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_20251009_151521
4 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd 125.47 41.20 224.21 76.63 224.21 199.93 230.21 226.17 234.82
5 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd 121.17 36.89 219.91 72.33 219.91 195.63 225.91 221.87 230.52
6 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd 120.96 36.68 219.69 72.12 219.70 195.42 225.70 221.66 230.31
7 multin_zz500_61001_idxctrl_zz500_pv_rm_fnd_blc 118.31 34.04 217.05 69.47 217.05 192.78 223.06 219.01 227.67
8 multin_zz500_61002_idxctrl_zz500_pv_rm_fnd_blc 114.05 29.78 212.79 65.22 212.79 188.52 218.80 214.76 223.41
9 multin_zz500_61004_idxctrl_zz500_pv_rm_fnd_blc 113.86 29.58 212.59 65.02 212.59 188.32 218.60 214.56 223.21
13 multin_zz500_61001_idxctrl_zz500_pv 88.78 4.51 187.52 39.94 187.52 163.25 193.53 189.48 198.14
15 multin_zz500_61002_idxctrl_zz500_pv 86.98 2.71 185.72 38.14 185.72 161.44 191.72 187.68 196.33
16 multin_zz500_61004_idxctrl_zz500_pv 86.02 1.75 184.76 37.19 184.76 160.49 190.77 186.73 195.38
18 multin_zz500_61001_idxctrl_zz500_pv_rm_blc 82.12 -2.15 180.86 33.28 180.86 156.58 186.86 182.82 191.47
19 multin_zz500_61002_idxctrl_zz500_pv_rm_blc 80.34 -3.93 179.08 31.50 179.08 154.80 185.08 181.04 189.69
21 multin_zz500_61004_idxctrl_zz500_pv_rm_blc 79.43 -4.84 178.17 30.59 178.17 153.89 184.17 180.13 188.78
23 mt_961_use2021_best_save_rnk500_idxctrl 72.14 -12.13 170.88 23.31 170.88 146.61 176.89 172.84 181.50
24 mt_962_use2016_best_save_rnk500_idxctrl 71.75 -12.52 170.49 22.91 170.49 146.22 176.50 172.45 181.11
26 mt_962_use2014_last_save_rnk500_idxctrl 68.04 -16.23 166.78 19.21 166.78 142.51 172.79 168.75 177.40
27 mt_962_use2008_last_save_rnk500_idxctrl 67.04 -17.23 165.78 18.20 165.78 141.51 171.79 167.74 176.40
28 mt_962_use2009_best_save_rnk500_idxctrl 66.63 -17.64 165.37 17.79 165.37 141.09 171.37 167.33 175.98
29 mt_962_use2009_last_save_rnk500_idxctrl 66.38 -17.89 165.12 17.54 165.12 140.84 171.12 167.08 175.73
30 mt_962_use2008_best_save_rnk500_idxctrl 65.17 -19.10 163.91 16.33 163.91 139.63 169.91 165.87 174.52
31 mt_961_use2021_last_save_rnk500_idxctrl 60.05 -24.22 158.79 11.22 158.79 134.52 164.80 160.76 169.41
33 mt_961_use2008_best_save_rnk500_idxctrl 57.62 -26.65 156.36 8.78 156.36 132.09 162.37 158.32 166.98
34 mt_962_use2014_best_save_rnk500_idxctrl 55.17 -29.10 153.91 6.33 153.91 129.64 159.92 155.87 164.53
35 mt_961_use2008_last_save_rnk500_idxctrl 54.98 -29.29 153.72 6.14 153.72 129.45 159.73 155.68 164.34
36 multin_zz1000_61001_idxctrl_pv_rm_fnd 54.74 -29.53 153.48 5.90 153.48 129.20 159.48 155.44 164.09
37 multin_zz1000_61001_idxctrl_pv_rm_fnd_blc 53.34 -30.94 152.08 4.50 152.08 127.80 158.08 154.04 162.69
