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_20250918_151521
2 mt_962_use2020_best_save_rnk500_idxctrl 101.92 79.40 0.03 115.78 0.03 176.17 184.10 129.34 69.85
3 mt_962_use2015_best_save_rnk500_idxctrl 101.59 79.07 -0.29 115.46 -0.29 175.84 183.77 129.01 69.53
4 mt_962_use2022_best_save_rnk500_idxctrl 98.68 76.16 -3.21 112.55 -3.20 172.93 180.86 126.10 66.62
6 mt_962_use2021_best_save_rnk500_idxctrl 90.74 68.22 -11.15 104.61 -11.14 164.99 172.92 118.16 58.68
8 mt_962_use2019_best_save_rnk500_idxctrl 80.09 57.57 -21.80 93.95 -21.80 154.34 162.26 107.51 48.02
10 mt_961_use2021_best_save_rnk500_idxctrl 77.77 55.25 -24.12 91.64 -24.11 152.02 159.95 105.19 45.71
11 mt_962_use2020_last_save_rnk500_idxctrl 77.75 55.23 -24.14 91.61 -24.14 152.00 159.93 105.17 45.68
12 mt_962_use2022_last_save_rnk500_idxctrl 72.79 50.27 -29.10 86.65 -29.10 147.04 154.97 100.21 40.72
13 mt_962_use2019_last_save_rnk500_idxctrl 66.43 43.91 -35.46 80.29 -35.46 140.68 148.61 93.85 34.36
17 mt_961_use2013_best_save_rnk500_idxctrl 58.58 36.06 -43.31 72.44 -43.31 132.83 140.76 86.00 26.51
19 mt_961_use2015_best_save_rnk500_idxctrl 57.60 35.08 -44.29 71.47 -44.28 131.85 139.78 85.02 25.54
21 mt_962_use2024_best_save_rnk500_idxctrl 57.41 34.89 -44.48 71.27 -44.48 131.66 139.58 84.83 25.34
23 mt_962_use2021_last_save_rnk500_idxctrl 55.79 33.27 -46.10 69.65 -46.10 130.04 137.97 83.21 23.72
24 mt_962_use2024_last_save_rnk500_idxctrl 54.70 32.18 -47.19 68.57 -47.18 128.95 136.88 82.12 22.64
25 mt_962_use2013_best_save_rnk500_idxctrl 53.96 31.44 -47.93 67.82 -47.93 128.21 136.13 81.37 21.89
29 mt_961_use2015_last_save_rnk500_idxctrl 46.55 24.03 -55.34 60.41 -55.34 120.80 128.73 73.97 14.48
32 mt_962_use2013_last_save_rnk500_idxctrl 43.17 20.65 -58.72 57.03 -58.72 117.42 125.34 70.58 11.10
33 mt_962_use2015_last_save_rnk500_idxctrl 42.61 20.09 -59.27 56.48 -59.27 116.86 124.79 70.03 10.55
34 mt_962_use2023_best_save_rnk500_idxctrl 40.39 17.87 -61.50 54.25 -61.50 114.64 122.57 67.81 8.32
37 mt_962_use2018_best_save_rnk500_idxctrl 37.88 15.36 -64.01 51.74 -64.01 112.13 120.05 65.29 5.81
44 mt_962_use2017_best_save_rnk500_idxctrl 35.96 13.44 -65.93 49.82 -65.93 110.21 118.13 63.37 3.89
46 mt_962_use2012_last_save_rnk500_idxctrl 32.01 9.49 -69.88 45.88 -69.87 106.26 114.19 59.43 -0.05
48 mt_961_use2023_last_save_rnk500_idxctrl 31.67 9.15 -70.22 45.53 -70.22 105.92 113.85 59.09 -0.40
49 mt_962_use2012_best_save_rnk500_idxctrl 31.31 8.79 -70.58 45.17 -70.58 105.56 113.48 58.72 -0.76
50 mt_962_use2016_last_save_rnk500_idxctrl 29.64 7.12 -72.25 43.50 -72.25 103.89 111.81 57.06 -2.43
51 mt_961_use2019_best_save_rnk500_idxctrl 27.25 4.73 -74.63 41.12 -74.63 101.50 109.43 54.67 -4.81
53 mt_962_use2010_last_save_rnk500_idxctrl 26.04 3.52 -75.85 39.90 -75.85 100.29 108.22 53.46 -6.03
59 mt_962_use2023_last_save_rnk500_idxctrl 24.58 2.06 -77.31 38.44 -77.31 98.83 106.75 51.99 -7.49
67 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 19.88 -2.64 -82.01 33.74 -82.01 94.13 102.06 47.30 -12.19
68 mt_961_use2019_last_save_rnk500_idxctrl 19.87 -2.65 -82.02 33.73 -82.02 94.12 102.05 47.29 -12.20
69 mt_961_use2020_last_save_rnk500_idxctrl 18.94 -3.58 -82.95 32.80 -82.95 93.19 101.12 46.36 -13.13
71 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 17.86 -4.66 -84.03 31.72 -84.03 92.11 100.04 45.28 -14.21
73 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 17.01 -5.51 -84.88 30.87 -84.88 91.26 99.19 44.43 -15.06
