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_20250930_151528
4 mt_962_use2020_best_save_rnk500_idxctrl 77.49 96.81 182.19 135.95 182.19 171.97 232.03 272.98 258.99
5 mt_961_use2021_best_save_rnk500_idxctrl 70.37 89.69 175.08 128.84 175.08 164.86 224.92 265.87 251.87
6 mt_962_use2015_best_save_rnk500_idxctrl 66.89 86.20 171.59 125.35 171.59 161.37 221.43 262.38 248.39
7 mt_962_use2021_best_save_rnk500_idxctrl 66.62 85.94 171.32 125.08 171.32 161.10 221.16 262.11 248.12
8 mt_962_use2020_last_save_rnk500_idxctrl 62.90 82.22 167.60 121.36 167.60 157.38 217.44 258.39 244.40
9 mt_962_use2019_best_save_rnk500_idxctrl 59.09 78.41 163.80 117.56 163.80 153.58 213.64 254.59 240.59
10 mt_961_use2013_best_save_rnk500_idxctrl 57.41 76.73 162.11 115.87 162.11 151.89 211.95 252.90 238.91
11 mt_961_use2020_last_save_rnk500_idxctrl 51.49 70.81 156.19 109.95 156.19 145.97 206.03 246.98 232.99
12 mt_962_use2019_last_save_rnk500_idxctrl 50.30 69.62 155.01 108.77 155.01 144.79 204.85 245.80 231.80
13 mt_961_use2020_best_save_rnk500_idxctrl 48.32 67.64 153.03 106.79 153.03 142.81 202.87 243.82 229.82
14 mt_962_use2022_best_save_rnk500_idxctrl 45.67 64.99 150.37 104.13 150.37 140.15 200.21 241.16 227.17
15 mt_962_use2021_last_save_rnk500_idxctrl 36.86 56.18 141.56 95.32 141.56 131.34 191.40 232.35 218.36
16 mt_962_use2022_last_save_rnk500_idxctrl 35.10 54.42 139.81 93.56 139.81 129.58 189.65 230.59 216.60
17 mt_962_use2015_last_save_rnk500_idxctrl 30.87 50.19 135.58 89.33 135.58 125.35 185.42 226.36 212.37
19 mt_962_use2017_best_save_rnk500_idxctrl 29.61 48.93 134.32 88.08 134.32 124.10 184.16 225.11 211.11
20 mt_962_use2012_best_save_rnk500_idxctrl 27.36 46.68 132.06 85.82 132.06 121.84 181.90 222.85 208.86
22 mt_961_use2021_last_save_rnk500_idxctrl 24.47 43.79 129.17 82.93 129.17 118.95 179.01 219.96 205.97
23 mt_962_use2024_last_save_rnk500_idxctrl 24.15 43.47 128.86 82.62 128.86 118.64 178.70 219.65 205.65
24 mt_962_use2016_last_save_rnk500_idxctrl 23.90 43.22 128.61 82.36 128.61 118.38 178.45 219.39 205.40
25 mt_962_use2013_best_save_rnk500_idxctrl 20.58 39.90 125.29 79.05 125.29 115.07 175.13 216.08 202.08
26 mt_962_use2018_best_save_rnk500_idxctrl 19.91 39.23 124.61 78.37 124.61 114.39 174.45 215.40 201.41
27 mt_962_use2013_last_save_rnk500_idxctrl 18.79 38.11 123.50 77.25 123.50 113.27 173.34 214.28 200.29
29 mt_962_use2017_last_save_rnk500_idxctrl 17.19 36.51 121.89 75.65 121.89 111.67 171.73 212.68 198.69
30 mt_962_use2014_last_save_rnk500_idxctrl 15.36 34.68 120.07 73.83 120.07 109.85 169.91 210.86 196.86
32 mt_961_use2022_best_save_rnk500_idxctrl 15.25 34.57 119.95 73.71 119.95 109.73 169.79 210.74 196.75
37 mt_962_use2023_best_save_rnk500_idxctrl 12.52 31.84 117.22 70.98 117.22 107.00 167.06 208.01 194.02
38 mt_962_use2023_last_save_rnk500_idxctrl 12.37 31.69 117.08 70.84 117.08 106.86 166.92 207.87 193.87
45 mt_961_use2019_last_save_rnk500_idxctrl 6.79 26.11 111.50 65.25 111.50 101.27 161.34 202.28 188.29
46 mt_962_use2024_best_save_rnk500_idxctrl 6.01 25.33 110.71 64.47 110.71 100.49 160.55 201.50 187.51
50 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 2.18 21.50 106.88 60.64 106.88 96.66 156.72 197.67 183.68
51 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 1.79 21.11 106.50 60.25 106.50 96.27 156.34 197.28 183.29
59 mt_962_use2012_last_save_rnk500_idxctrl -0.85 18.47 103.85 57.61 103.85 93.63 153.69 194.64 180.65
