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_20250903_151520
0 mt_962_use2020_best_save_rnk500_idxctrl 119.94 106.88 -27.20 53.51 -27.20 216.15 432.11 447.16 443.48
1 mt_962_use2021_best_save_rnk500_idxctrl 118.12 105.06 -29.01 51.70 -29.02 214.33 430.29 445.34 441.66
3 mt_962_use2020_last_save_rnk500_idxctrl 108.10 95.04 -39.04 41.67 -39.04 204.30 420.27 435.31 431.64
4 mt_962_use2019_best_save_rnk500_idxctrl 102.31 89.25 -44.83 35.88 -44.83 198.51 414.47 429.52 425.85
5 mt_961_use2021_best_save_rnk500_idxctrl 101.21 88.15 -45.93 34.78 -45.93 197.41 413.37 428.42 424.75
6 mt_962_use2015_best_save_rnk500_idxctrl 98.50 85.44 -48.64 32.07 -48.64 194.70 410.67 425.71 422.04
7 mt_962_use2019_last_save_rnk500_idxctrl 91.30 78.24 -55.84 24.87 -55.84 187.50 403.46 418.51 414.84
8 mt_962_use2022_last_save_rnk500_idxctrl 90.26 77.20 -56.88 23.83 -56.88 186.46 402.42 417.47 413.80
9 mt_962_use2022_best_save_rnk500_idxctrl 85.96 72.90 -61.18 19.53 -61.18 182.17 398.13 413.18 409.50
10 mt_962_use2021_last_save_rnk500_idxctrl 80.44 67.38 -66.70 14.01 -66.70 176.64 392.61 407.65 403.98
12 mt_961_use2013_best_save_rnk500_idxctrl 75.96 62.90 -71.17 9.54 -71.18 172.17 388.13 403.18 399.50
13 mt_962_use2018_best_save_rnk500_idxctrl 75.39 62.32 -71.75 8.96 -71.75 171.59 387.55 402.60 398.93
14 mt_962_use2023_best_save_rnk500_idxctrl 69.50 56.44 -77.64 3.07 -77.64 165.71 381.67 396.71 393.04
17 mt_962_use2023_last_save_rnk500_idxctrl 64.40 51.34 -82.74 -2.03 -82.74 160.60 376.56 391.61 387.94
18 mt_962_use2024_best_save_rnk500_idxctrl 62.90 49.84 -84.24 -3.53 -84.24 159.11 375.07 390.12 386.44
21 mt_962_use2024_last_save_rnk500_idxctrl 61.38 48.32 -85.75 -5.04 -85.76 157.59 373.55 388.60 384.92
23 mt_961_use2021_last_save_rnk500_idxctrl 60.97 47.91 -86.16 -5.45 -86.17 157.18 373.14 388.19 384.51
26 mt_961_use2020_last_save_rnk500_idxctrl 55.51 42.45 -91.63 -10.92 -91.63 151.71 367.68 382.72 379.05
27 mt_961_use2020_best_save_rnk500_idxctrl 55.27 42.21 -91.87 -11.16 -91.87 151.47 367.43 382.48 378.81
28 mt_962_use2013_best_save_rnk500_idxctrl 55.24 42.18 -91.90 -11.19 -91.90 151.44 367.40 382.45 378.78
31 mt_962_use2017_best_save_rnk500_idxctrl 50.58 37.52 -96.56 -15.85 -96.56 146.78 362.75 377.79 374.12
32 mt_961_use2019_best_save_rnk500_idxctrl 50.26 37.20 -96.88 -16.17 -96.88 146.46 362.42 377.47 373.80
33 mt_962_use2013_last_save_rnk500_idxctrl 50.21 37.15 -96.93 -16.22 -96.93 146.42 362.38 377.42 373.75
34 mt_961_use2024_best_save_rnk500_idxctrl 48.92 35.86 -98.22 -17.51 -98.22 145.12 361.08 376.13 372.46
35 mt_962_use2017_last_save_rnk500_idxctrl 48.34 35.28 -98.80 -18.09 -98.80 144.54 360.50 375.55 371.88
38 mt_961_use2024_last_save_rnk500_idxctrl 45.23 32.17 -101.91 -21.20 -101.91 141.44 357.40 372.45 368.77
40 mt_962_use2015_last_save_rnk500_idxctrl 44.64 31.58 -102.50 -21.79 -102.50 140.84 356.80 371.85 368.18
42 mt_961_use2019_last_save_rnk500_idxctrl 42.18 29.12 -104.96 -24.25 -104.96 138.38 354.34 369.39 365.72
45 mt_962_use2018_last_save_rnk500_idxctrl 40.44 27.38 -106.69 -25.99 -106.70 136.65 352.61 367.66 363.98
46 mt_962_use2016_last_save_rnk500_idxctrl 40.08 27.02 -107.06 -26.35 -107.06 136.28 352.24 367.29 363.62
47 mt_962_use2012_best_save_rnk500_idxctrl 39.71 26.65 -107.43 -26.72 -107.43 135.91 351.88 366.92 363.25
65 mt_961_use2018_last_save_rnk500_idxctrl 32.18 19.11 -114.96 -34.25 -114.96 128.38 344.34 359.39 355.72
68 mt_961_use2022_best_save_rnk500_idxctrl 30.66 17.59 -116.48 -35.77 -116.48 126.86 342.82 357.87 354.20
