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_20250919_151700
12 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 68.35 55.85 19.65 2.83 19.65 97.77 161.70 120.73 157.94
15 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 66.76 54.25 18.06 1.23 18.06 96.17 160.10 119.13 156.34
17 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 65.93 53.43 17.24 0.41 17.24 95.35 159.28 118.31 155.52
18 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 65.32 52.81 16.62 -0.21 16.62 94.73 158.66 117.70 154.90
19 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 63.40 50.89 14.70 -2.13 14.70 92.81 156.74 115.77 152.98
20 mt_961_use2018_best_save_rnk500_idxctrl 62.90 50.39 14.20 -2.63 14.20 92.31 156.24 115.28 152.48
21 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 62.69 50.19 13.99 -2.83 13.99 92.11 156.04 115.07 152.28
32 mt_961_use2024_best_save_rnk500_idxctrl 54.20 41.70 5.51 -11.32 5.51 83.62 147.55 106.58 143.79
34 mt_961_use2018_last_save_rnk500_idxctrl 53.15 40.65 4.46 -12.37 4.46 82.57 146.50 105.53 142.74
38 mt_961_use2024_last_save_rnk500_idxctrl 51.82 39.31 3.12 -13.70 3.12 81.24 145.17 104.20 141.41
42 mt_961_use2020_best_save_rnk500_idxctrl 49.97 37.47 1.27 -15.55 1.27 79.39 143.32 102.35 139.56
44 mt_961_use2019_last_save_rnk500_idxctrl 48.31 35.80 -0.39 -17.21 -0.39 77.73 141.66 100.69 137.90
49 mt_961_use2020_last_save_rnk500_idxctrl 46.98 34.48 -1.71 -18.54 -1.71 76.40 140.33 99.36 136.57
56 mt_961_use2019_best_save_rnk500_idxctrl 42.54 30.03 -6.16 -22.98 -6.16 71.95 135.89 94.92 132.12
60 mt_961_use2011_last_save_rnk500_idxctrl 40.24 27.73 -8.46 -25.29 -8.46 69.65 133.58 92.61 129.82
61 multin_zz1000_61002_idxctrl_pv_rm_fnd 40.07 27.56 -8.63 -25.45 -8.63 69.49 133.42 92.45 129.65
62 multin_zz1000_61004_idxctrl_pv_rm_fnd 40.07 27.56 -8.63 -25.45 -8.63 69.49 133.42 92.45 129.65
63 multin_zz1000_61001_idxctrl_pv_rm_fnd 39.94 27.43 -8.76 -25.59 -8.76 69.35 133.28 92.32 129.52
65 mt_961_use2023_best_save_rnk500_idxctrl 39.81 27.30 -8.89 -25.71 -8.89 69.22 133.16 92.19 129.39
67 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 38.73 26.22 -9.97 -26.79 -9.97 68.14 132.08 91.11 128.31
68 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 38.73 26.22 -9.97 -26.79 -9.97 68.14 132.08 91.11 128.31
70 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 38.56 26.05 -10.14 -26.97 -10.14 67.97 131.90 90.93 128.14
73 mt_961_use2012_best_save_rnk500_idxctrl 36.38 23.87 -12.32 -29.15 -12.32 65.79 129.72 88.75 125.96
74 mt_962_use2023_best_save_rnk500_idxctrl 35.86 23.36 -12.83 -29.66 -12.83 65.28 129.21 88.24 125.45
77 mt_962_use2024_best_save_rnk500_idxctrl 34.96 22.45 -13.74 -30.57 -13.74 64.37 128.30 87.34 124.54
80 mt_961_use2009_last_save_rnk500_idxctrl 34.08 21.58 -14.61 -31.44 -14.61 63.50 127.43 86.46 123.67
83 mt_961_use2012_last_save_rnk500_idxctrl 33.26 20.75 -15.44 -32.27 -15.44 62.67 126.60 85.64 122.84
84 mt_961_use2009_best_save_rnk500_idxctrl 33.11 20.60 -15.59 -32.41 -15.59 62.53 126.46 85.49 122.70
87 mt_961_use2011_best_save_rnk500_idxctrl 30.00 17.49 -18.70 -35.53 -18.70 59.41 123.34 82.37 119.58
89 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 29.38 16.87 -19.32 -36.14 -19.32 58.79 122.73 81.76 118.96
92 multin_zz500_61004_idxctrl_zz500_pv 29.29 16.78 -19.41 -36.23 -19.41 58.70 122.64 81.67 118.87
93 mt_962_use2024_last_save_rnk500_idxctrl 29.28 16.77 -19.42 -36.25 -19.42 58.69 122.62 81.65 118.86