62 multin_zz1000_61001_idxctrl_pv_rm_fnd -2.11 17.21 102.59 56.35 102.59 92.37 152.43 193.38 179.39
64 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc -2.20 17.12 102.51 56.27 102.51 92.29 152.35 193.30 179.30
65 mt_961_use2013_last_save_rnk500_idxctrl -2.28 17.04 102.42 56.18 102.42 92.20 152.26 193.21 179.22
67 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd -3.67 15.65 101.04 54.80 101.04 90.81 150.88 191.82 177.83
68 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd -3.81 15.51 100.89 54.65 100.89 90.67 150.73 191.68 177.69
69 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc -4.05 15.26 100.65 54.41 100.65 90.43 150.49 191.44 177.45
70 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc -4.14 15.18 100.56 54.32 100.56 90.34 150.40 191.35 177.36
72 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd -4.28 15.04 100.42 54.18 100.42 90.20 150.26 191.21 177.22
74 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc -4.77 14.55 99.94 53.69 99.94 89.71 149.78 190.72 176.73
75 mt_961_use2022_last_save_rnk500_idxctrl -4.85 14.47 99.86 53.62 99.86 89.64 149.70 190.65 176.65
80 mt_962_use2014_best_save_rnk500_idxctrl -6.14 13.18 98.57 52.32 98.57 88.34 148.41 189.35 175.36
83 mt_961_use2015_best_save_rnk500_idxctrl -6.76 12.56 97.94 51.70 97.94 87.72 147.78 188.73 174.74
85 multin_zz1000_61004_idxctrl_pv_rm_fnd -7.19 12.13 97.52 51.27 97.52 87.29 147.36 188.30 174.31
86 multin_zz1000_61002_idxctrl_pv_rm_fnd -7.19 12.13 97.52 51.27 97.52 87.29 147.36 188.30 174.31
87 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc -7.34 11.98 97.37 51.13 97.37 87.15 147.21 188.15 174.16
88 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc -7.34 11.98 97.37 51.13 97.37 87.15 147.21 188.15 174.16
91 mt_961_use2019_best_save_rnk500_idxctrl -8.46 10.85 96.24 50.00 96.24 86.02 146.08 187.03 173.04
93 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -9.10 10.22 95.60 49.36 95.60 85.38 145.44 186.39 172.40
94 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd -9.22 10.10 95.49 49.24 95.49 85.26 145.33 186.27 172.28
96 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc -9.50 9.82 95.21 48.97 95.21 84.99 145.05 185.99 172.00
97 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd -10.09 9.23 94.61 48.37 94.61 84.39 144.45 185.40 171.41
98 multin_zz1000_61001_idxctrl_zz1000_pv -10.10 9.22 94.61 48.37 94.61 84.38 144.45 185.39 171.40
99 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc -10.38 8.94 94.32 48.08 94.32 84.10 144.16 185.11 171.12
102 multin_zz1000_61001_idxctrl_pv_rm_blc -11.17 8.15 93.54 47.30 93.54 83.32 143.38 184.32 170.33
103 mt_961_use2010_best_save_rnk500_idxctrl -11.31 8.01 93.40 47.16 93.40 83.18 143.24 184.19 170.19
104 multin_zz1000_61001_idxctrl_pv -11.43 7.89 93.27 47.03 93.27 83.05 143.11 184.06 170.07
106 mt_962_use2010_last_save_rnk500_idxctrl -11.73 7.59 92.98 46.73 92.98 82.75 142.82 183.76 169.77
109 multin_zz500_61001_idxctrl_zz500_pv -12.32 7.00 92.38 46.14 92.38 82.16 142.22 183.17 169.18
111 mt_961_use2010_last_save_rnk500_idxctrl -12.83 6.49 91.88 45.64 91.88 81.66 141.72 182.67 168.67
113 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -13.33 5.99 91.37 45.13 91.37 81.15 141.21 182.16 168.17
117 multin_zz1000_61002_idxctrl_zz1000_pv -14.28 5.04 90.42 44.18 90.42 80.20 140.26 181.21 167.22
118 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -14.36 4.96 90.35 44.11 90.35 80.13 140.19 181.13 167.14
