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_20250901_151521
6 mt_962_use2015_best_save_rnk500_idxctrl 88.88 78.56 171.87 110.66 171.87 62.71 -136.87 -95.67 -119.30
17 mt_962_use2020_best_save_rnk500_idxctrl 80.88 70.55 163.87 102.66 163.87 54.70 -144.88 -103.68 -127.31
25 mt_962_use2021_last_save_rnk500_idxctrl 76.06 65.73 159.05 97.84 159.05 49.89 -149.69 -108.49 -132.13
28 mt_962_use2020_last_save_rnk500_idxctrl 74.06 63.73 157.05 95.84 157.05 47.89 -151.69 -110.49 -134.13
43 mt_962_use2022_best_save_rnk500_idxctrl 68.92 58.60 151.91 90.70 151.91 42.75 -156.83 -115.63 -139.26
52 mt_962_use2023_best_save_rnk500_idxctrl 64.24 53.92 147.23 86.02 147.23 38.07 -161.51 -120.31 -143.94
55 mt_962_use2021_best_save_rnk500_idxctrl 63.97 53.64 146.96 85.75 146.96 37.80 -161.79 -120.59 -144.22
62 mt_962_use2019_best_save_rnk500_idxctrl 62.73 52.40 145.72 84.51 145.72 36.56 -163.02 -121.82 -145.46
78 mt_962_use2019_last_save_rnk500_idxctrl 60.83 50.51 143.82 82.61 143.82 34.66 -164.92 -123.72 -147.35
79 mt_961_use2021_best_save_rnk500_idxctrl 60.67 50.34 143.66 82.45 143.66 34.50 -165.08 -123.88 -147.52
85 mt_962_use2022_last_save_rnk500_idxctrl 59.27 48.94 142.25 81.04 142.25 33.09 -166.49 -125.29 -148.92
89 mt_962_use2012_best_save_rnk500_idxctrl 58.38 48.05 141.37 80.16 141.37 32.20 -167.38 -126.18 -149.81
98 mt_962_use2013_best_save_rnk500_idxctrl 55.15 44.82 138.14 76.93 138.14 28.98 -170.60 -129.40 -153.04
100 mt_962_use2023_last_save_rnk500_idxctrl 54.78 44.45 137.77 76.56 137.77 28.61 -170.97 -129.77 -153.41
106 mt_962_use2013_last_save_rnk500_idxctrl 53.37 43.04 136.35 75.14 136.36 27.19 -172.39 -131.19 -154.82
127 mt_962_use2015_last_save_rnk500_idxctrl 47.26 36.93 130.24 69.04 130.25 21.08 -178.50 -137.30 -160.93
134 mt_962_use2018_best_save_rnk500_idxctrl 46.55 36.23 129.54 68.33 129.54 20.38 -179.20 -138.00 -161.63
159 mt_962_use2017_best_save_rnk500_idxctrl 42.21 31.88 125.20 63.99 125.20 16.03 -183.55 -142.35 -165.98
168 mt_962_use2012_last_save_rnk500_idxctrl 40.67 30.35 123.66 62.45 123.66 14.50 -185.08 -143.88 -167.51
175 mt_961_use2013_best_save_rnk500_idxctrl 39.40 29.07 122.39 61.18 122.39 13.23 -186.36 -145.16 -168.79
182 mt_962_use2016_last_save_rnk500_idxctrl 37.27 26.94 120.26 59.05 120.26 11.09 -188.49 -147.29 -170.92
214 mt_962_use2017_last_save_rnk500_idxctrl 30.68 20.35 113.66 52.45 113.66 4.50 -195.08 -153.88 -177.51
230 multin_zz1000_61001_idxctrl_top3800_pv 27.68 17.35 110.67 49.46 110.67 1.51 -198.07 -156.87 -180.51
246 multin_zz1000_61001_idxctrl_50010002000_pv 25.32 14.99 108.30 47.09 108.30 -0.86 -200.44 -159.24 -182.87
250 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 24.33 14.00 107.32 46.11 107.32 -1.84 -201.42 -160.22 -183.86
253 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 23.72 13.39 106.71 45.50 106.71 -2.46 -202.04 -160.84 -184.47
