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_20250912_151520
12 mt_961_use2014_last_save_rnk500_idxctrl 58.88 55.95 94.24 150.06 94.24 133.26 163.14 187.17 131.81
14 mt_961_use2014_best_save_rnk500_idxctrl 56.78 53.85 92.14 147.96 92.15 131.16 161.04 185.07 129.72
31 mt_961_use2016_best_save_rnk500_idxctrl 39.97 37.04 75.33 131.15 75.34 114.35 144.23 168.26 112.91
33 mt_961_use2015_last_save_rnk500_idxctrl 38.68 35.75 74.04 129.86 74.04 113.06 142.94 166.97 111.61
37 mt_962_use2010_best_save_rnk500_idxctrl 33.20 30.26 68.56 124.38 68.56 107.57 137.46 161.49 106.13
38 mt_961_use2016_last_save_rnk500_idxctrl 32.82 29.88 68.18 124.00 68.18 107.19 137.08 161.10 105.75
39 mt_961_use2015_best_save_rnk500_idxctrl 32.74 29.80 68.10 123.92 68.10 107.11 137.00 161.02 105.67
45 mt_962_use2011_best_save_rnk500_idxctrl 30.34 27.41 65.70 121.52 65.70 104.71 134.60 158.63 103.27
47 mt_962_use2010_last_save_rnk500_idxctrl 29.80 26.86 65.16 120.97 65.16 104.17 134.05 158.08 102.73
50 mt_962_use2011_last_save_rnk500_idxctrl 28.45 25.52 63.81 119.63 63.81 102.83 132.71 156.74 101.38
51 mt_961_use2009_best_save_rnk500_idxctrl 28.20 25.27 63.56 119.38 63.56 102.57 132.46 156.49 101.13
52 mt_961_use2009_last_save_rnk500_idxctrl 28.06 25.13 63.42 119.24 63.42 102.43 132.32 156.35 100.99
53 mt_961_use2011_best_save_rnk500_idxctrl 27.46 24.52 62.82 118.63 62.82 101.83 131.71 155.74 100.39
56 mt_961_use2011_last_save_rnk500_idxctrl 23.14 20.20 58.50 114.31 58.50 97.51 127.39 151.42 96.07
59 mt_962_use2014_best_save_rnk500_idxctrl 22.70 19.77 58.06 113.88 58.06 97.08 126.96 150.99 95.63
61 mt_961_use2017_best_save_rnk500_idxctrl 22.34 19.41 57.70 113.52 57.70 96.72 126.60 150.63 95.27
63 mt_961_use2012_last_save_rnk500_idxctrl 21.04 18.11 56.40 112.22 56.41 95.42 125.30 149.33 93.98
64 mt_961_use2017_last_save_rnk500_idxctrl 20.77 17.83 56.13 111.95 56.13 95.14 125.03 149.06 93.70
65 mt_961_use2010_best_save_rnk500_idxctrl 20.73 17.79 56.09 111.90 56.09 95.10 124.98 149.01 93.66
67 mt_961_use2010_last_save_rnk500_idxctrl 20.23 17.30 55.59 111.41 55.59 94.60 124.49 148.52 93.16
68 mt_962_use2016_last_save_rnk500_idxctrl 20.01 17.08 55.37 111.19 55.37 94.39 124.27 148.30 92.94
71 mt_962_use2014_last_save_rnk500_idxctrl 18.17 15.24 53.53 109.35 53.53 92.54 122.43 146.46 91.10
76 mt_962_use2009_last_save_rnk500_idxctrl 17.09 14.15 52.45 108.26 52.45 91.46 121.34 145.37 90.02
80 mt_961_use2008_last_save_rnk500_idxctrl 16.03 13.10 51.40 107.21 51.40 90.41 120.29 144.32 88.97
82 mt_962_use2009_best_save_rnk500_idxctrl 14.99 12.05 50.35 106.16 50.35 89.36 119.24 143.27 87.92
87 mt_962_use2015_last_save_rnk500_idxctrl 13.37 10.43 48.73 104.54 48.73 87.74 117.62 141.65 86.30
89 mt_962_use2012_last_save_rnk500_idxctrl 12.99 10.05 48.35 104.17 48.35 87.36 117.25 141.28 85.92
90 mt_961_use2008_best_save_rnk500_idxctrl 12.66 9.72 48.02 103.84 48.02 87.03 116.92 140.95 85.59
92 mt_961_use2012_best_save_rnk500_idxctrl 12.23 9.30 47.59 103.41 47.59 86.60 116.49 140.52 85.16
97 mt_962_use2013_last_save_rnk500_idxctrl 10.58 7.64 45.94 101.76 45.94 84.95 114.84 138.86 83.51
100 mt_962_use2008_last_save_rnk500_idxctrl 9.47 6.54 44.83 100.65 44.83 83.84 113.73 137.76 82.40
104 mt_962_use2012_best_save_rnk500_idxctrl 8.99 6.05 44.35 100.16 44.35 83.36 113.24 137.27 81.92
