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_20250923_151925
12 mt_961_use2024_last_save_rnk500_idxctrl 72.19 24.73 -38.39 -35.14 -38.39 117.94 424.12 423.01 484.07
13 mt_962_use2020_best_save_rnk500_idxctrl 72.15 24.70 -38.43 -35.17 -38.43 117.91 424.09 422.97 484.03
14 mt_962_use2021_best_save_rnk500_idxctrl 71.85 24.40 -38.73 -35.47 -38.73 117.61 423.79 422.67 483.73
18 mt_962_use2019_best_save_rnk500_idxctrl 68.45 21.00 -42.13 -38.88 -42.13 114.21 420.38 419.27 480.33
19 mt_962_use2020_last_save_rnk500_idxctrl 67.39 19.94 -43.19 -39.93 -43.19 113.15 419.33 418.21 479.27
20 mt_962_use2019_last_save_rnk500_idxctrl 65.93 18.48 -44.65 -41.40 -44.65 111.69 417.87 416.75 477.81
21 mt_961_use2024_best_save_rnk500_idxctrl 64.91 17.46 -45.67 -42.41 -45.67 110.67 416.85 415.73 476.79
25 mt_962_use2015_best_save_rnk500_idxctrl 60.78 13.33 -49.79 -46.54 -49.79 106.54 412.72 411.60 472.67
27 mt_961_use2020_last_save_rnk500_idxctrl 59.68 12.23 -50.90 -47.65 -50.90 105.44 411.62 410.50 471.56
28 mt_961_use2020_best_save_rnk500_idxctrl 59.14 11.69 -51.44 -48.18 -51.44 104.90 411.08 409.96 471.02
32 mt_961_use2023_best_save_rnk500_idxctrl 55.52 8.07 -55.06 -51.81 -55.06 101.28 407.46 406.34 467.40
33 mt_962_use2022_best_save_rnk500_idxctrl 55.14 7.69 -55.44 -52.18 -55.43 100.90 407.08 405.96 467.02
36 mt_961_use2019_best_save_rnk500_idxctrl 52.95 5.50 -57.63 -54.37 -57.63 98.71 404.89 403.77 464.83
39 mt_961_use2018_best_save_rnk500_idxctrl 49.95 2.50 -60.63 -57.37 -60.63 95.71 401.89 400.77 461.83
40 mt_962_use2021_last_save_rnk500_idxctrl 49.80 2.35 -60.78 -57.52 -60.78 95.56 401.74 400.62 461.68
41 mt_961_use2019_last_save_rnk500_idxctrl 48.57 1.11 -62.01 -58.76 -62.01 94.32 400.50 399.39 460.45
42 mt_962_use2022_last_save_rnk500_idxctrl 48.55 1.10 -62.02 -58.77 -62.02 94.31 400.49 399.37 460.44
44 mt_962_use2023_best_save_rnk500_idxctrl 46.81 -0.64 -63.76 -60.51 -63.76 92.57 398.75 397.63 458.70
46 mt_962_use2024_last_save_rnk500_idxctrl 46.15 -1.31 -64.43 -61.18 -64.43 91.90 398.08 396.97 458.03
47 mt_962_use2018_best_save_rnk500_idxctrl 44.64 -2.81 -65.94 -62.69 -65.94 90.40 396.58 395.46 456.52
48 mt_962_use2017_best_save_rnk500_idxctrl 44.11 -3.34 -66.47 -63.21 -66.47 89.87 396.05 394.93 455.99
49 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 43.92 -3.53 -66.66 -63.40 -66.66 89.68 395.86 394.74 455.80
50 mt_961_use2018_last_save_rnk500_idxctrl 42.65 -4.80 -67.93 -64.67 -67.93 88.41 394.59 393.47 454.53
52 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 42.04 -5.41 -68.53 -65.28 -68.53 87.80 393.98 392.86 453.93
54 mt_962_use2024_best_save_rnk500_idxctrl 41.38 -6.07 -69.20 -65.94 -69.20 87.14 393.32 392.20 453.26
55 mt_962_use2023_last_save_rnk500_idxctrl 41.30 -6.15 -69.28 -66.03 -69.28 87.06 393.23 392.12 453.18
56 mt_961_use2023_last_save_rnk500_idxctrl 40.74 -6.71 -69.84 -66.58 -69.84 86.50 392.68 391.56 452.62
57 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 40.65 -6.80 -69.93 -66.68 -69.93 86.41 392.59 391.47 452.53
58 mt_962_use2017_last_save_rnk500_idxctrl 39.71 -7.75 -70.87 -67.62 -70.87 85.46 391.64 390.53 451.59
59 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 39.55 -7.91 -71.03 -67.78 -71.03 85.30 391.48 390.37 451.43
60 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 39.11 -8.35 -71.47 -68.22 -71.47 84.86 391.04 389.93 450.99
64 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 38.00 -9.46 -72.58 -69.33 -72.58 83.75 389.93 388.81 449.88
69 mt_961_use2022_last_save_rnk500_idxctrl 34.92 -12.53 -75.66 -72.40 -75.65 80.68 386.86 385.74 446.81
