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_20250915_151524
30 mt_962_use2024_last_save_rnk500_idxctrl 49.81 50.80 42.53 17.28 42.53 41.41 76.56 68.44 -1.51
31 mt_962_use2024_best_save_rnk500_idxctrl 49.27 50.26 41.99 16.74 41.99 40.87 76.02 67.90 -2.05
62 mt_961_use2009_last_save_rnk500_idxctrl 34.98 35.98 27.71 2.46 27.71 26.58 61.74 53.61 -16.34
65 mt_961_use2008_last_save_rnk500_idxctrl 33.68 34.68 26.41 1.16 26.41 25.28 60.44 52.31 -17.64
68 mt_961_use2009_best_save_rnk500_idxctrl 32.89 33.89 25.62 0.37 25.62 24.49 59.65 51.52 -18.43
70 mt_962_use2008_last_save_rnk500_idxctrl 32.68 33.68 25.41 0.16 25.41 24.29 59.44 51.31 -18.64
80 mt_962_use2023_best_save_rnk500_idxctrl 30.08 31.08 22.81 -2.44 22.81 21.68 56.84 48.71 -21.24
84 mt_961_use2008_best_save_rnk500_idxctrl 29.32 30.32 22.04 -3.20 22.05 20.92 56.07 47.95 -22.00
85 mt_962_use2011_best_save_rnk500_idxctrl 29.28 30.27 22.00 -3.25 22.00 20.88 56.03 47.91 -22.04
87 mt_962_use2009_last_save_rnk500_idxctrl 28.81 29.80 21.53 -3.72 21.53 20.41 55.56 47.44 -22.51
90 mt_962_use2023_last_save_rnk500_idxctrl 28.39 29.38 21.11 -4.14 21.11 19.99 55.14 47.02 -22.93
93 mt_962_use2009_best_save_rnk500_idxctrl 27.69 28.68 20.41 -4.83 20.41 19.29 54.44 46.32 -23.63
94 mt_962_use2008_best_save_rnk500_idxctrl 27.53 28.52 20.25 -5.00 20.25 19.13 54.28 46.16 -23.79
96 mt_962_use2022_best_save_rnk500_idxctrl 26.53 27.53 19.26 -5.99 19.26 18.13 53.29 45.16 -24.79
101 mt_961_use2022_best_save_rnk500_idxctrl 25.57 26.57 18.30 -6.95 18.30 17.17 52.33 44.20 -25.75
110 mt_962_use2010_best_save_rnk500_idxctrl 23.30 24.29 16.02 -9.23 16.02 14.90 50.05 41.93 -28.02
116 mt_962_use2022_last_save_rnk500_idxctrl 22.57 23.57 15.30 -9.95 15.30 14.18 49.33 41.20 -28.75
120 mt_961_use2022_last_save_rnk500_idxctrl 21.98 22.97 14.70 -10.54 14.70 13.58 48.73 40.61 -29.34
122 mt_961_use2014_last_save_rnk500_idxctrl 21.30 22.30 14.03 -11.22 14.03 12.91 48.06 39.93 -30.02
124 mt_961_use2021_last_save_rnk500_idxctrl 20.71 21.71 13.44 -11.81 13.44 12.31 47.47 39.34 -30.61
135 mt_961_use2021_best_save_rnk500_idxctrl 18.53 19.53 11.26 -13.99 11.26 10.13 45.29 37.16 -32.79
153 mt_962_use2020_best_save_rnk500_idxctrl 16.75 17.74 9.47 -15.78 9.47 8.35 43.50 35.38 -34.57
158 mt_961_use2016_best_save_rnk500_idxctrl 16.35 17.34 9.07 -16.18 9.07 7.95 43.10 34.97 -34.98
165 mt_962_use2018_last_save_rnk500_idxctrl 15.67 16.66 8.39 -16.86 8.39 7.27 42.42 34.30 -35.65
166 mt_962_use2010_last_save_rnk500_idxctrl 15.49 16.48 8.21 -17.04 8.21 7.09 42.24 34.12 -35.83
175 mt_961_use2010_last_save_rnk500_idxctrl 14.79 15.78 7.51 -17.74 7.51 6.39 41.54 33.42 -36.53
185 mt_962_use2014_best_save_rnk500_idxctrl 14.13 15.13 6.86 -18.39 6.86 5.73 40.89 32.76 -37.19
189 mt_962_use2018_best_save_rnk500_idxctrl 13.55 14.54 6.27 -18.98 6.27 5.15 40.30 32.18 -37.78
191 mt_962_use2012_last_save_rnk500_idxctrl 12.98 13.98 5.70 -19.54 5.70 4.58 39.73 31.61 -38.34
194 mt_962_use2016_last_save_rnk500_idxctrl 12.17 13.16 4.89 -20.36 4.89 3.77 38.92 30.80 -39.15
199 mt_962_use2011_last_save_rnk500_idxctrl 10.90 11.90 3.63 -21.62 3.63 2.50 37.66 29.53 -40.42
200 mt_962_use2016_best_save_rnk500_idxctrl 10.52 11.51 3.24 -22.01 3.24 2.12 37.27 29.14 -40.81
212 mt_961_use2012_last_save_rnk500_idxctrl 9.64 10.64 2.36 -22.88 2.37 1.24 36.40 28.27 -41.68
