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_20250925_151949
10 mt_962_use2020_best_save_rnk500_idxctrl 80.89 21.01 47.40 -17.12 47.40 128.72 388.87 381.92 435.23
15 mt_962_use2022_best_save_rnk500_idxctrl 70.13 10.25 36.64 -27.89 36.64 117.96 378.11 371.16 424.47
21 mt_961_use2021_best_save_rnk500_idxctrl 63.78 3.90 30.29 -34.24 30.29 111.60 371.75 364.80 418.11
24 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 60.09 0.21 26.59 -37.93 26.59 107.91 368.06 361.11 414.42
26 mt_961_use2020_last_save_rnk500_idxctrl 58.92 -0.96 25.43 -39.10 25.43 106.74 366.89 359.95 413.26
27 mt_961_use2019_last_save_rnk500_idxctrl 58.70 -1.18 25.21 -39.32 25.21 106.52 366.67 359.72 413.03
28 mt_961_use2020_best_save_rnk500_idxctrl 57.93 -1.96 24.43 -40.09 24.43 105.75 365.90 358.95 412.26
29 mt_961_use2019_best_save_rnk500_idxctrl 57.75 -2.13 24.25 -40.27 24.25 105.57 365.72 358.77 412.08
30 mt_962_use2024_last_save_rnk500_idxctrl 57.56 -2.32 24.07 -40.46 24.07 105.38 365.53 358.58 411.89
31 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 57.47 -2.41 23.98 -40.55 23.98 105.29 365.44 358.49 411.80
32 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 57.47 -2.41 23.98 -40.54 23.98 105.30 365.45 358.50 411.81
33 mt_962_use2021_best_save_rnk500_idxctrl 57.07 -2.81 23.58 -40.95 23.58 104.89 365.04 358.09 411.40
34 mt_962_use2020_last_save_rnk500_idxctrl 55.81 -4.07 22.32 -42.21 22.32 103.64 363.79 356.84 410.15
35 mt_962_use2015_best_save_rnk500_idxctrl 55.61 -4.27 22.12 -42.41 22.12 103.43 363.58 356.63 409.94
36 multin_zz500_61001_idxctrl_zz500_pv 55.52 -4.36 22.03 -42.50 22.03 103.34 363.49 356.55 409.85
37 mt_962_use2022_last_save_rnk500_idxctrl 55.41 -4.47 21.91 -42.61 21.91 103.23 363.38 356.43 409.74
38 mt_962_use2017_best_save_rnk500_idxctrl 53.61 -6.27 20.12 -44.41 20.12 101.43 361.58 354.63 407.94
39 mt_962_use2023_best_save_rnk500_idxctrl 53.12 -6.76 19.63 -44.90 19.63 100.94 361.09 354.15 407.46
40 multin_zz500_61002_idxctrl_zz500_pv 52.85 -7.03 19.36 -45.17 19.36 100.67 360.82 353.87 407.18
42 multin_zz500_61004_idxctrl_zz500_pv 52.73 -7.15 19.24 -45.29 19.24 100.55 360.70 353.75 407.06
43 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 52.73 -7.15 19.23 -45.29 19.23 100.55 360.70 353.75 407.06
45 mt_962_use2021_last_save_rnk500_idxctrl 51.26 -8.62 17.76 -46.76 17.76 99.08 359.23 352.28 405.59
46 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 50.06 -9.82 16.57 -47.96 16.57 97.89 358.04 351.09 404.40
48 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 49.87 -10.01 16.38 -48.15 16.38 97.69 357.84 350.89 404.20
49 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 49.57 -10.31 16.08 -48.45 16.08 97.39 357.54 350.59 403.90
50 mt_962_use2024_best_save_rnk500_idxctrl 49.29 -10.59 15.79 -48.73 15.79 97.11 357.26 350.31 403.62
51 mt_962_use2017_last_save_rnk500_idxctrl 49.08 -10.80 15.59 -48.94 15.59 96.91 357.06 350.11 403.42
52 mt_961_use2013_best_save_rnk500_idxctrl 48.68 -11.20 15.19 -49.34 15.19 96.50 356.65 349.71 403.01
53 mt_962_use2023_last_save_rnk500_idxctrl 47.16 -12.73 13.66 -50.86 13.66 94.98 355.13 348.18 401.49
54 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 46.93 -12.95 13.44 -51.09 13.43 94.75 354.90 347.95 401.26
55 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 46.86 -13.02 13.37 -51.15 13.37 94.69 354.84 347.89 401.20
56 mt_962_use2019_best_save_rnk500_idxctrl 45.08 -14.80 11.59 -52.94 11.59 92.90 353.05 346.10 399.41
