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_20250926_151753
17 mt_961_use2023_best_save_rnk500_idxctrl 176.41 169.19 37.29 130.42 37.29 62.29 167.21 154.19 162.96
25 mt_962_use2008_best_save_rnk500_idxctrl 171.02 163.80 31.90 125.03 31.90 56.90 161.82 148.80 157.57
27 mt_962_use2008_last_save_rnk500_idxctrl 169.02 161.80 29.90 123.03 29.90 54.90 159.82 146.80 155.57
37 mt_962_use2009_best_save_rnk500_idxctrl 160.75 153.54 21.63 114.77 21.63 46.64 151.55 138.54 147.30
39 mt_961_use2023_last_save_rnk500_idxctrl 157.79 150.58 18.68 111.81 18.68 43.68 148.60 135.58 144.34
41 mt_962_use2009_last_save_rnk500_idxctrl 157.57 150.36 18.45 111.59 18.45 43.46 148.38 135.36 144.12
45 mt_961_use2008_best_save_rnk500_idxctrl 154.64 147.43 15.52 108.66 15.52 40.53 145.45 132.43 141.19
71 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 140.36 133.14 1.24 94.37 1.24 26.24 131.16 118.14 126.91
72 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 139.78 132.57 0.67 93.80 0.67 25.67 130.59 117.57 126.33
74 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 139.27 132.05 0.15 93.28 0.15 25.15 130.07 117.05 125.82
77 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 138.64 131.43 -0.47 92.66 -0.47 24.53 129.45 116.43 125.19
78 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 138.28 131.07 -0.83 92.30 -0.83 24.17 129.09 116.07 124.83
80 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 137.90 130.69 -1.22 91.92 -1.22 23.79 128.71 115.69 124.45
83 mt_961_use2018_best_save_rnk500_idxctrl 136.38 129.17 -2.73 90.40 -2.73 22.27 127.19 114.17 122.93
85 mt_962_use2011_best_save_rnk500_idxctrl 136.16 128.95 -2.95 90.18 -2.95 22.05 126.97 113.95 122.71
104 mt_961_use2008_last_save_rnk500_idxctrl 126.99 119.78 -12.12 81.01 -12.12 12.88 117.80 104.78 113.54
140 mt_962_use2018_last_save_rnk500_idxctrl 114.93 107.72 -24.18 68.95 -24.18 0.82 105.74 92.72 101.48
159 mt_961_use2024_last_save_rnk500_idxctrl 108.96 101.75 -30.15 62.98 -30.15 -5.15 99.77 86.75 95.51
161 mt_961_use2009_last_save_rnk500_idxctrl 107.39 100.17 -31.73 61.40 -31.73 -6.73 98.19 85.17 93.94
162 mt_962_use2010_best_save_rnk500_idxctrl 107.29 100.08 -31.83 61.31 -31.83 -6.82 98.10 85.08 93.84
166 mt_962_use2016_best_save_rnk500_idxctrl 105.92 98.70 -33.20 59.93 -33.20 -8.20 96.72 83.70 92.47
187 mt_961_use2009_best_save_rnk500_idxctrl 102.82 95.61 -36.30 56.84 -36.30 -11.29 93.63 80.61 89.37
189 mt_961_use2016_last_save_rnk500_idxctrl 102.48 95.27 -36.63 56.50 -36.63 -11.63 93.29 80.27 89.03
191 mt_961_use2011_last_save_rnk500_idxctrl 102.30 95.09 -36.81 56.32 -36.81 -11.81 93.11 80.09 88.85
206 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 98.32 91.11 -40.80 52.34 -40.80 -15.79 89.13 76.11 84.87
207 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 98.32 91.11 -40.80 52.34 -40.80 -15.79 89.13 76.11 84.87
212 multin_zz1000_61004_idxctrl_pv_rm_fnd 97.24 90.03 -41.88 51.26 -41.88 -16.87 88.05 75.03 83.79
213 multin_zz1000_61002_idxctrl_pv_rm_fnd 97.24 90.03 -41.88 51.26 -41.88 -16.87 88.05 75.03 83.79
215 mt_961_use2024_best_save_rnk500_idxctrl 96.71 89.50 -42.40 50.73 -42.40 -17.40 87.52 74.50 83.26
219 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 95.83 88.62 -43.28 49.85 -43.28 -18.28 86.64 73.62 82.38
220 mt_961_use2012_best_save_rnk500_idxctrl 95.49 88.28 -43.63 49.51 -43.63 -18.62 86.30 73.28 82.04
221 multin_zz1000_61001_idxctrl_pv_rm_fnd 94.66 87.45 -44.46 48.68 -44.46 -19.45 85.47 72.45 81.21
