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_20250924_152238
6 mt_962_use2015_best_save_rnk500_idxctrl 97.39 68.88 266.24 162.54 266.24 90.45 -97.57 -87.29 -192.56
7 mt_962_use2019_best_save_rnk500_idxctrl 95.99 67.48 264.85 161.14 264.85 89.05 -98.97 -88.69 -193.95
8 mt_962_use2020_best_save_rnk500_idxctrl 93.32 64.82 262.18 158.47 262.18 86.39 -101.63 -91.35 -196.62
12 mt_961_use2013_best_save_rnk500_idxctrl 89.82 61.31 258.68 154.97 258.68 82.88 -105.14 -94.86 -200.12
15 mt_961_use2021_best_save_rnk500_idxctrl 83.74 55.24 252.60 148.89 252.60 76.81 -111.21 -100.93 -206.20
20 mt_962_use2019_last_save_rnk500_idxctrl 78.84 50.34 247.70 143.99 247.70 71.91 -116.11 -105.83 -211.10
23 mt_962_use2021_best_save_rnk500_idxctrl 73.33 44.82 242.19 138.48 242.19 66.39 -121.63 -111.35 -216.61
27 mt_962_use2020_last_save_rnk500_idxctrl 67.20 38.69 236.06 132.35 236.06 60.26 -127.76 -117.48 -222.74
43 mt_962_use2022_best_save_rnk500_idxctrl 58.53 30.02 227.39 123.68 227.39 51.59 -136.43 -126.15 -231.41
45 mt_962_use2015_last_save_rnk500_idxctrl 58.30 29.80 227.16 123.45 227.16 51.37 -136.65 -126.37 -231.64
57 mt_962_use2013_last_save_rnk500_idxctrl 50.99 22.48 219.85 116.14 219.85 44.05 -143.97 -133.68 -238.95
62 mt_962_use2016_last_save_rnk500_idxctrl 48.96 20.46 217.82 114.11 217.82 42.03 -145.99 -135.71 -240.98
65 mt_962_use2021_last_save_rnk500_idxctrl 47.88 19.37 216.73 113.03 216.74 40.94 -147.08 -136.80 -242.07
71 mt_962_use2013_best_save_rnk500_idxctrl 46.79 18.29 215.65 111.94 215.65 39.86 -148.16 -137.88 -243.15
72 mt_962_use2012_best_save_rnk500_idxctrl 46.78 18.27 215.64 111.93 215.64 39.84 -148.18 -137.90 -243.16
75 mt_962_use2017_best_save_rnk500_idxctrl 45.80 17.29 214.66 110.95 214.66 38.86 -149.16 -138.88 -244.14
92 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 37.87 9.36 206.72 103.02 206.73 30.93 -157.09 -146.81 -252.08
97 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 36.87 8.36 205.73 102.02 205.73 29.93 -158.09 -147.81 -253.07
112 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 33.32 4.81 202.18 98.47 202.18 26.38 -161.64 -151.35 -256.62
116 mt_962_use2010_last_save_rnk500_idxctrl 32.80 4.29 201.66 97.95 201.66 25.86 -162.16 -151.88 -257.14
122 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 31.71 3.20 200.56 96.86 200.57 24.77 -163.25 -152.97 -258.24
124 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 31.70 3.19 200.55 96.85 200.55 24.76 -163.26 -152.98 -258.25
127 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 30.59 2.08 199.45 95.74 199.45 23.65 -164.37 -154.09 -259.35
128 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 30.58 2.07 199.43 95.73 199.44 23.64 -164.38 -154.10 -259.37
129 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 30.46 1.95 199.32 95.61 199.32 23.52 -164.50 -154.22 -259.48
132 multin_zz500_61001_idxctrl_zz500_pv 29.66 1.15 198.52 94.81 198.52 22.72 -165.30 -155.02 -260.28
135 mt_962_use2017_last_save_rnk500_idxctrl 29.46 0.95 198.31 94.61 198.31 22.52 -165.50 -155.22 -260.49
136 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 28.76 0.25 197.62 93.91 197.62 21.82 -166.20 -155.92 -261.18
141 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 28.04 -0.46 196.90 93.19 196.90 21.11 -166.91 -156.63 -261.90
148 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 27.54 -0.97 196.40 92.69 196.40 20.60 -167.42 -157.14 -262.40
151 mt_961_use2021_last_save_rnk500_idxctrl 27.10 -1.41 195.96 92.25 195.96 20.16 -167.86 -157.58 -262.84
152 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 27.06 -1.44 195.92 92.21 195.92 20.13 -167.89 -157.61 -262.88
