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_20250917_151515
3 mt_962_use2020_best_save_rnk500_idxctrl 37.98 36.89 131.34 70.56 131.34 126.94 13.64 -29.14 14.64
4 mt_961_use2021_best_save_rnk500_idxctrl 36.02 34.92 129.38 68.60 129.38 124.98 11.68 -31.10 12.68
5 mt_961_use2013_best_save_rnk500_idxctrl 36.00 34.90 129.36 68.58 129.36 124.96 11.66 -31.12 12.66
6 mt_962_use2021_best_save_rnk500_idxctrl 32.79 31.69 126.15 65.37 126.15 121.75 8.45 -34.33 9.45
8 mt_962_use2015_best_save_rnk500_idxctrl 29.19 28.09 122.54 61.77 122.54 118.14 4.85 -37.94 5.85
9 mt_962_use2024_last_save_rnk500_idxctrl 28.94 27.85 122.30 61.52 122.30 117.90 4.60 -38.18 5.60
10 mt_962_use2024_best_save_rnk500_idxctrl 28.52 27.42 121.87 61.10 121.87 117.47 4.17 -38.61 5.17
12 mt_962_use2020_last_save_rnk500_idxctrl 26.28 25.18 119.64 58.86 119.64 115.24 1.94 -40.84 2.94
13 mt_962_use2022_last_save_rnk500_idxctrl 24.97 23.88 118.33 57.55 118.33 113.93 0.63 -42.15 1.63
14 mt_962_use2023_best_save_rnk500_idxctrl 24.63 23.54 117.99 57.21 117.99 113.59 0.29 -42.49 1.29
16 mt_962_use2019_best_save_rnk500_idxctrl 23.10 22.00 116.46 55.68 116.46 112.06 -1.24 -44.02 -0.24
18 mt_962_use2017_best_save_rnk500_idxctrl 20.86 19.76 114.21 53.44 114.22 109.82 -3.48 -46.26 -2.48
20 mt_962_use2019_last_save_rnk500_idxctrl 17.96 16.86 111.32 50.54 111.32 106.92 -6.38 -49.16 -5.38
23 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 14.86 13.76 108.22 47.44 108.22 103.82 -9.48 -52.26 -8.48
24 mt_962_use2012_best_save_rnk500_idxctrl 14.55 13.45 107.90 47.13 107.90 103.50 -9.79 -52.58 -8.79
26 mt_962_use2021_last_save_rnk500_idxctrl 13.76 12.67 107.12 46.34 107.12 102.72 -10.58 -53.36 -9.58
27 mt_961_use2022_best_save_rnk500_idxctrl 13.41 12.32 106.77 45.99 106.77 102.37 -10.93 -53.71 -9.93
28 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 13.27 12.17 106.62 45.85 106.62 102.22 -11.07 -53.86 -10.08
29 mt_962_use2022_best_save_rnk500_idxctrl 13.18 12.08 106.53 45.75 106.53 102.13 -11.17 -53.95 -10.17
30 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 12.80 11.70 106.15 45.38 106.15 101.75 -11.54 -54.33 -10.54
31 mt_962_use2015_last_save_rnk500_idxctrl 12.32 11.22 105.67 44.90 105.67 101.27 -12.02 -54.81 -11.03
32 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 12.22 11.12 105.57 44.80 105.57 101.17 -12.12 -54.91 -11.12
34 mt_962_use2023_last_save_rnk500_idxctrl 10.98 9.88 104.33 43.56 104.33 99.93 -13.37 -56.15 -12.37
37 mt_962_use2013_last_save_rnk500_idxctrl 10.39 9.29 103.74 42.97 103.75 99.34 -13.95 -56.73 -12.95
38 multin_zz500_61001_idxctrl_zz500_pv 10.35 9.26 103.71 42.93 103.71 99.31 -13.99 -56.77 -12.99
41 mt_961_use2019_best_save_rnk500_idxctrl 9.31 8.21 102.66 41.89 102.66 98.26 -15.03 -57.82 -14.03
43 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 8.86 7.76 102.22 41.44 102.22 97.82 -15.48 -58.26 -14.48
44 multin_zz500_61004_idxctrl_zz500_pv 8.76 7.66 102.12 41.34 102.12 97.72 -15.58 -58.36 -14.58
46 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 8.70 7.60 102.06 41.28 102.06 97.66 -15.64 -58.42 -14.64
47 multin_zz500_61002_idxctrl_zz500_pv 8.39 7.29 101.74 40.97 101.74 97.34 -15.95 -58.74 -14.95
48 mt_962_use2017_last_save_rnk500_idxctrl 7.18 6.08 100.54 39.76 100.54 96.14 -17.16 -59.94 -16.16
49 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 6.94 5.84 100.30 39.52 100.30 95.90 -17.40 -60.18 -16.40