96 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 28.57 16.06 -20.13 -36.95 -20.13 57.99 121.92 80.95 118.15
97 multin_zz500_61002_idxctrl_zz500_pv 28.48 15.97 -20.22 -37.05 -20.22 57.89 121.82 80.86 118.06
99 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 28.12 15.61 -20.58 -37.41 -20.58 57.53 121.46 80.49 117.70
101 mt_962_use2008_best_save_rnk500_idxctrl 27.61 15.11 -21.09 -37.91 -21.09 57.03 120.96 79.99 117.20
102 multin_zz500_61001_idxctrl_zz500_pv 27.50 14.99 -21.20 -38.02 -21.20 56.92 120.85 79.88 117.09
107 mt_962_use2023_last_save_rnk500_idxctrl 25.57 13.06 -23.13 -39.96 -23.13 54.98 118.91 77.94 115.15
109 mt_961_use2010_best_save_rnk500_idxctrl 25.37 12.87 -23.32 -40.15 -23.32 54.79 118.72 77.75 114.96
110 mt_961_use2010_last_save_rnk500_idxctrl 25.34 12.84 -23.35 -40.18 -23.35 54.76 118.69 77.72 114.93
111 mt_962_use2016_best_save_rnk500_idxctrl 25.30 12.79 -23.40 -40.22 -23.40 54.72 118.65 77.68 114.89
113 multin_zz1000_61002_idxctrl_pv_rm_blc 24.87 12.37 -23.82 -40.65 -23.82 54.29 118.22 77.25 114.46
114 multin_zz1000_61004_idxctrl_pv_rm_blc 24.87 12.37 -23.82 -40.65 -23.82 54.29 118.22 77.25 114.46
117 multin_zz1000_61004_idxctrl_pv 24.05 11.54 -24.65 -41.48 -24.65 53.46 117.39 76.42 113.63
118 multin_zz1000_61002_idxctrl_pv 24.05 11.54 -24.65 -41.48 -24.65 53.46 117.39 76.42 113.63
119 mt_961_use2017_last_save_rnk500_idxctrl 24.04 11.53 -24.66 -41.48 -24.66 53.45 117.39 76.42 113.62
120 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 23.77 11.26 -24.93 -41.75 -24.93 53.18 117.12 76.15 113.35
121 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 23.77 11.26 -24.93 -41.75 -24.93 53.18 117.12 76.15 113.35
122 multin_zz1000_61001_idxctrl_pv_rm_blc 23.36 10.85 -25.34 -42.16 -25.34 52.78 116.71 75.74 112.95
123 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 23.34 10.83 -25.36 -42.19 -25.36 52.75 116.68 75.71 112.92
124 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 23.29 10.78 -25.41 -42.24 -25.41 52.70 116.63 75.66 112.87
128 multin_zz1000_61001_idxctrl_pv 22.31 9.80 -26.39 -43.21 -26.39 51.73 115.66 74.69 111.90
129 mt_961_use2016_last_save_rnk500_idxctrl 21.89 9.38 -26.81 -43.63 -26.81 51.31 115.24 74.27 111.48
131 mt_961_use2017_best_save_rnk500_idxctrl 21.73 9.23 -26.97 -43.79 -26.97 51.15 115.08 74.11 111.32
133 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 21.63 9.13 -27.06 -43.89 -27.06 51.05 114.98 74.01 111.22
134 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 21.58 9.07 -27.12 -43.94 -27.12 51.00 114.93 73.96 111.16
139 mt_962_use2009_best_save_rnk500_idxctrl 19.63 7.12 -29.07 -45.90 -29.07 49.04 112.97 72.00 109.21
140 mt_961_use2008_best_save_rnk500_idxctrl 19.58 7.08 -29.11 -45.94 -29.11 49.00 112.93 71.96 109.17
141 mt_961_use2013_last_save_rnk500_idxctrl 19.39 6.88 -29.31 -46.13 -29.31 48.80 112.74 71.77 108.97
143 mt_961_use2013_best_save_rnk500_idxctrl 19.35 6.85 -29.34 -46.17 -29.34 48.77 112.70 71.73 108.94
150 mt_962_use2022_last_save_rnk500_idxctrl 17.90 5.39 -30.80 -47.63 -30.80 47.31 111.24 70.27 107.48
158 mt_961_use2022_last_save_rnk500_idxctrl 16.28 3.77 -32.42 -49.25 -32.42 45.69 109.62 68.65 105.86
160 mt_962_use2021_last_save_rnk500_idxctrl 15.76 3.25 -32.94 -49.76 -32.94 45.18 109.11 68.14 105.34
161 mt_962_use2008_last_save_rnk500_idxctrl 15.69 3.18 -33.01 -49.84 -33.01 45.10 109.03 68.06 105.27