57 mt_962_use2019_last_save_rnk500_idxctrl 44.65 -15.24 11.15 -53.37 11.15 92.47 352.62 345.67 398.98
59 mt_962_use2013_best_save_rnk500_idxctrl 44.34 -15.54 10.85 -53.68 10.85 92.16 352.31 345.36 398.67
60 mt_962_use2014_best_save_rnk500_idxctrl 41.21 -18.67 7.72 -56.81 7.72 89.03 349.18 342.24 395.55
61 mt_961_use2017_last_save_rnk500_idxctrl 40.81 -19.07 7.32 -57.21 7.31 88.63 348.78 341.83 395.14
62 mt_962_use2014_last_save_rnk500_idxctrl 39.22 -20.66 5.73 -58.80 5.73 87.04 347.19 340.25 393.55
65 mt_961_use2014_best_save_rnk500_idxctrl 36.89 -22.99 3.40 -61.13 3.40 84.71 344.86 337.92 391.22
66 mt_961_use2021_last_save_rnk500_idxctrl 36.70 -23.18 3.20 -61.32 3.20 84.52 344.67 337.72 391.03
71 mt_961_use2014_last_save_rnk500_idxctrl 34.46 -25.43 0.96 -63.56 0.96 82.28 342.43 335.48 388.79
74 mt_962_use2013_last_save_rnk500_idxctrl 33.45 -26.43 -0.04 -64.57 -0.04 81.27 341.42 334.48 387.79
77 mt_962_use2012_best_save_rnk500_idxctrl 31.71 -28.17 -1.78 -66.31 -1.78 79.54 339.68 332.74 386.05
78 mt_962_use2012_last_save_rnk500_idxctrl 31.64 -28.24 -1.85 -66.38 -1.85 79.46 339.61 332.67 385.98
80 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 29.25 -30.63 -4.24 -68.77 -4.24 77.07 337.22 330.28 383.59
82 multin_zz1000_61001_idxctrl_pv_rm_fnd 28.36 -31.52 -5.13 -69.65 -5.13 76.19 336.34 329.39 382.70
84 multin_zz1000_61001_idxctrl_pv_rm_blc 27.19 -32.69 -6.30 -70.83 -6.30 75.02 335.16 328.22 381.53
85 mt_961_use2017_best_save_rnk500_idxctrl 26.67 -33.21 -6.82 -71.34 -6.82 74.50 334.65 327.70 381.01
86 mt_962_use2018_best_save_rnk500_idxctrl 26.16 -33.72 -7.33 -71.86 -7.34 73.98 334.13 327.18 380.49
87 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 26.09 -33.79 -7.41 -71.93 -7.41 73.91 334.06 327.11 380.42
88 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 26.09 -33.79 -7.41 -71.93 -7.41 73.91 334.06 327.11 380.42
89 mt_961_use2015_last_save_rnk500_idxctrl 25.96 -33.92 -7.53 -72.06 -7.53 73.78 333.93 326.98 380.29
90 multin_zz1000_61001_idxctrl_pv 25.72 -34.16 -7.77 -72.30 -7.77 73.54 333.69 326.75 380.06
91 mt_961_use2016_best_save_rnk500_idxctrl 25.38 -34.50 -8.11 -72.64 -8.11 73.21 333.35 326.41 379.72
93 multin_zz1000_61002_idxctrl_pv_rm_fnd 25.20 -34.68 -8.29 -72.82 -8.29 73.02 333.17 326.23 379.53
94 multin_zz1000_61004_idxctrl_pv_rm_fnd 25.20 -34.68 -8.29 -72.82 -8.29 73.02 333.17 326.23 379.53
96 multin_zz1000_61002_idxctrl_pv_rm_blc 24.48 -35.41 -9.02 -73.54 -9.02 72.30 332.45 325.50 378.81
97 multin_zz1000_61004_idxctrl_pv_rm_blc 24.48 -35.41 -9.02 -73.54 -9.02 72.30 332.45 325.50 378.81
100 mt_961_use2016_last_save_rnk500_idxctrl 23.53 -36.35 -9.96 -74.49 -9.96 71.35 331.50 324.56 377.86
101 multin_zz1000_61004_idxctrl_pv 23.00 -36.88 -10.49 -75.02 -10.49 70.82 330.97 324.03 377.33
102 multin_zz1000_61002_idxctrl_pv 23.00 -36.88 -10.49 -75.02 -10.49 70.82 330.97 324.03 377.33
105 mt_961_use2015_best_save_rnk500_idxctrl 22.36 -37.52 -11.13 -75.66 -11.13 70.19 330.34 323.39 376.70
106 mt_961_use2018_last_save_rnk500_idxctrl 21.80 -38.08 -11.70 -76.22 -11.70 69.62 329.77 322.82 376.13
107 mt_961_use2022_last_save_rnk500_idxctrl 21.02 -38.86 -12.47 -77.00 -12.47 68.84 328.99 322.05 375.36
108 mt_962_use2015_last_save_rnk500_idxctrl 20.93 -38.96 -12.57 -77.09 -12.57 68.75 328.90 321.95 375.26
118 mt_961_use2010_last_save_rnk500_idxctrl 16.13 -43.76 -17.37 -81.89 -17.37 63.95 324.10 317.15 370.46
122 mt_961_use2022_best_save_rnk500_idxctrl 15.46 -44.42 -18.03 -82.56 -18.03 63.28 323.43 316.49 369.80