105 mt_962_use2023_last_save_rnk500_idxctrl 8.44 5.50 43.80 99.62 43.80 82.81 112.70 136.73 81.37
107 mt_961_use2013_last_save_rnk500_idxctrl 8.09 5.16 43.45 99.27 43.45 82.46 112.35 136.38 81.02
109 multin_zz1000_61002_idxctrl_top3800_pv 7.46 4.53 42.83 98.64 42.83 81.84 111.72 135.75 80.40
110 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 6.81 3.87 42.17 97.99 42.17 81.18 111.07 135.10 79.74
115 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 6.64 3.70 42.00 97.81 42.00 81.01 110.89 134.92 79.57
116 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 6.50 3.56 41.86 97.68 41.86 80.87 110.76 134.78 79.43
117 mt_962_use2017_best_save_rnk500_idxctrl 6.45 3.51 41.81 97.63 41.81 80.82 110.71 134.73 79.38
118 mt_962_use2018_last_save_rnk500_idxctrl 6.34 3.40 41.70 97.51 41.70 80.71 110.59 134.62 79.27
119 mt_962_use2017_last_save_rnk500_idxctrl 6.31 3.37 41.67 97.49 41.67 80.68 110.57 134.59 79.24
120 multin_zz1000_61004_idxctrl_top3800_pv 6.18 3.25 41.55 97.36 41.55 80.56 110.44 134.47 79.12
121 mt_962_use2022_last_save_rnk500_idxctrl 6.14 3.21 41.50 97.32 41.50 80.52 110.40 134.43 79.07
124 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 5.67 2.73 41.03 96.85 41.03 80.04 109.93 133.95 78.60
125 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 5.62 2.68 40.98 96.80 40.98 79.99 109.88 133.91 78.55
126 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 5.43 2.49 40.79 96.61 40.79 79.80 109.68 133.71 78.36
127 multin_zz1000_61002_idxctrl_50010002000_pv 4.76 1.83 40.12 95.94 40.13 79.14 109.02 133.05 77.70
128 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 4.59 1.66 39.95 95.77 39.95 78.96 108.85 132.88 77.52
129 mt_962_use2021_last_save_rnk500_idxctrl 3.62 0.69 38.99 94.80 38.99 78.00 107.88 131.91 76.56
130 mt_962_use2019_last_save_rnk500_idxctrl 3.40 0.47 38.76 94.58 38.76 77.77 107.66 131.69 76.33
131 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 3.21 0.27 38.57 94.39 38.57 77.58 107.47 131.49 76.14
133 mt_962_use2013_best_save_rnk500_idxctrl 2.79 -0.14 38.15 93.97 38.15 77.16 107.05 131.08 75.72
134 mt_962_use2008_best_save_rnk500_idxctrl 2.74 -0.20 38.10 93.91 38.10 77.11 106.99 131.02 75.67
135 multin_zz1000_61004_idxctrl_50010002000_pv 2.56 -0.37 37.92 93.74 37.92 76.94 106.82 130.85 75.49
136 mt_961_use2021_best_save_rnk500_idxctrl 2.40 -0.53 37.76 93.58 37.77 76.78 106.66 130.69 75.34
137 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 2.31 -0.63 37.67 93.49 37.67 76.68 106.57 130.59 75.24
138 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 2.18 -0.76 37.54 93.35 37.54 76.55 106.43 130.46 75.11
139 multin_zz1000_61001_idxctrl_top3800_pv 2.12 -0.82 37.48 93.30 37.48 76.49 106.37 130.40 75.05
140 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 2.00 -0.94 37.36 93.18 37.36 76.37 106.26 130.28 74.93
141 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 1.70 -1.24 37.06 92.87 37.06 76.07 105.95 129.98 74.63
142 mt_962_use2023_best_save_rnk500_idxctrl 1.68 -1.26 37.04 92.85 37.04 76.05 105.93 129.96 74.61
143 multin_zz1000_61004_idxctrl_zz1000_pv 1.54 -1.40 36.90 92.72 36.90 75.91 105.80 129.83 74.47
144 multin_zz1000_61002_idxctrl_zz1000_pv 1.50 -1.43 36.86 92.68 36.87 75.88 105.76 129.79 74.44
145 multin_zz1000_61001_idxctrl_zz1000_pv 1.39 -1.55 36.75 92.56 36.75 75.76 105.64 129.67 74.32
