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_20250905_151516
2 mt_961_use2021_best_save_rnk500_idxctrl 162.18 130.76 448.26 233.19 448.26 217.99 -236.94 -221.26 -122.64
4 mt_962_use2020_best_save_rnk500_idxctrl 151.84 120.42 437.92 222.85 437.92 207.65 -247.28 -231.60 -132.98
8 mt_962_use2015_best_save_rnk500_idxctrl 120.31 88.90 406.39 191.32 406.39 176.12 -278.81 -263.12 -164.51
13 mt_962_use2021_best_save_rnk500_idxctrl 108.27 76.86 394.35 179.28 394.35 164.08 -290.85 -275.16 -176.54
16 mt_962_use2023_best_save_rnk500_idxctrl 93.39 61.98 379.47 164.40 379.47 149.20 -305.73 -290.04 -191.43
17 mt_962_use2022_best_save_rnk500_idxctrl 90.20 58.79 376.28 161.21 376.28 146.01 -308.92 -293.23 -194.61
18 mt_962_use2013_best_save_rnk500_idxctrl 88.86 57.45 374.94 159.87 374.94 144.67 -310.26 -294.57 -195.96
19 mt_962_use2020_last_save_rnk500_idxctrl 88.43 57.01 374.51 159.44 374.51 144.24 -310.69 -295.01 -196.39
20 mt_962_use2022_last_save_rnk500_idxctrl 83.84 52.42 369.92 154.85 369.92 139.65 -315.28 -299.60 -200.98
21 mt_962_use2019_best_save_rnk500_idxctrl 83.39 51.97 369.47 154.40 369.47 139.20 -315.73 -300.04 -201.43
23 mt_962_use2021_last_save_rnk500_idxctrl 82.39 50.97 368.47 153.40 368.47 138.20 -316.73 -301.04 -202.43
25 mt_962_use2024_last_save_rnk500_idxctrl 78.16 46.74 364.23 149.16 364.23 133.97 -320.97 -305.28 -206.66
26 mt_962_use2013_last_save_rnk500_idxctrl 73.07 41.66 359.15 144.08 359.15 128.88 -326.05 -310.36 -211.74
30 mt_962_use2012_best_save_rnk500_idxctrl 69.05 37.64 355.13 140.06 355.13 124.86 -330.07 -314.38 -215.76
32 mt_962_use2023_last_save_rnk500_idxctrl 64.73 33.32 350.81 135.74 350.81 120.54 -334.39 -318.70 -220.08
34 mt_962_use2024_best_save_rnk500_idxctrl 58.05 26.63 344.12 129.05 344.12 113.86 -341.08 -325.39 -226.77
37 mt_961_use2013_best_save_rnk500_idxctrl 47.23 15.82 333.31 118.24 333.31 103.04 -351.89 -336.20 -237.58
50 mt_961_use2015_last_save_rnk500_idxctrl 33.32 1.91 319.40 104.33 319.40 89.13 -365.80 -350.11 -251.49
51 mt_962_use2019_last_save_rnk500_idxctrl 33.28 1.87 319.36 104.29 319.36 89.09 -365.84 -350.15 -251.53
54 mt_962_use2012_last_save_rnk500_idxctrl 31.07 -0.35 317.15 102.08 317.15 86.88 -368.05 -352.36 -253.75
61 mt_962_use2017_best_save_rnk500_idxctrl 26.56 -4.85 312.64 97.57 312.64 82.37 -372.56 -356.87 -258.25
93 mt_962_use2015_last_save_rnk500_idxctrl -0.97 -32.39 285.11 70.04 285.11 54.84 -400.09 -384.41 -285.79
94 mt_961_use2015_best_save_rnk500_idxctrl -1.52 -32.94 284.56 69.49 284.56 54.29 -400.64 -384.96 -286.34
95 mt_962_use2018_best_save_rnk500_idxctrl -2.27 -33.68 283.81 68.74 283.81 53.54 -401.39 -385.70 -287.08
106 mt_962_use2010_last_save_rnk500_idxctrl -9.72 -41.14 276.36 61.29 276.36 46.09 -408.84 -393.15 -294.54
110 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -12.54 -43.96 273.54 58.47 273.54 43.27 -411.66 -395.98 -297.36
114 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -13.55 -44.97 272.53 57.46 272.53 42.26 -412.67 -396.99 -298.37
116 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -14.36 -45.78 271.72 56.65 271.72 41.45 -413.48 -397.80 -299.18
119 mt_961_use2021_last_save_rnk500_idxctrl -15.54 -46.95 270.54 55.47 270.54 40.27 -414.66 -398.97 -300.35
124 multin_zz1000_61001_idxctrl_top3800_pv -17.35 -48.76 268.73 53.66 268.73 38.46 -416.47 -400.78 -302.16
125 mt_962_use2017_last_save_rnk500_idxctrl -17.80 -49.21 268.28 53.21 268.28 38.01 -416.92 -401.23 -302.61
126 multin_zz500_61001_idxctrl_zz500_pv -17.94 -49.36 268.14 53.07 268.14 37.87 -417.06 -401.38 -302.76
127 multin_zz1000_61001_idxctrl_50010002000_pv -18.31 -49.73 267.77 52.70 267.77 37.50 -417.43 -401.75 -303.13
