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_20250909_151523
10 mt_962_use2008_best_save_rnk500_idxctrl 108.86 82.96 -6.58 61.72 -6.58 113.01 266.79 249.13 254.96
15 mt_962_use2008_last_save_rnk500_idxctrl 102.02 76.12 -13.42 54.88 -13.42 106.17 259.95 242.29 248.12
38 mt_962_use2009_best_save_rnk500_idxctrl 84.16 58.26 -31.28 37.02 -31.28 88.31 242.09 224.43 230.26
41 mt_961_use2008_best_save_rnk500_idxctrl 83.47 57.57 -31.97 36.33 -31.98 87.62 241.40 223.74 229.57
50 mt_961_use2023_best_save_rnk500_idxctrl 80.68 54.78 -34.76 33.54 -34.76 84.83 238.61 220.95 226.78
51 mt_962_use2009_last_save_rnk500_idxctrl 79.66 53.76 -35.78 32.52 -35.78 83.81 237.59 219.93 225.76
55 mt_961_use2022_best_save_rnk500_idxctrl 78.80 52.90 -36.64 31.66 -36.64 82.95 236.73 219.07 224.90
61 mt_962_use2011_best_save_rnk500_idxctrl 76.11 50.21 -39.33 28.97 -39.33 80.26 234.04 216.38 222.21
66 mt_961_use2008_last_save_rnk500_idxctrl 74.97 49.06 -40.48 27.83 -40.48 79.11 232.90 215.24 221.07
74 mt_961_use2022_last_save_rnk500_idxctrl 73.37 47.47 -42.07 26.23 -42.08 77.52 231.30 213.64 219.47
76 mt_961_use2018_best_save_rnk500_idxctrl 73.17 47.26 -42.28 26.03 -42.28 77.31 231.10 213.44 219.27
89 mt_962_use2016_best_save_rnk500_idxctrl 68.66 42.76 -46.78 21.52 -46.78 72.81 226.59 208.93 214.76
92 mt_961_use2016_last_save_rnk500_idxctrl 67.47 41.57 -47.97 20.33 -47.98 71.62 225.40 207.74 213.57
97 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 65.97 40.07 -49.48 18.83 -49.48 70.12 223.90 206.24 212.07
98 mt_961_use2023_last_save_rnk500_idxctrl 65.71 39.81 -49.74 18.57 -49.74 69.86 223.64 205.98 211.81
99 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 65.31 39.40 -50.14 18.17 -50.14 69.45 223.24 205.58 211.41
100 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 65.14 39.24 -50.31 18.00 -50.31 69.29 223.07 205.41 211.24
108 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 62.33 36.43 -53.11 15.19 -53.11 66.48 220.26 202.60 208.43
109 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 62.26 36.35 -53.19 15.12 -53.19 66.40 220.19 202.53 208.36
110 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 61.71 35.81 -53.73 14.57 -53.73 65.86 219.65 201.98 207.81
111 mt_961_use2016_best_save_rnk500_idxctrl 61.53 35.63 -53.91 14.39 -53.92 65.68 219.46 201.80 207.63
134 mt_962_use2018_last_save_rnk500_idxctrl 54.09 28.19 -61.35 6.95 -61.35 58.24 212.02 194.36 200.19
174 mt_961_use2012_best_save_rnk500_idxctrl 43.74 17.83 -71.71 -3.40 -71.71 47.88 201.67 184.01 189.84
178 mt_961_use2024_last_save_rnk500_idxctrl 43.19 17.29 -72.25 -3.95 -72.25 47.34 201.12 183.46 189.29
184 mt_961_use2024_best_save_rnk500_idxctrl 41.69 15.79 -73.75 -5.45 -73.75 45.84 199.62 181.96 187.79
186 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 41.30 15.39 -74.15 -5.84 -74.15 45.44 199.23 181.57 187.40
187 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 41.30 15.39 -74.15 -5.84 -74.15 45.44 199.23 181.57 187.40
188 multin_zz1000_61004_idxctrl_pv_rm_fnd 41.09 15.19 -74.36 -6.05 -74.36 45.24 199.02 181.36 187.19
189 multin_zz1000_61002_idxctrl_pv_rm_fnd 41.09 15.19 -74.36 -6.05 -74.36 45.24 199.02 181.36 187.19
190 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 40.93 15.03 -74.51 -6.21 -74.51 45.08 198.86 181.20 187.03
191 multin_zz1000_61001_idxctrl_pv_rm_fnd 40.33 14.42 -75.12 -6.81 -75.12 44.47 198.26 180.60 186.43
196 multin_zz500_61004_idxctrl_zz500_pv 39.80 13.90 -75.64 -7.34 -75.64 43.95 197.73 180.07 185.90