50 mt_961_use2021_last_save_rnk500_idxctrl 6.89 5.79 100.24 39.47 100.25 95.85 -17.45 -60.23 -16.45
54 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 3.70 2.61 97.06 36.28 97.06 92.66 -20.64 -63.42 -19.64
55 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 3.60 2.50 96.95 36.18 96.95 92.55 -20.74 -63.53 -19.74
58 mt_961_use2020_last_save_rnk500_idxctrl 2.99 1.89 96.34 35.57 96.34 91.94 -21.35 -64.14 -20.35
59 mt_962_use2013_best_save_rnk500_idxctrl 2.39 1.30 95.75 34.97 95.75 91.35 -21.95 -64.73 -20.95
60 mt_961_use2015_best_save_rnk500_idxctrl 1.95 0.85 95.30 34.53 95.30 90.90 -22.39 -65.18 -21.40
62 mt_962_use2012_last_save_rnk500_idxctrl 1.52 0.42 94.88 34.10 94.88 90.48 -22.82 -65.60 -21.82
63 mt_962_use2014_last_save_rnk500_idxctrl 0.87 -0.22 94.23 33.45 94.23 89.83 -23.47 -66.25 -22.47
65 mt_961_use2020_best_save_rnk500_idxctrl 0.33 -0.77 93.68 32.91 93.68 89.28 -24.01 -66.80 -23.01
66 mt_961_use2019_last_save_rnk500_idxctrl -1.10 -2.20 92.25 31.47 92.25 87.85 -25.45 -68.23 -24.45
70 mt_961_use2022_last_save_rnk500_idxctrl -3.05 -4.15 90.30 29.53 90.30 85.90 -27.40 -70.18 -26.40
74 mt_962_use2018_best_save_rnk500_idxctrl -4.39 -5.49 88.96 28.19 88.96 84.56 -28.74 -71.52 -27.74
75 mt_961_use2014_last_save_rnk500_idxctrl -4.70 -5.79 88.66 27.88 88.66 84.26 -29.04 -71.82 -28.04
77 mt_962_use2016_last_save_rnk500_idxctrl -5.29 -6.39 88.06 27.29 88.06 83.66 -29.63 -72.42 -28.64
79 mt_962_use2014_best_save_rnk500_idxctrl -7.49 -8.58 85.87 25.09 85.87 81.47 -31.83 -74.61 -30.83
81 multin_zz1000_61001_idxctrl_pv -8.56 -9.66 84.79 24.02 84.79 80.39 -32.90 -75.69 -31.90
82 multin_zz1000_61001_idxctrl_pv_rm_blc -8.58 -9.68 84.78 24.00 84.78 80.38 -32.92 -75.70 -31.92
83 mt_961_use2015_last_save_rnk500_idxctrl -9.20 -10.30 84.15 23.38 84.16 79.76 -33.54 -76.32 -32.54
84 multin_zz1000_61001_idxctrl_zz1000_pv -9.25 -10.35 84.10 23.33 84.11 79.71 -33.59 -76.37 -32.59
85 mt_961_use2013_last_save_rnk500_idxctrl -9.27 -10.36 84.09 23.31 84.09 79.69 -33.61 -76.39 -32.61
86 mt_962_use2010_last_save_rnk500_idxctrl -9.38 -10.48 83.98 23.20 83.98 79.58 -33.72 -76.50 -32.72
88 mt_961_use2014_best_save_rnk500_idxctrl -10.15 -11.25 83.20 22.42 83.20 78.80 -34.50 -77.28 -33.50
89 mt_962_use2010_best_save_rnk500_idxctrl -10.48 -11.57 82.88 22.10 82.88 78.48 -34.82 -77.60 -33.82
90 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -10.59 -11.68 82.77 21.99 82.77 78.37 -34.93 -77.71 -33.93
91 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -10.60 -11.69 82.76 21.98 82.76 78.36 -34.94 -77.72 -33.94
93 mt_961_use2023_last_save_rnk500_idxctrl -11.07 -12.17 82.28 21.51 82.28 77.88 -35.41 -78.20 -34.42
95 multin_zz1000_61002_idxctrl_pv_rm_blc -11.27 -12.37 82.09 21.31 82.09 77.69 -35.61 -78.39 -34.61
96 multin_zz1000_61004_idxctrl_pv_rm_blc -11.27 -12.37 82.09 21.31 82.09 77.69 -35.61 -78.39 -34.61
97 multin_zz1000_61004_idxctrl_pv -11.33 -12.42 82.03 21.25 82.03 77.63 -35.67 -78.45 -34.67
98 multin_zz1000_61002_idxctrl_pv -11.33 -12.42 82.03 21.25 82.03 77.63 -35.67 -78.45 -34.67
102 multin_zz1000_61004_idxctrl_zz1000_pv -12.54 -13.64 80.81 20.04 80.82 76.41 -36.88 -79.66 -35.88
104 multin_zz1000_61002_idxctrl_zz1000_pv -13.00 -14.10 80.35 19.58 80.36 75.95 -37.34 -80.12 -36.34
105 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -13.10 -14.20 80.25 19.48 80.26 75.85 -37.44 -80.22 -36.44
106 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -13.10 -14.20 80.25 19.48 80.26 75.85 -37.44 -80.22 -36.44
