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_20250929_151802
4 mt_962_use2024_last_save_rnk500_idxctrl 85.74 68.12 217.49 57.89 217.49 130.71 112.34 115.11 127.77
7 mt_962_use2023_best_save_rnk500_idxctrl 75.96 58.34 207.71 48.11 207.71 120.93 102.56 105.33 117.99
8 mt_962_use2014_best_save_rnk500_idxctrl 75.63 58.00 207.37 47.78 207.38 120.60 102.23 104.99 117.66
9 mt_962_use2024_best_save_rnk500_idxctrl 75.38 57.75 207.12 47.53 207.13 120.35 101.98 104.74 117.41
10 mt_962_use2022_last_save_rnk500_idxctrl 73.55 55.93 205.30 45.70 205.30 118.53 100.15 102.92 115.59
11 mt_962_use2017_best_save_rnk500_idxctrl 72.55 54.92 204.29 44.70 204.30 117.52 99.15 101.91 114.58
12 mt_962_use2012_last_save_rnk500_idxctrl 71.90 54.28 203.65 44.05 203.65 116.87 98.50 101.27 113.93
13 mt_962_use2023_last_save_rnk500_idxctrl 71.66 54.04 203.41 43.81 203.41 116.63 98.26 101.03 113.69
15 mt_962_use2021_last_save_rnk500_idxctrl 65.38 47.75 197.12 37.53 197.12 110.35 91.97 94.74 107.41
16 mt_962_use2017_last_save_rnk500_idxctrl 63.89 46.27 195.64 36.04 195.64 108.87 90.49 93.26 105.92
17 mt_961_use2014_best_save_rnk500_idxctrl 60.59 42.96 192.33 32.74 192.33 105.56 87.18 89.95 102.62
19 mt_962_use2020_best_save_rnk500_idxctrl 57.93 40.30 189.68 30.08 189.68 102.90 84.53 87.30 99.96
20 mt_962_use2020_last_save_rnk500_idxctrl 57.75 40.13 189.50 29.90 189.50 102.73 84.35 87.12 99.78
22 mt_962_use2021_best_save_rnk500_idxctrl 55.85 38.22 187.59 28.00 187.59 100.82 82.44 85.21 97.88
27 mt_961_use2014_last_save_rnk500_idxctrl 53.17 35.55 184.92 25.32 184.92 98.15 79.77 82.54 95.20
30 mt_962_use2014_last_save_rnk500_idxctrl 52.13 34.51 183.88 24.28 183.88 97.11 78.73 81.50 94.16
31 mt_961_use2015_last_save_rnk500_idxctrl 52.09 34.47 183.84 24.24 183.84 97.07 78.69 81.46 94.13
33 mt_962_use2012_best_save_rnk500_idxctrl 48.80 31.18 180.55 20.95 180.55 93.78 75.40 78.17 90.83
36 mt_962_use2018_best_save_rnk500_idxctrl 47.02 29.40 178.77 19.17 178.77 92.00 73.62 76.39 89.05
38 mt_962_use2022_best_save_rnk500_idxctrl 46.56 28.94 178.31 18.71 178.31 91.53 73.16 75.93 88.59
39 mt_961_use2015_best_save_rnk500_idxctrl 45.95 28.33 177.70 18.10 177.70 90.92 72.55 75.32 87.98
40 mt_962_use2016_last_save_rnk500_idxctrl 45.34 27.72 177.09 17.49 177.09 90.32 71.94 74.71 87.37
45 mt_962_use2015_last_save_rnk500_idxctrl 43.28 25.66 175.03 15.43 175.03 88.25 69.88 72.65 85.31
48 mt_962_use2013_best_save_rnk500_idxctrl 42.63 25.00 174.38 14.78 174.38 87.60 69.23 71.99 84.66
54 mt_962_use2019_best_save_rnk500_idxctrl 41.07 23.44 172.82 13.22 172.82 86.04 67.67 70.43 83.10
56 mt_962_use2019_last_save_rnk500_idxctrl 40.74 23.12 172.49 12.89 172.49 85.72 67.34 70.11 82.77
64 mt_961_use2021_best_save_rnk500_idxctrl 37.64 20.01 169.38 9.79 169.38 82.61 64.23 67.00 79.67
74 mt_962_use2015_best_save_rnk500_idxctrl 33.71 16.09 165.46 5.86 165.46 78.68 60.31 63.08 75.74
90 mt_961_use2017_best_save_rnk500_idxctrl 28.81 11.19 160.56 0.96 160.56 73.79 55.41 58.18 70.84
104 mt_961_use2016_best_save_rnk500_idxctrl 23.37 5.74 155.11 -4.48 155.12 68.34 49.97 52.73 65.40
106 mt_962_use2011_last_save_rnk500_idxctrl 22.83 5.20 154.57 -5.02 154.57 67.80 49.42 52.19 64.86
122 mt_961_use2017_last_save_rnk500_idxctrl 18.26 0.63 150.00 -9.59 150.01 63.23 44.86 47.62 60.29
131 mt_961_use2013_best_save_rnk500_idxctrl 16.24 -1.38 147.99 -11.61 147.99 61.22 42.84 45.61 58.27