38 mt_961_use2016_best_save_rnk500_idxctrl 53.19 -31.08 151.93 4.35 151.93 127.65 157.93 153.89 162.54
39 multin_zz1000_61004_idxctrl_pv_rm_fnd 52.92 -31.35 151.66 4.08 151.66 127.38 157.66 153.62 162.27
40 multin_zz1000_61002_idxctrl_pv_rm_fnd 52.92 -31.35 151.66 4.08 151.66 127.38 157.66 153.62 162.27
42 multin_zz1000_61002_idxctrl_pv_rm_fnd_blc 51.43 -32.84 150.17 2.60 150.17 125.90 156.18 152.14 160.79
43 multin_zz1000_61004_idxctrl_pv_rm_fnd_blc 51.43 -32.84 150.17 2.60 150.17 125.90 156.18 152.14 160.79
44 mt_961_use2016_last_save_rnk500_idxctrl 50.58 -33.69 149.32 1.74 149.32 125.04 155.32 151.28 159.93
47 mt_962_use2024_last_save_rnk500_idxctrl 47.80 -36.47 146.54 -1.04 146.54 122.26 152.54 148.50 157.15
50 mt_962_use2017_last_save_rnk500_idxctrl 44.73 -39.54 143.47 -4.11 143.47 119.19 149.47 145.43 154.08
51 mt_961_use2014_last_save_rnk500_idxctrl 43.15 -41.12 141.89 -5.69 141.89 117.61 147.89 143.85 152.50
52 mt_961_use2023_last_save_rnk500_idxctrl 42.29 -41.98 141.03 -6.55 141.03 116.75 147.03 142.99 151.64
53 mt_962_use2016_last_save_rnk500_idxctrl 41.10 -43.17 139.84 -7.74 139.84 115.56 145.84 141.80 150.45
54 mt_962_use2017_best_save_rnk500_idxctrl 41.09 -43.18 139.83 -7.75 139.83 115.55 145.83 141.79 150.44
55 mt_961_use2024_best_save_rnk500_idxctrl 40.94 -43.33 139.68 -7.90 139.68 115.40 145.68 141.64 150.29
60 mt_961_use2024_last_save_rnk500_idxctrl 38.87 -45.40 137.61 -9.97 137.61 113.33 143.61 139.57 148.22
62 mt_962_use2011_best_save_rnk500_idxctrl 36.86 -47.41 135.60 -11.97 135.60 111.33 141.61 137.57 146.22
63 mt_962_use2010_best_save_rnk500_idxctrl 35.41 -48.86 134.15 -13.43 134.15 109.87 140.15 136.11 144.76
64 multin_zz1000_61001_idxctrl_pv 33.10 -51.17 131.84 -15.74 131.84 107.56 137.84 133.80 142.45
66 mt_962_use2012_last_save_rnk500_idxctrl 32.81 -51.46 131.55 -16.03 131.55 107.27 137.55 133.51 142.16
67 mt_962_use2018_last_save_rnk500_idxctrl 32.69 -51.58 131.43 -16.15 131.43 107.15 137.43 133.39 142.04
68 multin_zz1000_61004_idxctrl_pv 31.57 -52.71 130.30 -17.27 130.31 106.03 136.31 132.27 140.92
69 multin_zz1000_61002_idxctrl_pv 31.57 -52.71 130.30 -17.27 130.31 106.03 136.31 132.27 140.92
71 mt_962_use2013_last_save_rnk500_idxctrl 30.75 -53.52 129.49 -18.09 129.49 105.22 135.50 131.45 140.11
72 multin_zz1000_61001_idxctrl_pv_rm_blc 30.52 -53.75 129.26 -18.32 129.26 104.98 135.26 131.22 139.87
73 mt_961_use2023_best_save_rnk500_idxctrl 29.32 -54.95 128.06 -19.52 128.06 103.79 134.07 130.02 138.68
74 mt_962_use2010_last_save_rnk500_idxctrl 29.24 -55.03 127.98 -19.60 127.98 103.70 133.98 129.94 138.59
75 multin_zz1000_61002_idxctrl_pv_rm_blc 28.89 -55.38 127.63 -19.94 127.63 103.36 133.64 129.60 138.25