197 mt_961_use2021_last_save_rnk500_idxctrl 39.42 13.51 -76.03 -7.72 -76.03 43.56 197.35 179.68 185.52
199 multin_zz500_61002_idxctrl_zz500_pv 39.36 13.46 -76.08 -7.78 -76.08 43.51 197.29 179.63 185.46
200 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 39.25 13.34 -76.20 -7.89 -76.20 43.39 197.18 179.52 185.35
201 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 39.20 13.29 -76.25 -7.94 -76.25 43.34 197.13 179.46 185.29
205 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 38.75 12.85 -76.69 -8.39 -76.69 42.90 196.69 179.02 184.85
206 multin_zz500_61001_idxctrl_zz500_pv 38.59 12.69 -76.85 -8.55 -76.85 42.74 196.52 178.86 184.69
215 mt_962_use2010_best_save_rnk500_idxctrl 36.73 10.82 -78.72 -10.41 -78.72 40.87 194.66 177.00 182.83
219 mt_962_use2014_last_save_rnk500_idxctrl 36.39 10.49 -79.05 -10.75 -79.05 40.54 194.32 176.66 182.49
224 mt_961_use2014_last_save_rnk500_idxctrl 35.57 9.66 -79.88 -11.57 -79.88 39.71 193.50 175.84 181.67
240 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 32.60 6.70 -82.84 -14.54 -82.85 36.75 190.53 172.87 178.70
244 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 32.23 6.32 -83.22 -14.91 -83.22 36.37 190.16 172.50 178.33
246 mt_961_use2020_best_save_rnk500_idxctrl 31.53 5.63 -83.91 -15.61 -83.92 35.68 189.46 171.80 177.63
247 mt_961_use2018_last_save_rnk500_idxctrl 31.01 5.10 -84.44 -16.13 -84.44 35.15 188.94 171.27 177.11
251 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 30.36 4.46 -85.09 -16.78 -85.09 34.51 188.29 170.63 176.46
252 mt_961_use2020_last_save_rnk500_idxctrl 30.23 4.33 -85.21 -16.91 -85.22 34.38 188.16 170.50 176.33
254 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 30.09 4.18 -85.36 -17.05 -85.36 34.23 188.02 170.36 176.19
256 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 30.00 4.10 -85.44 -17.14 -85.45 34.15 187.93 170.27 176.10
263 mt_962_use2017_last_save_rnk500_idxctrl 28.59 2.69 -86.85 -18.55 -86.85 32.74 186.52 168.86 174.69
265 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 27.95 2.05 -87.49 -19.19 -87.49 32.10 185.88 168.22 174.05
280 mt_961_use2011_last_save_rnk500_idxctrl 26.21 0.30 -89.24 -20.93 -89.24 30.35 184.14 166.48 172.31
282 mt_962_use2016_last_save_rnk500_idxctrl 25.68 -0.22 -89.76 -21.46 -89.76 29.83 183.61 165.95 171.78
289 mt_961_use2014_best_save_rnk500_idxctrl 25.16 -0.74 -90.28 -21.98 -90.28 29.31 183.09 165.43 171.26
301 mt_961_use2017_best_save_rnk500_idxctrl 22.65 -3.25 -92.79 -24.49 -92.79 26.80 180.58 162.92 168.75
302 mt_961_use2009_last_save_rnk500_idxctrl 22.52 -3.38 -92.93 -24.62 -92.93 26.67 180.45 162.79 168.62
312 multin_zz1000_61004_idxctrl_pv 21.31 -4.60 -94.14 -25.83 -94.14 25.45 179.24 161.58 167.41
313 multin_zz1000_61002_idxctrl_pv 21.31 -4.60 -94.14 -25.83 -94.14 25.45 179.24 161.58 167.41
314 multin_zz1000_61002_idxctrl_pv_rm_blc 20.90 -5.01 -94.55 -26.24 -94.55 25.04 178.83 161.17 167.00
315 multin_zz1000_61004_idxctrl_pv_rm_blc 20.90 -5.01 -94.55 -26.24 -94.55 25.04 178.83 161.17 167.00
316 multin_zz1000_61001_idxctrl_pv 20.76 -5.14 -94.68 -26.38 -94.68 24.91 178.69 161.03 166.86
320 multin_zz1000_61001_idxctrl_pv_rm_blc 20.61 -5.30 -94.84 -26.53 -94.84 24.75 178.54 160.88 166.71
321 mt_961_use2009_best_save_rnk500_idxctrl 20.45 -5.45 -94.99 -26.69 -94.99 24.60 178.38 160.72 166.55
324 mt_961_use2013_last_save_rnk500_idxctrl 19.91 -5.99 -95.53 -27.23 -95.53 24.06 177.84 160.18 166.01
344 mt_961_use2017_last_save_rnk500_idxctrl 16.14 -9.77 -99.31 -31.00 -99.31 20.28 174.07 156.41 162.24