254 multin_zz1000_61004_idxctrl_top3800_pv 23.69 13.36 106.68 45.47 106.68 -2.48 -202.06 -160.86 -184.50
256 multin_zz1000_61004_idxctrl_50010002000_pv 22.86 12.54 105.85 44.64 105.85 -3.31 -202.89 -161.69 -185.32
258 mt_962_use2010_last_save_rnk500_idxctrl 22.60 12.28 105.59 44.38 105.59 -3.57 -203.15 -161.95 -185.58
264 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 22.06 11.73 105.05 43.84 105.05 -4.11 -203.70 -162.50 -186.13
269 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 20.47 10.14 103.46 42.25 103.46 -5.70 -205.28 -164.08 -187.72
270 mt_962_use2011_last_save_rnk500_idxctrl 20.41 10.08 103.40 42.19 103.40 -5.76 -205.34 -164.14 -187.78
271 multin_zz1000_61002_idxctrl_top3800_pv 20.27 9.94 103.26 42.05 103.26 -5.91 -205.49 -164.29 -187.92
273 multin_zz1000_61002_idxctrl_50010002000_pv 19.92 9.60 102.91 41.70 102.91 -6.25 -205.83 -164.63 -188.26
274 mt_962_use2014_best_save_rnk500_idxctrl 19.66 9.33 102.64 41.43 102.64 -6.52 -206.10 -164.90 -188.53
276 mt_962_use2024_last_save_rnk500_idxctrl 19.52 9.19 102.51 41.30 102.51 -6.66 -206.24 -165.04 -188.67
281 mt_961_use2021_last_save_rnk500_idxctrl 19.36 9.03 102.35 41.14 102.35 -6.82 -206.40 -165.20 -188.83
285 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 19.13 8.80 102.12 40.91 102.12 -7.05 -206.63 -165.43 -189.06
286 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 19.07 8.74 102.05 40.84 102.06 -7.11 -206.69 -165.49 -189.12
289 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 18.18 7.86 101.17 39.96 101.17 -7.99 -207.57 -166.37 -190.00
293 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 17.42 7.09 100.41 39.20 100.41 -8.75 -208.33 -167.13 -190.77
294 mt_962_use2014_last_save_rnk500_idxctrl 17.20 6.87 100.19 38.98 100.19 -8.97 -208.56 -167.36 -190.99
296 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 16.68 6.35 99.66 38.45 99.66 -9.50 -209.08 -167.88 -191.51
297 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 16.51 6.18 99.50 38.29 99.50 -9.67 -209.25 -168.05 -191.68
306 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 15.34 5.01 98.32 37.11 98.32 -10.84 -210.42 -169.22 -192.85
307 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 15.04 4.71 98.03 36.82 98.03 -11.14 -210.72 -169.52 -193.15
311 mt_962_use2018_last_save_rnk500_idxctrl 13.35 3.02 96.34 35.13 96.34 -12.82 -212.40 -171.20 -194.84
312 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 13.24 2.91 96.22 35.01 96.22 -12.94 -212.52 -171.32 -194.95
313 mt_962_use2024_best_save_rnk500_idxctrl 12.96 2.63 95.94 34.73 95.95 -13.22 -212.80 -171.60 -195.23
316 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 12.01 1.69 95.00 33.79 95.00 -14.16 -213.74 -172.54 -196.17
320 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 11.89 1.56 94.88 33.67 94.88 -14.29 -213.87 -172.67 -196.30