76 multin_zz1000_61004_idxctrl_pv_rm_blc 28.89 -55.38 127.63 -19.94 127.63 103.36 133.64 129.60 138.25
81 mt_962_use2023_last_save_rnk500_idxctrl 27.19 -57.08 125.93 -21.65 125.93 101.65 131.93 127.89 136.54
82 mt_962_use2011_last_save_rnk500_idxctrl 27.18 -57.09 125.92 -21.66 125.92 101.65 131.93 127.88 136.54
84 mt_962_use2024_best_save_rnk500_idxctrl 26.33 -57.94 125.07 -22.51 125.07 100.79 131.07 127.03 135.68
87 mt_961_use2014_best_save_rnk500_idxctrl 24.66 -59.61 123.40 -24.18 123.40 99.12 129.40 125.36 134.01
88 mt_961_use2017_last_save_rnk500_idxctrl 24.31 -59.96 123.05 -24.52 123.05 98.78 129.06 125.02 133.67
91 mt_962_use2013_best_save_rnk500_idxctrl 22.93 -61.34 121.67 -25.91 121.67 97.40 127.68 123.63 132.29
95 mt_962_use2012_best_save_rnk500_idxctrl 21.40 -62.87 120.14 -27.44 120.14 95.87 126.15 122.10 130.76
96 mt_962_use2023_best_save_rnk500_idxctrl 21.34 -62.93 120.08 -27.50 120.08 95.80 126.08 122.04 130.69
98 mt_961_use2017_best_save_rnk500_idxctrl 20.14 -64.13 118.88 -28.70 118.88 94.60 124.88 120.84 129.49
100 mt_961_use2022_last_save_rnk500_idxctrl 19.93 -64.34 118.67 -28.91 118.67 94.40 124.68 120.63 129.29
102 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd 19.13 -65.14 117.87 -29.71 117.87 93.60 123.88 119.83 128.49
103 multin_zz1000_61004_idxctrl_zz1000_pv_rm_fnd_blc 19.11 -65.17 117.84 -29.73 117.85 93.57 123.85 119.81 128.46
105 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd 18.56 -65.71 117.30 -30.28 117.30 93.02 123.30 119.26 127.91
106 multin_zz1000_61002_idxctrl_zz1000_pv_rm_fnd_blc 18.50 -65.78 117.23 -30.34 117.23 92.96 123.24 119.20 127.85
109 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd 17.18 -67.09 115.92 -31.65 115.92 91.65 121.93 117.88 126.54
110 multin_zz1000_61001_idxctrl_zz1000_pv_rm_fnd_blc 17.08 -67.19 115.82 -31.76 115.82 91.54 121.82 117.78 126.43
112 mt_962_use2019_last_save_rnk500_idxctrl 16.44 -67.83 115.18 -32.40 115.18 90.91 121.19 117.14 125.80
114 mt_961_use2009_last_save_rnk500_idxctrl 15.32 -68.95 114.06 -33.51 114.06 89.79 120.07 116.03 124.68
115 mt_962_use2018_best_save_rnk500_idxctrl 15.27 -69.00 114.01 -33.57 114.01 89.73 120.01 115.97 124.62
117 mt_962_use2015_last_save_rnk500_idxctrl 14.63 -69.64 113.37 -34.21 113.37 89.09 119.37 115.33 123.98
121 mt_961_use2009_best_save_rnk500_idxctrl 11.97 -72.31 110.70 -36.87 110.71 86.43 116.71 112.67 121.32
123 mt_962_use2020_best_save_rnk500_idxctrl 11.30 -72.97 110.04 -37.54 110.04 85.76 116.04 112.00 120.65
126 mt_961_use2015_best_save_rnk500_idxctrl 10.08 -74.19 108.82 -38.76 108.82 84.54 114.82 110.78 119.43
131 mt_961_use2022_best_save_rnk500_idxctrl 7.91 -76.36 106.65 -40.93 106.65 82.38 112.66 108.61 117.27
136 mt_961_use2020_last_save_rnk500_idxctrl 4.60 -79.67 103.34 -44.24 103.34 79.06 109.35 105.30 113.96
