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_20250916_151521
120 multin_zz1000_61001_idxctrl_50010002000_pv 41.71 59.49 129.13 152.08 129.13 -2.39 -16.03 74.04 55.90
133 mt_961_use2021_best_save_rnk500_idxctrl 39.85 57.63 127.27 150.22 127.27 -4.25 -17.89 72.18 54.03
134 multin_zz1000_61004_idxctrl_50010002000_pv 39.77 57.56 127.19 150.15 127.19 -4.32 -17.96 72.10 53.96
135 mt_962_use2021_best_save_rnk500_idxctrl 39.71 57.49 127.13 150.08 127.13 -4.39 -18.02 72.04 53.90
149 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 37.20 54.98 124.61 147.57 124.62 -6.90 -20.54 69.53 51.38
151 multin_zz1000_61002_idxctrl_50010002000_pv 37.14 54.92 124.56 147.51 124.56 -6.96 -20.60 69.47 51.32
158 multin_zz1000_61001_idxctrl_top3800_pv 36.17 53.96 123.59 146.55 123.59 -7.92 -21.56 68.50 50.36
164 multin_zz1000_61004_idxctrl_top3800_pv 35.08 52.87 122.50 145.46 122.50 -9.01 -22.65 67.41 49.27
167 multin_zz1000_61002_idxctrl_top3800_pv 34.61 52.40 122.03 144.99 122.03 -9.48 -23.12 66.94 48.80
169 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 34.30 52.08 121.71 144.67 121.72 -9.80 -23.44 66.63 48.48
180 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 32.35 50.14 119.77 142.73 119.77 -11.74 -25.38 64.68 46.54
187 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 30.95 48.73 118.37 141.32 118.37 -13.15 -26.78 63.28 45.14
188 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 30.73 48.51 118.15 141.10 118.15 -13.37 -27.01 63.06 44.91
189 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 30.50 48.29 117.92 140.88 117.92 -13.59 -27.23 62.83 44.69
192 mt_962_use2022_last_save_rnk500_idxctrl 30.14 47.93 117.56 140.51 117.56 -13.96 -27.59 62.47 44.33
201 mt_962_use2020_best_save_rnk500_idxctrl 26.56 44.35 113.98 136.93 113.98 -17.54 -31.17 58.89 40.75
202 mt_962_use2012_best_save_rnk500_idxctrl 26.21 43.99 113.62 136.58 113.62 -17.89 -31.53 58.54 40.39
208 mt_962_use2020_last_save_rnk500_idxctrl 24.60 42.38 112.01 134.97 112.02 -19.50 -33.14 56.93 38.78
213 mt_962_use2012_last_save_rnk500_idxctrl 22.35 40.13 109.77 132.72 109.77 -21.75 -35.38 54.68 36.54
222 mt_962_use2024_last_save_rnk500_idxctrl 20.84 38.62 108.25 131.21 108.25 -23.26 -36.90 53.17 35.02
228 mt_962_use2024_best_save_rnk500_idxctrl 19.71 37.49 107.13 130.08 107.13 -24.39 -38.02 52.04 33.90
229 mt_962_use2019_best_save_rnk500_idxctrl 19.65 37.43 107.07 130.02 107.07 -24.45 -38.09 51.98 33.83
247 mt_962_use2022_best_save_rnk500_idxctrl 17.63 35.41 105.05 128.00 105.05 -26.47 -40.11 49.96 31.82
251 mt_962_use2019_last_save_rnk500_idxctrl 16.37 34.15 103.79 126.74 103.79 -27.73 -41.37 48.70 30.55
256 mt_962_use2013_best_save_rnk500_idxctrl 15.56 33.35 102.98 125.94 102.98 -28.53 -42.17 47.89 29.75
261 mt_962_use2015_best_save_rnk500_idxctrl 14.42 32.21 101.84 124.79 101.84 -29.68 -43.31 46.75 28.61
262 mt_962_use2017_best_save_rnk500_idxctrl 14.07 31.85 101.48 124.44 101.49 -30.03 -43.67 46.40 28.25
267 mt_962_use2013_last_save_rnk500_idxctrl 12.91 30.70 100.33 123.28 100.33 -31.19 -44.82 45.24 27.10
289 mt_962_use2018_best_save_rnk500_idxctrl 7.05 24.83 94.47 117.42 94.47 -37.05 -50.69 39.38 21.23
292 mt_962_use2011_best_save_rnk500_idxctrl 6.84 24.62 94.25 117.21 94.25 -37.26 -50.90 39.17 21.02
296 mt_962_use2023_best_save_rnk500_idxctrl 5.93 23.71 93.34 116.30 93.35 -38.17 -51.81 38.26 20.11
301 mt_962_use2011_last_save_rnk500_idxctrl 5.04 22.82 92.46 115.41 92.46 -39.06 -52.70 37.37 19.22