213 mt_961_use2010_best_save_rnk500_idxctrl 9.53 10.52 2.25 -23.00 2.25 1.13 36.28 28.16 -41.79
223 mt_961_use2011_best_save_rnk500_idxctrl 8.70 9.69 1.42 -23.82 1.42 0.30 35.45 27.33 -42.62
224 mt_962_use2021_best_save_rnk500_idxctrl 8.66 9.66 1.38 -23.86 1.39 0.26 35.41 27.29 -42.66
225 mt_962_use2020_last_save_rnk500_idxctrl 8.64 9.63 1.36 -23.88 1.36 0.24 35.39 27.27 -42.68
226 mt_961_use2015_last_save_rnk500_idxctrl 8.34 9.33 1.06 -24.19 1.06 -0.06 35.09 26.97 -42.98
227 mt_961_use2012_best_save_rnk500_idxctrl 8.33 9.32 1.05 -24.20 1.05 -0.07 35.08 26.96 -42.99
228 multin_zz1000_61002_idxctrl_50010002000_pv 8.32 9.31 1.04 -24.21 1.04 -0.08 35.07 26.95 -43.00
231 multin_zz1000_61004_idxctrl_50010002000_pv 7.71 8.71 0.43 -24.81 0.43 -0.69 34.46 26.34 -43.61
233 mt_961_use2014_best_save_rnk500_idxctrl 7.43 8.42 0.15 -25.10 0.15 -0.97 34.18 26.06 -43.89
234 multin_zz1000_61002_idxctrl_top3800_pv 7.40 8.40 0.12 -25.12 0.13 -1.00 34.16 26.03 -43.92
237 multin_zz1000_61004_idxctrl_top3800_pv 7.30 8.30 0.03 -25.22 0.03 -1.09 34.06 25.93 -44.02
246 mt_962_use2014_last_save_rnk500_idxctrl 6.79 7.78 -0.49 -25.74 -0.49 -1.61 33.54 25.42 -44.53
260 mt_961_use2016_last_save_rnk500_idxctrl 5.55 6.55 -1.72 -26.97 -1.72 -2.85 32.31 24.18 -45.77
265 mt_962_use2017_last_save_rnk500_idxctrl 5.28 6.28 -2.00 -27.24 -2.00 -3.12 32.03 23.91 -46.04
267 mt_962_use2021_last_save_rnk500_idxctrl 5.05 6.05 -2.23 -27.47 -2.23 -3.35 31.80 23.68 -46.27
268 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 5.00 6.00 -2.27 -27.52 -2.27 -3.39 31.76 23.63 -46.32
271 multin_zz1000_61002_idxctrl_pv 4.95 5.95 -2.33 -27.57 -2.32 -3.45 31.71 23.58 -46.37
272 multin_zz1000_61004_idxctrl_pv 4.95 5.95 -2.33 -27.57 -2.32 -3.45 31.71 23.58 -46.37
273 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 4.93 5.93 -2.35 -27.59 -2.35 -3.47 31.68 23.56 -46.39
274 mt_961_use2024_last_save_rnk500_idxctrl 4.92 5.92 -2.35 -27.60 -2.35 -3.48 31.68 23.55 -46.40
276 mt_962_use2012_best_save_rnk500_idxctrl 4.80 5.79 -2.48 -27.73 -2.48 -3.60 31.55 23.43 -46.52
280 multin_zz1000_61001_idxctrl_pv 4.29 5.28 -2.99 -28.24 -2.99 -4.11 31.04 22.92 -47.03
283 mt_961_use2023_last_save_rnk500_idxctrl 4.17 5.17 -3.11 -28.35 -3.11 -4.23 30.92 22.80 -47.15
291 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 3.54 4.54 -3.73 -28.98 -3.73 -4.85 30.30 22.17 -47.78
295 multin_zz1000_61001_idxctrl_50010002000_pv 3.27 4.26 -4.01 -29.25 -4.01 -5.13 30.02 21.90 -48.05
297 multin_zz1000_61001_idxctrl_top3800_pv 3.23 4.22 -4.05 -29.29 -4.05 -5.17 29.98 21.86 -48.09
299 mt_961_use2013_best_save_rnk500_idxctrl 3.09 4.08 -4.19 -29.43 -4.19 -5.31 29.84 21.72 -48.23
302 mt_961_use2015_best_save_rnk500_idxctrl 2.16 3.16 -5.12 -30.36 -5.11 -6.24 28.91 20.79 -49.16
303 multin_zz500_61004_idxctrl_zz500_pv 1.88 2.88 -5.40 -30.64 -5.39 -6.52 28.63 20.51 -49.44
307 multin_zz500_61002_idxctrl_zz500_pv 1.58 2.58 -5.69 -30.94 -5.69 -6.82 28.34 20.21 -49.74
309 mt_961_use2024_best_save_rnk500_idxctrl 1.45 2.44 -5.83 -31.07 -5.83 -6.95 28.20 20.08 -49.87
310 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 1.44 2.44 -5.84 -31.08 -5.83 -6.96 28.19 20.07 -49.88
312 multin_zz1000_61004_idxctrl_pv_rm_fnd 1.36 2.35 -5.92 -31.16 -5.92 -7.04 28.11 19.99 -49.96
313 multin_zz1000_61002_idxctrl_pv_rm_fnd 1.36 2.35 -5.92 -31.16 -5.92 -7.04 28.11 19.99 -49.96