133 mt_962_use2010_last_save_rnk500_idxctrl 15.76 -1.87 147.51 -12.09 147.51 60.73 42.36 45.13 57.79
134 mt_962_use2013_last_save_rnk500_idxctrl 15.70 -1.92 147.45 -12.14 147.45 60.68 42.30 45.07 57.74
143 mt_962_use2016_best_save_rnk500_idxctrl 13.06 -4.57 144.80 -14.79 144.81 58.03 39.66 42.42 55.09
148 mt_961_use2010_best_save_rnk500_idxctrl 11.71 -5.91 143.46 -16.14 143.46 56.69 38.31 41.08 53.74
153 mt_961_use2016_last_save_rnk500_idxctrl 8.98 -8.65 140.73 -18.87 140.73 53.95 35.58 38.35 51.01
154 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 8.85 -8.77 140.60 -19.00 140.60 53.83 35.45 38.22 50.88
156 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 8.46 -9.17 140.20 -19.39 140.21 53.43 35.06 37.82 50.49
158 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 7.25 -10.37 139.00 -20.60 139.00 52.23 33.85 36.62 49.29
159 mt_961_use2013_last_save_rnk500_idxctrl 7.03 -10.59 138.78 -20.82 138.78 52.00 33.63 36.40 49.06
160 mt_962_use2010_best_save_rnk500_idxctrl 6.93 -10.70 138.68 -20.92 138.68 51.90 33.53 36.30 48.96
161 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 6.88 -10.74 138.63 -20.97 138.63 51.85 33.48 36.25 48.91
162 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 6.75 -10.88 138.50 -21.10 138.50 51.72 33.35 36.11 48.78
163 multin_zz500_61004_idxctrl_zz500_pv 6.67 -10.95 138.42 -21.18 138.42 51.65 33.27 36.04 48.70
164 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 6.55 -11.07 138.30 -21.30 138.30 51.53 33.15 35.92 48.59
165 multin_zz500_61002_idxctrl_zz500_pv 6.29 -11.34 138.04 -21.56 138.04 51.26 32.89 35.66 48.32
169 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 5.64 -11.98 137.39 -22.21 137.39 50.62 32.24 35.01 47.67
170 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 5.50 -12.12 137.25 -22.35 137.25 50.48 32.10 34.87 47.53
172 multin_zz500_61001_idxctrl_zz500_pv 5.01 -12.61 136.76 -22.84 136.76 49.99 31.61 34.38 47.04
173 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 5.00 -12.62 136.75 -22.85 136.75 49.98 31.60 34.37 47.04
178 mt_961_use2010_last_save_rnk500_idxctrl 4.10 -13.52 135.85 -23.75 135.85 49.07 30.70 33.47 46.13
179 multin_zz1000_61001_idxctrl_pv_rm_blc 3.83 -13.79 135.58 -24.02 135.58 48.81 30.43 33.20 45.86
185 multin_zz1000_61001_idxctrl_pv 2.64 -14.99 134.39 -25.21 134.39 47.61 29.24 32.00 44.67
190 mt_961_use2009_best_save_rnk500_idxctrl 2.48 -15.15 134.22 -25.37 134.22 47.45 29.07 31.84 44.51
192 multin_zz1000_61002_idxctrl_pv_rm_blc 2.19 -15.43 133.94 -25.66 133.94 47.16 28.79 31.56 44.22
193 multin_zz1000_61004_idxctrl_pv_rm_blc 2.19 -15.43 133.94 -25.66 133.94 47.16 28.79 31.56 44.22
195 mt_962_use2018_last_save_rnk500_idxctrl 1.70 -15.92 133.45 -26.14 133.45 46.68 28.30 31.07 43.74
198 multin_zz1000_61002_idxctrl_pv 1.09 -16.54 132.84 -26.76 132.84 46.06 27.69 30.46 43.12
199 multin_zz1000_61004_idxctrl_pv 1.09 -16.54 132.84 -26.76 132.84 46.06 27.69 30.46 43.12
203 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc 0.38 -17.24 132.13 -27.47 132.13 45.35 26.98 29.75 42.41
205 multin_zz1000_61001_idxctrl_zz1000_pv -0.12 -17.74 131.63 -27.97 131.63 44.85 26.48 29.25 41.91
218 mt_961_use2009_last_save_rnk500_idxctrl -1.00 -18.62 130.75 -28.85 130.75 43.98 25.60 28.37 41.03
220 mt_961_use2021_last_save_rnk500_idxctrl -1.15 -18.77 130.60 -29.00 130.60 43.83 25.45 28.22 40.89
