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_20250922_151522
4 mt_962_use2020_best_save_rnk500_idxctrl 110.04 98.62 176.02 129.08 176.02 200.55 447.28 489.02 527.00
7 mt_961_use2021_best_save_rnk500_idxctrl 86.61 75.19 152.59 105.65 152.59 177.12 423.85 465.59 503.57
9 mt_962_use2020_last_save_rnk500_idxctrl 76.58 65.16 142.56 95.62 142.56 167.09 413.82 455.56 493.54
10 mt_962_use2021_best_save_rnk500_idxctrl 76.57 65.15 142.55 95.61 142.55 167.08 413.81 455.55 493.53
11 mt_962_use2019_best_save_rnk500_idxctrl 72.98 61.57 138.96 92.02 138.96 163.49 410.23 451.96 489.94
12 mt_962_use2015_best_save_rnk500_idxctrl 66.13 54.72 132.12 85.17 132.12 156.65 403.38 445.11 483.09
13 mt_962_use2022_last_save_rnk500_idxctrl 65.47 54.05 131.45 84.51 131.45 155.98 402.71 444.45 482.43
14 mt_962_use2022_best_save_rnk500_idxctrl 63.76 52.34 129.74 82.80 129.74 154.27 401.00 442.74 480.72
15 mt_962_use2023_best_save_rnk500_idxctrl 63.49 52.07 129.47 82.52 129.47 154.00 400.73 442.47 480.45
16 mt_962_use2024_last_save_rnk500_idxctrl 60.38 48.97 126.37 79.42 126.36 150.90 397.63 439.36 477.34
17 mt_962_use2013_best_save_rnk500_idxctrl 60.30 48.89 126.29 79.34 126.29 150.82 397.55 439.28 477.26
20 mt_962_use2012_best_save_rnk500_idxctrl 54.83 43.41 120.81 73.87 120.81 145.34 392.07 433.81 471.79
22 mt_962_use2023_last_save_rnk500_idxctrl 54.35 42.93 120.33 73.39 120.33 144.86 391.59 433.33 471.31
26 mt_962_use2021_last_save_rnk500_idxctrl 47.83 36.41 113.81 66.86 113.81 138.34 385.07 426.81 464.79
29 mt_962_use2024_best_save_rnk500_idxctrl 46.81 35.39 112.79 65.85 112.79 137.32 384.05 425.79 463.77
30 mt_962_use2019_last_save_rnk500_idxctrl 46.77 35.35 112.75 65.81 112.75 137.28 384.01 425.75 463.73
34 mt_962_use2014_last_save_rnk500_idxctrl 44.24 32.83 110.23 63.28 110.23 134.76 381.49 423.22 461.20
37 mt_962_use2013_last_save_rnk500_idxctrl 39.98 28.57 105.96 59.02 105.96 130.49 377.23 418.96 456.94
38 mt_962_use2012_last_save_rnk500_idxctrl 37.08 25.66 103.06 56.12 103.06 127.59 374.32 416.06 454.04
43 mt_962_use2017_best_save_rnk500_idxctrl 32.49 21.08 98.47 51.53 98.47 123.00 369.74 411.47 449.45
46 mt_962_use2014_best_save_rnk500_idxctrl 31.71 20.29 97.69 50.74 97.69 122.22 368.95 410.69 448.67
50 mt_961_use2015_last_save_rnk500_idxctrl 29.93 18.51 95.91 48.97 95.91 120.44 367.17 408.91 446.89
52 mt_961_use2021_last_save_rnk500_idxctrl 26.99 15.58 92.98 46.03 92.98 117.51 364.24 405.97 443.95
56 mt_961_use2015_best_save_rnk500_idxctrl 21.57 10.15 87.55 40.60 87.55 112.08 358.81 400.54 438.53
58 mt_961_use2013_best_save_rnk500_idxctrl 19.64 8.22 85.62 38.68 85.62 110.15 356.88 398.62 436.60
73 mt_962_use2015_last_save_rnk500_idxctrl 8.50 -2.92 74.48 27.54 74.48 99.01 345.74 387.48 425.46
85 mt_962_use2018_best_save_rnk500_idxctrl 4.78 -6.64 70.76 23.82 70.76 95.29 342.02 383.76 421.74
89 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 3.29 -8.12 69.28 22.33 69.27 93.81 340.54 382.27 420.25
90 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 2.85 -8.56 68.84 21.89 68.84 93.37 340.10 381.83 419.81
91 mt_962_use2017_last_save_rnk500_idxctrl 2.80 -8.61 68.79 21.84 68.78 93.32 340.05 381.78 419.76
92 multin_zz1000_61001_idxctrl_top3800_pv 2.19 -9.22 68.17 21.23 68.17 92.70 339.44 381.17 419.15
96 multin_zz1000_61001_idxctrl_50010002000_pv 1.66 -9.76 67.64 20.69 67.64 92.17 338.90 380.64 418.62
107 mt_961_use2014_best_save_rnk500_idxctrl -3.15 -14.56 62.83 15.89 62.83 87.37 334.10 375.83 413.81