146 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 1.29 -1.65 36.65 92.47 36.65 75.66 105.55 129.57 74.22
148 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 0.97 -1.96 36.33 92.15 36.33 75.35 105.23 129.26 73.90
151 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -0.01 -2.94 35.35 91.17 35.35 74.36 104.25 128.28 72.92
153 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -0.11 -3.05 35.25 91.06 35.25 74.26 104.14 128.17 72.82
154 mt_962_use2020_best_save_rnk500_idxctrl -0.14 -3.08 35.22 91.04 35.22 74.23 104.11 128.14 72.79
155 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -0.74 -3.67 34.62 90.44 34.62 73.64 103.52 127.55 72.19
159 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -0.95 -3.88 34.41 90.23 34.41 73.43 103.31 127.34 71.98
160 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -1.53 -4.46 33.83 89.65 33.83 72.85 102.73 126.76 71.40
161 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -1.55 -4.49 33.81 89.62 33.81 72.82 102.70 126.73 71.38
162 mt_962_use2024_last_save_rnk500_idxctrl -1.68 -4.61 33.69 89.50 33.69 72.70 102.58 126.61 71.26
165 multin_zz1000_61001_idxctrl_50010002000_pv -1.93 -4.86 33.43 89.25 33.43 72.45 102.33 126.36 71.00
168 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -2.81 -5.75 32.55 88.37 32.55 71.56 101.45 125.48 70.12
172 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -3.34 -6.27 32.02 87.84 32.02 71.03 100.92 124.95 69.59
173 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -3.34 -6.28 32.02 87.83 32.02 71.03 100.91 124.94 69.59
174 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -3.44 -6.38 31.92 87.74 31.92 70.93 100.82 124.84 69.49
177 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -3.96 -6.90 31.40 87.21 31.40 70.41 100.29 124.32 68.97
178 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -3.97 -6.90 31.39 87.21 31.39 70.40 100.29 124.32 68.96
180 mt_962_use2015_best_save_rnk500_idxctrl -4.27 -7.21 31.09 86.91 31.09 70.10 99.98 124.01 68.66
181 multin_zz500_61001_idxctrl_zz500_pv -4.40 -7.33 30.96 86.78 30.96 69.98 99.86 123.89 68.53
182 multin_zz500_61004_idxctrl_zz500_pv -4.62 -7.56 30.74 86.56 30.74 69.75 99.64 123.66 68.31
184 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -4.83 -7.76 30.53 86.35 30.54 69.55 99.43 123.46 68.11
185 multin_zz500_61002_idxctrl_zz500_pv -4.84 -7.77 30.52 86.34 30.52 69.54 99.42 123.45 68.09
187 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -4.92 -7.85 30.45 86.26 30.45 69.46 99.34 123.37 68.02
190 mt_962_use2018_best_save_rnk500_idxctrl -5.05 -7.99 30.31 86.13 30.31 69.32 99.20 123.23 67.88
192 mt_962_use2020_last_save_rnk500_idxctrl -5.30 -8.23 30.07 85.88 30.07 69.08 98.96 122.99 67.64
193 mt_962_use2022_best_save_rnk500_idxctrl -5.59 -8.52 29.77 85.59 29.78 68.79 98.67 122.70 67.34
196 multin_zz1000_61002_idxctrl_pv_rm_blc -5.90 -8.83 29.46 85.28 29.47 68.48 98.36 122.39 67.03
197 multin_zz1000_61004_idxctrl_pv_rm_blc -5.90 -8.83 29.46 85.28 29.47 68.48 98.36 122.39 67.03
200 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -6.06 -8.99 29.30 85.12 29.30 68.31 98.20 122.23 66.87
201 multin_zz1000_61001_idxctrl_pv_rm_blc -6.06 -8.99 29.30 85.12 29.30 68.32 98.20 122.23 66.87
202 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -6.23 -9.17 29.13 84.95 29.13 68.14 98.03 122.05 66.70
203 mt_961_use2023_last_save_rnk500_idxctrl -6.39 -9.32 28.98 84.79 28.98 67.99 97.87 121.90 66.55