224 mt_961_use2022_best_save_rnk500_idxctrl -1.36 -18.98 130.39 -29.21 130.39 43.62 25.24 28.01 40.67
230 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -1.54 -19.16 130.21 -29.39 130.21 43.44 25.06 27.83 40.49
231 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -1.79 -19.41 129.96 -29.64 129.96 43.19 24.81 27.58 40.24
232 multin_zz1000_61004_idxctrl_zz1000_pv -2.05 -19.67 129.70 -29.90 129.70 42.93 24.55 27.32 39.98
236 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -2.20 -19.83 129.55 -30.05 129.55 42.77 24.40 27.17 39.83
238 multin_zz1000_61002_idxctrl_zz1000_pv -2.31 -19.93 129.44 -30.16 129.44 42.67 24.29 27.06 39.72
239 multin_zz1000_61001_idxctrl_pv_rm_fnd -2.63 -20.25 129.12 -30.48 129.12 42.34 23.97 26.74 39.40
241 mt_961_use2019_best_save_rnk500_idxctrl -2.93 -20.56 128.81 -30.78 128.81 42.04 23.66 26.43 39.10
248 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -4.07 -21.69 127.68 -31.92 127.68 40.91 22.53 25.30 37.96
249 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -4.07 -21.69 127.68 -31.92 127.68 40.91 22.53 25.30 37.96
250 mt_961_use2011_best_save_rnk500_idxctrl -4.09 -21.72 127.66 -31.94 127.66 40.88 22.51 25.28 37.94
251 mt_962_use2011_best_save_rnk500_idxctrl -4.14 -21.76 127.61 -31.99 127.61 40.83 22.46 25.23 37.89
254 multin_zz1000_61002_idxctrl_pv_rm_fnd -4.33 -21.96 127.42 -32.18 127.42 40.64 22.27 25.04 37.70
255 multin_zz1000_61004_idxctrl_pv_rm_fnd -4.33 -21.96 127.42 -32.18 127.42 40.64 22.27 25.04 37.70
259 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -5.79 -23.41 125.96 -33.64 125.96 39.19 20.81 23.58 36.25
261 mt_961_use2008_last_save_rnk500_idxctrl -6.18 -23.80 125.57 -34.03 125.57 38.80 20.42 23.19 35.85
263 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -6.73 -24.35 125.02 -34.58 125.02 38.25 19.87 22.64 35.31
266 mt_961_use2024_best_save_rnk500_idxctrl -6.99 -24.62 124.76 -34.84 124.76 37.98 19.61 22.38 35.04
272 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -7.73 -25.35 124.02 -35.58 124.02 37.24 18.87 21.64 34.30
273 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -7.75 -25.38 123.99 -35.60 124.00 37.22 18.85 21.61 34.28
280 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -8.64 -26.27 123.11 -36.49 123.11 36.33 17.96 20.72 33.39
281 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -8.68 -26.31 123.07 -36.53 123.07 36.29 17.92 20.68 33.35
291 mt_961_use2024_last_save_rnk500_idxctrl -10.45 -28.08 121.29 -38.30 121.30 34.52 16.15 18.91 31.58
294 mt_961_use2022_last_save_rnk500_idxctrl -10.93 -28.55 120.82 -38.78 120.82 34.04 15.67 18.44 31.10
307 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -12.69 -30.32 119.06 -40.54 119.06 32.28 13.91 16.68 29.34
310 mt_961_use2012_last_save_rnk500_idxctrl -12.73 -30.35 119.02 -40.58 119.02 32.25 13.87 16.64 29.30
311 multin_zz1000_61001_idxctrl_top3800_pv -12.93 -30.55 118.82 -40.78 118.82 32.04 13.67 16.44 29.10
340 mt_961_use2018_last_save_rnk500_idxctrl -15.03 -32.65 116.72 -42.88 116.72 29.95 11.57 14.34 27.00
341 mt_961_use2012_best_save_rnk500_idxctrl -15.28 -32.90 116.47 -43.13 116.47 29.70 11.32 14.09 26.75
343 mt_961_use2011_last_save_rnk500_idxctrl -15.67 -33.29 116.08 -43.52 116.08 29.31 10.93 13.70 26.36
351 mt_962_use2009_last_save_rnk500_idxctrl -16.22 -33.84 115.53 -44.07 115.53 28.75 10.38 13.15 25.81
356 mt_961_use2019_last_save_rnk500_idxctrl -16.64 -34.26 115.11 -44.49 115.11 28.33 9.96 12.73 25.39