225 mt_961_use2012_last_save_rnk500_idxctrl 93.33 86.12 -45.79 47.35 -45.79 -20.78 84.14 71.12 79.88
247 mt_961_use2018_last_save_rnk500_idxctrl 87.04 79.83 -52.08 41.06 -52.08 -27.07 77.85 64.83 73.59
259 mt_961_use2016_best_save_rnk500_idxctrl 84.18 76.96 -54.94 38.19 -54.94 -29.94 74.98 61.96 70.73
265 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 81.77 74.55 -57.35 35.78 -57.35 -32.35 72.57 59.55 68.32
267 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 80.67 73.46 -58.44 34.69 -58.44 -33.44 71.48 58.46 67.22
268 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 80.45 73.23 -58.67 34.46 -58.67 -33.67 71.25 58.23 67.00
269 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 79.40 72.19 -59.72 33.41 -59.72 -34.72 70.20 57.19 65.95
274 mt_962_use2011_last_save_rnk500_idxctrl 78.52 71.30 -60.60 32.53 -60.60 -35.60 69.32 56.30 65.06
275 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd 78.32 71.10 -60.80 32.33 -60.80 -35.80 69.12 56.10 64.87
278 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd 77.09 69.88 -62.03 31.11 -62.03 -37.02 67.90 54.88 63.64
281 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc 76.77 69.55 -62.35 30.78 -62.35 -37.35 67.57 54.55 63.32
282 mt_961_use2022_last_save_rnk500_idxctrl 76.68 69.46 -62.44 30.69 -62.44 -37.44 67.48 54.46 63.23
286 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 75.82 68.61 -63.29 29.84 -63.29 -38.29 66.63 53.61 62.37
287 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc 75.71 68.50 -63.41 29.72 -63.41 -38.41 66.51 53.50 62.26
291 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd 74.88 67.67 -64.23 28.90 -64.23 -39.23 65.69 52.67 61.43
292 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 74.48 67.26 -64.64 28.49 -64.64 -39.64 65.28 52.26 61.03
293 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd 74.36 67.15 -64.76 28.38 -64.76 -39.75 65.17 52.15 60.91
297 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc 73.55 66.34 -65.57 27.57 -65.57 -40.56 64.36 51.34 60.10
301 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc 72.93 65.72 -66.18 26.95 -66.18 -41.18 63.74 50.72 59.48
312 mt_961_use2010_last_save_rnk500_idxctrl 67.38 60.16 -71.74 21.39 -71.74 -46.74 58.18 45.16 53.93
313 mt_962_use2016_last_save_rnk500_idxctrl 67.05 59.83 -72.07 21.06 -72.07 -47.07 57.85 44.83 53.60
317 mt_962_use2010_last_save_rnk500_idxctrl 66.09 58.88 -73.03 20.10 -73.03 -48.03 56.89 43.88 52.64
321 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd 62.84 55.63 -76.27 16.86 -76.27 -51.27 53.65 40.63 49.39
322 mt_961_use2011_best_save_rnk500_idxctrl 62.35 55.14 -76.77 16.36 -76.77 -51.77 53.15 40.14 48.90
324 mt_961_use2017_last_save_rnk500_idxctrl 61.90 54.69 -77.22 15.91 -77.22 -52.22 52.70 39.69 48.45
327 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc 61.57 54.36 -77.55 15.58 -77.55 -52.55 52.37 39.35 48.12
330 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd 60.07 52.85 -79.05 14.08 -79.05 -54.05 50.87 37.85 46.62
331 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 59.48 52.27 -79.63 13.50 -79.63 -54.63 50.29 37.27 46.03
332 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 59.17 51.95 -79.95 13.18 -79.95 -54.95 49.97 36.95 45.72
333 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc 58.51 51.30 -80.61 12.53 -80.61 -55.60 49.32 36.30 45.06
337 multin_zz500_61004_idxctrl_zz500_pv 58.07 50.86 -81.04 12.09 -81.04 -56.04 48.88 35.86 44.62