204 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -6.65 -9.59 28.71 84.53 28.71 67.72 97.61 121.63 66.28
205 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -6.65 -9.59 28.71 84.53 28.71 67.72 97.61 121.63 66.28
206 mt_961_use2024_best_save_rnk500_idxctrl -6.70 -9.63 28.66 84.48 28.67 67.68 97.56 121.59 66.23
208 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -7.14 -10.08 28.22 84.04 28.22 67.23 97.12 121.14 65.79
212 mt_962_use2016_best_save_rnk500_idxctrl -8.16 -11.10 27.20 83.01 27.20 66.21 96.09 120.12 64.77
216 mt_962_use2021_best_save_rnk500_idxctrl -8.72 -11.65 26.64 82.46 26.65 65.66 95.54 119.57 64.21
225 multin_zz1000_61002_idxctrl_pv -10.22 -13.16 25.14 80.95 25.14 64.15 94.03 118.06 62.71
226 multin_zz1000_61004_idxctrl_pv -10.22 -13.16 25.14 80.95 25.14 64.15 94.03 118.06 62.71
227 mt_962_use2019_best_save_rnk500_idxctrl -10.37 -13.30 25.00 80.81 25.00 64.01 93.89 117.92 62.57
229 mt_961_use2018_last_save_rnk500_idxctrl -10.50 -13.44 24.86 80.68 24.86 63.87 93.76 117.79 62.43
230 multin_zz1000_61002_idxctrl_pv_rm_fnd -10.55 -13.48 24.81 80.63 24.81 63.82 93.71 117.74 62.38
231 multin_zz1000_61004_idxctrl_pv_rm_fnd -10.55 -13.48 24.81 80.63 24.81 63.82 93.71 117.74 62.38
232 multin_zz1000_61001_idxctrl_pv -10.61 -13.55 24.75 80.57 24.75 63.76 93.65 117.67 62.32
235 multin_zz1000_61001_idxctrl_pv_rm_fnd -10.95 -13.89 24.41 80.23 24.41 63.42 93.31 117.33 61.98
241 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -12.74 -15.67 22.62 78.44 22.62 61.63 91.52 115.55 60.19
243 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -13.10 -16.03 22.26 78.08 22.27 61.28 91.16 115.19 59.83
244 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -13.18 -16.11 22.18 78.00 22.18 61.19 91.08 115.11 59.75
246 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -13.44 -16.37 21.93 77.74 21.93 60.94 90.82 114.85 59.50
247 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -13.46 -16.40 21.90 77.72 21.90 60.91 90.80 114.82 59.47
250 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -13.97 -16.90 21.39 77.21 21.40 60.41 90.29 114.32 58.97
261 mt_961_use2024_last_save_rnk500_idxctrl -15.36 -18.29 20.00 75.82 20.01 59.02 88.90 112.93 57.57
267 mt_961_use2013_best_save_rnk500_idxctrl -16.49 -19.43 18.87 74.68 18.87 57.88 87.76 111.79 56.44
275 mt_962_use2024_best_save_rnk500_idxctrl -17.60 -20.53 17.76 73.58 17.76 56.77 86.66 110.69 55.33
299 mt_961_use2023_best_save_rnk500_idxctrl -20.19 -23.12 15.17 70.99 15.17 54.19 84.07 108.10 52.74
345 mt_961_use2022_last_save_rnk500_idxctrl -24.82 -27.75 10.54 66.36 10.54 49.55 79.44 103.47 48.11
346 mt_961_use2021_last_save_rnk500_idxctrl -25.14 -28.08 10.22 66.04 10.22 49.23 79.12 103.14 47.79
365 mt_961_use2019_last_save_rnk500_idxctrl -26.79 -29.72 8.57 64.39 8.57 47.58 77.47 101.50 46.14
370 mt_961_use2018_best_save_rnk500_idxctrl -27.55 -30.48 7.81 63.63 7.82 46.83 76.71 100.74 45.39
374 mt_961_use2019_best_save_rnk500_idxctrl -28.06 -30.99 7.31 63.12 7.31 46.32 76.20 100.23 44.88
426 mt_961_use2022_best_save_rnk500_idxctrl -36.80 -39.74 -1.44 54.38 -1.44 37.57 67.45 91.48 36.13
473 mt_961_use2020_last_save_rnk500_idxctrl -51.36 -54.30 -16.00 39.81 -16.00 23.01 52.89 76.92 21.57
474 mt_961_use2020_best_save_rnk500_idxctrl -51.78 -54.72 -16.42 39.40 -16.42 22.59 52.48 76.50 21.15