314 mt_962_use2017_best_save_rnk500_idxctrl 1.20 2.19 -6.08 -31.32 -6.08 -7.20 27.95 19.83 -50.12
319 mt_961_use2011_last_save_rnk500_idxctrl 0.94 1.93 -6.34 -31.58 -6.34 -7.46 27.69 19.57 -50.38
322 multin_zz1000_61004_idxctrl_zz1000_pv 0.84 1.84 -6.44 -31.68 -6.43 -7.56 27.59 19.47 -50.48
323 mt_961_use2013_last_save_rnk500_idxctrl 0.80 1.80 -6.47 -31.72 -6.47 -7.60 27.56 19.43 -50.52
324 multin_zz1000_61001_idxctrl_pv_rm_fnd 0.80 1.79 -6.48 -31.73 -6.48 -7.60 27.55 19.43 -50.52
326 mt_962_use2015_best_save_rnk500_idxctrl 0.73 1.72 -6.55 -31.79 -6.55 -7.67 27.48 19.36 -50.59
327 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 0.72 1.71 -6.56 -31.81 -6.56 -7.68 27.47 19.35 -50.60
329 multin_zz1000_61002_idxctrl_zz1000_pv 0.36 1.36 -6.91 -32.16 -6.91 -8.04 27.12 18.99 -50.96
331 multin_zz500_61001_idxctrl_zz500_pv 0.20 1.19 -7.08 -32.33 -7.08 -8.20 26.95 18.83 -51.12
343 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -0.81 0.18 -8.09 -33.33 -8.09 -9.21 25.94 17.82 -52.13
348 multin_zz1000_61001_idxctrl_zz1000_pv -1.06 -0.07 -8.34 -33.59 -8.34 -9.46 25.69 17.57 -52.38
350 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -1.44 -0.45 -8.72 -33.97 -8.72 -9.84 25.31 17.19 -52.76
351 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -1.45 -0.46 -8.73 -33.97 -8.73 -9.85 25.30 17.18 -52.77
355 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -1.76 -0.76 -9.04 -34.28 -9.04 -10.16 24.99 16.87 -53.08
359 mt_962_use2019_last_save_rnk500_idxctrl -2.80 -1.80 -10.07 -35.32 -10.07 -11.19 23.96 15.83 -54.12
360 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -3.06 -2.06 -10.33 -35.58 -10.33 -11.46 23.70 15.57 -54.38
362 multin_zz1000_61002_idxctrl_pv_rm_blc -3.30 -2.30 -10.57 -35.82 -10.57 -11.69 23.46 15.33 -54.62
363 multin_zz1000_61004_idxctrl_pv_rm_blc -3.30 -2.30 -10.57 -35.82 -10.57 -11.69 23.46 15.33 -54.62
366 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -3.55 -2.55 -10.83 -36.07 -10.83 -11.95 23.20 15.08 -54.87
368 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -3.68 -2.68 -10.95 -36.20 -10.95 -12.07 23.08 14.95 -55.00
376 multin_zz1000_61001_idxctrl_pv_rm_blc -4.08 -3.08 -11.35 -36.60 -11.35 -12.48 22.68 14.55 -55.40
378 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -4.29 -3.30 -11.57 -36.81 -11.57 -12.69 22.46 14.34 -55.61
379 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -4.31 -3.31 -11.58 -36.83 -11.58 -12.70 22.45 14.32 -55.63
383 mt_962_use2015_last_save_rnk500_idxctrl -4.64 -3.65 -11.92 -37.17 -11.92 -13.04 22.11 13.99 -55.96
389 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -4.80 -3.80 -12.07 -37.32 -12.07 -13.20 21.96 13.83 -56.12
391 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -5.01 -4.02 -12.29 -37.53 -12.29 -13.41 21.74 13.62 -56.33
392 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -5.01 -4.02 -12.29 -37.53 -12.29 -13.41 21.74 13.62 -56.33
394 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -5.41 -4.42 -12.69 -37.94 -12.69 -13.81 21.34 13.22 -56.73
395 mt_961_use2017_best_save_rnk500_idxctrl -5.41 -4.41 -12.68 -37.93 -12.68 -13.81 21.35 13.22 -56.73
399 mt_962_use2013_last_save_rnk500_idxctrl -5.63 -4.64 -12.91 -38.16 -12.91 -14.03 21.12 13.00 -56.95
404 mt_962_use2019_best_save_rnk500_idxctrl -6.01 -5.02 -13.29 -38.54 -13.29 -14.41 20.74 12.62 -57.33