77 mt_961_use2020_best_save_rnk500_idxctrl 14.81 -7.71 -87.08 28.67 -87.08 89.06 96.99 42.23 -17.26
79 multin_zz500_61001_idxctrl_zz500_pv 14.41 -8.11 -87.48 28.27 -87.48 88.66 96.58 41.82 -17.66
82 multin_zz500_61004_idxctrl_zz500_pv 12.56 -9.96 -89.33 26.42 -89.33 86.81 94.73 39.97 -19.51
83 multin_zz500_61002_idxctrl_zz500_pv 12.00 -10.52 -89.89 25.86 -89.89 86.25 94.17 39.41 -20.07
86 mt_961_use2022_last_save_rnk500_idxctrl 11.24 -11.28 -90.65 25.10 -90.65 85.49 93.41 38.65 -20.83
91 mt_962_use2017_last_save_rnk500_idxctrl 8.44 -14.08 -93.45 22.30 -93.45 82.69 90.61 35.85 -23.63
93 mt_961_use2014_best_save_rnk500_idxctrl 7.65 -14.87 -94.24 21.51 -94.24 81.90 89.82 35.07 -24.42
98 mt_961_use2010_last_save_rnk500_idxctrl 5.92 -16.60 -95.97 19.78 -95.97 80.17 88.10 33.34 -26.15
100 mt_962_use2011_last_save_rnk500_idxctrl 5.22 -17.30 -96.67 19.09 -96.66 79.47 87.40 32.64 -26.84
102 multin_zz1000_61001_idxctrl_zz1000_pv 4.76 -17.76 -97.13 18.63 -97.12 79.01 86.94 32.18 -27.30
103 mt_961_use2024_best_save_rnk500_idxctrl 4.68 -17.84 -97.21 18.54 -97.21 78.93 86.85 32.09 -27.39
104 mt_961_use2022_best_save_rnk500_idxctrl 4.59 -17.93 -97.29 18.46 -97.29 78.84 86.77 32.01 -27.47
105 multin_zz1000_61001_idxctrl_top3800_pv 4.58 -17.94 -97.31 18.44 -97.31 78.83 86.76 32.00 -27.49
106 mt_961_use2013_last_save_rnk500_idxctrl 4.56 -17.96 -97.33 18.42 -97.33 78.81 86.74 31.98 -27.51
115 multin_zz1000_61001_idxctrl_pv 2.76 -19.76 -99.13 16.62 -99.13 77.01 84.94 30.18 -29.31
116 multin_zz1000_61001_idxctrl_50010002000_pv 2.67 -19.85 -99.22 16.53 -99.22 76.92 84.85 30.09 -29.40
123 mt_961_use2011_best_save_rnk500_idxctrl 1.30 -21.22 -100.59 15.16 -100.59 75.55 83.48 28.72 -30.77
125 mt_961_use2017_last_save_rnk500_idxctrl 1.02 -21.50 -100.87 14.88 -100.87 75.27 83.20 28.44 -31.05
126 multin_zz1000_61004_idxctrl_zz1000_pv 0.99 -21.53 -100.90 14.85 -100.90 75.24 83.16 28.40 -31.08
128 multin_zz1000_61001_idxctrl_pv_rm_blc 0.52 -22.01 -101.37 14.38 -101.37 74.76 82.69 27.93 -31.55
129 multin_zz1000_61002_idxctrl_zz1000_pv 0.38 -22.14 -101.51 14.24 -101.51 74.63 82.55 27.79 -31.69
133 multin_zz1000_61004_idxctrl_pv -1.14 -23.66 -103.03 12.72 -103.03 73.11 81.03 26.27 -33.21
134 multin_zz1000_61002_idxctrl_pv -1.14 -23.66 -103.03 12.72 -103.03 73.11 81.03 26.27 -33.21
137 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -1.45 -23.97 -103.34 12.41 -103.34 72.80 80.72 25.97 -33.52
145 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -2.93 -25.45 -104.82 10.93 -104.82 71.32 79.24 24.48 -35.00
146 mt_961_use2024_last_save_rnk500_idxctrl -2.95 -25.48 -104.84 10.91 -104.84 71.29 79.22 24.46 -35.02
149 multin_zz1000_61004_idxctrl_pv_rm_blc -3.43 -25.95 -105.32 10.43 -105.32 70.82 78.75 23.99 -35.50
150 multin_zz1000_61002_idxctrl_pv_rm_blc -3.43 -25.95 -105.32 10.43 -105.32 70.82 78.75 23.99 -35.50
152 multin_zz1000_61002_idxctrl_50010002000_pv -3.67 -26.19 -105.56 10.19 -105.56 70.58 78.50 23.74 -35.74
153 mt_961_use2017_best_save_rnk500_idxctrl -3.74 -26.26 -105.63 10.12 -105.63 70.51 78.43 23.67 -35.81
154 mt_961_use2023_best_save_rnk500_idxctrl -3.89 -26.41 -105.78 9.97 -105.78 70.36 78.28 23.52 -35.96
155 mt_962_use2010_best_save_rnk500_idxctrl -4.25 -26.77 -106.14 9.61 -106.14 70.00 77.93 23.17 -36.32
156 mt_961_use2010_best_save_rnk500_idxctrl -4.34 -26.86 -106.23 9.53 -106.22 69.91 77.84 23.08 -36.40
158 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -4.37 -26.89 -106.26 9.50 -106.25 69.88 77.81 23.05 -36.43