129 mt_962_use2010_last_save_rnk500_idxctrl 14.30 -45.58 -19.19 -83.72 -19.19 62.13 322.28 315.33 368.64
137 mt_961_use2010_best_save_rnk500_idxctrl 11.88 -48.00 -21.61 -86.14 -21.61 59.70 319.85 312.90 366.21
149 mt_962_use2016_last_save_rnk500_idxctrl 8.30 -51.58 -25.19 -89.72 -25.19 56.13 316.27 309.33 362.64
152 mt_961_use2013_last_save_rnk500_idxctrl 7.23 -52.65 -26.26 -90.79 -26.26 55.05 315.20 308.25 361.56
153 mt_961_use2011_best_save_rnk500_idxctrl 6.95 -52.93 -26.55 -91.07 -26.55 54.77 314.92 307.97 361.28
163 mt_962_use2016_best_save_rnk500_idxctrl 3.13 -56.75 -30.36 -94.89 -30.36 50.96 311.11 304.16 357.47
164 mt_961_use2024_best_save_rnk500_idxctrl 2.48 -57.40 -31.01 -95.54 -31.01 50.30 310.45 303.51 356.81
168 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 2.27 -57.61 -31.22 -95.75 -31.22 50.10 310.24 303.30 356.61
170 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 1.36 -58.52 -32.13 -96.66 -32.13 49.19 309.33 302.39 355.70
171 mt_961_use2018_best_save_rnk500_idxctrl 1.24 -58.64 -32.25 -96.78 -32.25 49.06 309.21 302.27 355.57
173 mt_962_use2011_last_save_rnk500_idxctrl 1.12 -58.76 -32.37 -96.90 -32.37 48.94 309.09 302.14 355.45
174 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 0.93 -58.95 -32.57 -97.09 -32.57 48.75 308.90 301.95 355.26
176 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 0.61 -59.27 -32.88 -97.41 -32.88 48.43 308.58 301.63 354.94
180 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 0.03 -59.85 -33.46 -97.99 -33.46 47.85 308.00 301.05 354.36
181 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -0.00 -59.88 -33.50 -98.02 -33.50 47.82 307.97 301.02 354.33
182 mt_961_use2009_best_save_rnk500_idxctrl -0.31 -60.19 -33.80 -98.33 -33.80 47.51 307.66 300.71 354.02
183 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -0.32 -60.20 -33.81 -98.33 -33.81 47.51 307.66 300.71 354.02
187 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -0.60 -60.48 -34.10 -98.62 -34.10 47.22 307.37 300.42 353.73
192 mt_961_use2009_last_save_rnk500_idxctrl -1.14 -61.02 -34.64 -99.16 -34.64 46.68 306.83 299.88 353.19
194 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -1.53 -61.41 -35.02 -99.55 -35.03 46.29 306.44 299.49 352.80
197 multin_zz1000_61001_idxctrl_top3800_pv -1.85 -61.73 -35.34 -99.87 -35.34 45.98 306.13 299.18 352.49
199 mt_961_use2024_last_save_rnk500_idxctrl -2.08 -61.96 -35.57 -100.10 -35.57 45.74 305.89 298.95 352.26
207 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -3.41 -63.29 -36.90 -101.43 -36.90 44.41 304.56 297.61 350.92
208 mt_962_use2010_best_save_rnk500_idxctrl -3.43 -63.31 -36.92 -101.45 -36.92 44.39 304.54 297.59 350.90
213 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -4.24 -64.12 -37.73 -102.26 -37.73 43.58 303.73 296.79 350.09
217 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -5.13 -65.01 -38.62 -103.15 -38.62 42.69 302.84 295.89 349.20
218 mt_962_use2018_last_save_rnk500_idxctrl -5.18 -65.06 -38.68 -103.20 -38.68 42.64 302.79 295.84 349.15
219 multin_zz1000_61001_idxctrl_50010002000_pv -5.19 -65.07 -38.68 -103.21 -38.68 42.64 302.78 295.84 349.15
220 mt_961_use2011_last_save_rnk500_idxctrl -5.23 -65.11 -38.72 -103.25 -38.72 42.59 302.74 295.79 349.10
221 multin_zz1000_61001_idxctrl_zz1000_pv -5.48 -65.36 -38.97 -103.50 -38.97 42.34 302.49 295.54 348.85
222 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -5.57 -65.45 -39.06 -103.59 -39.06 42.26 302.41 295.46 348.77