160 mt_962_use2018_best_save_rnk500_idxctrl 26.48 -2.03 195.34 91.63 195.34 19.54 -168.48 -158.20 -263.46
162 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 26.31 -2.19 195.17 91.46 195.17 19.37 -168.64 -158.36 -263.63
170 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 25.26 -3.25 194.11 90.41 194.11 18.32 -169.70 -159.42 -264.69
171 multin_zz500_61002_idxctrl_zz500_pv 24.20 -4.30 193.06 89.35 193.06 17.27 -170.75 -160.47 -265.74
172 multin_zz500_61004_idxctrl_zz500_pv 23.69 -4.81 192.55 88.85 192.55 16.76 -171.26 -160.98 -266.25
174 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 23.08 -5.43 191.94 88.23 191.94 16.14 -171.88 -161.60 -266.86
186 mt_961_use2022_best_save_rnk500_idxctrl 20.44 -8.07 189.30 85.59 189.30 13.50 -174.52 -164.24 -269.50
187 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 20.33 -8.18 189.19 85.48 189.19 13.39 -174.63 -164.35 -269.61
189 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 20.03 -8.48 188.89 85.18 188.89 13.09 -174.93 -164.65 -269.91
192 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 19.39 -9.12 188.25 84.54 188.25 12.45 -175.57 -165.28 -270.55
193 multin_zz1000_61001_idxctrl_pv_rm_fnd 19.36 -9.14 188.22 84.52 188.22 12.43 -175.59 -165.31 -270.58
194 mt_961_use2020_last_save_rnk500_idxctrl 19.04 -9.46 187.90 84.20 187.90 12.11 -175.91 -165.63 -270.90
200 mt_962_use2022_last_save_rnk500_idxctrl 18.34 -10.17 187.20 83.49 187.20 11.40 -176.62 -166.34 -271.60
201 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 18.31 -10.20 187.17 83.46 187.17 11.37 -176.65 -166.37 -271.63
202 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 18.23 -10.28 187.09 83.38 187.09 11.29 -176.73 -166.44 -271.71
206 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 17.31 -11.19 186.17 82.46 186.17 10.38 -177.64 -167.36 -272.63
208 multin_zz1000_61001_idxctrl_50010002000_pv 16.98 -11.52 185.84 82.13 185.84 10.05 -177.97 -167.69 -272.96
209 mt_961_use2020_best_save_rnk500_idxctrl 16.93 -11.57 185.79 82.09 185.79 10.00 -178.02 -167.74 -273.01
221 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 15.33 -13.17 184.19 80.48 184.19 8.40 -179.62 -169.34 -274.61
223 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 15.06 -13.45 183.91 80.21 183.92 8.12 -179.90 -169.62 -274.89
224 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 15.06 -13.45 183.91 80.21 183.92 8.12 -179.90 -169.62 -274.89
225 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 15.02 -13.49 183.87 80.17 183.87 8.08 -179.94 -169.66 -274.93
226 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 15.00 -13.51 183.86 80.15 183.86 8.06 -179.96 -169.68 -274.94
230 multin_zz1000_61001_idxctrl_top3800_pv 14.39 -14.12 183.25 79.54 183.25 7.45 -180.57 -170.29 -275.56
231 multin_zz1000_61002_idxctrl_pv_rm_fnd 14.33 -14.18 183.19 79.48 183.19 7.39 -180.63 -170.35 -275.61
232 multin_zz1000_61004_idxctrl_pv_rm_fnd 14.33 -14.18 183.19 79.48 183.19 7.39 -180.63 -170.35 -275.61
234 mt_961_use2019_last_save_rnk500_idxctrl 13.73 -14.78 182.59 78.88 182.59 6.79 -181.23 -170.95 -276.21
240 mt_962_use2011_last_save_rnk500_idxctrl 12.23 -16.28 181.09 77.38 181.09 5.29 -182.73 -172.45 -277.71
241 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 12.10 -16.41 180.96 77.25 180.96 5.16 -182.86 -172.58 -277.84
243 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 11.95 -16.56 180.81 77.10 180.81 5.01 -183.01 -172.73 -277.99
244 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 11.78 -16.73 180.64 76.93 180.64 4.84 -183.18 -172.90 -278.16