76 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 33.13 -14.33 -77.45 -74.20 -77.45 78.89 385.06 383.95 445.01
78 mt_961_use2021_last_save_rnk500_idxctrl 32.01 -15.44 -78.57 -75.31 -78.57 77.77 383.95 382.83 443.89
80 multin_zz500_61001_idxctrl_zz500_pv 31.82 -15.63 -78.76 -75.51 -78.76 77.58 383.75 382.64 443.70
81 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 31.14 -16.31 -79.44 -76.18 -79.43 76.90 383.08 381.96 443.03
86 multin_zz500_61004_idxctrl_zz500_pv 30.28 -17.18 -80.30 -77.05 -80.30 76.03 382.21 381.10 442.16
87 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 30.25 -17.20 -80.33 -77.07 -80.32 76.01 382.19 381.07 442.14
88 mt_962_use2018_last_save_rnk500_idxctrl 29.81 -17.64 -80.77 -77.51 -80.77 75.57 381.75 380.63 441.69
91 multin_zz500_61002_idxctrl_zz500_pv 29.36 -18.10 -81.22 -77.97 -81.22 75.12 381.29 380.18 441.24
92 mt_962_use2013_last_save_rnk500_idxctrl 28.98 -18.48 -81.60 -78.35 -81.60 74.73 380.91 379.80 440.86
96 mt_961_use2022_best_save_rnk500_idxctrl 27.44 -20.01 -83.14 -79.88 -83.14 73.20 379.38 378.26 439.32
99 multin_zz1000_61001_idxctrl_pv_rm_blc 25.33 -22.13 -85.25 -82.00 -85.25 71.08 377.26 376.15 437.21
102 mt_961_use2013_best_save_rnk500_idxctrl 24.57 -22.88 -86.01 -82.76 -86.01 70.33 376.51 375.39 436.45
103 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 24.44 -23.02 -86.14 -82.89 -86.14 70.19 376.37 375.26 436.32
107 mt_961_use2021_best_save_rnk500_idxctrl 23.74 -23.72 -86.84 -83.59 -86.84 69.49 375.67 374.56 435.62
108 multin_zz1000_61001_idxctrl_pv 23.67 -23.78 -86.91 -83.65 -86.91 69.43 375.61 374.49 435.55
111 multin_zz1000_61004_idxctrl_pv_rm_blc 22.77 -24.68 -87.81 -84.56 -87.81 68.53 374.70 373.59 434.65
112 multin_zz1000_61002_idxctrl_pv_rm_blc 22.77 -24.68 -87.81 -84.56 -87.81 68.53 374.70 373.59 434.65
113 multin_zz1000_61001_idxctrl_pv_rm_fnd 22.54 -24.91 -88.04 -84.78 -88.03 68.30 374.48 373.36 434.43
114 multin_zz1000_61002_idxctrl_pv 21.31 -26.14 -89.27 -86.01 -89.27 67.07 373.25 372.13 433.19
115 multin_zz1000_61004_idxctrl_pv 21.31 -26.14 -89.27 -86.01 -89.27 67.07 373.25 372.13 433.19
116 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 21.05 -26.41 -89.53 -86.28 -89.53 66.81 372.98 371.87 432.93
117 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 21.05 -26.41 -89.53 -86.28 -89.53 66.81 372.98 371.87 432.93
121 mt_962_use2015_last_save_rnk500_idxctrl 19.95 -27.51 -90.63 -87.38 -90.63 65.70 371.88 370.77 431.83
122 multin_zz1000_61004_idxctrl_pv_rm_fnd 19.36 -28.09 -91.22 -87.97 -91.22 65.12 371.29 370.18 431.24
123 mt_962_use2016_last_save_rnk500_idxctrl 19.36 -28.10 -91.22 -87.97 -91.22 65.12 371.29 370.18 431.24
124 multin_zz1000_61002_idxctrl_pv_rm_fnd 19.36 -28.09 -91.22 -87.97 -91.22 65.12 371.29 370.18 431.24
131 mt_962_use2014_last_save_rnk500_idxctrl 16.72 -30.74 -93.86 -90.61 -93.86 62.48 368.65 367.54 428.60
139 mt_962_use2013_best_save_rnk500_idxctrl 13.41 -34.05 -97.17 -93.92 -97.17 59.16 365.34 364.23 425.29
140 mt_961_use2017_best_save_rnk500_idxctrl 12.75 -34.70 -97.83 -94.57 -97.83 58.51 364.69 363.57 424.63
143 mt_961_use2016_last_save_rnk500_idxctrl 11.28 -36.18 -99.30 -96.05 -99.30 57.04 363.21 362.10 423.16
153 mt_962_use2008_best_save_rnk500_idxctrl 8.62 -38.83 -101.95 -98.70 -101.95 54.38 360.56 359.44 420.51
154 mt_962_use2008_last_save_rnk500_idxctrl 8.57 -38.88 -102.01 -98.76 -102.01 54.33 360.50 359.39 420.45
156 mt_962_use2012_last_save_rnk500_idxctrl 7.59 -39.87 -102.99 -99.74 -102.99 53.34 359.52 358.41 419.47