166 multin_zz1000_61002_idxctrl_top3800_pv -5.72 -28.24 -107.61 8.14 -107.61 68.53 76.46 21.70 -37.79
167 multin_zz1000_61004_idxctrl_50010002000_pv -5.77 -28.30 -107.66 8.09 -107.66 68.47 76.40 21.64 -37.84
170 multin_zz1000_61004_idxctrl_top3800_pv -6.27 -28.79 -108.16 7.60 -108.15 67.98 75.91 21.15 -38.33
171 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -6.54 -29.06 -108.43 7.32 -108.43 67.71 75.64 20.88 -38.61
172 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -6.99 -29.51 -108.88 6.87 -108.88 67.26 75.18 20.42 -39.06
173 mt_961_use2021_last_save_rnk500_idxctrl -7.02 -29.54 -108.91 6.84 -108.91 67.23 75.15 20.40 -39.09
176 mt_961_use2016_last_save_rnk500_idxctrl -7.31 -29.83 -109.20 6.55 -109.20 66.94 74.86 20.10 -39.38
181 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -9.30 -31.82 -111.19 4.56 -111.18 64.95 72.88 18.12 -41.36
182 mt_961_use2014_last_save_rnk500_idxctrl -9.50 -32.02 -111.39 4.36 -111.39 64.74 72.67 17.91 -41.57
190 mt_962_use2014_best_save_rnk500_idxctrl -11.19 -33.71 -113.08 2.67 -113.08 63.06 70.98 16.22 -43.26
194 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -11.31 -33.83 -113.20 2.56 -113.19 62.94 70.87 16.11 -43.37
198 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -11.95 -34.47 -113.84 1.91 -113.84 62.30 70.23 15.47 -44.01
200 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -12.18 -34.70 -114.07 1.68 -114.07 62.07 69.99 15.24 -44.25
202 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -13.30 -35.82 -115.18 0.57 -115.18 60.95 68.88 14.12 -45.36
204 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -13.40 -35.92 -115.29 0.46 -115.29 60.85 68.78 14.02 -45.46
205 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -13.45 -35.97 -115.34 0.41 -115.34 60.80 68.72 13.96 -45.52
210 mt_962_use2018_last_save_rnk500_idxctrl -14.73 -37.25 -116.62 -0.87 -116.62 59.52 67.44 12.68 -46.80
211 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -14.86 -37.38 -116.75 -1.00 -116.75 59.39 67.32 12.56 -46.93
215 mt_961_use2011_last_save_rnk500_idxctrl -15.77 -38.29 -117.66 -1.91 -117.66 58.48 66.40 11.64 -47.84
217 mt_961_use2016_best_save_rnk500_idxctrl -15.95 -38.47 -117.84 -2.09 -117.84 58.30 66.22 11.46 -48.02
225 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -17.09 -39.61 -118.98 -3.22 -118.97 57.16 65.09 10.33 -49.15
232 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -17.49 -40.01 -119.38 -3.63 -119.38 56.75 64.68 9.92 -49.56
233 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -17.69 -40.21 -119.57 -3.82 -119.57 56.56 64.49 9.73 -49.75
234 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -17.75 -40.27 -119.64 -3.89 -119.64 56.50 64.43 9.67 -49.82
235 mt_961_use2009_best_save_rnk500_idxctrl -18.18 -40.70 -120.07 -4.32 -120.07 56.07 63.99 9.23 -50.25
237 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -18.93 -41.45 -120.81 -5.06 -120.81 55.32 63.25 8.49 -50.99
244 mt_961_use2009_last_save_rnk500_idxctrl -19.34 -41.86 -121.23 -5.48 -121.23 54.91 62.83 8.08 -51.41
245 mt_962_use2011_best_save_rnk500_idxctrl -19.73 -42.25 -121.62 -5.87 -121.62 54.52 62.45 7.69 -51.80
248 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -20.61 -43.13 -122.50 -6.75 -122.50 53.64 61.57 6.81 -52.68
249 mt_961_use2012_best_save_rnk500_idxctrl -20.68 -43.20 -122.57 -6.82 -122.57 53.57 61.50 6.74 -52.75