246 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 11.74 -16.77 180.60 76.89 180.60 4.80 -183.22 -172.94 -278.20
255 mt_962_use2012_last_save_rnk500_idxctrl 10.25 -18.26 179.10 75.40 179.11 3.31 -184.71 -174.43 -279.70
260 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 9.17 -19.33 178.03 74.32 178.03 2.24 -185.78 -175.50 -280.77
268 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 8.58 -19.93 177.43 73.73 177.43 1.64 -186.38 -176.10 -281.37
269 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 8.39 -20.12 177.25 73.54 177.25 1.45 -186.57 -176.29 -281.55
270 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 8.29 -20.22 177.15 73.44 177.15 1.35 -186.67 -176.38 -281.65
272 multin_zz1000_61001_idxctrl_zz1000_pv 7.91 -20.60 176.77 73.06 176.77 0.97 -187.05 -176.77 -282.03
274 multin_zz1000_61002_idxctrl_50010002000_pv 7.82 -20.69 176.68 72.97 176.68 0.88 -187.14 -176.86 -282.12
277 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 6.75 -21.76 175.61 71.90 175.61 -0.19 -188.21 -177.93 -283.19
280 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 6.56 -21.95 175.42 71.71 175.42 -0.38 -188.40 -178.11 -283.38
283 multin_zz1000_61002_idxctrl_top3800_pv 5.51 -23.00 174.36 70.66 174.37 -1.43 -189.45 -179.17 -284.44
285 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 5.43 -23.08 174.29 70.58 174.29 -1.51 -189.53 -179.24 -284.51
286 multin_zz1000_61004_idxctrl_50010002000_pv 5.14 -23.37 174.00 70.29 174.00 -1.80 -189.82 -179.54 -284.80
287 multin_zz1000_61002_idxctrl_zz1000_pv 4.97 -23.53 173.83 70.12 173.83 -1.96 -189.98 -179.70 -284.97
289 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 4.77 -23.73 173.63 69.92 173.63 -2.16 -190.18 -179.90 -285.17
290 multin_zz1000_61001_idxctrl_pv_rm_blc 4.38 -24.13 173.23 69.53 173.23 -2.56 -190.58 -180.30 -285.57
291 mt_962_use2023_best_save_rnk500_idxctrl 4.28 -24.23 173.14 69.43 173.14 -2.66 -190.68 -180.40 -285.66
292 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 4.23 -24.28 173.09 69.38 173.09 -2.71 -190.73 -180.45 -285.71
294 multin_zz1000_61001_idxctrl_pv 4.04 -24.47 172.90 69.19 172.90 -2.90 -190.92 -180.63 -285.90
295 multin_zz1000_61004_idxctrl_zz1000_pv 3.79 -24.71 172.65 68.94 172.65 -3.14 -191.16 -180.88 -286.15
298 multin_zz1000_61004_idxctrl_top3800_pv 3.44 -25.07 172.29 68.59 172.30 -3.50 -191.52 -181.24 -286.51
302 mt_961_use2013_last_save_rnk500_idxctrl 2.99 -25.52 171.85 68.14 171.85 -3.95 -191.97 -181.68 -286.95
314 multin_zz1000_61002_idxctrl_pv_rm_blc 1.13 -27.38 169.98 66.28 169.99 -5.81 -193.83 -183.55 -288.82
315 multin_zz1000_61004_idxctrl_pv_rm_blc 1.13 -27.38 169.98 66.28 169.99 -5.81 -193.83 -183.55 -288.82
316 mt_961_use2015_best_save_rnk500_idxctrl 0.73 -27.77 169.59 65.89 169.59 -6.20 -194.22 -183.94 -289.21
317 multin_zz1000_61004_idxctrl_pv 0.68 -27.83 169.53 65.83 169.53 -6.26 -194.28 -184.00 -289.27
318 multin_zz1000_61002_idxctrl_pv 0.68 -27.83 169.53 65.83 169.53 -6.26 -194.28 -184.00 -289.27
319 mt_962_use2024_last_save_rnk500_idxctrl 0.38 -28.12 169.24 65.53 169.24 -6.55 -194.57 -184.29 -289.56
320 mt_962_use2023_last_save_rnk500_idxctrl 0.33 -28.18 169.19 65.48 169.19 -6.61 -194.63 -184.34 -289.61
321 mt_961_use2022_last_save_rnk500_idxctrl 0.23 -28.27 169.09 65.39 169.09 -6.70 -194.72 -184.44 -289.71
336 mt_962_use2010_best_save_rnk500_idxctrl -2.02 -30.53 166.84 63.13 166.84 -8.96 -196.98 -186.70 -291.96
341 mt_962_use2016_best_save_rnk500_idxctrl -3.21 -31.72 165.64 61.94 165.64 -10.15 -198.17 -187.89 -293.16