118 mt_962_use2016_last_save_rnk500_idxctrl -8.58 -20.00 57.40 10.45 57.40 81.93 328.66 370.39 408.38
125 mt_961_use2022_best_save_rnk500_idxctrl -11.65 -23.07 54.33 7.38 54.33 78.86 325.59 367.32 405.31
127 mt_961_use2014_last_save_rnk500_idxctrl -11.84 -23.25 54.14 7.20 54.14 78.67 325.41 367.14 405.12
134 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -15.71 -27.13 50.27 3.33 50.27 74.80 321.53 363.27 401.25
136 mt_961_use2020_last_save_rnk500_idxctrl -16.12 -27.54 49.86 2.91 49.86 74.39 321.12 362.85 400.84
137 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -16.17 -27.58 49.82 2.87 49.82 74.35 321.08 362.81 400.79
139 multin_zz1000_61004_idxctrl_top3800_pv -16.57 -27.99 49.41 2.47 49.41 73.94 320.67 362.41 400.39
140 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -17.01 -28.43 48.97 2.03 48.97 73.50 320.23 361.97 399.95
141 multin_zz1000_61002_idxctrl_top3800_pv -17.06 -28.47 48.92 1.98 48.92 73.45 320.19 361.92 399.90
142 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -17.16 -28.58 48.82 1.88 48.82 73.35 320.08 361.82 399.80
147 multin_zz1000_61002_idxctrl_50010002000_pv -17.90 -29.31 48.08 1.14 48.08 72.61 319.35 361.08 399.06
148 multin_zz1000_61004_idxctrl_50010002000_pv -17.98 -29.39 48.00 1.06 48.00 72.54 319.27 361.00 398.98
155 multin_zz1000_61001_idxctrl_zz1000_pv -21.49 -32.91 44.49 -2.46 44.49 69.02 315.75 357.48 395.47
157 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -21.60 -33.02 44.38 -2.56 44.38 68.91 315.64 357.38 395.36
158 mt_961_use2017_last_save_rnk500_idxctrl -22.04 -33.45 43.94 -3.00 43.94 68.48 315.21 356.94 394.92
161 multin_zz1000_61001_idxctrl_pv -22.53 -33.95 43.45 -3.49 43.45 67.98 314.71 356.45 394.43
162 multin_zz500_61001_idxctrl_zz500_pv -22.76 -34.17 43.22 -3.72 43.22 67.75 314.49 356.22 394.20
163 multin_zz1000_61001_idxctrl_pv_rm_blc -23.12 -34.53 42.87 -4.08 42.87 67.40 314.13 355.86 393.84
164 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -24.08 -35.49 41.91 -5.04 41.91 66.44 313.17 354.90 392.88
167 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -27.10 -38.51 38.89 -8.06 38.89 63.42 310.15 351.88 389.86
168 mt_961_use2020_best_save_rnk500_idxctrl -27.11 -38.53 38.87 -8.08 38.87 63.40 310.13 351.87 389.85
171 mt_961_use2017_best_save_rnk500_idxctrl -28.48 -39.89 37.51 -9.44 37.51 62.04 308.77 350.50 388.48
172 multin_zz1000_61002_idxctrl_zz1000_pv -29.42 -40.84 36.56 -10.38 36.56 61.09 307.82 349.56 387.54
173 multin_zz1000_61004_idxctrl_zz1000_pv -29.86 -41.28 36.12 -10.82 36.12 60.65 307.38 349.12 387.10
174 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -30.01 -41.42 35.98 -10.97 35.98 60.51 307.24 348.97 386.95
175 multin_zz1000_61004_idxctrl_pv -30.44 -41.86 35.54 -11.40 35.54 60.07 306.80 348.54 386.52
176 multin_zz1000_61002_idxctrl_pv -30.44 -41.86 35.54 -11.40 35.54 60.07 306.80 348.54 386.52
177 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -30.62 -42.04 35.36 -11.58 35.36 59.89 306.62 348.36 386.34
179 multin_zz1000_61002_idxctrl_pv_rm_blc -31.15 -42.56 34.84 -12.11 34.83 59.37 306.10 347.83 385.81
180 multin_zz1000_61004_idxctrl_pv_rm_blc -31.15 -42.56 34.84 -12.11 34.83 59.37 306.10 347.83 385.81
183 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -31.44 -42.85 34.54 -12.40 34.54 59.07 305.81 347.54 385.52
184 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -31.44 -42.86 34.54 -12.40 34.54 59.07 305.80 347.54 385.52