321 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 11.88 1.55 94.86 33.65 94.86 -14.30 -213.88 -172.68 -196.31
332 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 8.16 -2.16 91.15 29.94 91.15 -18.01 -217.59 -176.39 -200.02
336 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 6.88 -3.45 89.86 28.65 89.87 -19.30 -218.88 -177.68 -201.31
356 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 2.66 -7.67 85.65 24.44 85.65 -23.52 -223.10 -181.90 -205.53
360 mt_962_use2010_best_save_rnk500_idxctrl 1.95 -8.38 84.94 23.73 84.94 -24.22 -223.80 -182.60 -206.24
367 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -0.01 -10.33 82.98 21.77 82.98 -26.18 -225.76 -184.56 -208.19
370 multin_zz1000_61001_idxctrl_zz1000_pv -0.74 -11.07 82.25 21.04 82.25 -26.91 -226.49 -185.29 -208.93
373 mt_962_use2011_best_save_rnk500_idxctrl -1.32 -11.65 81.66 20.46 81.67 -27.50 -227.08 -185.88 -209.51
374 multin_zz500_61001_idxctrl_zz500_pv -1.65 -11.98 81.34 20.13 81.34 -27.83 -227.41 -186.21 -209.84
375 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -1.77 -12.10 81.21 20.00 81.21 -27.95 -227.53 -186.33 -209.96
376 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -1.91 -12.24 81.08 19.87 81.08 -28.08 -227.66 -186.46 -210.10
378 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -2.05 -12.38 80.94 19.73 80.94 -28.22 -227.81 -186.60 -210.24
382 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -3.64 -13.96 79.35 18.14 79.35 -29.81 -229.39 -188.19 -211.82
384 multin_zz1000_61001_idxctrl_pv -4.12 -14.44 78.87 17.66 78.87 -30.29 -229.87 -188.67 -212.31
386 multin_zz500_61004_idxctrl_zz500_pv -4.12 -14.45 78.86 17.65 78.86 -30.30 -229.88 -188.68 -212.31
387 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -4.18 -14.51 78.81 17.60 78.81 -30.36 -229.94 -188.74 -212.37
388 multin_zz500_61002_idxctrl_zz500_pv -4.26 -14.59 78.73 17.52 78.73 -30.43 -230.01 -188.81 -212.45
389 mt_961_use2015_best_save_rnk500_idxctrl -4.30 -14.63 78.68 17.47 78.68 -30.48 -230.06 -188.86 -212.49
390 multin_zz1000_61004_idxctrl_zz1000_pv -4.34 -14.67 78.65 17.44 78.65 -30.51 -230.10 -188.90 -212.53
391 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -4.41 -14.74 78.58 17.37 78.58 -30.59 -230.17 -188.97 -212.60
392 multin_zz1000_61002_idxctrl_zz1000_pv -4.54 -14.86 78.45 17.24 78.45 -30.71 -230.29 -189.09 -212.72
397 multin_zz1000_61001_idxctrl_pv_rm_blc -5.47 -15.80 77.52 16.31 77.52 -31.64 -231.23 -190.03 -213.66
398 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -5.65 -15.98 77.33 16.12 77.34 -31.83 -231.41 -190.21 -213.84
401 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -5.79 -16.12 77.19 15.98 77.19 -31.97 -231.55 -190.35 -213.98
402 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -6.23 -16.56 76.76 15.55 76.76 -32.40 -231.98 -190.78 -214.42