306 mt_962_use2021_last_save_rnk500_idxctrl 4.20 21.99 91.62 114.58 91.62 -39.89 -53.53 36.53 18.39
307 mt_962_use2023_last_save_rnk500_idxctrl 4.06 21.85 91.48 114.43 91.48 -40.03 -53.67 36.39 18.25
312 mt_962_use2017_last_save_rnk500_idxctrl 3.26 21.05 90.68 113.63 90.68 -40.84 -54.47 35.59 17.45
317 mt_961_use2015_last_save_rnk500_idxctrl 2.52 20.30 89.94 112.89 89.94 -41.58 -55.22 34.85 16.71
318 mt_961_use2015_best_save_rnk500_idxctrl 2.24 20.03 89.66 112.62 89.66 -41.85 -55.49 34.57 16.43
319 mt_961_use2021_last_save_rnk500_idxctrl 2.00 19.78 89.41 112.37 89.42 -42.10 -55.74 34.33 16.18
320 mt_962_use2015_last_save_rnk500_idxctrl 1.82 19.61 89.24 112.20 89.24 -42.27 -55.91 34.15 16.01
328 mt_961_use2013_best_save_rnk500_idxctrl 0.13 17.92 87.55 110.50 87.55 -43.96 -57.60 32.46 14.32
332 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -0.37 17.42 87.05 110.00 87.05 -44.46 -58.10 31.96 13.82
333 mt_962_use2016_last_save_rnk500_idxctrl -0.45 17.33 86.97 109.92 86.97 -44.55 -58.19 31.88 13.73
335 mt_962_use2010_best_save_rnk500_idxctrl -0.72 17.06 86.69 109.65 86.69 -44.82 -58.46 31.61 13.46
336 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -1.06 16.72 86.35 109.31 86.36 -45.16 -58.80 31.27 13.12
337 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -1.14 16.64 86.28 109.23 86.28 -45.24 -58.88 31.19 13.05
338 multin_zz1000_61001_idxctrl_zz1000_pv -1.14 16.64 86.27 109.23 86.27 -45.24 -58.88 31.19 13.04
339 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -1.47 16.31 85.94 108.90 85.94 -45.57 -59.21 30.86 12.71
340 mt_962_use2010_last_save_rnk500_idxctrl -2.03 15.76 85.39 108.34 85.39 -46.13 -59.76 30.30 12.16
341 multin_zz1000_61004_idxctrl_zz1000_pv -2.31 15.47 85.11 108.06 85.11 -46.41 -60.05 30.02 11.87
343 mt_961_use2010_last_save_rnk500_idxctrl -2.39 15.39 85.03 107.98 85.03 -46.49 -60.13 29.94 11.80
346 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -2.74 15.05 84.68 107.64 84.68 -46.83 -60.47 29.59 11.45
349 multin_zz1000_61002_idxctrl_zz1000_pv -2.90 14.88 84.52 107.47 84.52 -47.00 -60.64 29.43 11.29
351 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -2.95 14.83 84.47 107.42 84.47 -47.05 -60.69 29.38 11.24
352 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -3.08 14.71 84.34 107.30 84.34 -47.17 -60.81 29.25 11.11
353 mt_961_use2011_last_save_rnk500_idxctrl -3.19 14.60 84.23 107.19 84.23 -47.28 -60.92 29.14 11.00
356 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -4.31 13.47 83.11 106.06 83.11 -48.41 -62.05 28.02 9.87
359 mt_961_use2009_best_save_rnk500_idxctrl -5.84 11.95 81.58 104.53 81.58 -49.94 -63.57 26.49 8.35
360 mt_961_use2009_last_save_rnk500_idxctrl -5.94 11.84 81.47 104.43 81.48 -50.04 -63.68 26.39 8.24
361 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -5.94 11.84 81.48 104.43 81.48 -50.04 -63.68 26.39 8.24
363 mt_961_use2022_best_save_rnk500_idxctrl -6.33 11.45 81.09 104.04 81.09 -50.43 -64.07 26.00 7.86
364 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -7.10 10.68 80.32 103.27 80.32 -51.20 -64.84 25.23 7.08
365 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -7.71 10.07 79.70 102.66 79.71 -51.81 -65.45 24.62 6.47
366 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -8.35 9.44 79.07 102.02 79.07 -52.45 -66.08 23.98 5.84
367 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -8.47 9.31 78.95 101.90 78.95 -52.57 -66.21 23.86 5.71