163 mt_962_use2009_last_save_rnk500_idxctrl 15.65 3.14 -33.05 -49.87 -33.05 45.07 109.00 68.03 105.24
168 mt_961_use2008_last_save_rnk500_idxctrl 14.56 2.05 -34.14 -50.96 -34.14 43.98 107.91 66.94 104.14
171 mt_961_use2021_last_save_rnk500_idxctrl 13.98 1.47 -34.72 -51.55 -34.72 43.39 107.32 66.35 103.56
172 mt_961_use2016_best_save_rnk500_idxctrl 13.80 1.29 -34.90 -51.72 -34.90 43.21 107.15 66.18 103.38
173 mt_961_use2023_last_save_rnk500_idxctrl 13.61 1.10 -35.09 -51.91 -35.09 43.02 106.95 65.99 103.19
174 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 13.23 0.72 -35.47 -52.29 -35.47 42.65 106.58 65.61 102.82
177 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 12.52 0.01 -36.18 -53.01 -36.18 41.93 105.86 64.90 102.10
178 multin_zz1000_61004_idxctrl_zz1000_pv 12.43 -0.08 -36.27 -53.10 -36.27 41.84 105.77 64.81 102.01
179 mt_961_use2022_best_save_rnk500_idxctrl 12.13 -0.37 -36.56 -53.39 -36.56 41.55 105.48 64.51 101.72
182 multin_zz1000_61002_idxctrl_zz1000_pv 11.73 -0.77 -36.96 -53.79 -36.96 41.15 105.08 64.11 101.32
187 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 9.45 -3.05 -39.24 -56.07 -39.24 38.87 102.80 61.83 99.04
190 mt_962_use2011_best_save_rnk500_idxctrl 9.15 -3.36 -39.55 -56.38 -39.55 38.56 102.49 61.52 98.73
191 multin_zz1000_61001_idxctrl_zz1000_pv 8.58 -3.93 -40.12 -56.95 -40.12 37.99 101.92 60.95 98.16
203 mt_962_use2021_best_save_rnk500_idxctrl 3.21 -9.30 -45.49 -62.31 -45.49 32.63 96.56 55.59 92.80
209 mt_962_use2010_best_save_rnk500_idxctrl 1.23 -11.27 -47.46 -64.29 -47.46 30.65 94.58 53.61 90.82
212 mt_962_use2018_last_save_rnk500_idxctrl -0.07 -12.58 -48.77 -65.60 -48.77 29.34 93.27 52.31 89.51
216 mt_962_use2013_last_save_rnk500_idxctrl -0.89 -13.40 -49.59 -66.41 -49.59 28.53 92.46 51.49 88.70
218 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -1.18 -13.69 -49.88 -66.70 -49.88 28.23 92.17 51.20 88.40
219 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -1.56 -14.06 -50.25 -67.08 -50.25 27.86 91.79 50.82 88.03
220 mt_962_use2022_best_save_rnk500_idxctrl -1.59 -14.10 -50.29 -67.12 -50.29 27.82 91.75 50.78 87.99
226 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -2.43 -14.94 -51.13 -67.96 -51.13 26.98 90.91 49.94 87.15
230 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -2.81 -15.32 -51.51 -68.33 -51.51 26.60 90.54 49.57 86.77
231 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -2.89 -15.39 -51.58 -68.41 -51.58 26.53 90.46 49.49 86.70
232 mt_962_use2011_last_save_rnk500_idxctrl -2.92 -15.43 -51.62 -68.44 -51.62 26.50 90.43 49.46 86.67
233 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -3.00 -15.51 -51.70 -68.52 -51.70 26.41 90.35 49.38 86.58
234 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -3.13 -15.64 -51.83 -68.65 -51.83 26.28 90.22 49.25 86.45
235 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -3.40 -15.91 -52.10 -68.93 -52.10 26.01 89.94 48.97 86.18
237 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -4.00 -16.51 -52.70 -69.53 -52.70 25.41 89.34 48.38 85.58
239 mt_962_use2010_last_save_rnk500_idxctrl -4.32 -16.83 -53.02 -69.84 -53.02 25.09 89.02 48.06 85.26
241 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -4.72 -17.23 -53.42 -70.24 -53.42 24.70 88.63 47.66 84.87
243 multin_zz1000_61004_idxctrl_50010002000_pv -5.41 -17.92 -54.11 -70.93 -54.11 24.00 87.94 46.97 84.17
244 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -5.50 -18.01 -54.20 -71.03 -54.20 23.91 87.84 46.88 84.08