185 mt_961_use2019_best_save_rnk500_idxctrl -31.71 -43.12 34.28 -12.67 34.28 58.81 305.54 347.27 385.25
186 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -31.90 -43.32 34.08 -12.86 34.08 58.61 305.34 347.08 385.06
187 multin_zz500_61004_idxctrl_zz500_pv -32.25 -43.66 33.74 -13.21 33.74 58.27 305.00 346.73 384.71
188 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -32.29 -43.71 33.69 -13.25 33.69 58.22 304.95 346.69 384.67
190 multin_zz500_61002_idxctrl_zz500_pv -32.35 -43.76 33.63 -13.31 33.63 58.16 304.90 346.63 384.61
194 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -33.24 -44.66 32.74 -14.21 32.74 57.27 304.00 345.73 383.72
195 mt_961_use2022_last_save_rnk500_idxctrl -33.39 -44.81 32.59 -14.35 32.59 57.12 303.85 345.59 383.57
203 mt_962_use2011_last_save_rnk500_idxctrl -36.74 -48.16 29.24 -17.70 29.24 53.77 300.50 342.24 380.22
204 mt_961_use2013_last_save_rnk500_idxctrl -37.61 -49.02 28.37 -18.57 28.37 52.90 299.64 341.37 379.35
214 mt_961_use2024_last_save_rnk500_idxctrl -40.57 -51.99 25.41 -21.53 25.41 49.94 296.67 338.41 376.39
217 mt_961_use2024_best_save_rnk500_idxctrl -42.56 -53.97 23.42 -23.52 23.42 47.96 294.69 336.42 374.40
223 mt_961_use2019_last_save_rnk500_idxctrl -45.34 -56.76 20.64 -26.30 20.64 45.17 291.90 333.64 371.62
229 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -46.19 -57.61 19.79 -27.15 19.79 44.32 291.05 332.79 370.77
231 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -47.04 -58.46 18.94 -28.00 18.94 43.47 290.20 331.94 369.92
237 mt_961_use2016_best_save_rnk500_idxctrl -48.00 -59.42 17.98 -28.96 17.98 42.51 289.24 330.98 368.96
238 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -48.26 -59.67 17.73 -29.22 17.73 42.26 288.99 330.72 368.70
241 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -49.34 -60.76 16.64 -30.30 16.64 41.17 287.90 329.64 367.62
243 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -50.09 -61.51 15.89 -31.05 15.89 40.42 287.15 328.89 366.87
244 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -50.64 -62.06 15.34 -31.60 15.34 39.87 286.60 328.34 366.32
246 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -50.78 -62.20 15.20 -31.74 15.20 39.73 286.46 328.20 366.18
251 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -51.78 -63.20 14.20 -32.74 14.20 38.73 285.46 327.20 365.18
253 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -52.47 -63.88 13.52 -33.43 13.52 38.05 284.78 326.51 364.49
259 mt_962_use2010_last_save_rnk500_idxctrl -52.99 -64.41 12.99 -33.95 12.99 37.52 284.25 325.99 363.97
260 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -53.00 -64.42 12.98 -33.96 12.98 37.51 284.24 325.98 363.96
264 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -53.85 -65.27 12.13 -34.81 12.13 36.66 283.39 325.13 363.11
265 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -53.95 -65.37 12.03 -34.92 12.03 36.56 283.29 325.03 363.01
270 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -54.47 -65.89 11.51 -35.43 11.51 36.04 282.77 324.51 362.49
271 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -54.57 -65.99 11.41 -35.53 11.41 35.94 282.67 324.41 362.39
279 mt_961_use2016_last_save_rnk500_idxctrl -57.75 -69.17 8.23 -38.71 8.23 32.76 279.49 321.23 359.21
281 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -58.18 -69.60 7.80 -39.14 7.80 32.33 279.06 320.80 358.78
283 multin_zz1000_61001_idxctrl_pv_rm_fnd -58.88 -70.29 7.11 -39.84 7.11 31.64 278.37 320.10 358.08