369 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -9.01 8.77 78.41 101.36 78.41 -53.11 -66.75 23.32 5.17
370 mt_962_use2009_last_save_rnk500_idxctrl -9.28 8.51 78.14 101.10 78.14 -53.37 -67.01 23.05 4.91
372 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -9.70 8.08 77.71 100.67 77.72 -53.80 -67.44 22.63 4.48
373 mt_962_use2014_last_save_rnk500_idxctrl -9.83 7.95 77.59 100.54 77.59 -53.93 -67.56 22.50 4.36
374 mt_961_use2011_best_save_rnk500_idxctrl -9.99 7.80 77.43 100.39 77.43 -54.08 -67.72 22.34 4.20
376 mt_962_use2009_best_save_rnk500_idxctrl -10.39 7.40 77.03 99.98 77.03 -54.49 -68.12 21.94 3.80
383 mt_961_use2010_best_save_rnk500_idxctrl -12.79 4.99 74.63 97.58 74.63 -56.89 -70.53 19.54 1.39
387 mt_961_use2013_last_save_rnk500_idxctrl -15.61 2.18 71.81 94.76 71.81 -59.70 -73.34 16.72 -1.42
388 mt_961_use2008_last_save_rnk500_idxctrl -15.95 1.83 71.46 94.42 71.47 -60.05 -73.69 16.38 -1.77
389 mt_962_use2014_best_save_rnk500_idxctrl -16.00 1.79 71.42 94.38 71.42 -60.09 -73.73 16.33 -1.81
393 mt_961_use2023_last_save_rnk500_idxctrl -17.73 0.05 69.69 92.64 69.69 -61.83 -75.46 14.60 -3.54
394 mt_962_use2008_last_save_rnk500_idxctrl -17.76 0.02 69.66 92.61 69.66 -61.86 -75.50 14.57 -3.57
396 mt_961_use2008_best_save_rnk500_idxctrl -18.03 -0.24 69.39 92.34 69.39 -62.13 -75.76 14.30 -3.84
401 mt_962_use2018_last_save_rnk500_idxctrl -18.71 -0.92 68.71 91.66 68.71 -62.81 -76.44 13.62 -4.52
404 mt_961_use2024_best_save_rnk500_idxctrl -19.24 -1.46 68.18 91.13 68.18 -63.34 -76.98 13.09 -5.05
405 multin_zz1000_61001_idxctrl_pv -19.50 -1.72 67.92 90.87 67.92 -63.60 -77.24 12.83 -5.32
407 multin_zz500_61001_idxctrl_zz500_pv -19.75 -1.96 67.67 90.63 67.67 -63.84 -77.48 12.58 -5.56
408 mt_961_use2012_last_save_rnk500_idxctrl -19.83 -2.04 67.59 90.55 67.59 -63.92 -77.56 12.50 -5.64
409 multin_zz1000_61002_idxctrl_pv -20.01 -2.23 67.40 90.36 67.41 -64.11 -77.75 12.32 -5.83
410 multin_zz1000_61004_idxctrl_pv -20.01 -2.23 67.40 90.36 67.41 -64.11 -77.75 12.32 -5.83
412 multin_zz1000_61001_idxctrl_pv_rm_blc -20.20 -2.42 67.21 90.17 67.21 -64.30 -77.94 12.13 -6.02
413 multin_zz1000_61004_idxctrl_pv_rm_blc -20.30 -2.51 67.12 90.08 67.12 -64.39 -78.03 12.03 -6.11
414 multin_zz1000_61002_idxctrl_pv_rm_blc -20.30 -2.51 67.12 90.08 67.12 -64.39 -78.03 12.03 -6.11
415 multin_zz500_61004_idxctrl_zz500_pv -20.43 -2.65 66.99 89.94 66.99 -64.53 -78.17 11.90 -6.24
416 multin_zz500_61002_idxctrl_zz500_pv -20.85 -3.06 66.57 89.52 66.57 -64.95 -78.58 11.48 -6.66
421 mt_961_use2017_last_save_rnk500_idxctrl -21.88 -4.10 65.53 88.49 65.53 -65.98 -79.62 10.45 -7.70
422 mt_962_use2008_best_save_rnk500_idxctrl -22.31 -4.53 65.10 88.06 65.10 -66.41 -80.05 10.02 -8.13
428 mt_961_use2022_last_save_rnk500_idxctrl -24.53 -6.75 62.88 85.84 62.89 -68.63 -82.27 7.80 -10.35
430 mt_962_use2016_best_save_rnk500_idxctrl -24.91 -7.13 62.50 85.46 62.51 -69.01 -82.65 7.42 -10.73
433 mt_961_use2024_last_save_rnk500_idxctrl -26.02 -8.24 61.40 84.35 61.40 -70.12 -83.75 6.31 -11.83
435 mt_961_use2016_best_save_rnk500_idxctrl -26.37 -8.58 61.05 84.01 61.05 -70.46 -84.10 5.96 -12.18
440 mt_961_use2014_last_save_rnk500_idxctrl -27.22 -9.43 60.20 83.15 60.20 -71.31 -84.95 5.11 -13.03
445 mt_961_use2016_last_save_rnk500_idxctrl -29.54 -11.75 57.88 80.83 57.88 -73.64 -87.27 2.79 -15.35
446 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -29.68 -11.90 57.74 80.69 57.74 -73.78 -87.42 2.65 -15.50