338 multin_zz500_61002_idxctrl_zz500_pv 57.86 50.65 -81.26 11.87 -81.26 -56.26 48.66 35.65 44.41
342 mt_961_use2010_best_save_rnk500_idxctrl 56.84 49.63 -82.28 10.85 -82.28 -57.28 47.64 34.63 43.39
346 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 55.32 48.11 -83.80 9.34 -83.80 -58.79 46.12 33.11 41.87
348 multin_zz500_61001_idxctrl_zz500_pv 53.75 46.54 -85.37 7.77 -85.37 -60.36 44.56 31.54 40.30
352 mt_961_use2022_best_save_rnk500_idxctrl 51.99 44.78 -87.13 6.01 -87.13 -62.12 42.80 29.78 38.54
359 multin_zz1000_61002_idxctrl_pv_rm_blc 49.42 42.21 -89.69 3.44 -89.69 -64.69 40.23 27.21 35.97
360 multin_zz1000_61004_idxctrl_pv_rm_blc 49.42 42.21 -89.69 3.44 -89.69 -64.69 40.23 27.21 35.97
361 mt_961_use2017_best_save_rnk500_idxctrl 48.92 41.70 -90.20 2.93 -90.20 -65.20 39.72 26.70 35.47
362 multin_zz1000_61002_idxctrl_pv 48.72 41.50 -90.40 2.73 -90.40 -65.40 39.52 26.50 35.27
363 multin_zz1000_61004_idxctrl_pv 48.72 41.50 -90.40 2.73 -90.40 -65.40 39.52 26.50 35.27
365 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc 45.22 38.01 -93.89 -0.76 -93.89 -68.89 36.03 23.01 31.77
367 multin_zz1000_61004_idxctrl_zz1000_pv 44.51 37.30 -94.61 -1.47 -94.61 -69.60 35.32 22.30 31.06
369 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc 43.69 36.47 -95.43 -2.30 -95.43 -70.43 34.49 21.47 30.24
370 multin_zz1000_61001_idxctrl_pv_rm_blc 43.54 36.33 -95.58 -2.44 -95.58 -70.57 34.35 21.33 30.09
371 multin_zz1000_61002_idxctrl_zz1000_pv 42.98 35.76 -96.14 -3.01 -96.14 -71.14 33.78 20.76 29.53
373 multin_zz1000_61001_idxctrl_pv 42.77 35.55 -96.35 -3.22 -96.35 -71.35 33.57 20.55 29.32
381 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 35.95 28.74 -103.17 -10.03 -103.17 -78.16 26.76 13.74 22.50
382 multin_zz1000_61001_idxctrl_zz1000_pv 35.20 27.99 -103.91 -10.78 -103.91 -78.91 26.01 12.99 21.75
385 multin_zz1000_61004_idxctrl_50010002000_pv 34.54 27.33 -104.58 -11.44 -104.58 -79.57 25.35 12.33 21.09
386 mt_962_use2015_last_save_rnk500_idxctrl 32.84 25.63 -106.28 -13.14 -106.28 -81.27 23.64 10.63 19.39
387 multin_zz1000_61002_idxctrl_50010002000_pv 31.61 24.39 -107.51 -14.38 -107.51 -82.51 22.41 9.39 18.16
388 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc 31.45 24.24 -107.67 -14.53 -107.67 -82.66 22.26 9.24 18.00
389 multin_zz1000_61004_idxctrl_top3800_pv 31.34 24.13 -107.78 -14.64 -107.78 -82.77 22.15 9.13 17.89
391 multin_zz1000_61002_idxctrl_top3800_pv 30.20 22.98 -108.92 -15.79 -108.92 -83.92 21.00 7.98 16.75
395 mt_962_use2017_last_save_rnk500_idxctrl 29.12 21.91 -109.99 -16.86 -109.99 -84.99 19.93 6.91 15.67
396 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc 28.68 21.47 -110.44 -17.30 -110.44 -85.43 19.49 6.47 15.23
397 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc 28.60 21.39 -110.51 -17.38 -110.51 -85.51 19.41 6.39 15.15
399 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc 27.49 20.28 -111.63 -18.49 -111.63 -86.62 18.30 5.28 14.04
400 mt_961_use2020_best_save_rnk500_idxctrl 27.32 20.11 -111.80 -18.66 -111.80 -86.79 18.12 5.11 13.87
401 mt_961_use2019_last_save_rnk500_idxctrl 27.09 19.88 -112.03 -18.89 -112.03 -87.02 17.89 4.88 13.64
419 mt_962_use2013_last_save_rnk500_idxctrl 20.38 13.17 -118.73 -25.60 -118.73 -93.73 11.19 -1.83 6.93
420 mt_961_use2013_last_save_rnk500_idxctrl 19.90 12.69 -119.21 -26.08 -119.21 -94.21 10.71 -2.31 6.45
422 mt_961_use2020_last_save_rnk500_idxctrl 18.91 11.70 -120.20 -27.07 -120.20 -95.20 9.72 -3.30 5.46