133 multin_zz1000_61001_idxctrl_zz1000_pv -20.47 -51.89 265.61 50.54 265.61 35.34 -419.59 -403.90 -305.29
134 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -20.67 -52.09 265.41 50.34 265.41 35.14 -419.79 -404.11 -305.49
135 mt_961_use2010_last_save_rnk500_idxctrl -21.94 -53.35 264.14 49.07 264.14 33.87 -421.06 -405.37 -306.75
136 mt_962_use2014_best_save_rnk500_idxctrl -22.40 -53.82 263.67 48.61 263.68 33.41 -421.53 -405.84 -307.22
137 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -23.51 -54.93 262.57 47.50 262.57 32.30 -422.63 -406.95 -308.33
139 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -24.20 -55.62 261.87 46.81 261.88 31.61 -423.32 -407.64 -309.02
142 multin_zz1000_61001_idxctrl_pv -25.56 -56.98 260.52 45.45 260.52 30.25 -424.68 -409.00 -310.38
147 multin_zz500_61002_idxctrl_zz500_pv -26.71 -58.13 259.36 44.30 259.37 29.10 -425.83 -410.15 -311.53
148 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -27.15 -58.56 258.93 43.86 258.93 28.66 -426.27 -410.58 -311.96
149 multin_zz500_61004_idxctrl_zz500_pv -27.26 -58.68 258.81 43.75 258.82 28.55 -426.39 -410.70 -312.08
151 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -27.59 -59.01 258.48 43.42 258.49 28.22 -426.72 -411.03 -312.41
152 multin_zz1000_61004_idxctrl_zz1000_pv -27.66 -59.08 258.41 43.35 258.42 28.15 -426.79 -411.10 -312.48
153 multin_zz1000_61002_idxctrl_zz1000_pv -27.71 -59.13 258.37 43.30 258.37 28.10 -426.83 -411.15 -312.53
154 multin_zz1000_61001_idxctrl_pv_rm_blc -28.16 -59.58 257.91 42.84 257.91 27.65 -427.29 -411.60 -312.98
158 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -31.79 -63.20 254.29 39.22 254.29 24.02 -430.91 -415.22 -316.60
159 mt_962_use2014_last_save_rnk500_idxctrl -31.95 -63.36 254.13 39.06 254.13 23.86 -431.07 -415.38 -316.76
160 multin_zz1000_61002_idxctrl_pv -32.08 -63.49 254.00 38.93 254.00 23.73 -431.20 -415.51 -316.89
161 multin_zz1000_61004_idxctrl_pv -32.08 -63.49 254.00 38.93 254.00 23.73 -431.20 -415.51 -316.89
162 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -32.69 -64.11 253.39 38.32 253.39 23.12 -431.81 -416.12 -317.51
165 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -33.44 -64.85 252.64 37.57 252.64 22.37 -432.56 -416.87 -318.25
166 mt_962_use2016_last_save_rnk500_idxctrl -34.24 -65.66 251.84 36.77 251.84 21.57 -433.36 -417.67 -319.06
167 multin_zz1000_61002_idxctrl_pv_rm_blc -34.37 -65.79 251.71 36.64 251.71 21.44 -433.49 -417.80 -319.19
168 multin_zz1000_61004_idxctrl_pv_rm_blc -34.37 -65.79 251.71 36.64 251.71 21.44 -433.49 -417.80 -319.19
170 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -35.70 -67.12 250.37 35.30 250.37 20.11 -434.83 -419.14 -320.52
171 multin_zz1000_61002_idxctrl_top3800_pv -35.88 -67.30 250.20 35.13 250.20 19.93 -435.00 -419.32 -320.70
172 multin_zz1000_61002_idxctrl_50010002000_pv -36.92 -68.33 249.16 34.09 249.16 18.89 -436.04 -420.35 -321.73
174 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -37.52 -68.93 248.56 33.49 248.56 18.29 -436.64 -420.95 -322.34
183 multin_zz1000_61004_idxctrl_top3800_pv -39.50 -70.91 246.58 31.51 246.58 16.31 -438.62 -422.93 -324.32
186 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -40.67 -72.09 245.41 30.34 245.41 15.14 -439.79 -424.11 -325.49
187 multin_zz1000_61004_idxctrl_50010002000_pv -40.90 -72.32 245.18 30.11 245.18 14.91 -440.02 -424.34 -325.72
189 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -41.70 -73.11 244.38 29.31 244.38 14.11 -440.82 -425.13 -326.51
191 mt_962_use2011_last_save_rnk500_idxctrl -41.91 -73.32 244.17 29.10 244.17 13.90 -441.03 -425.34 -326.72