225 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -5.66 -65.54 -39.15 -103.68 -39.15 42.16 302.31 295.37 348.68
231 multin_zz1000_61002_idxctrl_zz1000_pv -6.34 -66.22 -39.83 -104.36 -39.83 41.48 301.63 294.68 347.99
232 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -6.40 -66.28 -39.89 -104.42 -39.89 41.42 301.57 294.63 347.94
233 multin_zz1000_61004_idxctrl_zz1000_pv -6.78 -66.66 -40.27 -104.80 -40.27 41.05 301.19 294.25 347.56
244 mt_961_use2012_best_save_rnk500_idxctrl -9.28 -69.16 -42.77 -107.30 -42.77 38.55 298.70 291.75 345.06
247 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -12.14 -72.02 -45.63 -110.16 -45.63 35.68 295.83 288.89 342.20
248 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -12.23 -72.11 -45.72 -110.25 -45.72 35.59 295.74 288.80 342.10
249 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -12.45 -72.33 -45.94 -110.47 -45.94 35.38 295.53 288.58 341.89
250 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -12.69 -72.57 -46.19 -110.71 -46.19 35.13 295.28 288.33 341.64
251 mt_961_use2023_last_save_rnk500_idxctrl -12.90 -72.78 -46.40 -110.92 -46.40 34.92 295.07 288.12 341.43
252 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -13.08 -72.96 -46.57 -111.10 -46.57 34.74 294.89 287.95 341.25
256 mt_961_use2012_last_save_rnk500_idxctrl -13.45 -73.33 -46.94 -111.47 -46.94 34.38 294.52 287.58 340.89
258 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -13.49 -73.38 -46.99 -111.51 -46.99 34.33 294.48 287.53 340.84
260 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -13.63 -73.51 -47.12 -111.65 -47.12 34.19 294.34 287.40 340.71
262 multin_zz1000_61004_idxctrl_top3800_pv -13.95 -73.84 -47.45 -111.97 -47.45 33.87 294.02 287.07 340.38
263 multin_zz1000_61002_idxctrl_top3800_pv -13.96 -73.84 -47.45 -111.98 -47.45 33.87 294.01 287.07 340.38
267 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -14.36 -74.24 -47.85 -112.37 -47.85 33.47 293.62 286.67 339.98
268 multin_zz1000_61004_idxctrl_50010002000_pv -14.53 -74.41 -48.02 -112.55 -48.02 33.29 293.44 286.49 339.80
275 multin_zz1000_61002_idxctrl_50010002000_pv -15.25 -75.13 -48.74 -113.27 -48.74 32.57 292.72 285.77 339.08
278 mt_961_use2008_last_save_rnk500_idxctrl -16.46 -76.34 -49.96 -114.48 -49.96 31.36 291.51 284.56 337.87
279 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -16.48 -76.36 -49.97 -114.50 -49.97 31.35 291.50 284.55 337.86
282 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -17.01 -76.89 -50.50 -115.03 -50.50 30.81 290.96 284.01 337.32
283 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -17.05 -76.93 -50.54 -115.07 -50.54 30.77 290.92 283.97 337.28
285 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -17.65 -77.53 -51.14 -115.66 -51.14 30.18 290.33 283.38 336.69
286 mt_962_use2009_last_save_rnk500_idxctrl -17.77 -77.65 -51.26 -115.79 -51.26 30.05 290.20 283.26 336.56
287 mt_961_use2008_best_save_rnk500_idxctrl -17.90 -77.78 -51.39 -115.92 -51.39 29.92 290.07 283.12 336.43
288 mt_962_use2009_best_save_rnk500_idxctrl -17.92 -77.80 -51.41 -115.94 -51.41 29.90 290.05 283.10 336.41
289 mt_961_use2023_best_save_rnk500_idxctrl -18.51 -78.39 -52.00 -116.53 -52.00 29.31 289.46 282.52 335.82
307 mt_962_use2011_best_save_rnk500_idxctrl -20.92 -80.80 -54.41 -118.94 -54.41 26.91 287.06 280.11 333.42
338 mt_962_use2008_last_save_rnk500_idxctrl -25.27 -85.16 -58.77 -123.29 -58.77 22.55 282.70 275.75 329.06
340 mt_962_use2008_best_save_rnk500_idxctrl -25.29 -85.17 -58.78 -123.31 -58.78 22.54 282.68 275.74 329.05