347 mt_961_use2012_last_save_rnk500_idxctrl 15.69 -10.22 -99.76 -31.45 -99.76 19.83 173.62 155.96 161.79
360 mt_961_use2019_last_save_rnk500_idxctrl 14.14 -11.76 -101.31 -33.00 -101.31 18.29 172.07 154.41 160.24
371 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 11.96 -13.94 -103.48 -35.18 -103.48 16.11 169.89 152.23 158.06
373 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 11.35 -14.56 -104.10 -35.79 -104.10 15.49 169.28 151.62 157.45
374 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 11.10 -14.80 -104.34 -36.04 -104.34 15.25 169.03 151.37 157.20
375 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 11.03 -14.88 -104.42 -36.11 -104.42 15.17 168.96 151.30 157.13
378 multin_zz1000_61004_idxctrl_zz1000_pv 10.44 -15.46 -105.01 -36.70 -105.01 14.59 168.37 150.71 156.54
379 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 10.43 -15.47 -105.01 -36.71 -105.01 14.58 168.36 150.70 156.53
381 multin_zz1000_61002_idxctrl_zz1000_pv 10.24 -15.66 -105.21 -36.90 -105.21 14.39 168.17 150.51 156.34
383 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 9.97 -15.93 -105.47 -37.17 -105.47 14.12 167.90 150.24 156.07
384 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 9.75 -16.15 -105.69 -37.39 -105.69 13.90 167.68 150.02 155.85
385 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 9.53 -16.38 -105.92 -37.61 -105.92 13.67 167.46 149.80 155.63
386 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 9.20 -16.71 -106.25 -37.94 -106.25 13.34 167.13 149.47 155.30
388 mt_962_use2011_last_save_rnk500_idxctrl 9.19 -16.71 -106.26 -37.95 -106.26 13.34 167.12 149.46 155.29
391 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 8.55 -17.35 -106.90 -38.59 -106.90 12.70 166.48 148.82 154.65
392 mt_962_use2014_best_save_rnk500_idxctrl 8.50 -17.41 -106.95 -38.64 -106.95 12.64 166.43 148.77 154.60
393 multin_zz1000_61001_idxctrl_zz1000_pv 8.45 -17.45 -106.99 -38.69 -106.99 12.60 166.38 148.72 154.55
394 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 8.30 -17.60 -107.14 -38.84 -107.14 12.45 166.24 148.57 154.40
396 mt_962_use2015_last_save_rnk500_idxctrl 7.80 -18.10 -107.64 -39.34 -107.64 11.95 165.73 148.07 153.90
403 mt_961_use2019_best_save_rnk500_idxctrl 6.65 -19.25 -108.79 -40.49 -108.80 10.80 164.58 146.92 152.75
416 mt_962_use2010_last_save_rnk500_idxctrl 2.62 -23.29 -112.83 -44.52 -112.83 6.76 160.55 142.89 148.72
422 multin_zz1000_61002_idxctrl_top3800_pv 1.11 -24.80 -114.34 -46.03 -114.34 5.25 159.04 141.38 147.21
423 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 1.11 -24.79 -114.33 -46.03 -114.33 5.26 159.04 141.38 147.21
424 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 1.00 -24.90 -114.45 -46.14 -114.45 5.15 158.93 141.27 147.10
425 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 0.92 -24.99 -114.53 -46.22 -114.53 5.06 158.85 141.19 147.02
426 multin_zz1000_61004_idxctrl_top3800_pv 0.50 -25.41 -114.95 -46.64 -114.95 4.64 158.43 140.77 146.60
429 multin_zz1000_61004_idxctrl_50010002000_pv -0.08 -25.98 -115.52 -47.22 -115.52 4.07 157.85 140.19 146.02
431 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -0.23 -26.13 -115.68 -47.37 -115.68 3.92 157.70 140.04 145.87
433 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -0.96 -26.86 -116.40 -48.10 -116.40 3.19 156.97 139.31 145.14
434 mt_962_use2012_best_save_rnk500_idxctrl -1.01 -26.92 -116.46 -48.15 -116.46 3.13 156.92 139.26 145.09
435 mt_962_use2024_best_save_rnk500_idxctrl -1.12 -27.02 -116.57 -48.26 -116.57 3.03 156.81 139.15 144.98