193 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -42.16 -73.57 243.92 28.85 243.92 13.65 -441.28 -425.59 -326.97
195 multin_zz1000_61001_idxctrl_pv_rm_fnd -42.68 -74.09 243.40 28.33 243.40 13.13 -441.80 -426.11 -327.50
201 mt_961_use2019_best_save_rnk500_idxctrl -45.16 -76.57 240.92 25.85 240.92 10.65 -444.28 -428.59 -329.97
206 mt_961_use2014_best_save_rnk500_idxctrl -46.65 -78.07 239.43 24.36 239.43 9.16 -445.77 -430.09 -331.47
209 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -48.20 -79.62 237.88 22.81 237.88 7.61 -447.32 -431.63 -333.02
213 multin_zz1000_61002_idxctrl_pv_rm_fnd -48.53 -79.95 237.55 22.48 237.55 7.28 -447.65 -431.97 -333.35
214 multin_zz1000_61004_idxctrl_pv_rm_fnd -48.53 -79.95 237.55 22.48 237.55 7.28 -447.65 -431.97 -333.35
217 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -48.81 -80.23 237.27 22.20 237.27 7.00 -447.93 -432.25 -333.63
219 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -49.51 -80.92 236.57 21.50 236.57 6.30 -448.63 -432.94 -334.33
222 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -49.75 -81.16 236.33 21.26 236.33 6.06 -448.87 -433.18 -334.57
223 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -50.55 -81.97 235.52 20.45 235.52 5.26 -449.68 -433.99 -335.37
224 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -50.57 -81.99 235.51 20.44 235.51 5.24 -449.69 -434.01 -335.39
226 mt_961_use2010_best_save_rnk500_idxctrl -51.17 -82.58 234.91 19.84 234.91 4.64 -450.29 -434.60 -335.98
235 mt_961_use2019_last_save_rnk500_idxctrl -52.92 -84.34 233.15 18.08 233.15 2.89 -452.05 -436.36 -337.74
239 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -54.07 -85.49 232.01 16.94 232.01 1.74 -453.19 -437.51 -338.89
245 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -55.08 -86.50 230.99 15.93 231.00 0.73 -454.21 -438.52 -339.90
249 mt_961_use2020_last_save_rnk500_idxctrl -56.07 -87.48 230.01 14.94 230.01 -0.26 -455.19 -439.50 -340.88
250 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -56.08 -87.49 230.00 14.93 230.00 -0.27 -455.20 -439.51 -340.90
268 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -59.66 -91.08 226.42 11.35 226.42 -3.85 -458.78 -443.09 -344.48
269 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -59.66 -91.08 226.42 11.35 226.42 -3.85 -458.78 -443.09 -344.48
271 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -59.70 -91.12 226.38 11.31 226.38 -3.89 -458.82 -443.14 -344.52
274 mt_962_use2010_best_save_rnk500_idxctrl -60.51 -91.92 225.57 10.50 225.57 -4.70 -459.63 -443.94 -345.32
279 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -60.82 -92.24 225.26 10.19 225.26 -5.01 -459.94 -444.25 -345.64
282 mt_961_use2017_last_save_rnk500_idxctrl -61.54 -92.96 224.54 9.47 224.54 -5.73 -460.66 -444.98 -346.36
283 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -61.65 -93.07 224.43 9.36 224.43 -5.84 -460.77 -445.09 -346.47
285 mt_961_use2020_best_save_rnk500_idxctrl -61.73 -93.14 224.35 9.28 224.35 -5.92 -460.85 -445.16 -346.54
289 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -62.87 -94.28 223.21 8.14 223.21 -7.06 -461.99 -446.30 -347.68
295 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -63.98 -95.40 222.10 7.03 222.10 -8.17 -463.10 -447.42 -348.80
297 mt_961_use2014_last_save_rnk500_idxctrl -64.53 -95.95 221.55 6.48 221.55 -8.72 -463.65 -447.96 -349.35
299 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -64.94 -96.35 221.14 6.07 221.14 -9.13 -464.06 -448.37 -349.76
307 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -66.20 -97.62 219.88 4.81 219.88 -10.39 -465.32 -449.63 -351.02