109 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -13.63 -14.72 79.73 18.95 79.73 75.33 -37.97 -80.75 -36.97
111 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -14.06 -15.16 79.29 18.52 79.29 74.89 -38.40 -81.19 -37.40
112 multin_zz1000_61001_idxctrl_pv_rm_fnd -14.25 -15.35 79.10 18.33 79.10 74.70 -38.59 -81.38 -37.60
114 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -14.72 -15.81 78.64 17.86 78.64 74.24 -39.06 -81.84 -38.06
115 mt_962_use2011_last_save_rnk500_idxctrl -14.93 -16.03 78.43 17.65 78.43 74.03 -39.27 -82.05 -38.27
119 mt_961_use2024_best_save_rnk500_idxctrl -16.36 -17.46 77.00 16.22 77.00 72.60 -40.70 -83.48 -39.70
121 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -16.51 -17.61 76.85 16.07 76.85 72.45 -40.85 -83.63 -39.85
123 multin_zz1000_61002_idxctrl_pv_rm_fnd -16.62 -17.72 76.73 15.96 76.73 72.33 -40.96 -83.75 -39.96
124 multin_zz1000_61004_idxctrl_pv_rm_fnd -16.62 -17.72 76.73 15.96 76.73 72.33 -40.96 -83.75 -39.96
125 mt_961_use2017_last_save_rnk500_idxctrl -16.78 -17.88 76.57 15.80 76.58 72.17 -41.12 -83.90 -40.12
127 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -16.93 -18.03 76.42 15.65 76.43 72.02 -41.27 -84.05 -40.27
130 mt_962_use2018_last_save_rnk500_idxctrl -17.70 -18.79 75.66 14.88 75.66 71.26 -42.04 -84.82 -41.04
135 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -19.66 -20.76 73.70 12.92 73.70 69.30 -44.00 -86.78 -43.00
137 mt_961_use2024_last_save_rnk500_idxctrl -20.02 -21.11 73.34 12.56 73.34 68.94 -44.36 -87.14 -43.36
139 mt_961_use2010_last_save_rnk500_idxctrl -20.32 -21.41 73.04 12.26 73.04 68.64 -44.66 -87.44 -43.66
145 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -21.31 -22.40 72.05 11.27 72.05 67.65 -45.65 -88.43 -44.65
148 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -21.74 -22.84 71.61 10.84 71.61 67.21 -46.08 -88.87 -45.09
152 mt_962_use2016_best_save_rnk500_idxctrl -22.58 -23.68 70.77 10.00 70.77 66.37 -46.92 -89.71 -45.93
154 mt_961_use2017_best_save_rnk500_idxctrl -23.49 -24.59 69.86 9.09 69.86 65.46 -47.83 -90.62 -46.84
158 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -25.49 -26.59 67.86 7.09 67.86 63.46 -49.83 -92.62 -48.83
159 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -25.50 -26.60 67.86 7.08 67.86 63.46 -49.84 -92.62 -48.84
163 multin_zz1000_61001_idxctrl_top3800_pv -26.04 -27.14 67.31 6.54 67.31 62.91 -50.38 -93.17 -49.38
164 mt_961_use2010_best_save_rnk500_idxctrl -26.40 -27.50 66.95 6.18 66.96 62.55 -50.74 -93.52 -49.74
166 multin_zz1000_61001_idxctrl_50010002000_pv -26.54 -27.64 66.81 6.04 66.81 62.41 -50.88 -93.67 -49.88
179 mt_961_use2011_best_save_rnk500_idxctrl -28.37 -29.47 64.98 4.20 64.98 60.58 -52.72 -95.50 -51.72
186 mt_961_use2023_best_save_rnk500_idxctrl -29.46 -30.56 63.89 3.12 63.89 59.49 -53.81 -96.59 -52.81
190 mt_961_use2018_last_save_rnk500_idxctrl -30.43 -31.53 62.92 2.15 62.92 58.52 -54.77 -97.56 -53.77
198 mt_962_use2011_best_save_rnk500_idxctrl -32.41 -33.51 60.94 0.16 60.94 56.54 -56.76 -99.54 -55.76
199 mt_961_use2016_last_save_rnk500_idxctrl -32.53 -33.63 60.82 0.04 60.82 56.42 -56.88 -99.66 -55.88
215 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -34.82 -35.91 58.54 -2.24 58.54 54.14 -59.16 -101.94 -58.16
219 mt_961_use2011_last_save_rnk500_idxctrl -35.43 -36.53 57.92 -2.85 57.92 53.52 -59.78 -102.56 -58.78