292 mt_962_use2018_last_save_rnk500_idxctrl -61.08 -72.49 4.91 -42.04 4.91 29.44 276.17 317.90 355.88
300 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -64.04 -75.45 1.94 -45.00 1.94 26.47 273.21 314.94 352.92
301 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -64.04 -75.45 1.94 -45.00 1.94 26.47 273.21 314.94 352.92
302 multin_zz1000_61004_idxctrl_pv_rm_fnd -64.45 -75.87 1.53 -45.42 1.53 26.06 272.79 314.53 352.51
303 multin_zz1000_61002_idxctrl_pv_rm_fnd -64.45 -75.87 1.53 -45.42 1.53 26.06 272.79 314.53 352.51
304 mt_961_use2010_last_save_rnk500_idxctrl -64.76 -76.18 1.22 -45.73 1.22 25.75 272.48 314.22 352.20
320 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd -69.57 -80.99 -3.59 -50.53 -3.59 20.94 267.67 309.41 347.39
321 mt_961_use2011_best_save_rnk500_idxctrl -69.65 -81.06 -3.67 -50.61 -3.67 20.86 267.60 309.33 347.31
324 mt_961_use2010_best_save_rnk500_idxctrl -69.87 -81.29 -3.89 -50.83 -3.89 20.64 267.37 309.11 347.09
330 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc -71.94 -83.35 -5.95 -52.90 -5.95 18.58 265.31 307.04 345.02
335 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -74.17 -85.59 -8.19 -55.13 -8.19 16.34 263.07 304.81 342.79
336 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -74.41 -85.83 -8.43 -55.37 -8.43 16.10 262.83 304.57 342.55
339 mt_962_use2016_best_save_rnk500_idxctrl -74.89 -86.31 -8.91 -55.85 -8.91 15.62 262.35 304.09 342.07
343 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -76.88 -88.30 -10.90 -57.84 -10.90 13.63 260.36 302.10 340.08
344 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -76.96 -88.38 -10.98 -57.92 -10.98 13.55 260.28 302.02 340.00
359 mt_961_use2018_last_save_rnk500_idxctrl -80.80 -92.21 -14.81 -61.76 -14.81 9.72 256.45 298.18 336.16
364 mt_962_use2010_best_save_rnk500_idxctrl -82.44 -93.85 -16.45 -63.40 -16.45 8.08 254.81 296.54 334.52
374 mt_961_use2012_best_save_rnk500_idxctrl -84.88 -96.30 -18.90 -65.84 -18.90 5.63 252.36 294.10 332.08
384 mt_962_use2011_best_save_rnk500_idxctrl -87.75 -99.17 -21.77 -68.71 -21.77 2.76 249.49 291.23 329.21
385 mt_961_use2011_last_save_rnk500_idxctrl -87.97 -99.39 -21.99 -68.93 -21.99 2.54 249.27 291.01 328.99
405 mt_961_use2012_last_save_rnk500_idxctrl -93.48 -104.90 -27.50 -74.45 -27.50 -2.97 243.76 285.50 323.48
422 mt_961_use2023_last_save_rnk500_idxctrl -100.32 -111.73 -34.33 -81.28 -34.33 -9.80 236.93 278.66 316.64
435 mt_961_use2009_best_save_rnk500_idxctrl -104.95 -116.37 -38.97 -85.92 -38.97 -14.44 232.29 274.02 312.01
439 mt_961_use2009_last_save_rnk500_idxctrl -106.19 -117.61 -40.21 -87.15 -40.21 -15.68 231.05 272.79 310.77
442 mt_961_use2018_best_save_rnk500_idxctrl -106.70 -118.12 -40.72 -87.66 -40.72 -16.19 230.54 272.28 310.26
450 mt_961_use2008_last_save_rnk500_idxctrl -109.96 -121.38 -43.98 -90.92 -43.98 -19.45 227.28 269.02 307.00
471 mt_961_use2008_best_save_rnk500_idxctrl -119.74 -131.15 -53.75 -100.70 -53.75 -29.22 217.51 259.24 297.22
474 mt_961_use2023_best_save_rnk500_idxctrl -120.22 -131.63 -54.23 -101.18 -54.23 -29.70 217.03 258.76 296.74
475 mt_962_use2009_best_save_rnk500_idxctrl -120.91 -132.33 -54.93 -101.88 -54.93 -30.40 216.33 258.07 296.05
477 mt_962_use2009_last_save_rnk500_idxctrl -122.01 -133.43 -56.03 -102.98 -56.03 -31.50 215.23 256.96 294.95
482 mt_962_use2008_best_save_rnk500_idxctrl -123.05 -134.47 -57.07 -104.01 -57.07 -32.54 214.19 255.93 293.91
483 mt_962_use2008_last_save_rnk500_idxctrl -123.51 -134.93 -57.53 -104.47 -57.53 -33.00 213.74 255.47 293.45