119 multin_zz500_61001_idxctrl_zz500_pv_rm_blc -14.42 4.90 90.29 44.05 90.29 80.07 140.13 181.08 167.08
122 multin_zz1000_61004_idxctrl_zz1000_pv -15.33 3.99 89.37 43.13 89.37 79.15 139.21 180.16 166.17
123 multin_zz1000_61002_idxctrl_pv_rm_blc -15.50 3.82 89.21 42.97 89.21 78.99 139.05 180.00 166.00
124 multin_zz1000_61004_idxctrl_pv_rm_blc -15.50 3.82 89.21 42.97 89.21 78.99 139.05 180.00 166.00
127 multin_zz1000_61002_idxctrl_pv -15.71 3.61 89.00 42.76 89.00 78.77 138.84 179.78 165.79
128 multin_zz1000_61004_idxctrl_pv -15.71 3.61 89.00 42.76 89.00 78.77 138.84 179.78 165.79
132 mt_961_use2014_best_save_rnk500_idxctrl -16.28 3.04 88.43 42.19 88.43 78.20 138.27 179.21 165.22
133 multin_zz500_61002_idxctrl_zz500_pv -16.93 2.39 87.78 41.54 87.78 77.56 137.62 178.56 164.57
137 multin_zz500_61004_idxctrl_zz500_pv -17.85 1.47 86.86 40.61 86.86 76.63 136.70 177.64 163.65
144 multin_zz500_61002_idxctrl_zz500_pv_rm_blc -19.03 0.29 85.68 39.43 85.68 75.45 135.52 176.46 162.47
146 mt_961_use2018_last_save_rnk500_idxctrl -19.22 0.10 85.48 39.24 85.48 75.26 135.32 176.27 162.28
150 multin_zz500_61004_idxctrl_zz500_pv_rm_blc -19.92 -0.60 84.79 38.55 84.79 74.57 134.63 175.58 161.58
155 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -21.47 -2.15 83.24 37.00 83.24 73.02 133.08 174.03 160.03
157 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -22.14 -2.82 82.56 36.32 82.56 72.34 132.40 173.35 159.36
158 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -22.36 -3.04 82.35 36.11 82.35 72.13 132.19 173.14 159.14
161 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -23.12 -3.80 81.59 35.34 81.59 71.36 131.43 172.37 158.38
167 mt_961_use2015_last_save_rnk500_idxctrl -25.70 -6.38 79.01 32.77 79.01 68.79 128.85 169.80 155.80
169 mt_961_use2017_best_save_rnk500_idxctrl -26.56 -7.24 78.15 31.91 78.15 67.93 127.99 168.94 154.94
174 mt_961_use2017_last_save_rnk500_idxctrl -27.48 -8.17 77.22 30.98 77.22 67.00 127.06 168.01 154.02
176 mt_962_use2011_last_save_rnk500_idxctrl -28.50 -9.18 76.20 29.96 76.20 65.98 126.04 166.99 153.00
180 mt_962_use2018_last_save_rnk500_idxctrl -28.98 -9.66 75.73 29.48 75.73 65.50 125.57 166.51 152.52
190 mt_961_use2011_best_save_rnk500_idxctrl -31.34 -12.02 73.36 27.12 73.36 63.14 123.20 164.15 150.16
191 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -31.89 -12.57 72.82 26.58 72.82 62.60 122.66 163.61 149.61
194 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -32.38 -13.06 72.33 26.09 72.33 62.11 122.17 163.12 149.12
195 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -32.63 -13.31 72.08 25.83 72.08 61.85 121.92 162.86 148.87
198 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -33.12 -13.80 71.59 25.34 71.59 61.36 121.43 162.37 148.38
199 mt_961_use2014_last_save_rnk500_idxctrl -33.14 -13.82 71.57 25.33 71.57 61.35 121.41 162.36 148.36
205 mt_962_use2016_best_save_rnk500_idxctrl -35.29 -15.98 69.41 23.17 69.41 59.19 119.25 160.20 146.21
206 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -35.46 -16.14 69.25 23.01 69.25 59.02 119.09 160.03 146.04
208 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -35.70 -16.38 69.01 22.77 69.01 58.79 118.85 159.79 145.80
213 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -35.96 -16.64 68.74 22.50 68.74 58.52 118.58 159.53 145.54
214 multin_zz1000_61001_idxctrl_top3800_pv -36.00 -16.68 68.71 22.47 68.71 58.49 118.55 159.50 145.50