405 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -6.22 -5.22 -13.50 -38.74 -13.49 -14.62 20.54 12.41 -57.54
406 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -6.25 -5.26 -13.53 -38.77 -13.53 -14.65 20.50 12.38 -57.57
410 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -6.92 -5.92 -14.20 -39.44 -14.20 -15.32 19.83 11.71 -58.24
418 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -7.60 -6.60 -14.87 -40.12 -14.87 -16.00 19.16 11.03 -58.92
420 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -8.33 -7.33 -15.60 -40.85 -15.60 -16.72 18.43 10.30 -59.65
423 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -8.60 -7.60 -15.87 -41.12 -15.87 -17.00 18.16 10.03 -59.92
426 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -8.82 -7.82 -16.09 -41.34 -16.09 -17.22 17.94 9.81 -60.14
427 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -8.88 -7.88 -16.15 -41.40 -16.15 -17.28 17.88 9.75 -60.20
428 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -9.05 -8.06 -16.33 -41.58 -16.33 -17.45 17.70 9.58 -60.37
430 mt_961_use2020_last_save_rnk500_idxctrl -9.24 -8.24 -16.51 -41.76 -16.51 -17.64 17.52 9.39 -60.56
438 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -10.28 -9.28 -17.55 -42.80 -17.55 -18.68 16.48 8.35 -61.60
440 mt_961_use2020_best_save_rnk500_idxctrl -10.38 -9.39 -17.66 -42.91 -17.66 -18.78 16.37 8.25 -61.70
442 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -10.51 -9.51 -17.78 -43.03 -17.78 -18.91 16.25 8.12 -61.83
446 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -10.71 -9.72 -17.99 -43.23 -17.99 -19.11 16.04 7.92 -62.03
447 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -10.76 -9.77 -18.04 -43.29 -18.04 -19.16 15.99 7.87 -62.08
448 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -10.76 -9.76 -18.04 -43.28 -18.03 -19.16 15.99 7.87 -62.08
450 mt_961_use2023_best_save_rnk500_idxctrl -11.01 -10.02 -18.29 -43.54 -18.29 -19.41 15.74 7.62 -62.33
453 mt_961_use2017_last_save_rnk500_idxctrl -11.12 -10.12 -18.39 -43.64 -18.39 -19.52 15.64 7.51 -62.44
455 mt_962_use2013_best_save_rnk500_idxctrl -11.16 -10.17 -18.44 -43.69 -18.44 -19.56 15.59 7.47 -62.48
456 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -11.17 -10.18 -18.45 -43.70 -18.45 -19.57 15.58 7.46 -62.49
459 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -12.16 -11.17 -19.44 -44.69 -19.44 -20.56 14.59 6.47 -63.48
460 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -12.23 -11.24 -19.51 -44.76 -19.51 -20.63 14.52 6.40 -63.55
461 mt_961_use2019_best_save_rnk500_idxctrl -12.30 -11.31 -19.58 -44.83 -19.58 -20.70 14.45 6.33 -63.62
463 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -12.46 -11.46 -19.73 -44.98 -19.73 -20.85 14.30 6.17 -63.78
465 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -12.75 -11.76 -20.03 -45.28 -20.03 -21.15 14.00 5.88 -64.07
470 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -13.63 -12.63 -20.91 -46.15 -20.90 -22.03 13.12 5.00 -64.95
471 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -13.99 -13.00 -21.27 -46.52 -21.27 -22.39 12.76 4.64 -65.31
477 mt_961_use2018_best_save_rnk500_idxctrl -15.27 -14.28 -22.55 -47.80 -22.55 -23.67 11.48 3.36 -66.59
481 mt_961_use2018_last_save_rnk500_idxctrl -16.49 -15.49 -23.77 -49.01 -23.77 -24.89 10.26 2.14 -67.81
484 mt_961_use2019_last_save_rnk500_idxctrl -17.95 -16.96 -25.23 -50.48 -25.23 -26.35 8.80 0.68 -69.27