.31 -69.25 13.31 63.45 90.01 102.94 70.59
107 mt_961_use2022_last_save_rnk500_idxctrl 23.34 -35.28 12.49 -70.07 12.49 62.63 89.19 102.12 69.77
114 mt_961_use2013_last_save_rnk500_idxctrl 20.81 -37.81 9.96 -72.60 9.96 60.10 86.66 99.59 67.24
117 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 20.00 -38.62 9.15 -73.41 9.15 59.29 85.85 98.78 66.43
120 mt_962_use2013_best_save_rnk500_idxctrl 19.53 -39.10 8.67 -73.89 8.67 58.82 85.37 98.30 65.96
121 mt_962_use2015_best_save_rnk500_idxctrl 19.37 -39.26 8.51 -74.05 8.51 58.66 85.21 98.15 65.80
122 multin_zz1000_61001_idxctrl_top3800_pv 19.32 -39.31 8.47 -74.10 8.46 58.61 85.16 98.10 65.75
123 mt_961_use2018_best_save_rnk500_idxctrl 19.26 -39.37 8.40 -74.16 8.40 58.55 85.10 98.03 65.69
125 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 18.71 -39.92 7.85 -74.71 7.85 58.00 84.55 97.49 65.14
128 multin_zz1000_61001_idxctrl_pv 18.18 -40.45 7.32 -75.24 7.32 57.47 84.02 96.95 64.61
131 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 17.55 -41.07 6.70 -75.86 6.70 56.84 83.40 96.33 63.98
133 multin_zz1000_61001_idxctrl_50010002000_pv 17.28 -41.35 6.42 -76.14 6.42 56.57 83.12 96.05 63.71
134 mt_962_use2013_last_save_rnk500_idxctrl 17.14 -41.48 6.29 -76.28 6.29 56.43 82.98 95.92 63.57
135 multin_zz1000_61004_idxctrl_pv 17.06 -41.57 6.21 -76.36 6.20 56.35 82.90 95.84 63.49
136 multin_zz1000_61002_idxctrl_pv 17.06 -41.57 6.21 -76.36 6.20 56.35 82.90 95.84 63.49
138 multin_zz1000_61004_idxctrl_top3800_pv 16.68 -41.94 5.83 -76.73 5.83 55.97 82.53 95.46 63.12
139 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 16.57 -42.06 5.71 -76.85 5.71 55.86 82.41 95.35 63.00
146 multin_zz1000_61002_idxctrl_top3800_pv 15.56 -43.06 4.71 -77.85 4.71 54.85 81.41 94.34 62.00
147 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 15.34 -43.28 4.49 -78.07 4.49 54.63 81.19 94.12 61.77
152 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 14.41 -44.22 3.55 -79.01 3.55 53.70 80.25 93.18 60.84
154 multin_zz1000_61002_idxctrl_50010002000_pv 14.16 -44.47 3.31 -79.26 3.30 53.45 80.00 92.94 60.59
155 multin_zz1000_61001_idxctrl_pv_rm_blc 13.93 -44.69 3.08 -79.48 3.08 53.22 79.78 92.71 60.37
158 multin_zz1000_61004_idxctrl_50010002000_pv 13.56 -45.07 2.71 -79.86 2.71 52.85 79.40 92.34 59.99
159 mt_961_use2023_last_save_rnk500_idxctrl 13.40 -45.22 2.55 -80.01 2.55 52.69 79.25 92.18 59.83
162 multin_zz1000_61002_idxctrl_pv_rm_blc 12.95 -45.67 2.10 -80.46 2.10 52.24 78.80 91.73 59.38
163 multin_zz1000_61004_idxctrl_pv_rm_blc 12.95 -45.67 2.10 -80.46 2.10 52.24 78.80 91.73 59.38
165 multin_zz1000_61001_idxctrl_pv_rm_fnd 10.91 -47.72 0.05 -82.51 0.05 50.20 76.75 89.69 57.34
168 mt_961_use2012_best_save_rnk500_idxctrl 10.78 -47.84 -0.07 -82.63 -0.07 50.07 76.63 89.56 57.22
169 mt_961_use2010_last_save_rnk500_idxctrl 10.61 -48.01 -0.24 -82.80 -0.24 49.90 76.46 89.39 57.05
170 multin_zz1000_61002_idxctrl_pv_rm_fnd 10.58 -48.04 -0.27 -82.83 -0.27 49.87 76.43 89.36 57.01
171 multin_zz1000_61004_idxctrl_pv_rm_fnd 10.58 -48.04 -0.27 -82.83 -0.27 49.87 76.43 89.36 57.01
182 mt_961_use2010_best_save_rnk500_idxctrl 8.41 -50.22 -2.45 -85.01 -2.45 47.70 74.25 87.19 54.84
184 mt_961_use2015_last_save_rnk500_idxctrl 7.48 -51.15 -3.38 -85.94 -3.38 46.77 73.32 86.25 53.91