245 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -5.73 -18.24 -54.43 -71.25 -54.43 23.68 87.62 46.65 83.85
246 mt_962_use2014_best_save_rnk500_idxctrl -5.95 -18.46 -54.65 -71.47 -54.65 23.47 87.40 46.43 83.64
247 multin_zz1000_61004_idxctrl_top3800_pv -6.22 -18.73 -54.92 -71.75 -54.92 23.19 87.12 46.15 83.36
248 mt_961_use2014_best_save_rnk500_idxctrl -6.32 -18.83 -55.02 -71.84 -55.02 23.09 87.03 46.06 83.26
254 multin_zz1000_61002_idxctrl_top3800_pv -6.85 -19.36 -55.55 -72.37 -55.55 22.57 86.50 45.53 82.73
256 multin_zz1000_61002_idxctrl_50010002000_pv -7.02 -19.52 -55.72 -72.54 -55.72 22.40 86.33 45.36 82.57
257 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -7.33 -19.83 -56.02 -72.85 -56.02 22.09 86.02 45.05 82.26
262 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -8.03 -20.54 -56.73 -73.55 -56.73 21.39 85.32 44.35 81.56
264 mt_961_use2014_last_save_rnk500_idxctrl -8.66 -21.17 -57.36 -74.19 -57.36 20.75 84.68 43.71 80.92
267 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -9.27 -21.78 -57.97 -74.80 -57.97 20.14 84.07 43.10 80.31
269 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -9.57 -22.08 -58.27 -75.09 -58.27 19.84 83.77 42.81 80.01
270 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -10.08 -22.59 -58.78 -75.61 -58.78 19.33 83.26 42.30 79.50
271 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -10.10 -22.61 -58.80 -75.62 -58.80 19.31 83.25 42.28 79.48
273 mt_962_use2020_last_save_rnk500_idxctrl -10.97 -23.48 -59.67 -76.50 -59.67 18.44 82.37 41.40 78.61
275 mt_962_use2015_last_save_rnk500_idxctrl -11.17 -23.68 -59.87 -76.69 -59.87 18.25 82.18 41.21 78.42
277 mt_962_use2017_last_save_rnk500_idxctrl -11.20 -23.70 -59.89 -76.72 -59.89 18.22 82.15 41.18 78.39
285 mt_962_use2019_last_save_rnk500_idxctrl -12.53 -25.04 -61.23 -78.05 -61.23 16.88 80.81 39.85 77.05
288 multin_zz1000_61001_idxctrl_top3800_pv -13.37 -25.88 -62.07 -78.90 -62.07 16.04 79.97 39.00 76.21
292 multin_zz1000_61001_idxctrl_50010002000_pv -13.61 -26.12 -62.31 -79.13 -62.31 15.81 79.74 38.77 75.98
296 mt_962_use2016_last_save_rnk500_idxctrl -14.27 -26.78 -62.97 -79.80 -62.97 15.14 79.07 38.10 75.31
302 mt_962_use2019_best_save_rnk500_idxctrl -15.46 -27.97 -64.16 -80.98 -64.16 13.96 77.89 36.92 74.13
304 mt_962_use2013_best_save_rnk500_idxctrl -15.82 -28.33 -64.52 -81.34 -64.52 13.60 77.53 36.56 73.77
308 mt_962_use2018_best_save_rnk500_idxctrl -16.61 -29.12 -65.31 -82.13 -65.31 12.81 76.74 35.77 72.98
320 mt_961_use2021_best_save_rnk500_idxctrl -18.41 -30.91 -67.10 -83.93 -67.10 11.01 74.94 33.97 71.18
327 mt_961_use2015_last_save_rnk500_idxctrl -19.80 -32.31 -68.50 -85.32 -68.50 9.62 73.55 32.58 69.78
336 mt_962_use2014_last_save_rnk500_idxctrl -22.03 -34.53 -70.72 -87.55 -70.72 7.39 71.32 30.35 67.56
339 mt_962_use2015_best_save_rnk500_idxctrl -22.73 -35.23 -71.42 -88.25 -71.42 6.69 70.62 29.65 66.86
342 mt_962_use2017_best_save_rnk500_idxctrl -23.27 -35.78 -71.97 -88.79 -71.97 6.14 70.08 29.11 66.31
351 mt_962_use2012_last_save_rnk500_idxctrl -25.02 -37.53 -73.72 -90.55 -73.72 4.39 68.32 27.36 64.56
363 mt_961_use2015_best_save_rnk500_idxctrl -26.45 -38.96 -75.15 -91.97 -75.15 2.97 66.90 25.93 63.14
388 mt_962_use2020_best_save_rnk500_idxctrl -30.41 -42.92 -79.11 -95.94 -79.11 -1.00 62.93 21.97 59.17
407 mt_962_use2012_best_save_rnk500_idxctrl -34.02 -46.53 -82.72 -99.54 -82.72 -4.60 59.33 18.36 55.57