350 mt_962_use2018_last_save_rnk500_idxctrl -4.75 -33.26 164.10 60.40 164.10 -11.69 -199.71 -189.43 -294.70
358 mt_962_use2014_last_save_rnk500_idxctrl -6.64 -35.15 162.21 58.51 162.22 -13.58 -201.60 -191.32 -296.59
364 mt_961_use2019_best_save_rnk500_idxctrl -7.78 -36.28 161.08 57.38 161.08 -14.71 -202.73 -192.45 -297.72
380 mt_961_use2010_last_save_rnk500_idxctrl -10.90 -39.40 157.96 54.25 157.96 -17.83 -205.85 -195.57 -300.84
394 mt_962_use2024_best_save_rnk500_idxctrl -17.35 -45.86 151.51 47.80 151.51 -24.29 -212.31 -202.03 -307.29
397 mt_962_use2014_best_save_rnk500_idxctrl -18.86 -47.37 150.00 46.29 150.00 -25.80 -213.82 -203.54 -308.80
398 mt_961_use2015_last_save_rnk500_idxctrl -18.94 -47.45 149.92 46.21 149.92 -25.88 -213.90 -203.62 -308.88
403 mt_961_use2010_best_save_rnk500_idxctrl -20.71 -49.22 148.14 44.44 148.14 -27.65 -215.67 -205.39 -310.66
411 mt_961_use2011_best_save_rnk500_idxctrl -24.57 -53.08 144.29 40.58 144.29 -31.51 -219.53 -209.25 -314.51
413 mt_961_use2017_best_save_rnk500_idxctrl -24.89 -53.40 143.97 40.26 143.97 -31.83 -219.85 -209.57 -314.83
415 mt_961_use2012_best_save_rnk500_idxctrl -25.24 -53.74 143.62 39.91 143.62 -32.17 -220.19 -209.91 -315.18
419 mt_961_use2017_last_save_rnk500_idxctrl -26.11 -54.62 142.74 39.04 142.74 -33.05 -221.07 -210.79 -316.06
425 mt_961_use2014_best_save_rnk500_idxctrl -28.60 -57.11 140.26 36.55 140.26 -35.54 -223.56 -213.28 -318.55
438 mt_962_use2011_best_save_rnk500_idxctrl -32.27 -60.78 136.59 32.88 136.59 -39.21 -227.23 -216.95 -322.21
442 mt_961_use2014_last_save_rnk500_idxctrl -33.73 -62.23 135.13 31.42 135.13 -40.66 -228.68 -218.40 -323.67
443 mt_961_use2024_best_save_rnk500_idxctrl -34.03 -62.54 134.83 31.12 134.83 -40.97 -228.99 -218.70 -323.97
446 mt_961_use2012_last_save_rnk500_idxctrl -35.05 -63.56 133.81 30.10 133.81 -41.99 -230.01 -219.73 -324.99
451 mt_961_use2016_best_save_rnk500_idxctrl -37.17 -65.68 131.69 27.98 131.69 -44.11 -232.13 -221.84 -327.11
452 mt_961_use2016_last_save_rnk500_idxctrl -38.89 -67.40 129.97 26.26 129.97 -45.83 -233.85 -223.57 -328.83
455 mt_961_use2009_best_save_rnk500_idxctrl -39.93 -68.44 128.93 25.22 128.93 -46.87 -234.89 -224.61 -329.87
459 mt_961_use2011_last_save_rnk500_idxctrl -42.19 -70.70 126.66 22.96 126.66 -49.13 -237.15 -226.87 -332.14
460 mt_961_use2024_last_save_rnk500_idxctrl -42.29 -70.80 126.57 22.86 126.57 -49.23 -237.25 -226.97 -332.23
463 mt_961_use2009_last_save_rnk500_idxctrl -44.03 -72.54 124.83 21.12 124.83 -50.97 -238.99 -228.71 -333.97
469 mt_962_use2009_last_save_rnk500_idxctrl -47.19 -75.69 121.67 17.97 121.67 -54.12 -242.14 -231.86 -337.13
473 mt_962_use2009_best_save_rnk500_idxctrl -48.60 -77.11 120.26 16.55 120.26 -55.54 -243.56 -233.28 -338.54
482 mt_961_use2018_last_save_rnk500_idxctrl -52.25 -80.76 116.60 12.90 116.60 -59.19 -247.21 -236.93 -342.20
499 mt_961_use2023_last_save_rnk500_idxctrl -63.58 -92.08 105.28 1.57 105.28 -70.51 -258.53 -248.25 -353.52
502 mt_961_use2018_best_save_rnk500_idxctrl -67.37 -95.88 101.49 -2.22 101.49 -74.31 -262.33 -252.05 -357.32
507 mt_961_use2008_last_save_rnk500_idxctrl -71.08 -99.59 97.78 -5.93 97.78 -78.02 -266.04 -255.76 -361.02
509 mt_962_use2008_last_save_rnk500_idxctrl -74.29 -102.80 94.57 -9.14 94.57 -81.23 -269.25 -258.97 -364.23
510 mt_962_use2008_best_save_rnk500_idxctrl -74.38 -102.89 94.47 -9.23 94.47 -81.32 -269.34 -259.06 -364.33
512 mt_961_use2008_best_save_rnk500_idxctrl -76.02 -104.53 92.83 -10.87 92.83 -82.96 -270.98 -260.70 -365.97
515 mt_961_use2023_best_save_rnk500_idxctrl -82.69 -111.19 86.17 -17.53 86.17 -89.62 -277.64 -267.36 -372.63