74 multin_zz1000_61001_idxctrl_pv 27.76 14.70 -119.38 -38.67 -119.38 123.96 339.92 354.97 351.30
76 mt_961_use2015_last_save_rnk500_idxctrl 27.30 14.24 -119.84 -39.13 -119.84 123.50 339.47 354.51 350.84
78 mt_962_use2012_last_save_rnk500_idxctrl 26.55 13.49 -120.59 -39.88 -120.59 122.75 338.72 353.76 350.09
82 multin_zz1000_61001_idxctrl_pv_rm_blc 25.55 12.49 -121.58 -40.87 -121.59 121.76 337.72 352.77 349.09
84 mt_961_use2015_best_save_rnk500_idxctrl 24.05 10.99 -123.08 -42.37 -123.09 120.26 336.22 351.27 347.59
85 multin_zz1000_61002_idxctrl_pv 23.78 10.72 -123.36 -42.65 -123.36 119.99 335.95 351.00 347.32
86 multin_zz1000_61004_idxctrl_pv 23.78 10.72 -123.36 -42.65 -123.36 119.99 335.95 351.00 347.32
87 mt_961_use2013_last_save_rnk500_idxctrl 22.69 9.63 -124.45 -43.74 -124.45 118.90 334.86 349.91 346.23
90 multin_zz1000_61004_idxctrl_pv_rm_blc 21.58 8.51 -125.56 -44.85 -125.56 117.78 333.74 348.79 345.12
91 multin_zz1000_61002_idxctrl_pv_rm_blc 21.58 8.51 -125.56 -44.85 -125.56 117.78 333.74 348.79 345.12
92 mt_961_use2022_last_save_rnk500_idxctrl 21.26 8.20 -125.87 -45.16 -125.88 117.47 333.43 348.48 344.80
93 mt_961_use2023_best_save_rnk500_idxctrl 21.25 8.19 -125.89 -45.18 -125.89 117.45 333.41 348.46 344.79
95 multin_zz1000_61001_idxctrl_zz1000_pv 20.84 7.78 -126.30 -45.59 -126.30 117.05 333.01 348.06 344.38
97 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 20.40 7.34 -126.74 -46.03 -126.74 116.60 332.56 347.61 343.94
98 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 20.18 7.12 -126.96 -46.25 -126.96 116.38 332.35 347.39 343.72
99 mt_961_use2023_last_save_rnk500_idxctrl 20.17 7.10 -126.97 -46.26 -126.97 116.37 332.33 347.38 343.71
100 mt_961_use2018_best_save_rnk500_idxctrl 19.81 6.75 -127.33 -46.62 -127.33 116.01 331.98 347.02 343.35
103 multin_zz500_61001_idxctrl_zz500_pv 19.17 6.11 -127.97 -47.26 -127.97 115.37 331.34 346.38 342.71
105 mt_961_use2017_best_save_rnk500_idxctrl 18.99 5.93 -128.15 -47.44 -128.15 115.19 331.15 346.20 342.53
109 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 17.57 4.50 -129.57 -48.86 -129.57 113.77 329.73 344.78 341.11
110 multin_zz1000_61004_idxctrl_zz1000_pv 17.44 4.37 -129.70 -48.99 -129.70 113.64 329.60 344.65 340.98
111 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 17.41 4.34 -129.73 -49.02 -129.73 113.61 329.57 344.62 340.95
114 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 16.80 3.74 -130.34 -49.63 -130.34 113.00 328.97 344.01 340.34
115 multin_zz1000_61002_idxctrl_zz1000_pv 16.78 3.71 -130.36 -49.65 -130.36 112.98 328.94 343.99 340.32
116 mt_961_use2016_best_save_rnk500_idxctrl 16.75 3.69 -130.39 -49.68 -130.39 112.96 328.92 343.96 340.29
117 multin_zz500_61002_idxctrl_zz500_pv 16.53 3.47 -130.61 -49.90 -130.61 112.74 328.70 343.75 340.07
118 multin_zz500_61004_idxctrl_zz500_pv 16.45 3.39 -130.69 -49.98 -130.69 112.65 328.61 343.66 339.99
121 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 16.06 3.00 -131.08 -50.37 -131.08 112.26 328.22 343.27 339.60
122 mt_961_use2016_last_save_rnk500_idxctrl 15.82 2.76 -131.32 -50.61 -131.32 112.03 327.99 343.04 339.36
123 multin_zz1000_61001_idxctrl_pv_rm_fnd 15.71 2.65 -131.43 -50.72 -131.43 111.91 327.87 342.92 339.25
124 mt_962_use2010_last_save_rnk500_idxctrl 15.69 2.62 -131.45 -50.74 -131.45 111.89 327.85 342.90 339.23
126 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 15.28 2.22 -131.86 -51.15 -131.86 111.48 327.44 342.49 338.82
127 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 14.28 1.22 -132.86 -52.15 -132.86 110.48 326.44 341.49 337.82