436 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -1.26 -27.16 -116.70 -48.40 -116.70 2.89 156.67 139.01 144.84
437 multin_zz1000_61002_idxctrl_50010002000_pv -1.28 -27.18 -116.72 -48.42 -116.72 2.87 156.65 138.99 144.82
438 mt_962_use2018_best_save_rnk500_idxctrl -1.32 -27.22 -116.76 -48.46 -116.76 2.83 156.61 138.95 144.78
439 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -1.46 -27.37 -116.91 -48.60 -116.91 2.68 156.47 138.81 144.64
440 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -1.47 -27.37 -116.91 -48.61 -116.91 2.68 156.46 138.80 144.63
443 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -1.68 -27.58 -117.12 -48.82 -117.12 2.47 156.25 138.59 144.42
447 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -2.98 -28.88 -118.43 -50.12 -118.43 1.17 154.95 137.29 143.12
448 mt_962_use2017_best_save_rnk500_idxctrl -3.14 -29.05 -118.59 -50.28 -118.59 1.00 154.79 137.13 142.96
449 multin_zz1000_61001_idxctrl_top3800_pv -3.62 -29.53 -119.07 -50.76 -119.07 0.52 154.31 136.65 142.48
450 mt_962_use2024_last_save_rnk500_idxctrl -4.14 -30.05 -119.59 -51.28 -119.59 0.00 153.79 136.13 141.96
452 mt_961_use2011_best_save_rnk500_idxctrl -4.36 -30.27 -119.81 -51.50 -119.81 -0.22 153.57 135.91 141.74
458 multin_zz1000_61001_idxctrl_50010002000_pv -5.81 -31.71 -121.26 -52.95 -121.26 -1.66 152.12 134.46 140.29
460 mt_962_use2023_last_save_rnk500_idxctrl -6.65 -32.55 -122.09 -53.79 -122.09 -2.50 151.28 133.62 139.45
468 mt_961_use2015_last_save_rnk500_idxctrl -9.75 -35.65 -125.20 -56.89 -125.20 -5.60 148.18 130.52 136.35
469 mt_961_use2015_best_save_rnk500_idxctrl -9.89 -35.79 -125.34 -57.03 -125.34 -5.74 148.04 130.38 136.21
471 mt_962_use2012_last_save_rnk500_idxctrl -10.28 -36.18 -125.72 -57.42 -125.72 -6.13 147.66 129.99 135.82
473 mt_961_use2021_best_save_rnk500_idxctrl -11.62 -37.53 -127.07 -58.76 -127.07 -7.48 146.31 128.65 134.48
476 mt_961_use2010_best_save_rnk500_idxctrl -12.14 -38.04 -127.58 -59.28 -127.59 -7.99 145.79 128.13 133.96
480 mt_962_use2022_last_save_rnk500_idxctrl -15.42 -41.33 -130.87 -62.56 -130.87 -11.28 142.51 124.85 130.68
485 mt_962_use2013_last_save_rnk500_idxctrl -18.37 -44.27 -133.81 -65.51 -133.81 -14.22 139.57 121.90 127.73
488 mt_962_use2023_best_save_rnk500_idxctrl -22.39 -48.30 -137.84 -69.53 -137.84 -18.25 135.54 117.87 123.70
489 mt_962_use2019_last_save_rnk500_idxctrl -23.67 -49.57 -139.11 -70.81 -139.12 -19.52 134.26 116.60 122.43
494 mt_962_use2013_best_save_rnk500_idxctrl -26.49 -52.39 -141.94 -73.63 -141.94 -22.34 131.44 113.78 119.61
495 mt_962_use2022_best_save_rnk500_idxctrl -26.65 -52.56 -142.10 -73.79 -142.10 -22.51 131.28 113.61 119.44
499 mt_962_use2019_best_save_rnk500_idxctrl -29.92 -55.82 -145.36 -77.06 -145.36 -25.77 128.01 110.35 116.18
501 mt_962_use2021_last_save_rnk500_idxctrl -32.12 -58.02 -147.57 -79.26 -147.57 -27.97 125.81 108.15 113.98
502 mt_962_use2021_best_save_rnk500_idxctrl -33.56 -59.46 -149.01 -80.70 -149.01 -29.41 124.37 106.71 112.54
503 mt_962_use2020_last_save_rnk500_idxctrl -33.82 -59.73 -149.27 -80.96 -149.27 -29.68 124.11 106.45 112.28
504 mt_961_use2013_best_save_rnk500_idxctrl -34.18 -60.08 -149.62 -81.32 -149.62 -30.03 123.75 106.09 111.92
509 mt_961_use2010_last_save_rnk500_idxctrl -40.36 -66.27 -155.81 -87.50 -155.81 -36.22 117.57 99.91 105.74
514 mt_962_use2020_best_save_rnk500_idxctrl -45.67 -71.58 -161.12 -92.82 -161.12 -41.53 112.26 94.59 100.42
517 mt_962_use2015_best_save_rnk500_idxctrl -54.03 -79.94 -169.48 -101.17 -169.48 -49.89 103.90 86.24 92.07