186 mt_961_use2017_best_save_rnk500_idxctrl 7.06 -51.56 -3.79 -86.35 -3.79 46.35 72.91 85.84 53.50
190 mt_962_use2017_best_save_rnk500_idxctrl 5.77 -52.86 -5.08 -87.65 -5.09 45.06 71.61 84.55 52.20
191 mt_961_use2023_best_save_rnk500_idxctrl 5.60 -53.03 -5.26 -87.82 -5.26 44.89 71.44 84.37 52.03
193 mt_961_use2017_last_save_rnk500_idxctrl 5.49 -53.13 -5.36 -87.92 -5.36 44.78 71.34 84.27 51.92
200 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 4.52 -54.10 -6.33 -88.89 -6.33 43.81 70.37 83.30 50.95
201 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 4.41 -54.21 -6.44 -89.00 -6.44 43.70 70.26 83.19 50.84
202 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 4.41 -54.21 -6.44 -89.00 -6.44 43.70 70.26 83.19 50.84
204 mt_962_use2010_last_save_rnk500_idxctrl 3.78 -54.84 -7.07 -89.63 -7.07 43.07 69.63 82.56 50.21
208 mt_962_use2017_last_save_rnk500_idxctrl 3.19 -55.43 -7.66 -90.22 -7.66 42.48 69.04 81.97 49.63
210 mt_961_use2012_last_save_rnk500_idxctrl 2.56 -56.07 -8.30 -90.86 -8.30 41.85 68.40 81.34 48.99
215 mt_962_use2010_best_save_rnk500_idxctrl 1.77 -56.85 -9.08 -91.64 -9.08 41.06 67.62 80.55 48.21
228 mt_962_use2011_last_save_rnk500_idxctrl -0.60 -59.23 -11.45 -94.02 -11.46 38.69 65.24 78.18 45.83
229 mt_961_use2011_last_save_rnk500_idxctrl -0.62 -59.24 -11.47 -94.04 -11.47 38.67 65.22 78.16 45.81
237 mt_961_use2015_best_save_rnk500_idxctrl -1.77 -60.39 -12.62 -95.19 -12.62 37.52 64.07 77.01 44.66
240 multin_zz1000_61004_idxctrl_zz1000_pv -2.61 -61.24 -13.47 -96.03 -13.47 36.68 63.23 76.16 43.82
245 multin_zz1000_61002_idxctrl_zz1000_pv -3.60 -62.22 -14.45 -97.02 -14.45 35.69 62.24 75.18 42.83
249 mt_962_use2015_last_save_rnk500_idxctrl -4.50 -63.12 -15.35 -97.91 -15.35 34.79 61.35 74.28 41.94
251 multin_zz1000_61001_idxctrl_zz1000_pv -4.72 -63.34 -15.57 -98.13 -15.57 34.57 61.13 74.06 41.71
256 mt_962_use2012_last_save_rnk500_idxctrl -5.45 -64.08 -16.31 -98.87 -16.31 33.84 60.39 73.33 40.98
257 mt_961_use2014_last_save_rnk500_idxctrl -5.46 -64.09 -16.32 -98.88 -16.32 33.83 60.38 73.31 40.97
258 mt_961_use2011_best_save_rnk500_idxctrl -5.85 -64.47 -16.70 -99.26 -16.70 33.44 60.00 72.93 40.58
274 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -8.04 -66.66 -18.89 -101.45 -18.89 31.25 57.81 70.74 38.39
280 mt_962_use2018_best_save_rnk500_idxctrl -8.36 -66.98 -19.21 -101.78 -19.21 30.93 57.48 70.42 38.07
281 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -8.43 -67.06 -19.29 -101.85 -19.29 30.86 57.41 70.35 38.00
284 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -8.86 -67.49 -19.71 -102.28 -19.71 30.43 56.98 69.92 37.57
285 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -9.07 -67.70 -19.93 -102.49 -19.93 30.22 56.77 69.71 37.36
287 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -9.12 -67.74 -19.97 -102.53 -19.97 30.17 56.73 69.66 37.32
288 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -9.14 -67.76 -19.99 -102.56 -19.99 30.15 56.70 69.64 37.29
290 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -9.26 -67.88 -20.11 -102.67 -20.11 30.03 56.59 69.52 37.17
292 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -9.49 -68.12 -20.35 -102.91 -20.35 29.80 56.35 69.28 36.94