447 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -29.84 -12.05 57.58 80.53 57.58 -73.94 -87.57 2.49 -15.65
449 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -30.40 -12.62 57.02 79.97 57.02 -74.50 -88.13 1.93 -16.21
451 mt_961_use2014_best_save_rnk500_idxctrl -31.33 -13.55 56.09 79.04 56.09 -75.43 -89.07 1.00 -17.14
453 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -32.47 -14.69 54.95 77.90 54.95 -76.57 -90.21 -0.14 -18.28
455 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -32.72 -14.94 54.69 77.65 54.70 -76.82 -90.46 -0.39 -18.54
459 mt_961_use2012_best_save_rnk500_idxctrl -33.16 -15.38 54.25 77.21 54.25 -77.26 -90.90 -0.83 -18.98
460 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -33.47 -15.68 53.95 76.90 53.95 -77.57 -91.20 -1.14 -19.28
464 mt_961_use2017_best_save_rnk500_idxctrl -35.77 -17.99 51.65 74.60 51.65 -79.87 -93.51 -3.44 -21.58
466 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -37.47 -19.68 49.95 72.90 49.95 -81.56 -95.20 -5.14 -23.28
467 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -37.58 -19.79 49.84 72.79 49.84 -81.67 -95.31 -5.25 -23.39
469 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -38.06 -20.28 49.35 72.31 49.36 -82.16 -95.80 -5.73 -23.88
473 mt_961_use2023_best_save_rnk500_idxctrl -40.83 -23.04 46.59 69.54 46.59 -84.93 -98.56 -8.50 -26.64
475 mt_961_use2020_last_save_rnk500_idxctrl -43.88 -26.10 43.54 66.49 43.54 -87.98 -101.61 -11.55 -29.69
477 mt_961_use2020_best_save_rnk500_idxctrl -44.81 -27.02 42.61 65.56 42.61 -88.91 -102.54 -12.48 -30.62
480 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -48.24 -30.45 39.18 62.14 39.18 -92.33 -105.97 -15.91 -34.05
481 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -48.24 -30.45 39.18 62.14 39.18 -92.33 -105.97 -15.91 -34.05
483 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -49.77 -31.98 37.65 60.61 37.65 -93.86 -107.50 -17.44 -35.58
485 multin_zz1000_61004_idxctrl_pv_rm_fnd -50.78 -32.99 36.64 59.60 36.64 -94.87 -108.51 -18.45 -36.59
486 multin_zz1000_61002_idxctrl_pv_rm_fnd -50.78 -32.99 36.64 59.60 36.64 -94.87 -108.51 -18.45 -36.59
489 multin_zz1000_61001_idxctrl_pv_rm_fnd -51.97 -34.18 35.45 58.41 35.45 -96.06 -109.70 -19.64 -37.78
493 mt_961_use2019_last_save_rnk500_idxctrl -53.61 -35.82 33.81 56.77 33.81 -97.70 -111.34 -21.28 -39.42
494 mt_961_use2019_best_save_rnk500_idxctrl -55.09 -37.31 32.33 55.28 32.33 -99.19 -112.83 -22.76 -40.91
498 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -58.62 -40.84 28.80 51.75 28.80 -102.72 -116.36 -26.29 -44.44
499 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -58.63 -40.85 28.78 51.74 28.78 -102.73 -116.37 -26.30 -44.45
501 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -59.56 -41.77 27.86 50.81 27.86 -103.65 -117.29 -27.23 -45.37
506 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -63.22 -45.44 24.19 47.15 24.19 -107.32 -120.96 -30.89 -49.04
507 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -63.35 -45.57 24.06 47.02 24.07 -107.45 -121.09 -31.02 -49.17
508 mt_961_use2018_last_save_rnk500_idxctrl -63.88 -46.10 23.54 46.49 23.54 -107.98 -121.62 -31.55 -49.69
509 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -64.39 -46.61 23.03 45.98 23.03 -108.49 -122.13 -32.06 -50.21
514 mt_961_use2018_best_save_rnk500_idxctrl -73.51 -55.72 13.91 36.86 13.91 -117.61 -131.24 -41.18 -59.32