220 multin_zz1000_61004_idxctrl_50010002000_pv -35.44 -36.53 57.92 -2.86 57.92 53.52 -59.78 -102.56 -58.78
223 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -35.81 -36.91 57.54 -3.24 57.54 53.14 -60.16 -102.94 -59.16
234 multin_zz1000_61002_idxctrl_top3800_pv -36.42 -37.52 56.93 -3.84 56.93 52.53 -60.76 -103.55 -59.76
235 multin_zz1000_61004_idxctrl_top3800_pv -36.51 -37.61 56.85 -3.93 56.85 52.45 -60.85 -103.63 -59.85
236 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -36.76 -37.85 56.60 -4.18 56.60 52.20 -61.10 -103.88 -60.10
237 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -36.78 -37.88 56.58 -4.20 56.58 52.18 -61.12 -103.90 -60.12
238 multin_zz1000_61002_idxctrl_50010002000_pv -37.33 -38.43 56.03 -4.75 56.03 51.63 -61.67 -104.45 -60.67
242 mt_961_use2012_best_save_rnk500_idxctrl -37.77 -38.87 55.58 -5.19 55.58 51.18 -62.11 -104.90 -61.11
248 mt_962_use2009_last_save_rnk500_idxctrl -38.86 -39.96 54.49 -6.28 54.49 50.09 -63.20 -105.99 -62.20
251 mt_962_use2009_best_save_rnk500_idxctrl -39.55 -40.65 53.80 -6.97 53.80 49.40 -63.89 -106.68 -62.89
256 mt_961_use2012_last_save_rnk500_idxctrl -40.68 -41.78 52.67 -8.10 52.67 48.27 -65.02 -107.81 -64.03
260 mt_961_use2016_best_save_rnk500_idxctrl -41.17 -42.26 52.19 -8.59 52.19 47.79 -65.51 -108.29 -64.51
280 mt_962_use2008_last_save_rnk500_idxctrl -44.47 -45.56 48.89 -11.89 48.89 44.49 -68.81 -111.59 -67.81
281 mt_961_use2009_best_save_rnk500_idxctrl -45.00 -46.10 48.35 -12.42 48.35 43.95 -69.34 -112.13 -68.35
283 mt_962_use2008_best_save_rnk500_idxctrl -45.39 -46.49 47.96 -12.81 47.96 43.56 -69.73 -112.52 -68.74
287 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -45.79 -46.89 47.57 -13.21 47.57 43.17 -70.13 -112.91 -69.13
293 mt_961_use2018_best_save_rnk500_idxctrl -46.55 -47.65 46.81 -13.97 46.81 42.41 -70.89 -113.67 -69.89
297 mt_961_use2009_last_save_rnk500_idxctrl -47.03 -48.13 46.32 -14.45 46.32 41.92 -71.37 -114.16 -70.37
298 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -47.04 -48.14 46.31 -14.46 46.31 41.91 -71.38 -114.17 -70.39
299 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -47.60 -48.70 45.75 -15.02 45.75 41.35 -71.94 -114.72 -70.94
314 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -49.88 -50.98 43.48 -17.30 43.48 39.08 -74.22 -117.00 -73.22
315 mt_961_use2008_best_save_rnk500_idxctrl -50.16 -51.26 43.19 -17.59 43.19 38.79 -74.51 -117.29 -73.51
318 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -50.28 -51.38 43.07 -17.71 43.07 38.67 -74.63 -117.41 -73.63
324 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -50.90 -52.00 42.45 -18.32 42.45 38.05 -75.24 -118.03 -74.24
330 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -51.80 -52.90 41.55 -19.23 41.55 37.15 -76.15 -118.93 -75.15
331 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -51.87 -52.97 41.48 -19.29 41.48 37.08 -76.22 -119.00 -75.22
333 mt_961_use2008_last_save_rnk500_idxctrl -52.02 -53.11 41.34 -19.44 41.34 36.94 -76.36 -119.14 -75.36
334 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -52.11 -53.21 41.25 -19.53 41.25 36.85 -76.45 -119.23 -75.45
339 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -53.13 -54.23 40.22 -20.55 40.22 35.82 -77.47 -120.26 -76.47
342 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -53.35 -54.44 40.01 -20.77 40.01 35.61 -77.69 -120.47 -76.69
344 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -54.36 -55.46 38.99 -21.78 38.99 34.59 -78.70 -121.49 -77.71