138 mt_961_use2015_last_save_rnk500_idxctrl 3.79 -80.48 102.53 -45.05 102.53 78.26 108.54 104.49 113.15
141 mt_962_use2021_last_save_rnk500_idxctrl 2.31 -81.96 101.05 -46.52 101.05 76.78 107.06 103.02 111.67
142 mt_961_use2018_last_save_rnk500_idxctrl 2.19 -82.08 100.93 -46.65 100.93 76.65 106.93 102.89 111.54
147 mt_961_use2020_best_save_rnk500_idxctrl -0.47 -84.74 98.27 -49.31 98.27 74.00 104.28 100.23 108.89
148 multin_zz1000_61004_idxctrl_zz1000_pv -0.62 -84.89 98.12 -49.46 98.12 73.84 104.12 100.08 108.73
150 mt_962_use2022_last_save_rnk500_idxctrl -1.01 -85.28 97.73 -49.85 97.73 73.45 103.73 99.69 108.34
151 multin_zz1000_61002_idxctrl_zz1000_pv -1.18 -85.45 97.56 -50.02 97.56 73.29 103.57 99.52 108.18
152 multin_zz1000_61004_idxctrl_zz1000_pv_rm_blc -2.10 -86.37 96.64 -50.94 96.64 72.36 102.64 98.60 107.25
155 multin_zz1000_61002_idxctrl_zz1000_pv_rm_blc -2.73 -87.00 96.01 -51.57 96.01 71.73 102.01 97.97 106.62
156 multin_zz1000_61001_idxctrl_zz1000_pv -2.84 -87.11 95.90 -51.68 95.90 71.62 101.90 97.86 106.51
157 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd -3.29 -87.56 95.45 -52.13 95.45 71.17 101.45 97.41 106.06
158 multin_zz1000_61002_idxctrl_top3800_pv_rm_fnd_blc -3.39 -87.66 95.35 -52.23 95.35 71.07 101.35 97.31 105.96
162 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd -3.63 -87.90 95.11 -52.47 95.11 70.83 101.11 97.07 105.72
163 multin_zz1000_61001_idxctrl_50010002000_pv_rm_fnd_blc -3.92 -88.19 94.82 -52.76 94.82 70.54 100.82 96.78 105.43
164 mt_962_use2020_last_save_rnk500_idxctrl -4.17 -88.44 94.57 -53.01 94.57 70.29 100.57 96.53 105.18
166 multin_zz1000_61001_idxctrl_zz1000_pv_rm_blc -4.46 -88.73 94.28 -53.30 94.28 70.00 100.28 96.24 104.89
167 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd -4.50 -88.78 94.23 -53.34 94.23 69.96 100.24 96.20 104.85
168 multin_zz1000_61004_idxctrl_50010002000_pv_rm_fnd_blc -4.55 -88.82 94.19 -53.39 94.19 69.91 100.20 96.15 104.81
169 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd -4.59 -88.86 94.15 -53.43 94.15 69.87 100.15 96.11 104.76
170 multin_zz1000_61004_idxctrl_top3800_pv_rm_fnd_blc -4.72 -89.00 94.01 -53.56 94.02 69.74 100.02 95.98 104.63
172 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd -4.75 -89.02 93.99 -53.59 93.99 69.72 100.00 95.95 104.61
173 multin_zz1000_61002_idxctrl_50010002000_pv_rm_fnd_blc -4.80 -89.07 93.94 -53.64 93.94 69.67 99.95 95.90 104.56
174 mt_961_use2011_last_save_rnk500_idxctrl -4.93 -89.20 93.81 -53.77 93.81 69.54 99.82 95.77 104.43
179 mt_961_use2013_best_save_rnk500_idxctrl -5.36 -89.63 93.38 -54.20 93.38 69.11 99.39 95.34 104.00
181 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd -7.15 -91.42 91.59 -55.99 91.59 67.32 97.60 93.55 102.21