295 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -9.66 -68.28 -20.51 -103.07 -20.51 29.63 56.19 69.12 36.77
296 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -9.70 -68.32 -20.55 -103.11 -20.55 29.59 56.15 69.08 36.73
300 mt_961_use2009_best_save_rnk500_idxctrl -10.09 -68.72 -20.95 -103.51 -20.95 29.20 55.75 68.69 36.34
301 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -10.16 -68.78 -21.01 -103.58 -21.01 29.13 55.68 68.62 36.27
302 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -10.30 -68.93 -21.16 -103.72 -21.16 28.99 55.54 68.48 36.13
303 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -10.33 -68.95 -21.18 -103.74 -21.18 28.96 55.52 68.45 36.10
304 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -10.43 -69.05 -21.28 -103.84 -21.28 28.86 55.42 68.35 36.00
306 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -10.65 -69.27 -21.50 -104.06 -21.50 28.64 55.20 68.13 35.78
307 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -10.72 -69.34 -21.57 -104.13 -21.57 28.57 55.13 68.06 35.72
310 mt_961_use2016_last_save_rnk500_idxctrl -11.28 -69.90 -22.13 -104.69 -22.13 28.01 54.57 67.50 35.15
314 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -11.77 -70.39 -22.62 -105.18 -22.62 27.52 54.08 67.01 34.66
316 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -12.19 -70.81 -23.04 -105.60 -23.04 27.10 53.66 66.59 34.25
318 mt_961_use2009_last_save_rnk500_idxctrl -12.60 -71.23 -23.45 -106.02 -23.45 26.69 53.24 66.18 33.83
323 mt_962_use2018_last_save_rnk500_idxctrl -13.37 -72.00 -24.23 -106.79 -24.23 25.92 52.47 65.41 33.06
328 mt_961_use2014_best_save_rnk500_idxctrl -13.84 -72.47 -24.70 -107.26 -24.70 25.45 52.00 64.94 32.59
340 mt_961_use2016_best_save_rnk500_idxctrl -15.67 -74.30 -26.53 -109.09 -26.53 23.62 50.17 63.10 30.76
341 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -15.86 -74.48 -26.71 -109.28 -26.71 23.43 49.98 62.92 30.57
343 mt_962_use2009_last_save_rnk500_idxctrl -15.97 -74.60 -26.82 -109.39 -26.83 23.32 49.87 62.81 30.46
344 mt_962_use2009_best_save_rnk500_idxctrl -15.97 -74.59 -26.82 -109.38 -26.82 23.32 49.88 62.81 30.47
350 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -16.54 -75.16 -27.39 -109.96 -27.39 22.75 49.30 62.24 29.89
358 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -18.14 -76.76 -28.99 -111.56 -28.99 21.15 47.70 60.64 28.29
362 mt_961_use2008_best_save_rnk500_idxctrl -18.57 -77.19 -29.42 -111.98 -29.42 20.72 47.28 60.21 27.86
363 mt_962_use2008_last_save_rnk500_idxctrl -18.83 -77.46 -29.69 -112.25 -29.69 20.46 47.01 59.94 27.60
380 mt_961_use2008_last_save_rnk500_idxctrl -21.68 -80.31 -32.53 -115.10 -32.54 17.61 44.16 57.10 24.75
382 mt_962_use2011_best_save_rnk500_idxctrl -22.07 -80.69 -32.92 -115.48 -32.92 17.22 43.78 56.71 24.37
385 mt_962_use2008_best_save_rnk500_idxctrl -22.45 -81.07 -33.30 -115.87 -33.30 16.84 43.39 56.33 23.98
398 mt_962_use2016_last_save_rnk500_idxctrl -25.51 -84.13 -36.36 -118.92 -36.36 13.78 40.34 53.27 20.92
409 mt_962_use2016_best_save_rnk500_idxctrl -26.97 -85.59 -37.82 -120.38 -37.82 12.32 38.88 51.81 19.47
423 mt_962_use2014_last_save_rnk500_idxctrl -29.05 -87.67 -39.90 -122.46 -39.90 10.24 36.80 49.73 17.38
443 mt_962_use2014_best_save_rnk500_idxctrl -31.20 -89.82 -42.05 -124.61 -42.05 8.09 34.65 47.58 15.23