157 mt_961_use2008_best_save_rnk500_idxctrl 6.77 -40.69 -103.81 -100.56 -103.81 52.52 358.70 357.59 418.65
164 mt_962_use2012_best_save_rnk500_idxctrl 3.80 -43.66 -106.78 -103.53 -106.78 49.55 355.73 354.62 415.68
171 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 2.50 -44.96 -108.08 -104.83 -108.08 48.25 354.43 353.32 414.38
176 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 1.47 -45.98 -109.11 -105.86 -109.11 47.23 353.41 352.29 413.35
177 multin_zz1000_61001_idxctrl_zz1000_pv 1.25 -46.21 -109.33 -106.08 -109.33 47.01 353.18 352.07 413.13
179 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 1.14 -46.31 -109.43 -106.18 -109.43 46.90 353.08 351.96 413.03
182 mt_961_use2013_last_save_rnk500_idxctrl 0.57 -46.89 -110.01 -106.76 -110.01 46.33 352.50 351.39 412.45
183 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 0.51 -46.95 -110.07 -106.82 -110.07 46.26 352.44 351.33 412.39
186 mt_961_use2012_best_save_rnk500_idxctrl 0.39 -47.06 -110.19 -106.93 -110.18 46.15 352.33 351.21 412.28
187 multin_zz1000_61004_idxctrl_zz1000_pv 0.26 -47.20 -110.32 -107.07 -110.32 46.01 352.19 351.08 412.14
188 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 0.02 -47.43 -110.56 -107.30 -110.56 45.78 351.96 350.84 411.90
191 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -0.32 -47.78 -110.90 -107.65 -110.90 45.43 351.61 350.50 411.56
192 mt_962_use2014_best_save_rnk500_idxctrl -0.50 -47.95 -111.08 -107.82 -111.08 45.26 351.44 350.32 411.38
193 multin_zz1000_61002_idxctrl_zz1000_pv -0.63 -48.09 -111.21 -107.96 -111.21 45.13 351.30 350.19 411.25
194 mt_962_use2011_last_save_rnk500_idxctrl -0.69 -48.15 -111.27 -108.02 -111.27 45.06 351.24 350.13 411.19
196 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -1.13 -48.59 -111.71 -108.46 -111.71 44.63 350.80 349.69 410.75
197 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -1.27 -48.72 -111.85 -108.59 -111.85 44.49 350.67 349.55 410.61
201 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -2.43 -49.89 -113.01 -109.76 -113.01 43.32 349.50 348.39 409.45
205 mt_962_use2016_best_save_rnk500_idxctrl -3.34 -50.80 -113.92 -110.67 -113.92 42.41 348.59 347.48 408.54
208 mt_961_use2015_last_save_rnk500_idxctrl -3.52 -50.97 -114.10 -110.85 -114.10 42.24 348.41 347.30 408.36
210 mt_961_use2008_last_save_rnk500_idxctrl -5.13 -52.58 -115.71 -112.46 -115.71 40.63 346.80 345.69 406.75
211 mt_962_use2010_last_save_rnk500_idxctrl -5.34 -52.79 -115.91 -112.66 -115.91 40.42 346.60 345.48 406.55
218 mt_961_use2017_last_save_rnk500_idxctrl -7.16 -54.61 -117.74 -114.48 -117.74 38.60 344.78 343.66 404.72
222 mt_962_use2009_best_save_rnk500_idxctrl -7.54 -54.99 -118.12 -114.86 -118.12 38.22 344.40 343.28 404.34
223 mt_962_use2011_best_save_rnk500_idxctrl -7.56 -55.02 -118.14 -114.89 -118.14 38.19 344.37 343.26 404.32
224 mt_962_use2009_last_save_rnk500_idxctrl -7.66 -55.12 -118.24 -114.99 -118.24 38.09 344.27 343.16 404.22
226 mt_961_use2016_best_save_rnk500_idxctrl -9.07 -56.52 -119.64 -116.39 -119.64 36.69 342.87 341.75 402.82
235 mt_961_use2015_best_save_rnk500_idxctrl -11.09 -58.54 -121.67 -118.42 -121.67 34.67 340.84 339.73 400.79
237 mt_961_use2011_best_save_rnk500_idxctrl -13.02 -60.47 -123.60 -120.34 -123.60 32.74 338.92 337.80 398.86
238 mt_961_use2011_last_save_rnk500_idxctrl -13.51 -60.97 -124.09 -120.84 -124.09 32.24 338.42 337.31 398.37
243 mt_962_use2010_best_save_rnk500_idxctrl -15.12 -62.57 -125.69 -122.44 -125.69 30.64 336.82 335.70 396.77
247 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -15.73 -63.19 -126.31 -123.06 -126.31 30.03 336.20 335.09 396.15