215 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -36.17 -16.85 68.54 22.30 68.54 58.32 118.38 159.33 145.33
216 multin_zz1000_61001_idxctrl_50010002000_pv -36.20 -16.88 68.51 22.27 68.51 58.29 118.35 159.30 145.30
221 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -37.00 -17.68 67.70 21.46 67.70 57.48 117.54 158.49 144.50
222 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -37.24 -17.92 67.47 21.22 67.47 57.24 117.31 158.25 144.26
224 mt_962_use2010_best_save_rnk500_idxctrl -38.00 -18.68 66.71 20.47 66.71 56.49 116.55 157.49 143.50
225 mt_961_use2012_best_save_rnk500_idxctrl -38.02 -18.70 66.69 20.45 66.69 56.46 116.53 157.47 143.48
233 mt_961_use2009_best_save_rnk500_idxctrl -39.97 -20.65 64.74 18.49 64.74 54.51 114.58 155.52 141.53
238 multin_zz1000_61002_idxctrl_top3800_pv -41.64 -22.32 63.06 16.82 63.06 52.84 112.90 153.85 139.86
241 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -42.20 -22.88 62.51 16.26 62.51 52.28 112.35 153.29 139.30
243 mt_961_use2009_last_save_rnk500_idxctrl -42.34 -23.02 62.37 16.13 62.37 52.15 112.21 153.16 139.16
245 multin_zz1000_61002_idxctrl_50010002000_pv -42.48 -23.16 62.22 15.98 62.22 52.00 112.06 153.01 139.02
247 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -43.11 -23.79 61.60 15.36 61.60 51.38 111.44 152.39 138.39
254 mt_961_use2016_best_save_rnk500_idxctrl -43.65 -24.33 61.06 14.81 61.06 50.83 110.90 151.84 137.85
257 multin_zz1000_61004_idxctrl_50010002000_pv -44.63 -25.31 60.07 13.83 60.07 49.85 109.91 150.86 136.87
260 multin_zz1000_61004_idxctrl_top3800_pv -45.24 -25.92 59.47 13.22 59.47 49.24 109.31 150.25 136.26
261 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -45.28 -25.96 59.43 13.19 59.43 49.21 109.27 150.22 136.22
266 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -45.88 -26.57 58.82 12.58 58.82 48.60 108.66 149.61 135.62
284 mt_961_use2011_last_save_rnk500_idxctrl -50.14 -30.82 54.56 8.32 54.56 44.34 104.40 145.35 131.36
285 mt_961_use2016_last_save_rnk500_idxctrl -50.16 -30.84 54.54 8.30 54.54 44.32 104.38 145.33 131.34
300 mt_961_use2012_last_save_rnk500_idxctrl -53.22 -33.90 51.49 5.25 51.49 41.26 101.33 142.27 128.28
327 mt_961_use2024_best_save_rnk500_idxctrl -58.78 -39.46 45.93 -0.31 45.93 35.71 95.77 136.71 122.72
348 mt_962_use2011_best_save_rnk500_idxctrl -64.33 -45.01 40.38 -5.87 40.38 30.15 90.22 131.16 117.17
358 mt_961_use2008_last_save_rnk500_idxctrl -65.56 -46.24 39.15 -7.10 39.15 28.92 88.99 129.93 115.94
376 mt_961_use2024_last_save_rnk500_idxctrl -68.26 -48.94 36.44 -9.80 36.44 26.22 86.28 127.23 113.24
379 mt_961_use2018_best_save_rnk500_idxctrl -70.07 -50.75 34.63 -11.61 34.63 24.41 84.47 125.42 111.43
401 mt_962_use2009_last_save_rnk500_idxctrl -74.77 -55.45 29.93 -16.31 29.93 19.71 79.77 120.72 106.73
406 mt_961_use2023_last_save_rnk500_idxctrl -75.16 -55.84 29.55 -16.69 29.55 19.33 79.39 120.33 106.34
407 mt_962_use2009_best_save_rnk500_idxctrl -75.27 -55.95 29.44 -16.81 29.44 19.21 79.28 120.22 106.23
444 mt_961_use2008_best_save_rnk500_idxctrl -83.00 -63.68 21.70 -24.54 21.70 11.48 71.54 112.49 98.50
461 mt_961_use2023_best_save_rnk500_idxctrl -89.07 -69.75 15.64 -30.60 15.64 5.42 65.48 106.43 92.43
462 mt_962_use2008_best_save_rnk500_idxctrl -89.09 -69.77 15.62 -30.62 15.62 5.40 65.46 106.41 92.41
465 mt_962_use2008_last_save_rnk500_idxctrl -90.40 -71.08 14.31 -31.94 14.31 4.08 64.15 105.09 91.10