360 multin_zz1000_61004_idxctrl_top3800_pv -17.12 -34.74 114.63 -44.97 114.63 27.85 9.48 12.25 24.91
361 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -17.41 -35.03 114.34 -45.26 114.34 27.56 9.19 11.96 24.62
362 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -17.46 -35.08 114.29 -45.31 114.29 27.52 9.14 11.91 24.58
366 multin_zz1000_61002_idxctrl_top3800_pv -17.66 -35.28 114.09 -45.51 114.09 27.31 8.94 11.71 24.37
368 mt_961_use2023_last_save_rnk500_idxctrl -17.96 -35.59 113.79 -45.81 113.79 27.01 8.64 11.41 24.07
370 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -18.01 -35.63 113.74 -45.86 113.74 26.96 8.59 11.36 24.02
371 mt_962_use2009_best_save_rnk500_idxctrl -18.14 -35.76 113.61 -45.99 113.61 26.83 8.46 11.23 23.89
374 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -18.58 -36.21 113.17 -46.43 113.17 26.39 8.02 10.79 23.45
376 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -18.79 -36.42 112.96 -46.64 112.96 26.18 7.81 10.57 23.24
383 mt_961_use2020_last_save_rnk500_idxctrl -19.69 -37.32 112.05 -47.54 112.06 25.28 6.91 9.67 22.34
384 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -19.85 -37.48 111.90 -47.70 111.90 25.12 6.75 9.52 22.18
386 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -20.25 -37.87 111.50 -48.10 111.50 24.73 6.35 9.12 21.79
387 multin_zz1000_61001_idxctrl_50010002000_pv -20.33 -37.95 111.42 -48.18 111.42 24.65 6.27 9.04 21.70
389 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -20.58 -38.21 111.16 -48.43 111.16 24.39 6.01 8.78 21.45
391 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -20.68 -38.31 111.06 -48.53 111.07 24.29 5.92 8.68 21.35
395 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -20.89 -38.51 110.86 -48.74 110.86 24.08 5.71 8.48 21.14
396 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -20.99 -38.61 110.76 -48.84 110.76 23.98 5.61 8.38 21.04
397 multin_zz1000_61004_idxctrl_50010002000_pv -21.08 -38.71 110.66 -48.93 110.66 23.89 5.51 8.28 20.95
403 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -21.64 -39.26 110.11 -49.49 110.11 23.34 4.96 7.73 20.39
409 multin_zz1000_61002_idxctrl_50010002000_pv -21.94 -39.56 109.81 -49.79 109.81 23.04 4.66 7.43 20.09
410 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -22.10 -39.72 109.65 -49.95 109.65 22.87 4.50 7.27 19.93
411 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -22.14 -39.77 109.61 -49.99 109.61 22.83 4.46 7.23 19.89
413 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -22.43 -40.06 109.32 -50.28 109.32 22.54 4.17 6.93 19.60
414 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -22.44 -40.06 109.31 -50.28 109.31 22.54 4.16 6.93 19.60
419 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -22.84 -40.46 108.91 -50.69 108.91 22.14 3.76 6.53 19.19
433 mt_961_use2020_best_save_rnk500_idxctrl -24.70 -42.32 107.05 -52.54 107.05 20.28 1.90 4.67 17.34
467 mt_961_use2008_best_save_rnk500_idxctrl -31.51 -49.13 100.24 -59.36 100.24 13.46 -4.91 -2.14 10.52
468 mt_962_use2008_last_save_rnk500_idxctrl -31.60 -49.23 100.14 -59.45 100.14 13.37 -5.01 -2.24 10.43
479 mt_962_use2008_best_save_rnk500_idxctrl -34.33 -51.95 97.42 -62.18 97.42 10.65 -7.73 -4.96 7.70
489 mt_961_use2023_best_save_rnk500_idxctrl -43.28 -60.90 88.47 -71.13 88.47 1.70 -16.68 -13.91 -1.25
491 mt_961_use2018_best_save_rnk500_idxctrl -43.42 -61.04 88.33 -71.27 88.33 1.56 -16.82 -14.05 -1.38