403 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -6.32 -16.65 76.67 15.46 76.67 -32.49 -232.07 -190.87 -214.51
406 mt_961_use2013_last_save_rnk500_idxctrl -7.06 -17.39 75.93 14.72 75.93 -33.23 -232.82 -191.62 -215.25
408 multin_zz1000_61004_idxctrl_pv -7.28 -17.61 75.71 14.50 75.71 -33.46 -233.04 -191.84 -215.47
409 multin_zz1000_61002_idxctrl_pv -7.28 -17.61 75.71 14.50 75.71 -33.46 -233.04 -191.84 -215.47
410 mt_961_use2022_best_save_rnk500_idxctrl -8.02 -18.35 74.97 13.76 74.97 -34.19 -233.78 -192.58 -216.21
411 multin_zz1000_61002_idxctrl_pv_rm_blc -8.63 -18.96 74.36 13.15 74.36 -34.80 -234.38 -193.18 -216.82
412 multin_zz1000_61004_idxctrl_pv_rm_blc -8.63 -18.96 74.36 13.15 74.36 -34.80 -234.38 -193.18 -216.82
428 multin_zz1000_61001_idxctrl_pv_rm_fnd -13.17 -23.50 69.82 8.61 69.82 -39.34 -238.93 -197.72 -221.36
429 mt_961_use2020_best_save_rnk500_idxctrl -13.19 -23.51 69.80 8.59 69.80 -39.36 -238.94 -197.74 -221.37
431 mt_961_use2019_best_save_rnk500_idxctrl -13.67 -24.00 69.32 8.11 69.32 -39.85 -239.43 -198.23 -221.86
436 mt_961_use2020_last_save_rnk500_idxctrl -14.82 -25.14 68.17 6.96 68.17 -40.99 -240.57 -199.37 -223.00
437 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -15.15 -25.48 67.84 6.63 67.84 -41.32 -240.90 -199.70 -223.34
438 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -15.61 -25.93 67.38 6.17 67.38 -41.78 -241.36 -200.16 -223.79
442 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -15.70 -26.03 67.29 6.08 67.29 -41.87 -241.46 -200.26 -223.89
443 multin_zz1000_61002_idxctrl_pv_rm_fnd -15.75 -26.08 67.24 6.03 67.24 -41.92 -241.50 -200.30 -223.94
444 multin_zz1000_61004_idxctrl_pv_rm_fnd -15.75 -26.08 67.24 6.03 67.24 -41.92 -241.50 -200.30 -223.94
448 mt_961_use2015_last_save_rnk500_idxctrl -16.43 -26.76 66.55 5.34 66.56 -42.61 -242.19 -200.99 -224.62
452 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -17.26 -27.58 65.73 4.52 65.73 -43.43 -243.01 -201.81 -225.44
453 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -17.50 -27.83 65.49 4.28 65.49 -43.67 -243.26 -202.06 -225.69
457 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -18.11 -28.44 64.87 3.66 64.87 -44.29 -243.87 -202.67 -226.30
458 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -18.11 -28.44 64.87 3.66 64.87 -44.29 -243.87 -202.67 -226.30
459 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -18.21 -28.54 64.78 3.57 64.78 -44.38 -243.97 -202.77 -226.40
461 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -18.48 -28.81 64.51 3.30 64.51 -44.65 -244.23 -203.03 -226.67
466 mt_961_use2014_best_save_rnk500_idxctrl -21.10 -31.43 61.89 0.68 61.89 -47.27 -246.86 -205.66 -229.29
467 mt_961_use2010_last_save_rnk500_idxctrl -21.71 -32.04 61.28 0.07 61.28 -47.88 -247.46 -206.26 -229.90
471 mt_962_use2016_best_save_rnk500_idxctrl -26.09 -36.42 56.89 -4.32 56.89 -52.27 -251.85 -210.65 -234.28