308 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -66.21 -97.63 219.86 4.80 219.87 -10.40 -465.33 -449.65 -351.03
320 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -68.92 -100.33 217.16 2.09 217.16 -13.11 -468.04 -452.35 -353.73
321 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -69.11 -100.53 216.96 1.89 216.96 -13.30 -468.24 -452.55 -353.93
322 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -69.41 -100.82 216.67 1.60 216.67 -13.60 -468.53 -452.84 -354.22
323 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -69.62 -101.04 216.46 1.39 216.46 -13.81 -468.74 -453.05 -354.44
329 mt_961_use2013_last_save_rnk500_idxctrl -71.87 -103.29 214.21 -0.86 214.21 -16.06 -470.99 -455.31 -356.69
337 mt_961_use2017_best_save_rnk500_idxctrl -75.76 -107.17 210.32 -4.75 210.32 -19.95 -474.88 -459.19 -360.57
374 mt_961_use2024_best_save_rnk500_idxctrl -87.99 -119.41 198.09 -16.98 198.09 -32.18 -487.11 -471.42 -372.81
380 mt_961_use2016_best_save_rnk500_idxctrl -90.40 -121.82 195.68 -19.39 195.68 -34.59 -489.52 -473.84 -375.22
382 mt_961_use2024_last_save_rnk500_idxctrl -90.46 -121.88 195.62 -19.45 195.62 -34.65 -489.58 -473.90 -375.28
389 mt_961_use2011_best_save_rnk500_idxctrl -92.55 -123.97 193.52 -21.54 193.53 -36.74 -491.68 -475.99 -377.37
408 mt_961_use2016_last_save_rnk500_idxctrl -101.97 -133.39 184.11 -30.96 184.11 -46.16 -501.09 -485.40 -386.79
409 mt_961_use2018_last_save_rnk500_idxctrl -103.10 -134.52 182.98 -32.09 182.98 -47.29 -502.22 -486.54 -387.92
410 mt_961_use2009_best_save_rnk500_idxctrl -103.44 -134.85 182.64 -32.43 182.64 -47.63 -502.56 -486.87 -388.26
414 mt_961_use2012_last_save_rnk500_idxctrl -104.02 -135.43 182.06 -33.01 182.06 -48.21 -503.14 -487.45 -388.84
415 mt_962_use2016_best_save_rnk500_idxctrl -104.11 -135.53 181.97 -33.10 181.97 -48.30 -503.23 -487.55 -388.93
417 mt_961_use2012_best_save_rnk500_idxctrl -105.94 -137.36 180.14 -34.93 180.14 -50.13 -505.06 -489.38 -390.76
426 mt_961_use2009_last_save_rnk500_idxctrl -109.73 -141.15 176.35 -38.72 176.35 -53.92 -508.85 -493.17 -394.55
433 mt_962_use2018_last_save_rnk500_idxctrl -112.57 -143.99 173.50 -41.57 173.50 -56.76 -511.70 -496.01 -397.39
436 mt_961_use2022_best_save_rnk500_idxctrl -113.70 -145.11 172.38 -42.69 172.38 -57.89 -512.82 -497.13 -398.52
437 mt_962_use2011_best_save_rnk500_idxctrl -113.82 -145.24 172.26 -42.81 172.26 -58.01 -512.94 -497.26 -398.64
459 mt_961_use2011_last_save_rnk500_idxctrl -128.62 -160.04 157.45 -57.61 157.46 -72.81 -527.75 -512.06 -413.44
471 mt_961_use2022_last_save_rnk500_idxctrl -135.18 -166.60 150.90 -64.17 150.90 -79.37 -534.30 -518.61 -420.00
476 mt_962_use2009_last_save_rnk500_idxctrl -138.77 -170.19 147.31 -67.76 147.31 -82.96 -537.89 -522.21 -423.59
479 mt_961_use2008_last_save_rnk500_idxctrl -140.21 -171.63 145.87 -69.20 145.87 -84.40 -539.33 -523.65 -425.03
481 mt_962_use2009_best_save_rnk500_idxctrl -142.66 -174.07 143.42 -71.65 143.42 -86.85 -541.78 -526.09 -427.47
485 mt_961_use2023_last_save_rnk500_idxctrl -145.57 -176.99 140.51 -74.56 140.51 -89.76 -544.69 -529.01 -430.39
502 mt_961_use2008_best_save_rnk500_idxctrl -166.64 -198.06 119.43 -95.64 119.43 -110.83 -565.77 -550.08 -451.46
503 mt_961_use2018_best_save_rnk500_idxctrl -166.75 -198.17 119.33 -95.74 119.33 -110.94 -565.87 -550.18 -451.57
506 mt_962_use2008_last_save_rnk500_idxctrl -167.83 -199.24 118.25 -96.82 118.25 -112.02 -566.95 -551.26 -452.64
509 mt_962_use2008_best_save_rnk500_idxctrl -171.36 -202.78 114.72 -100.35 114.72 -115.55 -570.48 -554.79 -456.18
512 mt_961_use2023_best_save_rnk500_idxctrl -177.20 -208.61 108.88 -106.19 108.88 -121.39 -576.32 -560.63 -462.01