423 mt_962_use2018_best_save_rnk500_idxctrl 17.95 10.73 -121.17 -28.04 -121.17 -96.17 8.75 -4.27 4.50
427 multin_zz1000_61001_idxctrl_50010002000_pv 15.56 8.35 -123.56 -30.42 -123.56 -98.55 6.37 -6.65 2.11
431 mt_961_use2021_last_save_rnk500_idxctrl 14.00 6.79 -125.12 -31.99 -125.12 -100.12 4.80 -8.22 0.55
433 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc 13.45 6.24 -125.66 -32.53 -125.66 -100.66 4.26 -8.76 0.00
443 mt_962_use2012_best_save_rnk500_idxctrl 11.61 4.40 -127.51 -34.38 -127.51 -102.51 2.41 -10.60 -1.84
444 mt_961_use2019_best_save_rnk500_idxctrl 11.26 4.04 -127.86 -34.73 -127.86 -102.86 2.06 -10.96 -2.19
446 multin_zz1000_61001_idxctrl_top3800_pv 10.95 3.73 -128.17 -35.04 -128.17 -103.17 1.75 -11.27 -2.50
447 mt_962_use2012_last_save_rnk500_idxctrl 10.92 3.70 -128.20 -35.07 -128.20 -103.20 1.72 -11.30 -2.53
449 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc 8.49 1.28 -130.63 -37.49 -130.63 -105.62 -0.70 -13.72 -4.96
462 mt_962_use2019_last_save_rnk500_idxctrl 0.63 -6.59 -138.49 -45.36 -138.49 -113.49 -8.57 -21.59 -12.82
463 mt_961_use2014_last_save_rnk500_idxctrl 0.16 -7.05 -138.95 -45.82 -138.95 -113.95 -9.03 -22.05 -13.29
467 mt_961_use2015_last_save_rnk500_idxctrl -3.25 -10.46 -142.36 -49.23 -142.36 -117.36 -12.44 -25.46 -16.70
469 mt_962_use2021_last_save_rnk500_idxctrl -3.55 -10.76 -142.66 -49.53 -142.66 -117.66 -12.74 -25.76 -17.00
472 mt_962_use2017_best_save_rnk500_idxctrl -6.65 -13.86 -145.77 -52.63 -145.77 -120.76 -15.84 -28.86 -20.10
473 mt_962_use2014_last_save_rnk500_idxctrl -6.85 -14.06 -145.96 -52.83 -145.96 -120.96 -16.04 -29.06 -20.30
476 mt_962_use2023_last_save_rnk500_idxctrl -11.39 -18.61 -150.51 -57.38 -150.51 -125.51 -20.59 -33.61 -24.84
477 mt_962_use2014_best_save_rnk500_idxctrl -14.42 -21.63 -153.54 -60.40 -153.54 -128.53 -23.61 -36.63 -27.87
479 mt_962_use2013_best_save_rnk500_idxctrl -16.43 -23.64 -155.55 -62.41 -155.55 -130.54 -25.63 -38.64 -29.88
480 mt_961_use2015_best_save_rnk500_idxctrl -17.08 -24.29 -156.19 -63.06 -156.19 -131.19 -26.27 -39.29 -30.53
490 mt_962_use2024_best_save_rnk500_idxctrl -24.86 -32.07 -163.98 -70.84 -163.98 -138.97 -34.05 -47.07 -38.31
492 mt_962_use2023_best_save_rnk500_idxctrl -26.74 -33.96 -165.86 -72.73 -165.86 -140.86 -35.94 -48.96 -40.19
494 mt_962_use2019_best_save_rnk500_idxctrl -28.47 -35.68 -167.59 -74.45 -167.59 -142.58 -37.66 -50.68 -41.92
496 mt_961_use2014_best_save_rnk500_idxctrl -28.76 -35.97 -167.88 -74.75 -167.88 -142.88 -37.96 -50.97 -42.21
500 mt_962_use2024_last_save_rnk500_idxctrl -38.42 -45.63 -177.54 -84.40 -177.54 -152.53 -47.61 -60.63 -51.87
502 mt_962_use2022_last_save_rnk500_idxctrl -40.69 -47.90 -179.81 -86.67 -179.81 -154.80 -49.89 -62.90 -54.14
503 mt_962_use2020_last_save_rnk500_idxctrl -40.81 -48.03 -179.93 -86.80 -179.93 -154.93 -50.01 -63.03 -54.26
504 mt_962_use2021_best_save_rnk500_idxctrl -44.51 -51.72 -183.63 -90.49 -183.63 -158.62 -53.70 -66.72 -57.96
507 mt_961_use2013_best_save_rnk500_idxctrl -49.29 -56.51 -188.41 -95.28 -188.41 -163.41 -58.49 -71.51 -62.74
509 mt_962_use2022_best_save_rnk500_idxctrl -51.38 -58.59 -190.50 -97.36 -190.50 -165.49 -60.57 -73.59 -64.83
512 mt_962_use2015_best_save_rnk500_idxctrl -56.93 -64.14 -196.05 -102.91 -196.05 -171.04 -66.13 -79.14 -70.38
514 mt_961_use2021_best_save_rnk500_idxctrl -61.92 -69.13 -201.04 -107.90 -201.04 -176.03 -71.12 -84.13 -75.37
520 mt_962_use2020_best_save_rnk500_idxctrl -83.95 -91.17 -223.07 -129.94 -223.07 -198.07 -93.15 -106.17 -97.40