478 mt_961_use2019_last_save_rnk500_idxctrl -31.82 -42.15 51.17 -10.04 51.17 -58.00 -257.58 -216.38 -240.01
479 mt_961_use2014_last_save_rnk500_idxctrl -32.37 -42.70 50.62 -10.59 50.62 -58.55 -258.13 -216.93 -240.56
480 mt_961_use2022_last_save_rnk500_idxctrl -32.86 -43.18 50.13 -11.08 50.13 -59.03 -258.61 -217.41 -241.04
482 mt_961_use2017_best_save_rnk500_idxctrl -33.43 -43.75 49.56 -11.65 49.56 -59.60 -259.18 -217.98 -241.61
485 mt_961_use2011_best_save_rnk500_idxctrl -35.09 -45.41 47.90 -13.31 47.90 -61.26 -260.84 -219.64 -243.27
486 mt_961_use2017_last_save_rnk500_idxctrl -35.23 -45.55 47.76 -13.45 47.76 -61.40 -260.98 -219.78 -243.41
487 mt_961_use2012_best_save_rnk500_idxctrl -35.48 -45.81 47.51 -13.70 47.51 -61.65 -261.23 -220.03 -243.67
489 mt_961_use2008_last_save_rnk500_idxctrl -35.98 -46.31 47.01 -14.20 47.01 -62.15 -261.73 -220.53 -244.17
490 mt_961_use2023_last_save_rnk500_idxctrl -36.06 -46.39 46.93 -14.28 46.93 -62.23 -261.81 -220.61 -244.25
491 mt_961_use2010_best_save_rnk500_idxctrl -36.24 -46.56 46.75 -14.46 46.75 -62.41 -261.99 -220.79 -244.42
494 mt_961_use2018_last_save_rnk500_idxctrl -39.40 -49.73 43.59 -17.62 43.59 -65.57 -265.16 -223.96 -247.59
495 mt_962_use2009_last_save_rnk500_idxctrl -39.71 -50.04 43.27 -17.94 43.27 -65.89 -265.47 -224.27 -247.90
496 mt_961_use2009_best_save_rnk500_idxctrl -40.12 -50.45 42.86 -18.35 42.86 -66.30 -265.88 -224.68 -248.31
497 mt_961_use2009_last_save_rnk500_idxctrl -41.50 -51.83 41.49 -19.72 41.49 -67.67 -267.26 -226.06 -249.69
499 mt_962_use2009_best_save_rnk500_idxctrl -41.68 -52.01 41.31 -19.90 41.31 -67.86 -267.44 -226.24 -249.87
500 mt_961_use2024_best_save_rnk500_idxctrl -42.11 -52.43 40.88 -20.33 40.88 -68.28 -267.86 -226.66 -250.29
501 mt_961_use2024_last_save_rnk500_idxctrl -42.56 -52.88 40.43 -20.78 40.43 -68.73 -268.31 -227.11 -250.74
502 mt_961_use2016_best_save_rnk500_idxctrl -42.83 -53.16 40.16 -21.05 40.16 -69.01 -268.59 -227.39 -251.02
503 mt_962_use2008_last_save_rnk500_idxctrl -44.00 -54.33 38.99 -22.22 38.99 -70.17 -269.76 -228.56 -252.19
504 mt_961_use2011_last_save_rnk500_idxctrl -45.17 -55.50 37.82 -23.39 37.82 -71.35 -270.93 -229.73 -253.36
506 mt_961_use2012_last_save_rnk500_idxctrl -46.13 -56.46 36.86 -24.35 36.86 -72.31 -271.89 -230.69 -254.32
508 mt_961_use2008_best_save_rnk500_idxctrl -48.01 -58.34 34.98 -26.23 34.98 -74.18 -273.76 -232.56 -256.20
510 mt_962_use2008_best_save_rnk500_idxctrl -48.96 -59.29 34.03 -27.18 34.03 -75.13 -274.71 -233.51 -257.15
511 mt_961_use2018_best_save_rnk500_idxctrl -49.04 -59.37 33.95 -27.26 33.95 -75.21 -274.80 -233.60 -257.23
514 mt_961_use2023_best_save_rnk500_idxctrl -52.24 -62.57 30.75 -30.46 30.75 -78.41 -277.99 -236.79 -260.43
516 mt_961_use2016_last_save_rnk500_idxctrl -54.41 -64.73 28.58 -32.63 28.58 -80.58 -280.16 -238.96 -262.59