133 multin_zz1000_61002_idxctrl_pv_rm_fnd 13.25 0.19 -133.89 -53.18 -133.89 109.45 325.41 340.46 336.79
134 multin_zz1000_61004_idxctrl_pv_rm_fnd 13.25 0.19 -133.89 -53.18 -133.89 109.45 325.41 340.46 336.79
136 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 12.91 -0.15 -134.22 -53.51 -134.23 109.12 325.08 340.13 336.45
140 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 12.59 -0.48 -134.55 -53.84 -134.55 108.79 324.75 339.80 336.13
142 mt_961_use2017_last_save_rnk500_idxctrl 12.51 -0.55 -134.63 -53.92 -134.63 108.71 324.68 339.72 336.05
144 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 12.20 -0.86 -134.94 -54.23 -134.94 108.40 324.37 339.41 335.74
145 mt_962_use2011_last_save_rnk500_idxctrl 12.19 -0.88 -134.95 -54.24 -134.95 108.39 324.35 339.40 335.73
146 mt_961_use2014_best_save_rnk500_idxctrl 11.93 -1.13 -135.20 -54.50 -135.21 108.14 324.10 339.15 335.47
147 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 11.82 -1.25 -135.32 -54.61 -135.32 108.02 323.98 339.03 335.36
150 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 11.32 -1.74 -135.82 -55.11 -135.82 107.52 323.49 338.53 334.86
152 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 9.54 -3.52 -137.60 -56.89 -137.60 105.74 321.70 336.75 333.08
153 mt_962_use2014_last_save_rnk500_idxctrl 9.52 -3.54 -137.62 -56.91 -137.62 105.73 321.69 336.74 333.06
154 mt_961_use2010_last_save_rnk500_idxctrl 9.49 -3.57 -137.64 -56.93 -137.65 105.70 321.66 336.71 333.03
155 mt_961_use2012_best_save_rnk500_idxctrl 9.36 -3.70 -137.78 -57.07 -137.78 105.56 321.52 336.57 332.90
156 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 9.17 -3.89 -137.97 -57.26 -137.97 105.37 321.34 336.38 332.71
157 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 9.17 -3.89 -137.97 -57.26 -137.97 105.37 321.34 336.38 332.71
159 multin_zz1000_61001_idxctrl_top3800_pv 8.55 -4.51 -138.59 -57.88 -138.59 104.75 320.72 335.76 332.09
164 mt_962_use2011_best_save_rnk500_idxctrl 7.61 -5.45 -139.53 -58.82 -139.53 103.81 319.78 334.82 331.15
165 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 7.35 -5.71 -139.79 -59.08 -139.79 103.55 319.51 334.56 330.89
169 multin_zz1000_61001_idxctrl_50010002000_pv 6.53 -6.53 -140.61 -59.90 -140.61 102.73 318.70 333.74 330.07
178 mt_961_use2010_best_save_rnk500_idxctrl 3.16 -9.90 -143.98 -63.27 -143.98 99.37 315.33 330.38 326.70
186 mt_961_use2014_last_save_rnk500_idxctrl 2.52 -10.54 -144.62 -63.91 -144.62 98.72 314.69 329.73 326.06
194 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 0.48 -12.59 -146.66 -65.95 -146.66 96.68 312.64 327.69 324.02
195 multin_zz1000_61002_idxctrl_top3800_pv 0.40 -12.66 -146.74 -66.03 -146.74 96.60 312.57 327.61 323.94
196 multin_zz1000_61004_idxctrl_top3800_pv 0.34 -12.72 -146.79 -66.09 -146.80 96.55 312.51 327.56 323.88
197 mt_961_use2012_last_save_rnk500_idxctrl 0.15 -12.91 -146.99 -66.28 -146.99 96.35 312.31 327.36 323.69
203 mt_962_use2014_best_save_rnk500_idxctrl -0.19 -13.25 -147.33 -66.62 -147.33 96.01 311.98 327.02 323.35
205 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -0.49 -13.55 -147.63 -66.92 -147.63 95.71 311.67 326.72 323.05
207 multin_zz1000_61002_idxctrl_50010002000_pv -0.61 -13.67 -147.75 -67.04 -147.75 95.59 311.56 326.60 322.93
208 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -0.63 -13.69 -147.77 -67.06 -147.77 95.58 311.54 326.59 322.91
211 mt_961_use2011_best_save_rnk500_idxctrl -1.07 -14.14 -148.21 -67.50 -148.21 95.13 311.09 326.14 322.47
218 multin_zz1000_61004_idxctrl_50010002000_pv -1.92 -14.98 -149.06 -68.35 -149.06 94.28 310.25 325.29 321.62