182 mt_961_use2011_best_save_rnk500_idxctrl -7.28 -91.55 91.46 -56.11 91.46 67.19 97.47 93.42 102.08
184 multin_zz1000_61001_idxctrl_top3800_pv_rm_fnd_blc -7.35 -91.62 91.39 -56.19 91.39 67.11 97.39 93.35 102.00
185 mt_962_use2022_best_save_rnk500_idxctrl -7.64 -91.91 91.10 -56.48 91.10 66.83 97.11 93.06 101.72
187 mt_961_use2019_best_save_rnk500_idxctrl -7.81 -92.08 90.93 -56.65 90.93 66.65 96.93 92.89 101.54
188 mt_961_use2010_best_save_rnk500_idxctrl -8.65 -92.92 90.09 -57.49 90.09 65.81 96.09 92.05 100.70
200 mt_962_use2021_best_save_rnk500_idxctrl -12.11 -96.38 86.63 -60.95 86.63 62.35 92.63 88.59 97.24
201 mt_962_use2015_best_save_rnk500_idxctrl -12.43 -96.70 86.31 -61.27 86.31 62.03 92.31 88.27 96.92
203 mt_961_use2013_last_save_rnk500_idxctrl -13.51 -97.78 85.23 -62.35 85.23 60.95 91.23 87.19 95.84
205 mt_962_use2019_best_save_rnk500_idxctrl -14.23 -98.50 84.51 -63.06 84.51 60.24 90.52 86.47 95.13
206 mt_961_use2012_last_save_rnk500_idxctrl -15.64 -99.91 83.10 -64.47 83.10 58.83 89.11 85.07 93.72
207 mt_961_use2019_last_save_rnk500_idxctrl -16.07 -100.34 82.67 -64.91 82.67 58.40 88.68 84.63 93.29
208 mt_961_use2010_last_save_rnk500_idxctrl -16.40 -100.68 82.33 -65.24 82.34 58.06 88.34 84.30 92.95
209 mt_961_use2018_best_save_rnk500_idxctrl -16.51 -100.79 82.23 -65.35 82.23 57.95 88.23 84.19 92.84
210 mt_961_use2012_best_save_rnk500_idxctrl -17.27 -101.55 81.46 -66.11 81.47 57.19 87.47 83.43 92.08
258 multin_zz1000_61002_idxctrl_top3800_pv -37.22 -121.49 61.52 -86.06 61.52 37.25 67.53 63.48 72.14
259 multin_zz1000_61002_idxctrl_50010002000_pv -37.34 -121.61 61.40 -86.18 61.40 37.13 67.41 63.36 72.02
260 multin_zz1000_61004_idxctrl_50010002000_pv -37.39 -121.66 61.35 -86.23 61.35 37.07 67.35 63.31 71.96
261 multin_zz1000_61002_idxctrl_top3800_pv_rm_blc -38.29 -122.56 60.45 -87.13 60.45 36.17 66.45 62.41 71.06
262 multin_zz1000_61002_idxctrl_50010002000_pv_rm_blc -38.36 -122.63 60.38 -87.20 60.38 36.11 66.39 62.34 71.00
263 multin_zz1000_61004_idxctrl_50010002000_pv_rm_blc -38.37 -122.65 60.36 -87.21 60.36 36.09 66.37 62.33 70.98
264 multin_zz1000_61001_idxctrl_50010002000_pv -38.46 -122.73 60.28 -87.30 60.28 36.00 66.28 62.24 70.89
269 multin_zz1000_61001_idxctrl_50010002000_pv_rm_blc -39.57 -123.84 59.17 -88.41 59.17 34.90 65.18 61.13 69.79
270 multin_zz1000_61004_idxctrl_top3800_pv -39.90 -124.18 58.83 -88.74 58.83 34.56 64.84 60.80 69.45
272 multin_zz1000_61004_idxctrl_top3800_pv_rm_blc -41.06 -125.33 57.68 -89.90 57.68 33.40 63.68 59.64 68.29
274 multin_zz1000_61001_idxctrl_top3800_pv -42.37 -126.64 56.37 -91.20 56.37 32.10 62.38 58.33 66.99
279 multin_zz1000_61001_idxctrl_top3800_pv_rm_blc -43.44 -127.71 55.30 -92.28 55.30 31.02 61.30 57.26 65.91