248 mt_961_use2014_last_save_rnk500_idxctrl -15.85 -63.31 -126.43 -123.18 -126.43 29.91 336.08 334.97 396.03
249 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -16.07 -63.53 -126.65 -123.40 -126.65 29.69 335.86 334.75 395.81
251 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -17.03 -64.49 -127.61 -124.36 -127.61 28.72 334.90 333.79 394.85
252 mt_961_use2012_last_save_rnk500_idxctrl -17.65 -65.10 -128.23 -124.98 -128.23 28.11 334.29 333.17 394.23
254 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -17.96 -65.42 -128.54 -125.29 -128.54 27.79 333.97 332.86 393.92
261 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -19.67 -67.12 -130.24 -126.99 -130.24 26.09 332.27 331.15 392.22
262 mt_961_use2014_best_save_rnk500_idxctrl -19.87 -67.32 -130.45 -127.19 -130.44 25.89 332.07 330.95 392.02
263 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -20.05 -67.50 -130.62 -127.37 -130.62 25.71 331.89 330.77 391.84
268 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -21.33 -68.79 -131.91 -128.66 -131.91 24.43 330.60 329.49 390.55
269 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -22.18 -69.64 -132.76 -129.51 -132.76 23.58 329.75 328.64 389.70
271 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -22.60 -70.06 -133.18 -129.93 -133.18 23.15 329.33 328.21 389.28
275 multin_zz1000_61001_idxctrl_top3800_pv -23.17 -70.63 -133.75 -130.50 -133.75 22.59 328.76 327.65 388.71
276 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -23.29 -70.74 -133.86 -130.61 -133.86 22.47 328.65 327.53 388.60
277 multin_zz1000_61004_idxctrl_top3800_pv -24.68 -72.13 -135.26 -132.00 -135.26 21.08 327.26 326.14 387.20
279 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -25.31 -72.77 -135.89 -132.64 -135.89 20.44 326.62 325.51 386.57
282 multin_zz1000_61002_idxctrl_top3800_pv -25.68 -73.14 -136.26 -133.01 -136.26 20.08 326.25 325.14 386.20
290 multin_zz1000_61001_idxctrl_50010002000_pv -26.99 -74.45 -137.57 -134.32 -137.57 18.76 324.94 323.83 384.89
291 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -27.09 -74.54 -137.67 -134.42 -137.67 18.67 324.85 323.73 384.79
292 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -27.23 -74.68 -137.81 -134.55 -137.81 18.53 324.71 323.59 384.65
302 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -29.10 -76.55 -139.67 -136.42 -139.67 16.66 322.84 321.72 382.79
303 mt_961_use2009_last_save_rnk500_idxctrl -29.61 -77.06 -140.19 -136.93 -140.19 16.15 322.33 321.21 382.27
306 multin_zz1000_61004_idxctrl_50010002000_pv -29.93 -77.39 -140.51 -137.26 -140.51 15.82 322.00 320.89 381.95
308 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -30.34 -77.79 -140.92 -137.66 -140.92 15.42 321.60 320.48 381.54
309 multin_zz1000_61002_idxctrl_50010002000_pv -30.81 -78.27 -141.39 -138.14 -141.39 14.95 321.12 320.01 381.07
312 mt_961_use2010_best_save_rnk500_idxctrl -31.00 -78.46 -141.58 -138.33 -141.58 14.75 320.93 319.82 380.88
313 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -31.35 -78.81 -141.93 -138.68 -141.93 14.41 320.58 319.47 380.53
338 mt_961_use2009_best_save_rnk500_idxctrl -34.75 -82.20 -145.32 -142.07 -145.32 11.01 317.19 316.07 377.14
341 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -35.72 -83.18 -146.30 -143.05 -146.30 10.04 316.21 315.10 376.16
342 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -36.20 -83.65 -146.78 -143.53 -146.78 9.56 315.74 314.62 375.68
353 mt_961_use2010_last_save_rnk500_idxctrl -38.08 -85.54 -148.66 -145.41 -148.66 7.67 313.85 312.74 373.80