221 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -2.24 -15.30 -149.38 -68.67 -149.38 93.96 309.93 324.97 321.30
224 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -2.34 -15.41 -149.48 -68.77 -149.48 93.86 309.82 324.87 321.20
229 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -3.34 -16.40 -150.48 -69.77 -150.48 92.86 308.82 323.87 320.20
230 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -3.80 -16.86 -150.94 -70.23 -150.94 92.40 308.37 323.41 319.74
231 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -4.03 -17.09 -151.17 -70.46 -151.17 92.17 308.13 323.18 319.51
232 mt_962_use2016_best_save_rnk500_idxctrl -4.65 -17.71 -151.79 -71.08 -151.79 91.55 307.51 322.56 318.89
233 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -4.79 -17.85 -151.93 -71.22 -151.93 91.41 307.37 322.42 318.75
234 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -4.94 -18.00 -152.08 -71.37 -152.08 91.26 307.22 322.27 318.60
235 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -5.20 -18.26 -152.34 -71.63 -152.34 91.00 306.97 322.01 318.34
237 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -5.32 -18.38 -152.46 -71.75 -152.46 90.89 306.85 321.90 318.22
239 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -5.59 -18.65 -152.73 -72.02 -152.73 90.62 306.58 321.63 317.95
241 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -6.25 -19.31 -153.39 -72.68 -153.39 89.95 305.92 320.96 317.29
244 mt_961_use2011_last_save_rnk500_idxctrl -7.12 -20.18 -154.26 -73.55 -154.26 89.08 305.04 320.09 316.42
251 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -9.46 -22.52 -156.60 -75.89 -156.60 86.75 302.71 317.76 314.08
252 mt_962_use2008_best_save_rnk500_idxctrl -9.47 -22.53 -156.61 -75.90 -156.61 86.73 302.70 317.74 314.07
255 mt_962_use2010_best_save_rnk500_idxctrl -9.93 -23.00 -157.07 -76.36 -157.07 86.27 302.23 317.28 313.61
256 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -10.25 -23.31 -157.39 -76.68 -157.39 85.96 301.92 316.97 313.29
257 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -10.33 -23.39 -157.47 -76.76 -157.47 85.87 301.84 316.88 313.21
259 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -10.66 -23.72 -157.80 -77.09 -157.80 85.54 301.51 316.55 312.88
260 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -10.92 -23.98 -158.06 -77.35 -158.06 85.28 301.25 316.29 312.62
264 mt_962_use2009_last_save_rnk500_idxctrl -11.37 -24.43 -158.51 -77.80 -158.51 84.83 300.80 315.84 312.17
265 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -11.87 -24.94 -159.01 -78.30 -159.01 84.33 300.29 315.34 311.67
266 mt_961_use2008_best_save_rnk500_idxctrl -11.87 -24.93 -159.01 -78.30 -159.01 84.34 300.30 315.35 311.67
267 mt_961_use2009_last_save_rnk500_idxctrl -12.18 -25.25 -159.32 -78.61 -159.32 84.02 299.98 315.03 311.36
269 mt_962_use2009_best_save_rnk500_idxctrl -12.69 -25.75 -159.83 -79.12 -159.83 83.51 299.48 314.52 310.85
270 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -12.93 -25.99 -160.07 -79.36 -160.07 83.27 299.24 314.28 310.61
279 mt_961_use2009_best_save_rnk500_idxctrl -13.46 -26.52 -160.59 -79.88 -160.60 82.75 298.71 313.76 310.08
280 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -13.47 -26.54 -160.61 -79.90 -160.61 82.73 298.69 313.74 310.07
281 mt_962_use2008_last_save_rnk500_idxctrl -13.85 -26.91 -160.99 -80.28 -160.99 82.35 298.31 313.36 309.69
291 mt_961_use2008_last_save_rnk500_idxctrl -16.62 -29.68 -163.76 -83.05 -163.76 79.58 295.54 310.59 306.92