257 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -21.60 -44.12 -123.49 -7.74 -123.49 52.65 60.57 5.81 -53.67
263 mt_962_use2014_last_save_rnk500_idxctrl -22.09 -44.61 -123.98 -8.23 -123.98 52.16 60.09 5.33 -54.16
268 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -22.24 -44.76 -124.13 -8.38 -124.13 52.01 59.94 5.18 -54.31
272 mt_961_use2018_last_save_rnk500_idxctrl -22.74 -45.26 -124.63 -8.87 -124.62 51.51 59.44 4.68 -54.80
279 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -23.36 -45.88 -125.25 -9.49 -125.24 50.89 58.82 4.06 -55.42
280 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -23.66 -46.18 -125.55 -9.80 -125.55 50.59 58.51 3.75 -55.73
281 multin_zz1000_61001_idxctrl_pv_rm_fnd -23.75 -46.27 -125.64 -9.89 -125.64 50.50 58.43 3.67 -55.81
290 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -24.32 -46.85 -126.21 -10.46 -126.21 49.92 57.85 3.09 -56.39
291 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -24.34 -46.86 -126.23 -10.48 -126.23 49.91 57.84 3.08 -56.41
295 mt_961_use2012_last_save_rnk500_idxctrl -25.20 -47.72 -127.09 -11.34 -127.09 49.05 56.97 2.21 -57.27
297 mt_961_use2008_last_save_rnk500_idxctrl -25.59 -48.11 -127.48 -11.73 -127.48 48.66 56.58 1.82 -57.66
302 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -25.97 -48.49 -127.86 -12.11 -127.86 48.28 56.20 1.44 -58.04
304 multin_zz1000_61002_idxctrl_pv_rm_fnd -26.21 -48.73 -128.10 -12.35 -128.10 48.04 55.96 1.20 -58.28
305 multin_zz1000_61004_idxctrl_pv_rm_fnd -26.21 -48.73 -128.10 -12.35 -128.10 48.04 55.96 1.20 -58.28
309 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -26.36 -48.88 -128.25 -12.50 -128.25 47.89 55.82 1.06 -58.43
313 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -26.74 -49.26 -128.63 -12.88 -128.63 47.51 55.43 0.68 -58.81
314 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -26.74 -49.26 -128.63 -12.88 -128.63 47.51 55.43 0.68 -58.81
315 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -26.76 -49.28 -128.65 -12.90 -128.65 47.49 55.41 0.65 -58.83
328 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -29.37 -51.89 -131.26 -15.50 -131.25 44.88 52.81 -1.95 -61.43
331 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -29.95 -52.48 -131.84 -16.09 -131.84 44.29 52.22 -2.54 -62.02
333 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -30.62 -53.14 -132.51 -16.75 -132.50 43.63 51.56 -3.20 -62.68
337 mt_961_use2008_best_save_rnk500_idxctrl -31.84 -54.36 -133.73 -17.97 -133.72 42.41 50.34 -4.42 -63.90
348 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -34.16 -56.68 -136.05 -20.29 -136.04 40.09 48.02 -6.74 -66.22
351 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -34.92 -57.44 -136.81 -21.06 -136.81 39.33 47.26 -7.50 -66.99
355 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -35.43 -57.95 -137.32 -21.57 -137.32 38.82 46.74 -8.02 -67.50
359 mt_961_use2018_best_save_rnk500_idxctrl -36.71 -59.23 -138.60 -22.84 -138.59 37.54 45.47 -9.29 -68.77
372 mt_962_use2009_last_save_rnk500_idxctrl -40.23 -62.75 -142.12 -26.37 -142.11 34.02 41.95 -12.81 -72.29
377 mt_962_use2008_last_save_rnk500_idxctrl -40.61 -63.13 -142.50 -26.75 -142.50 33.64 41.56 -13.20 -72.68
403 mt_962_use2009_best_save_rnk500_idxctrl -42.71 -65.23 -144.60 -28.85 -144.60 31.54 39.47 -15.29 -74.78
445 mt_962_use2008_best_save_rnk500_idxctrl -47.90 -70.42 -149.79 -34.04 -149.79 26.35 34.28 -20.48 -79.97
469 mt_962_use2016_best_save_rnk500_idxctrl -52.36 -74.88 -154.25 -38.50 -154.25 21.89 29.82 -24.94 -84.43